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 ±29.5% (65.38–120.18) · ATM IV 58.0% · P/C open interest 1.19
| 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 | |
| 46.85 | 47.95 | 451 | 67.2% | 0.97 | 0.0017 | -0.001 | 47 | 0.4100 | 0.6100 | 56 | 2,080 | 64.8% | -0.03 | 0.0017 | -0.008 | |
| 44.20 | 44.80 | 89 | 6,125 | 62.8% | 0.96 | 0.0022 | -0.003 | 50 | 0.5800 | 0.6800 | 2,076 | 6,040 | 62.4% | -0.04 | 0.0022 | -0.010 |
| 42.00 | 42.85 | 1 | 925 | 65.2% | 0.96 | 0.0026 | -0.005 | 52.5 | 0.7500 | 0.8200 | 1,634 | 2,169 | 61.1% | -0.05 | 0.0026 | -0.011 |
| 39.85 | 40.65 | 3 | 1,901 | 64.7% | 0.94 | 0.0031 | -0.007 | 55 | 0.9600 | 1.05 | 1,459 | 6,698 | 60.5% | -0.06 | 0.0032 | -0.013 |
| 37.40 | 38.25 | 1 | 506 | 60.7% | 0.93 | 0.0037 | -0.010 | 57.5 | 1.14 | 1.39 | 3,482 | 59.9% | -0.07 | 0.0037 | -0.015 | |
| 35.40 | 35.95 | 71 | 4,460 | 60.0% | 0.92 | 0.0043 | -0.012 | 60 | 1.52 | 1.64 | 57 | 4,057 | 59.3% | -0.08 | 0.0044 | -0.018 |
| 33.15 | 34.20 | 1 | 706 | 60.2% | 0.90 | 0.0050 | -0.015 | 62.5 | 1.87 | 2.06 | 1 | 9,501 | 59.0% | -0.10 | 0.0050 | -0.020 |
| 31.40 | 31.80 | 22 | 5,137 | 59.2% | 0.88 | 0.0056 | -0.018 | 65 | 2.35 | 2.44 | 2,386 | 6,891 | 58.5% | -0.12 | 0.0057 | -0.023 |
| 29.30 | 30.20 | 2 | 816 | 59.5% | 0.86 | 0.0063 | -0.021 | 67.5 | 2.85 | 2.93 | 1 | 3,528 | 58.1% | -0.14 | 0.0064 | -0.025 |
| 27.40 | 28.30 | 2 | 2,343 | 58.9% | 0.84 | 0.0070 | -0.024 | 70 | 3.45 | 3.55 | 121 | 17.5K | 57.9% | -0.16 | 0.0071 | -0.028 |
| 25.60 | 26.50 | 358 | 58.6% | 0.82 | 0.0077 | -0.026 | 72.5 | 4.10 | 4.25 | 60 | 6,806 | 57.8% | -0.19 | 0.0078 | -0.030 | |
| 24.00 | 24.55 | 17 | 4,290 | 58.0% | 0.79 | 0.0083 | -0.029 | 75 | 4.85 | 5.00 | 936 | 19.6K | 57.6% | -0.21 | 0.0085 | -0.033 |
| 22.40 | 22.95 | 1 | 60 | 58.0% | 0.77 | 0.0089 | -0.032 | 77.5 | 5.70 | 5.85 | 2 | 2,397 | 57.6% | -0.24 | 0.0091 | -0.035 |
| 20.95 | 21.35 | 99 | 4,107 | 58.0% | 0.74 | 0.0094 | -0.034 | 80 | 6.65 | 6.75 | 122 | 20.1K | 57.5% | -0.26 | 0.0096 | -0.037 |
| 19.50 | 19.90 | 243 | 57.9% | 0.71 | 0.0099 | -0.036 | 82.5 | 7.60 | 7.75 | 2 | 7,001 | 57.3% | -0.29 | 0.0102 | -0.039 | |
| 18.15 | 18.55 | 28 | 1,438 | 58.0% | 0.68 | 0.0103 | -0.038 | 85 | 8.70 | 8.90 | 51 | 20.4K | 57.5% | -0.32 | 0.0106 | -0.040 |
| 16.85 | 17.35 | 2 | 1,351 | 58.2% | 0.66 | 0.0107 | -0.040 | 87.5 | 9.90 | 10.05 | 1,801 | 7,311 | 57.4% | -0.35 | 0.0110 | -0.042 |
| 15.70 | 16.00 | 92 | 3,714 | 58.0% | 0.63 | 0.0110 | -0.041 | 90 | 11.15 | 11.35 | 856 | 14.1K | 57.5% | -0.38 | 0.0113 | -0.043 |
| 14.55 | 15.00 | 57 | 905 | 58.3% | 0.60 | 0.0112 | -0.042 | 92.5 | 12.55 | 12.70 | 1,152 | 3,023 | 57.7% | -0.41 | 0.0115 | -0.044 |
| 13.55 | 13.70 | 264 | 2,294 | 58.0% | 0.57 | 0.0113 | -0.043 | 95 | 13.95 | 14.10 | 218 | 15.0K | 57.7% | -0.44 | 0.0117 | -0.044 |
| 12.55 | 12.75 | 40 | 2,107 | 58.1% | 0.55 | 0.0114 | -0.044 | 97.5 | 15.45 | 15.60 | 8 | 5,913 | 57.8% | -0.47 | 0.0119 | -0.045 |
| 11.65 | 11.85 | 517 | 12.0K | 58.2% | 0.52 | 0.0115 | -0.044 | 100 | 17.00 | 17.20 | 43 | 15.6K | 58.0% | -0.49 | 0.0119 | -0.045 |
| 10.05 | 10.20 | 378 | 5,168 | 58.5% | 0.47 | 0.0114 | -0.044 | 105 | 20.40 | 20.55 | 19 | 8,377 | 58.4% | -0.55 | 0.0119 | -0.045 |
| 8.60 | 8.80 | 603 | 11.6K | 58.7% | 0.42 | 0.0111 | -0.044 | 110 | 23.95 | 24.15 | 36 | 7,402 | 58.7% | -0.60 | 0.0118 | -0.044 |
| 7.40 | 7.55 | 149 | 5,181 | 59.0% | 0.38 | 0.0108 | -0.043 | 115 | 27.40 | 27.95 | 31 | 4,960 | 58.3% | -0.64 | 0.0115 | -0.043 |
| 6.40 | 6.55 | 308 | 5,654 | 59.4% | 0.34 | 0.0103 | -0.042 | 120 | 31.35 | 31.95 | 5 | 3,152 | 58.6% | -0.69 | 0.0111 | -0.041 |
| 5.45 | 5.65 | 35 | 10.2K | 59.6% | 0.30 | 0.0097 | -0.040 | 125 | 35.50 | 36.10 | 1 | 1,864 | 59.0% | -0.72 | 0.0106 | -0.039 |
| 4.70 | 4.90 | 666 | 19.8K | 59.9% | 0.27 | 0.0092 | -0.038 | 130 | 39.75 | 40.40 | 2 | 4,505 | 59.4% | -0.76 | 0.0101 | -0.036 |
| 4.05 | 4.25 | 58 | 6,373 | 60.2% | 0.24 | 0.0086 | -0.036 | 135 | 44.05 | 44.95 | 1,033 | 59.9% | -0.79 | 0.0096 | -0.034 | |
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