HOOD option chain Robinhood Markets, Inc.
Cboe delayed options data · as of 15:37 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 ±53.1% (46.33–151.43) · ATM IV 63.5% · P/C open interest 0.25
| 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 | |
| 55.30 | 57.25 | 1,416 | 71.6% | 0.92 | 0.0021 | -0.006 | 50 | 3.50 | 4.20 | 1,586 | 67.3% | -0.08 | 0.0022 | -0.013 | ||
| 50.85 | 53.65 | 639 | 67.8% | 0.90 | 0.0026 | -0.008 | 55 | 4.55 | 5.55 | 564 | 66.6% | -0.11 | 0.0026 | -0.015 | ||
| 47.75 | 50.25 | 1 | 1,056 | 67.5% | 0.88 | 0.0030 | -0.011 | 60 | 5.85 | 6.80 | 2,028 | 65.5% | -0.13 | 0.0031 | -0.017 | |
| 44.90 | 47.00 | 1 | 1,827 | 67.3% | 0.85 | 0.0034 | -0.013 | 65 | 7.25 | 7.95 | 17 | 462 | 63.8% | -0.15 | 0.0035 | -0.019 |
| 41.75 | 44.00 | 4 | 605 | 66.4% | 0.82 | 0.0038 | -0.016 | 70 | 9.10 | 9.75 | 1 | 1,436 | 63.6% | -0.18 | 0.0040 | -0.021 |
| 39.00 | 41.15 | 1,038 | 65.9% | 0.80 | 0.0041 | -0.018 | 75 | 10.80 | 11.60 | 1,303 | 62.8% | -0.21 | 0.0044 | -0.022 | ||
| 36.60 | 37.90 | 1 | 2,482 | 64.9% | 0.77 | 0.0045 | -0.020 | 80 | 12.90 | 13.90 | 10 | 718 | 62.7% | -0.24 | 0.0047 | -0.024 |
| 34.10 | 36.00 | 1 | 2,322 | 65.3% | 0.74 | 0.0048 | -0.021 | 85 | 15.20 | 16.80 | 1,205 | 63.3% | -0.27 | 0.0051 | -0.025 | |
| 32.05 | 32.40 | 2 | 10.7K | 63.5% | 0.72 | 0.0050 | -0.023 | 90 | 18.10 | 18.65 | 25 | 3,868 | 62.7% | -0.30 | 0.0054 | -0.027 |
| 29.60 | 31.50 | 1 | 3,881 | 64.6% | 0.69 | 0.0053 | -0.024 | 95 | 20.30 | 21.45 | 1 | 1,069 | 62.0% | -0.33 | 0.0057 | -0.028 |
| 27.75 | 29.50 | 153 | 10.0K | 64.5% | 0.66 | 0.0054 | -0.026 | 100 | 23.00 | 24.85 | 2,301 | 62.5% | -0.36 | 0.0059 | -0.029 | |
| 25.65 | 27.00 | 3 | 1,262 | 63.2% | 0.63 | 0.0056 | -0.027 | 105 | 25.35 | 27.90 | 30 | 430 | 61.6% | -0.39 | 0.0061 | -0.029 |
| 24.00 | 25.60 | 1 | 3,015 | 63.6% | 0.61 | 0.0057 | -0.027 | 110 | 28.90 | 30.50 | 2 | 448 | 61.4% | -0.41 | 0.0063 | -0.030 |
| 22.55 | 24.20 | 1,494 | 63.9% | 0.58 | 0.0058 | -0.028 | 115 | 31.70 | 34.30 | 332 | 61.3% | -0.44 | 0.0065 | -0.030 | ||
| 21.20 | 22.70 | 11 | 5,824 | 63.9% | 0.56 | 0.0059 | -0.029 | 120 | 35.70 | 37.10 | 212 | 61.2% | -0.47 | 0.0066 | -0.030 | |
| 19.65 | 21.25 | 6 | 1,613 | 63.5% | 0.53 | 0.0059 | -0.029 | 125 | 38.90 | 41.25 | 223 | 61.6% | -0.50 | 0.0067 | -0.030 | |
| 18.50 | 20.05 | 7 | 1,179 | 63.7% | 0.51 | 0.0060 | -0.029 | 130 | 42.05 | 44.90 | 250 | 61.0% | -0.52 | 0.0068 | -0.030 | |
| 17.40 | 18.85 | 371 | 63.7% | 0.49 | 0.0060 | -0.029 | 135 | 45.70 | 48.65 | 27 | 60.8% | -0.55 | 0.0069 | -0.030 | ||
| 16.10 | 17.80 | 15 | 3,772 | 63.5% | 0.47 | 0.0059 | -0.029 | 140 | 49.50 | 52.35 | 313 | 60.6% | -0.57 | 0.0069 | -0.030 | |
| 15.25 | 16.75 | 1,049 | 63.6% | 0.45 | 0.0059 | -0.029 | 145 | 53.95 | 56.10 | 5 | 36 | 61.0% | -0.60 | 0.0069 | -0.030 | |
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