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 ±36.1% (58.46–124.51) · ATM IV 61.8% · P/C open interest 1.06
| 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 | |
| 45.80 | 47.90 | 2 | 384 | 64.2% | 0.95 | 0.0022 | -0.004 | 47 | 0.9400 | 1.15 | 1 | 1,404 | 65.8% | -0.05 | 0.0022 | -0.011 |
| 42.95 | 45.65 | 36 | 6,611 | 64.5% | 0.94 | 0.0027 | -0.006 | 50 | 1.30 | 1.38 | 10 | 8,416 | 64.7% | -0.06 | 0.0027 | -0.013 |
| 40.50 | 43.20 | 1,006 | 60.2% | 0.93 | 0.0031 | -0.008 | 52.5 | 1.55 | 1.75 | 1 | 2,193 | 64.0% | -0.07 | 0.0032 | -0.015 | |
| 39.25 | 40.75 | 3 | 1,951 | 62.5% | 0.92 | 0.0036 | -0.011 | 55 | 1.90 | 2.10 | 736 | 5,736 | 63.3% | -0.08 | 0.0036 | -0.017 |
| 37.35 | 38.55 | 540 | 61.9% | 0.90 | 0.0041 | -0.013 | 57.5 | 2.37 | 2.48 | 16 | 3,476 | 63.0% | -0.10 | 0.0041 | -0.018 | |
| 35.40 | 36.60 | 15 | 4,596 | 61.7% | 0.89 | 0.0046 | -0.015 | 60 | 2.85 | 2.98 | 27 | 3,704 | 62.6% | -0.12 | 0.0046 | -0.021 |
| 33.50 | 34.70 | 699 | 61.5% | 0.87 | 0.0051 | -0.018 | 62.5 | 3.40 | 3.55 | 1 | 6,391 | 62.4% | -0.13 | 0.0052 | -0.023 | |
| 31.65 | 32.90 | 5 | 5,192 | 61.3% | 0.85 | 0.0056 | -0.020 | 65 | 4.00 | 4.20 | 42 | 2,734 | 62.2% | -0.15 | 0.0057 | -0.025 |
| 30.10 | 31.15 | 797 | 61.8% | 0.83 | 0.0060 | -0.022 | 67.5 | 4.70 | 4.90 | 7 | 2,835 | 62.0% | -0.17 | 0.0062 | -0.027 | |
| 28.30 | 29.35 | 13 | 2,482 | 61.0% | 0.81 | 0.0065 | -0.024 | 70 | 5.45 | 5.65 | 76 | 12.9K | 61.8% | -0.19 | 0.0066 | -0.029 |
| 26.90 | 27.85 | 359 | 61.7% | 0.79 | 0.0069 | -0.027 | 72.5 | 6.35 | 6.55 | 1 | 2,188 | 61.9% | -0.22 | 0.0071 | -0.030 | |
| 25.35 | 26.25 | 29 | 4,311 | 61.4% | 0.77 | 0.0074 | -0.029 | 75 | 7.25 | 7.50 | 17 | 12.4K | 61.8% | -0.24 | 0.0075 | -0.032 |
| 23.75 | 24.85 | 46 | 61.2% | 0.74 | 0.0077 | -0.030 | 77.5 | 8.25 | 8.50 | 47 | 1,897 | 61.8% | -0.26 | 0.0079 | -0.034 | |
| 22.55 | 23.30 | 48 | 3,972 | 61.3% | 0.72 | 0.0081 | -0.032 | 80 | 9.35 | 9.60 | 83 | 12.3K | 61.9% | -0.28 | 0.0083 | -0.035 |
| 21.30 | 21.95 | 7 | 164 | 61.3% | 0.70 | 0.0084 | -0.034 | 82.5 | 10.45 | 10.75 | 1 | 1,505 | 61.9% | -0.31 | 0.0086 | -0.036 |
| 20.15 | 20.70 | 57 | 1,566 | 61.5% | 0.68 | 0.0086 | -0.035 | 85 | 11.70 | 12.00 | 5 | 5,284 | 61.9% | -0.33 | 0.0089 | -0.038 |
| 19.00 | 19.55 | 25 | 1,382 | 61.5% | 0.65 | 0.0089 | -0.036 | 87.5 | 12.95 | 13.30 | 283 | 2,188 | 62.0% | -0.36 | 0.0092 | -0.039 |
| 18.10 | 18.45 | 168 | 3,906 | 62.0% | 0.63 | 0.0091 | -0.037 | 90 | 14.35 | 14.65 | 4 | 6,797 | 62.0% | -0.38 | 0.0094 | -0.039 |
| 16.80 | 17.40 | 35 | 745 | 61.5% | 0.61 | 0.0092 | -0.038 | 92.5 | 15.75 | 16.10 | 1 | 1,649 | 62.1% | -0.40 | 0.0095 | -0.040 |
| 15.95 | 16.35 | 15 | 2,159 | 61.9% | 0.58 | 0.0093 | -0.039 | 95 | 17.25 | 17.60 | 30 | 10.5K | 62.3% | -0.43 | 0.0097 | -0.041 |
| 15.00 | 15.55 | 281 | 1,576 | 61.9% | 0.56 | 0.0094 | -0.040 | 97.5 | 18.75 | 19.20 | 69 | 1,640 | 62.4% | -0.45 | 0.0098 | -0.041 |
| 14.15 | 14.55 | 654 | 24.0K | 62.1% | 0.54 | 0.0094 | -0.040 | 100 | 20.35 | 20.80 | 70 | 8,797 | 62.5% | -0.47 | 0.0099 | -0.041 |
| 12.55 | 12.95 | 68 | 6,951 | 62.3% | 0.50 | 0.0094 | -0.041 | 105 | 23.70 | 24.20 | 108 | 3,914 | 62.8% | -0.52 | 0.0099 | -0.041 |
| 11.25 | 11.55 | 409 | 7,875 | 62.8% | 0.46 | 0.0093 | -0.041 | 110 | 27.25 | 27.80 | 10 | 3,710 | 63.2% | -0.56 | 0.0099 | -0.041 |
| 9.95 | 10.30 | 6 | 3,166 | 63.0% | 0.42 | 0.0092 | -0.041 | 115 | 30.65 | 31.95 | 1 | 3,516 | 63.6% | -0.60 | 0.0098 | -0.040 |
| 8.90 | 9.20 | 64 | 2,892 | 63.3% | 0.39 | 0.0089 | -0.040 | 120 | 34.50 | 35.85 | 2,194 | 63.9% | -0.63 | 0.0096 | -0.039 | |
| 7.95 | 8.25 | 56 | 2,456 | 63.6% | 0.36 | 0.0086 | -0.040 | 125 | 38.50 | 39.90 | 1,380 | 64.2% | -0.67 | 0.0094 | -0.038 | |
| 7.15 | 7.40 | 326 | 16.0K | 64.0% | 0.33 | 0.0083 | -0.038 | 130 | 42.60 | 44.15 | 4,698 | 64.7% | -0.70 | 0.0091 | -0.037 | |
| 6.40 | 6.65 | 110 | 2,624 | 64.3% | 0.30 | 0.0080 | -0.037 | 135 | 46.80 | 48.45 | 274 | 65.0% | -0.73 | 0.0088 | -0.035 | |
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