INTC option chain Intel Corp.
Cboe delayed options data · as of 00:35 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 ±7.3% (83.64–96.89) · ATM IV 51.0% · P/C open interest 0.56
| 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 | |
| 38.05 | 41.95 | 141.1% | 1.00 | 0.0004 | 0.000 | 50 | 0 | 0.0300 | 120.5% | -0.00 | 0.0004 | -0.005 | ||||
| 33.00 | 37.00 | 1.00 | 0.0006 | -0.003 | 55 | 0 | 0.0300 | 105.5% | -0.00 | 0.0006 | -0.007 | |||||
| 28.20 | 31.90 | 2 | 1 | 0.99 | 0.0011 | -0.005 | 60 | 0 | 0.0400 | 90.5% | -0.01 | 0.0011 | -0.009 | |||
| 23.05 | 26.90 | 1 | 0.99 | 0.0019 | -0.009 | 65 | 0 | 0.0400 | 12 | 74.2% | -0.01 | 0.0019 | -0.012 | |||
| 18.10 | 21.85 | 0.98 | 0.0037 | -0.015 | 70 | 0.0500 | 0.1000 | 50 | 4 | 68.5% | -0.02 | 0.0037 | -0.017 | |||
| 13.20 | 17.05 | 25 | 0.96 | 0.0086 | -0.029 | 75 | 0.1300 | 0.1700 | 27 | 45 | 58.8% | -0.04 | 0.0086 | -0.031 | ||
| 10.10 | 11.05 | 20 | 26 | 53.8% | 0.90 | 0.0202 | -0.062 | 80 | 0.3500 | 0.6100 | 47 | 87 | 55.1% | -0.10 | 0.0203 | -0.064 |
| 5.90 | 6.70 | 35 | 27 | 48.5% | 0.75 | 0.0382 | -0.108 | 85 | 1.17 | 1.45 | 103 | 72 | 51.9% | -0.25 | 0.0383 | -0.109 |
| 3.25 | 3.50 | 241 | 319 | 50.7% | 0.53 | 0.0488 | -0.137 | 90 | 3.05 | 3.45 | 110 | 53 | 51.3% | -0.48 | 0.0491 | -0.137 |
| 1.36 | 1.66 | 181 | 221 | 50.0% | 0.30 | 0.0417 | -0.122 | 95 | 6.20 | 6.80 | 5 | 100 | 53.0% | -0.70 | 0.0420 | -0.123 |
| 0.6000 | 0.8400 | 74 | 67 | 52.7% | 0.15 | 0.0272 | -0.084 | 100 | 10.20 | 11.10 | 34 | 33 | 57.5% | -0.85 | 0.0275 | -0.084 |
| 0.1800 | 0.3000 | 69 | 21 | 53.8% | 0.07 | 0.0151 | -0.050 | 105 | 14.30 | 15.65 | 3 | 58.4% | -0.93 | 0.0159 | -0.051 | |
| 0.0100 | 0.1800 | 3 | 20 | 56.1% | 0.04 | 0.0082 | -0.030 | 110 | 18.30 | 22.15 | 2 | 71.4% | -0.97 | 0.0093 | -0.032 | |
| 0.0100 | 0.0700 | 1 | 58.6% | 0.02 | 0.0049 | -0.021 | 115 | 24.10 | 27.10 | 102.5% | -0.99 | 0.0056 | -0.020 | |||
| 0.0100 | 0.1000 | 70.1% | 0.01 | 0.0032 | -0.016 | 120 | 28.10 | 32.05 | 2 | 98.6% | -1.00 | 0.0031 | -0.014 | |||
| 0 | 0.0900 | 77.6% | 0.01 | 0.0022 | -0.013 | 125 | 34.05 | 37.05 | 125.8% | -1.00 | 0.0014 | -0.013 | ||||
| 0 | 0.0900 | 85.5% | 0.01 | 0.0016 | -0.011 | 130 | 38.20 | 42.10 | 113.2% | -1.00 | 0.0006 | -0.011 | ||||
| 0 | 0.0800 | 90.6% | 0.01 | 0.0012 | -0.009 | 135 | 43.20 | 47.05 | 1 | 124.3% | -1.00 | 0.0002 | -0.011 | |||
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 — Sep 14, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs