GRAB option chain Grab Holdings Limited
Cboe delayed options data · as of 15:38 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 ±16.3% (2.42–3.35) · ATM IV 48.6% · P/C open interest 0.05
| 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 | |
| 0.2600 | 2.15 | 171.5% | 0.91 | 0.1762 | -0.001 | 2 | 0 | 0.0600 | 1 | 70.3% | -0.09 | 0.1772 | -0.001 | |||
| 0.1600 | 0.2100 | 10 | 138 | 47.7% | 0.48 | 0.7174 | -0.002 | 3 | 0.2700 | 0.3000 | 13 | 16 | 49.6% | -0.53 | 0.7354 | -0.002 |
| 0.0200 | 0.0400 | 37 | 150 | 56.8% | 0.13 | 0.2874 | -0.001 | 4 | 0.3000 | 1.85 | -0.90 | 0.3160 | -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.