HSY option chain The Hershey Company
Cboe delayed options data · as of 06:35 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 ±7.6% (161.76–188.36) · ATM IV 25.5% · P/C open interest —
| 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 | |
| 64.20 | 67.80 | 1.00 | 0.0003 | 0.000 | 110 | 0 | 2.15 | 82.1% | -0.00 | 0.0003 | -0.002 | |||||
| 59.00 | 62.90 | 1.00 | 0.0004 | 0.000 | 115 | 0 | 2.15 | 75.6% | -0.00 | 0.0004 | -0.003 | |||||
| 54.10 | 57.90 | 1.00 | 0.0006 | 0.000 | 120 | 0 | 2.15 | 69.3% | -0.01 | 0.0006 | -0.004 | |||||
| 49.10 | 53.00 | 0.99 | 0.0009 | 0.000 | 125 | 0 | 2.20 | 63.6% | -0.01 | 0.0009 | -0.006 | |||||
| 44.40 | 48.00 | 0.99 | 0.0013 | 0.000 | 130 | 0 | 2.25 | 58.0% | -0.01 | 0.0014 | -0.008 | |||||
| 39.20 | 43.10 | 0.98 | 0.0020 | 0.000 | 135 | 0 | 2.30 | 52.5% | -0.02 | 0.0020 | -0.011 | |||||
| 34.70 | 38.20 | 34.2% | 0.97 | 0.0030 | 0.000 | 140 | 0 | 2.40 | 47.4% | -0.03 | 0.0031 | -0.015 | ||||
| 29.90 | 33.40 | 32.8% | 0.96 | 0.0046 | -0.001 | 145 | 0 | 2.55 | 42.5% | -0.05 | 0.0046 | -0.020 | ||||
| 25.10 | 28.70 | 30.9% | 0.93 | 0.0067 | -0.010 | 150 | 0.1500 | 1.05 | 3 | 30.3% | -0.07 | 0.0068 | -0.026 | |||
| 20.70 | 24.10 | 30.2% | 0.90 | 0.0097 | -0.021 | 155 | 0.4000 | 1.65 | 29.3% | -0.11 | 0.0098 | -0.034 | ||||
| 16.20 | 19.70 | 28.2% | 0.84 | 0.0134 | -0.033 | 160 | 0.9000 | 2.35 | 28.0% | -0.16 | 0.0137 | -0.044 | ||||
| 12.50 | 14.70 | 25.5% | 0.77 | 0.0177 | -0.045 | 165 | 1.80 | 3.30 | 26.8% | -0.24 | 0.0181 | -0.053 | ||||
| 9.40 | 11.10 | 25.9% | 0.67 | 0.0215 | -0.055 | 170 | 3.30 | 4.60 | 1 | 25.9% | -0.34 | 0.0222 | -0.061 | |||
| 6.20 | 8.20 | 25.1% | 0.55 | 0.0238 | -0.061 | 175 | 5.20 | 7.00 | 1 | 25.9% | -0.46 | 0.0247 | -0.065 | |||
| 4.00 | 5.90 | 25.1% | 0.44 | 0.0237 | -0.062 | 180 | 7.90 | 9.80 | 25.8% | -0.58 | 0.0250 | -0.064 | ||||
| 2.50 | 4.10 | 25.4% | 0.33 | 0.0215 | -0.059 | 185 | 11.80 | 13.00 | 26.6% | -0.70 | 0.0231 | -0.058 | ||||
| 1.40 | 2.90 | 25.7% | 0.24 | 0.0181 | -0.052 | 190 | 15.00 | 17.50 | 26.7% | -0.79 | 0.0199 | -0.049 | ||||
| 0.6500 | 2.10 | 26.1% | 0.17 | 0.0145 | -0.044 | 195 | 18.40 | 22.20 | 25.0% | -0.86 | 0.0163 | -0.039 | ||||
| 0.2500 | 1.50 | 26.6% | 0.13 | 0.0113 | -0.037 | 200 | 23.00 | 26.70 | -0.92 | 0.0126 | -0.027 | |||||
| 0.1500 | 1.20 | 28.3% | 0.09 | 0.0087 | -0.030 | 205 | 27.90 | 32.10 | 28.9% | -0.96 | 0.0133 | -0.014 | ||||
| 0.0500 | 1.75 | 30.0% | 0.07 | 0.0066 | -0.025 | 210 | 32.90 | 36.90 | -0.99 | 0.0074 | -0.049 | |||||
| 0 | 2.45 | 40.2% | 0.05 | 0.0050 | -0.020 | 215 | 37.90 | 41.50 | -1.00 | 0.0000 | -0.100 | |||||
| 0 | 2.35 | 43.0% | 0.04 | 0.0039 | -0.016 | 220 | 42.90 | 47.00 | 37.4% | -1.00 | 0.0000 | -0.119 | ||||
| 0 | 2.30 | 46.0% | 0.03 | 0.0030 | -0.013 | 225 | 47.90 | 52.00 | 40.3% | -1.00 | 0.0000 | -0.127 | ||||
| 0 | 2.25 | 48.7% | 0.02 | 0.0023 | -0.011 | 230 | 52.90 | 57.00 | 43.1% | -1.00 | 0.0000 | -0.130 | ||||
| 0 | 2.20 | 51.4% | 0.02 | 0.0018 | -0.009 | 235 | 57.90 | 62.00 | 45.9% | -1.00 | 0.0000 | -0.130 | ||||
| 0 | 2.20 | 54.2% | 0.01 | 0.0014 | -0.007 | 240 | 62.90 | 67.00 | 48.6% | -1.00 | 0.0000 | -0.131 | ||||
| 0 | 2.15 | 56.6% | 0.01 | 0.0011 | -0.006 | 245 | 67.90 | 72.00 | 51.2% | -1.00 | 0.0000 | -0.131 | ||||
| 0 | 2.15 | 59.2% | 0.01 | 0.0009 | -0.005 | 250 | 72.90 | 76.50 | -1.00 | 0.0000 | -0.131 | |||||
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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs