HOOD option chain Robinhood Markets, Inc.
Cboe delayed options data · as of 13:03 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 ±32.2% (67.88–132.43) · ATM IV 63.3% · P/C open interest 0.76
| 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 | |
| 43.75 | 52.35 | 2,113 | 75.8% | 0.94 | 0.0025 | -0.013 | 55 | 0.3300 | 3.45 | 349 | 1,109 | 78.0% | -0.06 | 0.0025 | -0.018 | |
| 39.40 | 48.00 | 314 | 72.8% | 0.92 | 0.0033 | -0.018 | 60 | 0.5100 | 4.05 | 26 | 1,315 | 73.0% | -0.08 | 0.0033 | -0.022 | |
| 35.25 | 43.90 | 1,913 | 70.9% | 0.89 | 0.0042 | -0.023 | 65 | 0.6500 | 4.80 | 32 | 737 | 68.2% | -0.11 | 0.0042 | -0.027 | |
| 31.30 | 39.95 | 736 | 1,366 | 69.1% | 0.86 | 0.0051 | -0.028 | 70 | 1.44 | 5.80 | 37 | 1,898 | 66.3% | -0.14 | 0.0051 | -0.032 |
| 27.60 | 36.25 | 9 | 635 | 67.8% | 0.83 | 0.0060 | -0.033 | 75 | 2.67 | 7.00 | 6 | 1,869 | 65.4% | -0.18 | 0.0061 | -0.036 |
| 24.40 | 32.75 | 9 | 1,241 | 67.2% | 0.79 | 0.0069 | -0.038 | 80 | 4.15 | 8.50 | 114 | 4,339 | 64.7% | -0.22 | 0.0070 | -0.041 |
| 21.60 | 28.80 | 5 | 1,093 | 65.3% | 0.74 | 0.0077 | -0.042 | 85 | 5.90 | 10.25 | 149 | 7,962 | 64.1% | -0.26 | 0.0079 | -0.045 |
| 18.50 | 26.05 | 98 | 2,689 | 64.6% | 0.70 | 0.0084 | -0.046 | 90 | 7.95 | 12.25 | 190 | 4,796 | 63.5% | -0.31 | 0.0086 | -0.048 |
| 16.05 | 23.60 | 83 | 626 | 64.9% | 0.65 | 0.0090 | -0.049 | 95 | 10.25 | 14.60 | 188 | 1,504 | 63.2% | -0.36 | 0.0092 | -0.051 |
| 13.60 | 21.00 | 44 | 3,838 | 63.9% | 0.60 | 0.0094 | -0.051 | 100 | 12.60 | 17.35 | 42 | 1,853 | 62.7% | -0.40 | 0.0097 | -0.052 |
| 11.60 | 19.60 | 167 | 7,387 | 65.2% | 0.56 | 0.0097 | -0.052 | 105 | 13.95 | 21.70 | 15 | 955 | 62.5% | -0.45 | 0.0100 | -0.053 |
| 11.20 | 15.55 | 188 | 1,586 | 63.6% | 0.51 | 0.0098 | -0.052 | 110 | 17.25 | 24.55 | 6 | 867 | 62.3% | -0.50 | 0.0102 | -0.054 |
| 9.55 | 13.90 | 17 | 843 | 63.5% | 0.47 | 0.0098 | -0.052 | 115 | 20.50 | 28.40 | 26 | 1,674 | 63.1% | -0.55 | 0.0102 | -0.053 |
| 8.10 | 12.40 | 84 | 1,743 | 63.4% | 0.43 | 0.0096 | -0.052 | 120 | 24.15 | 31.35 | 12 | 1,235 | 62.2% | -0.59 | 0.0101 | -0.053 |
| 6.80 | 11.10 | 153 | 2,482 | 63.3% | 0.39 | 0.0094 | -0.051 | 125 | 27.50 | 35.20 | 566 | 61.7% | -0.63 | 0.0100 | -0.051 | |
| 5.65 | 10.00 | 53 | 2,391 | 63.3% | 0.35 | 0.0091 | -0.049 | 130 | 31.70 | 39.05 | 334 | 62.3% | -0.67 | 0.0097 | -0.050 | |
| 4.70 | 9.00 | 10 | 690 | 63.3% | 0.32 | 0.0087 | -0.047 | 135 | 35.05 | 43.45 | 243 | 61.5% | -0.70 | 0.0094 | -0.048 | |
| 3.85 | 8.15 | 43 | 1,503 | 63.4% | 0.29 | 0.0083 | -0.045 | 140 | 39.95 | 47.30 | 204 | 62.5% | -0.74 | 0.0091 | -0.046 | |
| 3.10 | 7.40 | 7 | 1,038 | 63.4% | 0.26 | 0.0079 | -0.043 | 145 | 44.10 | 51.45 | 28 | 61.9% | -0.77 | 0.0087 | -0.043 | |
| 2.47 | 6.75 | 83 | 2,344 | 63.6% | 0.24 | 0.0075 | -0.041 | 150 | 48.00 | 56.35 | 3 | 167 | 62.0% | -0.79 | 0.0083 | -0.041 |
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 — Mar 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