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 ±54.2% (45.25–152.50) · ATM IV 62.4% · P/C open interest 0.58
| 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 | |
| 55.95 | 57.90 | 863 | 71.6% | 0.92 | 0.0021 | -0.006 | 50 | 3.90 | 4.45 | 5 | 1,144 | 66.8% | -0.09 | 0.0022 | -0.012 | |
| 51.85 | 54.40 | 458 | 68.7% | 0.90 | 0.0025 | -0.008 | 55 | 4.95 | 5.95 | 948 | 66.3% | -0.11 | 0.0026 | -0.014 | ||
| 49.20 | 51.05 | 2 | 1,263 | 69.1% | 0.87 | 0.0029 | -0.011 | 60 | 6.35 | 6.95 | 4,680 | 64.6% | -0.13 | 0.0030 | -0.016 | |
| 45.80 | 47.95 | 1 | 631 | 67.7% | 0.85 | 0.0033 | -0.013 | 65 | 7.80 | 8.50 | 6 | 1,698 | 63.7% | -0.16 | 0.0034 | -0.018 |
| 42.90 | 43.80 | 20 | 1,594 | 64.9% | 0.82 | 0.0036 | -0.015 | 70 | 9.75 | 10.25 | 24 | 9,416 | 63.5% | -0.18 | 0.0038 | -0.020 |
| 40.10 | 42.15 | 3 | 9,774 | 66.2% | 0.80 | 0.0040 | -0.017 | 75 | 11.55 | 12.45 | 2 | 1,854 | 63.2% | -0.21 | 0.0042 | -0.022 |
| 37.50 | 39.55 | 4 | 1,781 | 65.7% | 0.77 | 0.0043 | -0.019 | 80 | 13.60 | 14.40 | 2,108 | 62.4% | -0.24 | 0.0046 | -0.023 | |
| 35.05 | 37.10 | 4 | 1,316 | 65.2% | 0.75 | 0.0046 | -0.021 | 85 | 15.85 | 16.90 | 1,267 | 62.3% | -0.27 | 0.0049 | -0.024 | |
| 32.85 | 33.75 | 32 | 2,170 | 63.5% | 0.72 | 0.0048 | -0.022 | 90 | 18.60 | 19.35 | 4 | 2,457 | 62.3% | -0.29 | 0.0052 | -0.026 |
| 30.60 | 32.70 | 2 | 1,256 | 64.5% | 0.69 | 0.0050 | -0.023 | 95 | 21.50 | 22.80 | 978 | 63.3% | -0.32 | 0.0054 | -0.027 | |
| 28.65 | 29.80 | 154 | 8,324 | 63.1% | 0.67 | 0.0052 | -0.024 | 100 | 23.70 | 25.10 | 34 | 5,219 | 61.7% | -0.35 | 0.0057 | -0.027 |
| 27.10 | 27.35 | 12 | 1,285 | 62.5% | 0.64 | 0.0054 | -0.025 | 105 | 26.60 | 28.05 | 2 | 509 | 61.4% | -0.38 | 0.0059 | -0.028 |
| 25.40 | 25.80 | 25 | 1,747 | 62.6% | 0.62 | 0.0055 | -0.026 | 110 | 29.50 | 31.75 | 918 | 61.7% | -0.41 | 0.0061 | -0.029 | |
| 23.60 | 25.45 | 31 | 2,501 | 63.7% | 0.59 | 0.0056 | -0.027 | 115 | 33.00 | 35.25 | 769 | 62.1% | -0.43 | 0.0062 | -0.029 | |
| 22.35 | 23.65 | 7 | 2,674 | 63.5% | 0.57 | 0.0056 | -0.027 | 120 | 35.65 | 38.65 | 230 | 61.2% | -0.46 | 0.0064 | -0.029 | |
| 21.10 | 22.35 | 5 | 1,179 | 63.6% | 0.55 | 0.0057 | -0.028 | 125 | 39.65 | 41.90 | 373 | 61.4% | -0.49 | 0.0065 | -0.029 | |
| 19.65 | 20.30 | 22 | 1,439 | 62.5% | 0.52 | 0.0057 | -0.028 | 130 | 43.25 | 45.80 | 296 | 61.7% | -0.51 | 0.0066 | -0.029 | |
| 18.55 | 20.10 | 561 | 63.7% | 0.50 | 0.0057 | -0.028 | 135 | 47.10 | 49.05 | 162 | 61.2% | -0.54 | 0.0066 | -0.029 | ||
| 17.40 | 19.05 | 1,682 | 63.7% | 0.48 | 0.0057 | -0.028 | 140 | 50.80 | 53.00 | 157 | 61.2% | -0.56 | 0.0067 | -0.029 | ||
| 16.60 | 17.15 | 1 | 5,257 | 62.9% | 0.46 | 0.0057 | -0.028 | 145 | 54.80 | 56.80 | 877 | 61.2% | -0.58 | 0.0068 | -0.029 | |
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs