INTC option chain Intel Corp.

Expiration Cboe delayed options data · as of 16:03 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 ±14.0% (81.64–108.19) · ATM IV 66.6% · P/C open interest 0.94

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
45.05	45.30		17	109.7%	0.99	0.0008	-0.003	50	0.0300	0.1100		8	106.9%	-0.01	0.0008	-0.010
40.10	40.30	6	6	99.4%	0.99	0.0012	-0.007	55	0.0700	0.1200	1	18	96.3%	-0.01	0.0012	-0.013
35.20	35.40		72	88.5%	0.98	0.0019	-0.012	60	0.1400	0.1500	1	19	87.9%	-0.02	0.0019	-0.017
30.30	30.50	5	26	80.7%	0.97	0.0032	-0.020	65	0.2200	0.2300		349	80.2%	-0.03	0.0032	-0.025
25.50	25.70	2	56	75.5%	0.95	0.0054	-0.032	70	0.3900	0.4000	114	2,303	74.6%	-0.05	0.0054	-0.036
20.85	21.05	132	36	71.2%	0.92	0.0088	-0.050	75	0.7300	0.7500	207	815	70.9%	-0.08	0.0088	-0.054
16.50	16.65	3	47	68.1%	0.85	0.0133	-0.074	80	1.35	1.39	69	802	68.3%	-0.15	0.0134	-0.077
12.65	12.80	13	54	67.4%	0.77	0.0182	-0.100	85	2.43	2.50	261	3,612	66.9%	-0.23	0.0182	-0.102
11.25	11.40	9	9	67.0%	0.73	0.0199	-0.109	87	3.05	3.15	76	178	67.1%	-0.27	0.0200	-0.111
10.60	10.70	6	11	66.7%	0.70	0.0206	-0.113	88	3.35	3.45	115	86	66.5%	-0.30	0.0208	-0.115
9.95	10.10	10	7	66.8%	0.68	0.0213	-0.117	89	3.75	3.85	15	423	66.9%	-0.32	0.0214	-0.118
9.35	9.40	36	201	66.8%	0.66	0.0219	-0.120	90	4.15	4.20	1,020	1,358	66.6%	-0.34	0.0221	-0.122
8.75	8.90	22	37	66.8%	0.64	0.0225	-0.123	91	4.50	4.65	6	18	66.2%	-0.37	0.0226	-0.124
8.20	8.35	36	48	66.6%	0.61	0.0229	-0.126	92	5.00	5.05	167	55	66.5%	-0.39	0.0231	-0.127
7.65	7.80	82	65	66.4%	0.59	0.0233	-0.128	93	5.45	5.55	234	92	66.6%	-0.41	0.0234	-0.129
7.15	7.30	93	514	66.5%	0.57	0.0235	-0.130	94	5.90	6.05	45	140	66.4%	-0.44	0.0237	-0.131
6.70	6.85	123	959	66.8%	0.54	0.0237	-0.131	95	6.45	6.55	57	2,432	66.5%	-0.46	0.0239	-0.132
6.25	6.35	23	28	66.6%	0.52	0.0238	-0.132	96	7.00	7.15	3	25	66.6%	-0.48	0.0240	-0.133
5.80	5.95	189	28	66.8%	0.49	0.0238	-0.132	97	7.55	7.70	3	631	66.6%	-0.51	0.0240	-0.133
5.40	5.55	25	84	66.9%	0.47	0.0237	-0.132	98	8.15	8.30	28	48	66.8%	-0.53	0.0239	-0.133
5.05	5.15	16	1,033	67.1%	0.45	0.0235	-0.131	99	8.80	8.90	31	228	67.0%	-0.55	0.0237	-0.132
4.70	4.80	224	2,819	67.2%	0.43	0.0233	-0.130	100	9.40	9.55	550	1,522	66.9%	-0.58	0.0235	-0.131
4.35	4.45	39	216	67.2%	0.41	0.0230	-0.129	101	10.05	10.25	5	196	67.1%	-0.60	0.0232	-0.130
4.05	4.10	340	334	67.2%	0.38	0.0226	-0.128	102	10.75	10.90		183	67.2%	-0.62	0.0228	-0.128
3.75	3.85	16	317	67.6%	0.36	0.0222	-0.126	103	11.45	11.60	7	137	67.2%	-0.64	0.0224	-0.126
3.45	3.55	87	153	67.4%	0.34	0.0217	-0.123	104	12.20	12.35	9	220	67.6%	-0.66	0.0220	-0.123
3.20	3.30	498	1,133	67.6%	0.33	0.0212	-0.121	105	12.95	13.10	37	527	67.8%	-0.68	0.0214	-0.121
2.98	3.05	12	518	67.9%	0.31	0.0206	-0.118	106	13.70	13.85	25	616	67.9%	-0.70	0.0209	-0.118
2.74	2.85	10	83	68.1%	0.29	0.0200	-0.115	107	14.45	14.65	11	77	67.7%	-0.71	0.0203	-0.115
