GRAB option chain Grab Holdings Limited
Cboe delayed options data · as of 06:35 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±10.7% (3.15–3.90) · ATM IV 46.6% · P/C open interest 1.84
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 1.22 | 1.72 | 171 | 0.96 | 0.0665 | -0.002 | 2 | 0 | 0.2300 | 194.2% | -0.04 | 0.0663 | -0.002 | ||||
| 0.7200 | 1.36 | 10 | 71.3% | 0.93 | 0.1491 | -0.002 | 2.5 | 0 | 0.0800 | 1 | 95.7% | -0.07 | 0.1493 | -0.002 | ||
| 0.4500 | 0.7600 | 9 | 69.3% | 0.84 | 0.3825 | -0.002 | 3 | 0 | 0.0500 | 44 | 47.6% | -0.16 | 0.3836 | -0.003 | ||
| 0.1600 | 0.2500 | 468 | 405 | 47.0% | 0.55 | 0.8868 | -0.003 | 3.5 | 0.1500 | 0.1900 | 21 | 6,827 | 46.2% | -0.45 | 0.8928 | -0.003 |
| 0.0500 | 0.0600 | 603 | 2,214 | 49.2% | 0.20 | 0.5796 | -0.002 | 4 | 0.3200 | 0.6300 | 64 | 20.3% | -0.80 | 0.5904 | -0.002 | |
| 0 | 0.0200 | 313 | 49.4% | 0.09 | 0.2698 | -0.002 | 4.5 | 0.9000 | 1.10 | 64.3% | -0.92 | 0.2789 | -0.002 | |||
| 0 | 0.0200 | 17 | 65.8% | 0.05 | 0.1410 | -0.001 | 5 | 0.0100 | 3.60 | 186.2% | -0.96 | 0.1534 | -0.001 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs