GRAB option chain Grab Holdings Limited
Cboe delayed options data · as of 12:37 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 ±45.0% (1.59–4.18) · ATM IV 52.1% · P/C open interest 0.13
| 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 | |
| 1.34 | 1.65 | 377 | 33.2% | 0.93 | 0.0772 | -0.000 | 1.5 | 0.0500 | 0.1100 | 347 | 58.6% | -0.08 | 0.0800 | -0.000 | ||
| 1.15 | 1.27 | 3 | 739 | 56.1% | 0.86 | 0.1395 | -0.000 | 2 | 0.1500 | 0.2000 | 12.0K | 53.1% | -0.16 | 0.1472 | -0.001 | |
| 0.8700 | 1.50 | 1 | 1,727 | 81.0% | 0.75 | 0.1988 | -0.001 | 2.5 | 0.3300 | 0.4000 | 4,885 | 52.6% | -0.27 | 0.2148 | -0.001 | |
| 0.6500 | 0.7000 | 9 | 3,588 | 52.3% | 0.64 | 0.2368 | -0.001 | 3 | 0.5800 | 0.6600 | 8,980 | 51.9% | -0.40 | 0.2641 | -0.001 | |
| 0.5000 | 0.5500 | 12 | 9,753 | 53.7% | 0.53 | 0.2494 | -0.001 | 3.5 | 0.9100 | 0.9800 | 374 | 4,584 | 52.0% | -0.52 | 0.2896 | -0.001 |
| 0.3800 | 0.4500 | 29 | 11.7K | 54.9% | 0.44 | 0.2431 | -0.001 | 4 | 1.29 | 1.37 | 1,312 | 53.1% | -0.63 | 0.2966 | -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.
callsputs