2.52	2.62	233	208	68.0%	0.27	0.0194	-0.112	108	15.25	15.45	3	69	68.0%	-0.73	0.0197	-0.112
2.33	2.42	5	150	68.2%	0.26	0.0188	-0.109	109	16.05	16.20	12	74	68.0%	-0.75	0.0191	-0.108
2.17	2.26	290	1,786	68.6%	0.24	0.0181	-0.105	110	16.90	17.05	2	517	68.5%	-0.76	0.0184	-0.105
2.01	2.11	20	139	68.9%	0.23	0.0175	-0.102	111	17.70	17.90		198	68.6%	-0.78	0.0178	-0.102
1.85	1.95	14	204	69.0%	0.21	0.0168	-0.099	112	18.55	18.75		344	68.8%	-0.79	0.0171	-0.098
1.71	1.79	14	166	69.1%	0.20	0.0161	-0.095	113	19.40	19.65	5	191	69.2%	-0.81	0.0165	-0.094
1.58	1.66	15	259	69.4%	0.19	0.0155	-0.092	114	20.25	20.50	16	49	68.8%	-0.82	0.0158	-0.091
1.43	1.53	382	1,342	69.3%	0.18	0.0148	-0.088	115	21.15	21.40	4	112	69.7%	-0.83	0.0152	-0.087
1.35	1.43	3	580	69.9%	0.17	0.0142	-0.085	116	22.05	22.25	9	192	69.6%	-0.84	0.0145	-0.084
1.25	1.33	12	1,476	70.2%	0.15	0.0135	-0.081	117	22.95	23.15	5	48	69.4%	-0.85	0.0139	-0.080
1.15	1.23	32	266	70.3%	0.14	0.0129	-0.078	118	23.85	24.05		74	69.5%	-0.86	0.0133	-0.077
1.07	1.13	2	144	70.5%	0.14	0.0123	-0.075	119	24.75	25.00	1	123	70.4%	-0.87	0.0127	-0.073
0.9900	1.05	85	1,407	70.8%	0.13	0.0117	-0.071	120	25.65	25.90		72	70.2%	-0.88	0.0121	-0.070
0.9200	0.9800	17	138	71.2%	0.12	0.0112	-0.068	121	26.60	26.85	7	71	70.3%	-0.89	0.0115	-0.067
0.8300	0.9300	8	284	71.4%	0.11	0.0106	-0.065	122	27.55	27.75	7	32	70.3%	-0.90	0.0110	-0.064
0.7700	0.8500	3	113	71.6%	0.10	0.0101	-0.062	123	28.50	28.70	1	31	70.8%	-0.90	0.0105	-0.061
0.7200	0.7800	9	100	71.8%	0.10	0.0096	-0.060	124	29.40	29.65	2	23	71.2%	-0.91	0.0100	-0.058
0.6600	0.7100	54	315	71.9%	0.09	0.0091	-0.057	125	30.35	30.60	31	62	71.4%	-0.92	0.0095	-0.055
0.5900	0.7000	1	238	72.3%	0.09	0.0086	-0.054	126	31.35	31.55		3	71.5%	-0.92	0.0090	-0.052
0.5500	0.6400	3	95	72.5%	0.08	0.0082	-0.052	127	32.30	32.50		6	72.3%	-0.93	0.0086	-0.050
0.5300	0.5800	2	254	72.8%	0.07	0.0077	-0.050	128	33.25	33.45		173	72.1%	-0.93	0.0082	-0.048
0.4700	0.5700		76	73.2%	0.07	0.0073	-0.047	129	34.20	34.45		27	71.8%	-0.94	0.0078	-0.045
0.4500	0.5000	66	607	73.4%	0.07	0.0070	-0.045	130	35.20	35.40		123	73.2%	-0.94	0.0074	-0.043
0.4100	0.4700		38	73.5%	0.06	0.0066	-0.043	131	36.15	36.35		13	72.7%	-0.95	0.0070	-0.041
0.3800	0.4500		123	74.0%	0.06	0.0062	-0.041	132	37.15	37.35		5	71.8%	-0.95	0.0067	-0.039
0.3500	0.4100		111	74.0%	0.05	0.0059	-0.039	133	38.10	38.30		146	73.1%	-0.96	0.0064	-0.037
0.3200	0.3900		147	74.3%	0.05	0.0056	-0.038	134	39.10	39.30	2	20	74.4%	-0.96	0.0060	-0.035
0.3200	0.3600	2	178	75.0%	0.05	0.0053	-0.036	135	40.05	40.30		123	73.0%	-0.96	0.0058	-0.033
0.2300	0.2600	13	217	76.6%	0.04	0.0041	-0.029	140	45.00	45.20		45	75.4%	-0.98	0.0046	-0.025

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 — Nov 13, 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 — Nov 13, 2026

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