GRAB option chain Grab Holdings Limited
Cboe delayed options data · as of 00:35 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 ±50.4% (1.70–5.16) · ATM IV 56.1% · P/C open interest 0.15
| 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 | |
| 1.56 | 1.88 | 10 | 294 | 53.4% | 0.91 | 0.0806 | -0.000 | 2 | 0.1500 | 0.1700 | 3 | 15.7K | 58.3% | -0.11 | 0.0842 | -0.000 |
| 1.19 | 1.52 | 1,134 | 49.7% | 0.84 | 0.1209 | -0.000 | 2.5 | 0.2600 | 0.3500 | 1 | 166 | 56.5% | -0.18 | 0.1282 | -0.001 | |
| 1.06 | 1.37 | 1,828 | 60.7% | 0.75 | 0.1571 | -0.001 | 3 | 0.3800 | 0.6700 | 1 | 8,878 | 56.6% | -0.28 | 0.1701 | -0.001 | |
| 0.8400 | 0.9700 | 1 | 4,073 | 53.5% | 0.66 | 0.1822 | -0.001 | 3.5 | 0.7000 | 0.9500 | 3,937 | 58.7% | -0.38 | 0.2022 | -0.001 | |
| 0.6900 | 0.7500 | 105 | 5,174 | 52.9% | 0.58 | 0.1941 | -0.001 | 4 | 0.9400 | 1.19 | 1,138 | 53.6% | -0.47 | 0.2222 | -0.001 | |
| 0.5500 | 0.6600 | 5 | 4,456 | 54.5% | 0.50 | 0.1954 | -0.001 | 4.5 | 1.35 | 1.50 | 501 | 54.1% | -0.56 | 0.2317 | -0.001 | |
| 0.4700 | 0.5600 | 26 | 16.5K | 56.0% | 0.43 | 0.1897 | -0.001 | 5 | 1.75 | 2.05 | 3 | 2,058 | 60.3% | -0.64 | 0.2343 | -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 — Dec 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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