INTC option chain Intel Corp.
Cboe delayed options data · as of 20:04 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 ±22.6% (71.86–113.70) · ATM IV 57.8% · P/C open interest 1.14
| 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 | |
| 46.25 | 47.30 | 2,483 | 80.8% | 0.98 | 0.0013 | 0.000 | 47 | 0.1500 | 0.3000 | 8 | 6,003 | 72.5% | -0.02 | 0.0013 | -0.008 | |
| 43.45 | 44.10 | 124 | 16.0K | 73.2% | 0.98 | 0.0017 | -0.002 | 50 | 0.2700 | 0.3200 | 25 | 16.1K | 69.8% | -0.02 | 0.0017 | -0.010 |
| 40.95 | 42.00 | 941 | 73.4% | 0.97 | 0.0021 | -0.004 | 52.5 | 0.3100 | 0.4600 | 5,828 | 68.2% | -0.03 | 0.0021 | -0.011 | ||
| 38.75 | 39.20 | 5 | 9,163 | 67.6% | 0.96 | 0.0026 | -0.006 | 55 | 0.4200 | 0.4900 | 36 | 3,853 | 65.6% | -0.04 | 0.0026 | -0.013 |
| 36.40 | 37.35 | 1,609 | 70.9% | 0.96 | 0.0032 | -0.009 | 57.5 | 0.5400 | 0.6100 | 91 | 2,534 | 63.9% | -0.04 | 0.0032 | -0.015 | |
| 33.95 | 34.75 | 14 | 15.4K | 64.8% | 0.95 | 0.0039 | -0.012 | 60 | 0.7000 | 0.7800 | 128 | 21.1K | 62.7% | -0.06 | 0.0039 | -0.018 |
| 31.65 | 32.35 | 4 | 2,759 | 62.1% | 0.93 | 0.0047 | -0.015 | 62.5 | 0.9100 | 1.05 | 93 | 4,044 | 62.2% | -0.07 | 0.0047 | -0.021 |
| 29.45 | 30.20 | 39 | 11.7K | 61.7% | 0.92 | 0.0056 | -0.019 | 65 | 1.09 | 1.29 | 589 | 11.6K | 60.5% | -0.08 | 0.0056 | -0.024 |
| 27.30 | 28.30 | 567 | 62.3% | 0.90 | 0.0066 | -0.023 | 67.5 | 1.46 | 1.56 | 246 | 4,161 | 59.8% | -0.10 | 0.0066 | -0.028 | |
| 25.45 | 26.00 | 11 | 13.6K | 61.4% | 0.88 | 0.0076 | -0.027 | 70 | 1.88 | 1.94 | 819 | 27.0K | 59.3% | -0.13 | 0.0077 | -0.032 |
| 23.30 | 24.05 | 11 | 4,787 | 60.2% | 0.85 | 0.0087 | -0.031 | 72.5 | 2.31 | 2.42 | 292 | 10.5K | 58.6% | -0.15 | 0.0088 | -0.035 |
| 21.35 | 22.20 | 43 | 12.3K | 59.8% | 0.82 | 0.0097 | -0.036 | 75 | 2.89 | 2.98 | 467 | 14.7K | 58.3% | -0.18 | 0.0099 | -0.039 |
| 19.55 | 20.35 | 9 | 1,839 | 59.3% | 0.79 | 0.0108 | -0.040 | 77.5 | 3.55 | 3.65 | 649 | 6,964 | 58.0% | -0.21 | 0.0109 | -0.043 |
| 18.00 | 18.35 | 239 | 11.6K | 58.6% | 0.76 | 0.0118 | -0.044 | 80 | 4.30 | 4.40 | 1,005 | 34.1K | 57.7% | -0.24 | 0.0119 | -0.047 |
| 16.45 | 16.85 | 105 | 246 | 59.0% | 0.72 | 0.0126 | -0.047 | 82.5 | 5.15 | 5.30 | 127 | 7,807 | 57.6% | -0.28 | 0.0128 | -0.050 |
| 14.90 | 15.15 | 124 | 5,235 | 58.1% | 0.69 | 0.0134 | -0.050 | 85 | 6.20 | 6.25 | 3,556 | 23.2K | 57.7% | -0.31 | 0.0136 | -0.053 |
| 13.55 | 13.85 | 28 | 1,007 | 58.4% | 0.65 | 0.0140 | -0.053 | 87.5 | 7.25 | 7.35 | 1,263 | 4,264 | 57.6% | -0.35 | 0.0142 | -0.055 |
| 12.20 | 12.60 | 297 | 7,365 | 58.4% | 0.62 | 0.0145 | -0.055 | 90 | 8.45 | 8.55 | 2,674 | 29.1K | 57.6% | -0.39 | 0.0148 | -0.057 |
| 11.05 | 11.20 | 258 | 1,403 | 57.9% | 0.58 | 0.0148 | -0.057 | 92.5 | 9.75 | 9.85 | 1,804 | 6,219 | 57.7% | -0.43 | 0.0151 | -0.058 |
| 9.95 | 10.10 | 663 | 8,039 | 57.9% | 0.54 | 0.0150 | -0.058 | 95 | 11.10 | 11.25 | 586 | 15.6K | 57.6% | -0.47 | 0.0154 | -0.059 |
| 8.95 | 9.10 | 301 | 3,174 | 58.0% | 0.51 | 0.0151 | -0.058 | 97.5 | 12.65 | 12.75 | 1,288 | 4,721 | 57.9% | -0.50 | 0.0154 | -0.059 |
| 8.05 | 8.20 | 7,448 | 24.3K | 58.1% | 0.47 | 0.0150 | -0.059 | 100 | 14.20 | 14.35 | 227 | 23.2K | 57.9% | -0.54 | 0.0154 | -0.059 |
| 6.50 | 6.65 | 1,060 | 10.7K | 58.5% | 0.40 | 0.0145 | -0.057 | 105 | 17.40 | 17.80 | 109 | 11.2K | 57.6% | -0.61 | 0.0150 | -0.057 |
| 5.20 | 5.40 | 3,316 | 37.4K | 58.8% | 0.34 | 0.0137 | -0.055 | 110 | 21.15 | 21.60 | 43 | 13.4K | 58.2% | -0.67 | 0.0143 | -0.054 |
| 4.20 | 4.35 | 769 | 10.0K | 59.3% | 0.29 | 0.0127 | -0.052 | 115 | 25.15 | 25.55 | 84 | 8,379 | 58.6% | -0.72 | 0.0133 | -0.051 |
| 3.40 | 3.50 | 1,560 | 23.0K | 59.7% | 0.25 | 0.0116 | -0.048 | 120 | 29.50 | 29.75 | 184 | 11.7K | 59.6% | -0.77 | 0.0123 | -0.046 |
| 2.72 | 2.87 | 950 | 11.3K | 60.3% | 0.21 | 0.0104 | -0.044 | 125 | 33.45 | 34.25 | 23 | 1,995 | 58.9% | -0.81 | 0.0112 | -0.042 |
| 2.23 | 2.33 | 3,075 | 21.0K | 60.9% | 0.18 | 0.0093 | -0.040 | 130 | 37.85 | 38.80 | 17 | 4,243 | 58.9% | -0.85 | 0.0101 | -0.037 |
| 1.81 | 1.91 | 1,051 | 10.7K | 61.5% | 0.15 | 0.0082 | -0.036 | 135 | 42.65 | 43.50 | 112 | 780 | 60.7% | -0.88 | 0.0091 | -0.033 |
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs