HOOD option chain Robinhood Markets, Inc.
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 ±39.0% (75.71–172.41) · ATM IV 67.1% · P/C open interest 0.66
| 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 | |
| 61.60 | 64.30 | 37 | 1,949 | 68.2% | 0.94 | 0.0018 | -0.010 | 65 | 1.90 | 2.39 | 26 | 608 | 71.5% | -0.06 | 0.0019 | -0.020 |
| 57.55 | 59.65 | 30 | 668 | 66.4% | 0.92 | 0.0023 | -0.015 | 70 | 2.64 | 3.15 | 208 | 1,224 | 70.8% | -0.08 | 0.0023 | -0.024 |
| 54.35 | 55.50 | 19 | 700 | 68.6% | 0.90 | 0.0027 | -0.019 | 75 | 3.55 | 4.05 | 13 | 1,721 | 70.2% | -0.10 | 0.0027 | -0.028 |
| 50.50 | 51.80 | 56 | 1,423 | 68.5% | 0.88 | 0.0032 | -0.024 | 80 | 4.35 | 5.15 | 41 | 4,291 | 68.9% | -0.12 | 0.0032 | -0.032 |
| 46.85 | 48.00 | 27 | 1,096 | 67.7% | 0.85 | 0.0036 | -0.029 | 85 | 5.55 | 6.40 | 16 | 7,995 | 68.4% | -0.15 | 0.0037 | -0.036 |
| 43.40 | 44.65 | 115 | 2,598 | 67.7% | 0.83 | 0.0041 | -0.034 | 90 | 6.95 | 7.85 | 27 | 1,274 | 68.0% | -0.17 | 0.0041 | -0.040 |
| 40.40 | 41.50 | 64 | 693 | 68.1% | 0.80 | 0.0045 | -0.038 | 95 | 8.60 | 9.50 | 12 | 859 | 67.7% | -0.20 | 0.0046 | -0.043 |
| 37.60 | 38.00 | 418 | 4,008 | 67.6% | 0.77 | 0.0049 | -0.042 | 100 | 10.40 | 11.40 | 54 | 546 | 67.6% | -0.23 | 0.0050 | -0.047 |
| 34.30 | 35.05 | 184 | 7,328 | 66.5% | 0.74 | 0.0052 | -0.045 | 105 | 12.40 | 13.45 | 746 | 67.3% | -0.26 | 0.0054 | -0.050 | |
| 31.65 | 32.50 | 131 | 1,207 | 66.7% | 0.71 | 0.0056 | -0.049 | 110 | 14.65 | 15.70 | 9 | 548 | 67.3% | -0.30 | 0.0057 | -0.053 |
| 29.20 | 30.25 | 41 | 719 | 67.0% | 0.68 | 0.0058 | -0.052 | 115 | 17.05 | 18.20 | 11 | 357 | 67.2% | -0.33 | 0.0060 | -0.055 |
| 27.40 | 27.90 | 208 | 1,125 | 67.7% | 0.65 | 0.0060 | -0.054 | 120 | 19.70 | 20.85 | 33 | 593 | 67.3% | -0.36 | 0.0062 | -0.057 |
| 24.95 | 25.70 | 52 | 1,510 | 67.1% | 0.61 | 0.0062 | -0.056 | 125 | 22.50 | 23.55 | 38 | 25 | 67.1% | -0.39 | 0.0064 | -0.058 |
| 22.95 | 23.80 | 142 | 1,248 | 67.1% | 0.58 | 0.0063 | -0.057 | 130 | 25.45 | 26.65 | 68 | 67.3% | -0.42 | 0.0065 | -0.059 | |
| 21.20 | 21.95 | 74 | 442 | 67.2% | 0.55 | 0.0064 | -0.059 | 135 | 28.55 | 29.80 | 2 | 15 | 67.4% | -0.45 | 0.0066 | -0.060 |
| 19.55 | 20.50 | 130 | 943 | 67.6% | 0.53 | 0.0064 | -0.059 | 140 | 31.85 | 33.10 | 87 | 67.5% | -0.48 | 0.0067 | -0.060 | |
| 18.00 | 18.80 | 44 | 677 | 67.4% | 0.50 | 0.0064 | -0.060 | 145 | 35.25 | 36.55 | 6 | 4 | 67.6% | -0.51 | 0.0067 | -0.060 |
| 16.60 | 17.40 | 698 | 1,292 | 67.5% | 0.47 | 0.0064 | -0.060 | 150 | 38.80 | 40.10 | 102 | 67.7% | -0.54 | 0.0067 | -0.060 | |
| 15.30 | 16.95 | 15 | 292 | 67.4% | 0.45 | 0.0064 | -0.060 | 155 | 42.45 | 43.80 | 25 | 67.9% | -0.57 | 0.0067 | -0.059 | |
| 14.15 | 14.95 | 89 | 786 | 67.8% | 0.42 | 0.0063 | -0.059 | 160 | 46.20 | 47.65 | 111 | 68.0% | -0.59 | 0.0067 | -0.058 | |
| 13.05 | 13.85 | 3 | 409 | 67.9% | 0.40 | 0.0062 | -0.059 | 165 | 50.05 | 51.55 | 5 | 68.2% | -0.62 | 0.0066 | -0.057 | |
| 12.05 | 12.90 | 12 | 518 | 68.1% | 0.38 | 0.0060 | -0.058 | 170 | 54.00 | 55.55 | 104 | 68.3% | -0.64 | 0.0065 | -0.056 | |
| 11.15 | 11.95 | 11 | 485 | 68.2% | 0.35 | 0.0059 | -0.057 | 175 | 58.00 | 59.65 | 101 | 68.4% | -0.66 | 0.0064 | -0.055 | |
| 10.30 | 11.10 | 41 | 889 | 68.3% | 0.34 | 0.0058 | -0.056 | 180 | 62.10 | 63.85 | 1 | 68.6% | -0.69 | 0.0063 | -0.053 | |
| 9.55 | 10.35 | 19 | 359 | 68.5% | 0.32 | 0.0056 | -0.055 | 185 | 66.30 | 68.15 | 68.9% | -0.71 | 0.0062 | -0.052 | ||
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.