INTC option chain Intel Corp.

Expiration 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 ±14.2% (78.46–104.51) · ATM IV 56.8% · P/C open interest 0.30

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
35.75	38.35		6	73.0%	0.99	0.0012	0.000	55	0	0.0800	10	21	73.4%	-0.01	0.0012	-0.007
30.10	33.75			64.9%	0.98	0.0022	0.000	60	0.0100	0.2400		37	67.6%	-0.02	0.0022	-0.011
26.85	27.50			57.9%	0.97	0.0039	-0.006	65	0.2200	0.2700	125	116	63.4%	-0.03	0.0040	-0.018
22.05	22.75		20	55.8%	0.94	0.0070	-0.019	70	0.4400	0.5300	181	204	60.0%	-0.06	0.0070	-0.028
17.55	18.20			55.7%	0.89	0.0114	-0.036	75	0.9000	1.02	316	329	57.6%	-0.11	0.0114	-0.043
16.65	17.40	3	7	54.8%	0.87	0.0124	-0.040	76	1.05	1.17	289	115	57.5%	-0.13	0.0125	-0.047
15.85	16.55		6	55.3%	0.86	0.0134	-0.044	77	1.23	1.33	1,254	272	57.5%	-0.14	0.0135	-0.051
15.00	15.75	10	3	55.5%	0.84	0.0145	-0.048	78	1.40	1.51	147	95	57.3%	-0.16	0.0146	-0.054
14.20	14.95		8	55.4%	0.83	0.0155	-0.052	79	1.59	1.74	16	109	57.2%	-0.17	0.0156	-0.058
13.45	14.15	25	27	55.1%	0.81	0.0166	-0.056	80	1.79	2.00	95	298	57.1%	-0.19	0.0167	-0.061
12.80	13.40			56.0%	0.79	0.0176	-0.060	81	2.00	2.30	32	62	57.1%	-0.21	0.0177	-0.065
11.95	12.70			55.4%	0.77	0.0186	-0.064	82	2.24	2.57	25	26	56.9%	-0.23	0.0187	-0.068
11.25	12.00	10		55.5%	0.75	0.0195	-0.067	83	2.60	2.84	137	153	57.0%	-0.25	0.0196	-0.071
10.75	11.30	2	1	56.3%	0.73	0.0204	-0.071	84	2.86	3.15	48	22	57.0%	-0.27	0.0205	-0.075
10.10	10.65	1	106	56.3%	0.71	0.0211	-0.074	85	3.25	3.50	87	177	56.9%	-0.30	0.0213	-0.077
9.45	10.05		3	56.3%	0.68	0.0219	-0.077	86	3.45	3.90	9	41	56.1%	-0.32	0.0220	-0.080
8.85	9.45		18	56.4%	0.66	0.0225	-0.080	87	3.85	4.30	20	80	56.2%	-0.34	0.0227	-0.082
8.35	8.90	24	26	56.8%	0.64	0.0230	-0.082	88	4.40	4.75	29	63	56.9%	-0.37	0.0232	-0.084
7.75	8.35	14	52	56.6%	0.61	0.0234	-0.084	89	4.90	5.20	45	29	57.2%	-0.39	0.0237	-0.086
7.40	7.75	50	93	56.6%	0.59	0.0238	-0.086	90	5.35	5.65	98	128	57.2%	-0.42	0.0240	-0.087
6.80	7.25	26	23	56.6%	0.56	0.0240	-0.087	91	5.70	6.30	7	8	57.0%	-0.44	0.0243	-0.088
6.35	6.75	110	13	56.2%	0.54	0.0242	-0.088	92	6.20	6.90	2	50	57.2%	-0.46	0.0244	-0.089
5.90	6.35	46	8	56.5%	0.51	0.0242	-0.089	93	6.75	7.45		26	57.3%	-0.49	0.0245	-0.089
5.45	6.00	33	12	57.1%	0.49	0.0242	-0.089	94	7.55	7.90	10	12	58.0%	-0.51	0.0244	-0.090
5.15	5.50	267	148	57.0%	0.47	0.0240	-0.089	95	8.10	8.50	3	115	58.2%	-0.54	0.0243	-0.089
4.75	5.25	15	16	57.7%	0.45	0.0238	-0.089	96	8.60	9.25		31	57.6%	-0.56	0.0241	-0.089
4.30	4.90	6	8	57.4%	0.42	0.0235	-0.089	97	9.25	9.95		2	58.0%	-0.58	0.0238	-0.088
4.00	4.60	14	26	57.8%	0.40	0.0232	-0.088	98	10.05	10.55	10	31	58.8%	-0.60	0.0235	-0.087
3.70	4.35	16	77	58.2%	0.38	0.0227	-0.087	99	10.60	11.30		26	58.1%	-0.62	0.0231	-0.086
3.55	3.85	175	220	58.0%	0.36	0.0223	-0.086	100	11.45	12.00	13	130	59.3%	-0.64	0.0226	-0.084
3.20	3.70	4	74	58.3%	0.34	0.0217	-0.085	101	12.10	12.75		20	58.7%	-0.66	0.0221	-0.082
2.92	3.60	3	15	59.0%	0.32	0.0212	-0.083	102	12.85	13.55		5	59.1%	-0.68	0.0216	-0.081
2.85	3.20	16	97	59.2%	0.31	0.0206	-0.082	103	13.60	14.30		3	59.0%	-0.70	0.0210	-0.079
2.46	2.71	37	178	59.3%	0.27	0.0194	-0.078	105	15.20	15.90		2	59.6%	-0.73	0.0198	-0.074
1.74	1.90	95	115	60.9%	0.20	0.0161	-0.068	110	19.45	20.35	1	13	62.5%	-0.81	0.0166	-0.062
1.22	1.35	31	7,026	62.4%	0.15	0.0130	-0.057	115	23.90	24.70		6	63.1%	-0.86	0.0135	-0.050
0.8700	0.9700	34	927	64.0%	0.11	0.0103	-0.047	120	28.60	29.50			66.6%	-0.90	0.0109	-0.038
0.4800	0.9000	2	22	63.8%	0.08	0.0081	-0.039	125	33.35	34.25		10	68.5%	-0.93	0.0086	-0.028
0.3900	0.5200	28	30	66.2%	0.06	0.0064	-0.032	130	38.20	39.05			70.2%	-0.95	0.0067	-0.018
0.3000	0.4000	34	8	68.3%	0.05	0.0050	-0.026	135	43.10	43.90		4	71.7%	-0.97	0.0063	-0.008

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 09, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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INTC option chain Intel Corp.

Volatility smile — Oct 09, 2026

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