HSY option chain The Hershey Company
Cboe delayed options data · as of 09:38 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 ±13.9% (143.75–190.25) · ATM IV 27.2% · P/C open interest 0.63
| 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 | |
| 70.40 | 74.50 | 0.99 | 0.0006 | 0.000 | 95 | 0 | 0.9500 | 11 | 47.9% | -0.01 | 0.0008 | -0.005 | ||||
| 65.60 | 69.60 | 34.7% | 0.99 | 0.0009 | 0.000 | 100 | 0 | 1.15 | 2 | 45.6% | -0.02 | 0.0011 | -0.007 | |||
| 60.70 | 64.70 | 33.1% | 0.98 | 0.0012 | 0.000 | 105 | 0 | 1.15 | 8 | 41.9% | -0.03 | 0.0014 | -0.008 | |||
| 55.80 | 59.90 | 32.8% | 0.98 | 0.0016 | 0.000 | 110 | 0 | 1.10 | 3 | 38.0% | -0.03 | 0.0019 | -0.010 | |||
| 51.30 | 55.00 | 34.2% | 0.97 | 0.0022 | -0.003 | 115 | 0 | 1.30 | 6 | 35.7% | -0.04 | 0.0024 | -0.012 | |||
| 46.60 | 50.30 | 33.7% | 0.95 | 0.0028 | -0.006 | 120 | 0 | 2.85 | 24 | 38.7% | -0.06 | 0.0031 | -0.014 | |||
| 41.70 | 45.50 | 31.0% | 0.94 | 0.0037 | -0.009 | 125 | 0 | 3.20 | 18 | 36.1% | -0.08 | 0.0040 | -0.017 | |||
| 37.10 | 41.00 | 30.6% | 0.92 | 0.0047 | -0.013 | 130 | 0 | 3.50 | 20 | 33.2% | -0.10 | 0.0050 | -0.020 | |||
| 33.20 | 36.30 | 30.7% | 0.89 | 0.0059 | -0.017 | 135 | 1.40 | 3.00 | 18 | 31.6% | -0.13 | 0.0062 | -0.023 | |||
| 29.00 | 32.00 | 3 | 1 | 30.1% | 0.86 | 0.0072 | -0.021 | 140 | 2.25 | 3.20 | 48 | 30.0% | -0.16 | 0.0075 | -0.026 | |
| 24.90 | 27.90 | 6 | 29.2% | 0.82 | 0.0087 | -0.025 | 145 | 3.10 | 4.30 | 2 | 17 | 29.4% | -0.20 | 0.0090 | -0.029 | |
| 21.60 | 24.00 | 19 | 29.3% | 0.77 | 0.0102 | -0.029 | 150 | 4.40 | 5.40 | 43 | 28.9% | -0.25 | 0.0104 | -0.032 | ||
| 17.60 | 20.80 | 19 | 28.6% | 0.71 | 0.0117 | -0.032 | 155 | 5.50 | 7.00 | 4 | 49 | 28.0% | -0.31 | 0.0118 | -0.034 | |
| 14.70 | 17.30 | 31 | 28.0% | 0.65 | 0.0129 | -0.034 | 160 | 7.20 | 9.10 | 3 | 68 | 27.8% | -0.37 | 0.0131 | -0.036 | |
| 11.50 | 14.50 | 191 | 27.2% | 0.58 | 0.0138 | -0.036 | 165 | 9.30 | 11.20 | 3 | 316 | 27.3% | -0.44 | 0.0140 | -0.037 | |
| 9.40 | 11.90 | 3 | 40 | 27.2% | 0.51 | 0.0143 | -0.036 | 170 | 11.70 | 14.30 | 61 | 27.5% | -0.51 | 0.0144 | -0.036 | |
| 7.10 | 9.80 | 31 | 26.7% | 0.45 | 0.0143 | -0.036 | 175 | 14.60 | 16.50 | 2 | 92 | 26.5% | -0.58 | 0.0145 | -0.035 | |
| 5.70 | 7.60 | 37 | 26.5% | 0.38 | 0.0138 | -0.035 | 180 | 17.30 | 19.70 | 94 | 25.5% | -0.65 | 0.0143 | -0.034 | ||
| 4.40 | 6.30 | 2 | 100 | 26.8% | 0.32 | 0.0129 | -0.032 | 185 | 20.90 | 23.70 | 280 | 25.8% | -0.71 | 0.0137 | -0.032 | |
| 3.40 | 4.80 | 1 | 35 | 26.5% | 0.26 | 0.0118 | -0.030 | 190 | 24.70 | 27.50 | 607 | 25.6% | -0.77 | 0.0127 | -0.029 | |
| 2.40 | 3.90 | 46 | 26.4% | 0.22 | 0.0106 | -0.027 | 195 | 28.90 | 31.50 | 1 | 25.2% | -0.82 | 0.0116 | -0.025 | ||
| 1.65 | 3.00 | 1,293 | 26.1% | 0.18 | 0.0093 | -0.024 | 200 | 33.20 | 36.40 | 7 | 26.1% | -0.86 | 0.0101 | -0.022 | ||
| 1.00 | 2.40 | 72 | 28.0% | 0.12 | 0.0070 | -0.019 | 210 | 42.10 | 45.90 | 15 | 25.8% | -0.92 | 0.0071 | -0.013 | ||
| 0 | 3.00 | 66 | 30.9% | 0.08 | 0.0051 | -0.014 | 220 | 51.80 | 54.90 | 16 | -0.96 | 0.0044 | -0.004 | |||
| 0 | 1.65 | 71 | 30.2% | 0.06 | 0.0037 | -0.011 | 230 | 61.40 | 65.40 | 1 | -0.98 | 0.0025 | 0.000 | |||
| 0 | 1.25 | 46 | 31.6% | 0.04 | 0.0027 | -0.009 | 240 | 71.30 | 75.50 | -0.99 | 0.0013 | 0.000 | ||||
| 0 | 1.10 | 22 | 33.6% | 0.03 | 0.0020 | -0.007 | 250 | 81.30 | 85.40 | -1.00 | 0.0007 | 0.000 | ||||
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