HOOD option chain Robinhood Markets, Inc.
Cboe delayed options data · as of 03:38 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 ±28.4% (68.96–123.76) · ATM IV 62.0% · P/C open interest 0.89
| 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 | |
| 47.25 | 48.90 | 24 | 71.7% | 0.97 | 0.0019 | -0.006 | 50 | 0.4100 | 0.8300 | 11 | 416 | 71.6% | -0.03 | 0.0019 | -0.012 | |
| 43.05 | 44.35 | 65 | 72.7% | 0.95 | 0.0027 | -0.011 | 55 | 0.7000 | 1.23 | 228 | 488 | 69.3% | -0.05 | 0.0027 | -0.016 | |
| 38.25 | 39.90 | 15 | 69 | 67.6% | 0.93 | 0.0037 | -0.016 | 60 | 1.40 | 1.71 | 191 | 1,107 | 68.7% | -0.07 | 0.0037 | -0.021 |
| 34.05 | 35.65 | 30 | 56 | 66.2% | 0.90 | 0.0048 | -0.022 | 65 | 1.82 | 2.16 | 770 | 498 | 64.4% | -0.10 | 0.0049 | -0.027 |
| 30.05 | 31.60 | 140 | 64.8% | 0.86 | 0.0061 | -0.029 | 70 | 2.71 | 3.10 | 246 | 581 | 63.4% | -0.14 | 0.0062 | -0.033 | |
| 26.35 | 27.85 | 1 | 201 | 64.0% | 0.82 | 0.0073 | -0.035 | 75 | 4.20 | 4.65 | 16 | 1,076 | 65.0% | -0.18 | 0.0074 | -0.038 |
| 23.00 | 24.20 | 2 | 230 | 62.9% | 0.77 | 0.0085 | -0.041 | 80 | 5.70 | 5.80 | 67 | 1,088 | 63.1% | -0.23 | 0.0087 | -0.044 |
| 20.15 | 21.20 | 277 | 63.4% | 0.72 | 0.0096 | -0.046 | 85 | 7.50 | 7.65 | 102 | 932 | 62.6% | -0.28 | 0.0098 | -0.048 | |
| 17.65 | 17.80 | 82 | 226 | 62.3% | 0.67 | 0.0104 | -0.050 | 90 | 9.65 | 10.20 | 6 | 702 | 63.3% | -0.34 | 0.0106 | -0.052 |
| 15.15 | 15.30 | 87 | 1,118 | 62.0% | 0.61 | 0.0110 | -0.053 | 95 | 12.10 | 12.25 | 8 | 645 | 61.9% | -0.40 | 0.0113 | -0.054 |
| 12.95 | 13.05 | 149 | 409 | 61.6% | 0.55 | 0.0114 | -0.054 | 100 | 14.90 | 15.00 | 59 | 1,930 | 61.8% | -0.46 | 0.0117 | -0.056 |
| 11.05 | 11.20 | 124 | 503 | 61.7% | 0.50 | 0.0115 | -0.055 | 105 | 17.95 | 18.05 | 6 | 745 | 61.6% | -0.51 | 0.0119 | -0.056 |
| 9.40 | 9.50 | 67 | 1,055 | 61.5% | 0.45 | 0.0114 | -0.054 | 110 | 21.25 | 21.40 | 1 | 532 | 61.6% | -0.57 | 0.0119 | -0.055 |
| 7.95 | 8.05 | 14 | 675 | 61.4% | 0.40 | 0.0112 | -0.053 | 115 | 24.80 | 24.95 | 36 | 716 | 61.5% | -0.62 | 0.0117 | -0.054 |
| 6.75 | 6.90 | 228 | 2,313 | 61.6% | 0.35 | 0.0107 | -0.051 | 120 | 27.90 | 28.75 | 53 | 681 | 59.9% | -0.66 | 0.0113 | -0.051 |
| 5.70 | 5.85 | 29 | 686 | 61.6% | 0.31 | 0.0102 | -0.049 | 125 | 31.65 | 33.15 | 58 | 517 | 60.4% | -0.71 | 0.0109 | -0.049 |
| 4.80 | 4.95 | 55 | 769 | 61.6% | 0.28 | 0.0096 | -0.046 | 130 | 35.75 | 37.75 | 183 | 61.7% | -0.75 | 0.0103 | -0.046 | |
| 4.10 | 4.25 | 12 | 783 | 62.0% | 0.24 | 0.0090 | -0.043 | 135 | 40.00 | 42.05 | 71 | 61.8% | -0.78 | 0.0098 | -0.043 | |
| 3.15 | 3.90 | 14 | 740 | 62.0% | 0.21 | 0.0083 | -0.041 | 140 | 44.40 | 46.50 | 93 | 62.0% | -0.81 | 0.0092 | -0.040 | |
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs