INTC option chain Intel Corp.

Expiration Cboe delayed options data · as of 18:04 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 ±31.8% (62.91–121.46) · ATM IV 57.2% · P/C open interest 3.89

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
44.20	45.35	5	1,054	67.2%	0.96	0.0024	-0.005	50	0.8100	0.8900	1	1,814	61.1%	-0.05	0.0024	-0.010
39.45	40.40		89	59.2%	0.94	0.0034	-0.009	55	1.28	1.38	1	1,475	59.6%	-0.07	0.0034	-0.014
35.50	36.75	1	40	61.8%	0.91	0.0045	-0.013	60	2.02	2.07	115	1,201	58.8%	-0.10	0.0045	-0.018
31.50	32.60		40	59.6%	0.87	0.0057	-0.018	65	2.91	3.05	92	9,235	57.9%	-0.13	0.0058	-0.022
27.75	28.80	1	204	58.2%	0.83	0.0069	-0.023	70	4.10	4.25	259	17.4K	57.2%	-0.17	0.0070	-0.026
24.65	25.10	1	35	57.6%	0.78	0.0080	-0.027	75	5.65	5.80	234	7,561	57.0%	-0.22	0.0082	-0.030
21.60	22.05	44	1,106	57.4%	0.73	0.0089	-0.031	80	7.50	7.70	168	7,911	56.8%	-0.27	0.0092	-0.034
20.20	20.75	1	114	57.6%	0.71	0.0094	-0.033	82.5	8.55	8.75	20	6,381	56.8%	-0.30	0.0096	-0.035
18.85	19.30	1	391	57.2%	0.68	0.0097	-0.035	85	9.70	9.90	78	10.0K	56.8%	-0.33	0.0100	-0.037
17.65	18.05	78	177	57.3%	0.66	0.0100	-0.036	87.5	10.90	11.10	144	3,369	56.8%	-0.35	0.0104	-0.038
16.40	16.90	16	355	57.2%	0.63	0.0102	-0.037	90	12.20	12.40	85	3,452	56.8%	-0.38	0.0106	-0.039
15.40	15.80		852	57.5%	0.60	0.0104	-0.038	92.5	13.55	13.80	9	1,501	56.9%	-0.41	0.0108	-0.040
14.40	14.60	97	903	57.3%	0.58	0.0106	-0.039	95	15.00	15.25	2	2,529	57.0%	-0.44	0.0110	-0.040
13.40	13.65	79	135	57.3%	0.55	0.0107	-0.039	97.5	16.55	16.75	38	3,415	57.2%	-0.46	0.0112	-0.041
12.50	12.75	92	1,020	57.4%	0.53	0.0107	-0.040	100	18.10	18.35	8	3,000	57.2%	-0.49	0.0112	-0.041
10.90	11.10	32	1,896	57.6%	0.48	0.0107	-0.040	105	21.45	21.70		11.7K	57.5%	-0.54	0.0113	-0.041
9.50	9.70	17	2,026	57.9%	0.44	0.0105	-0.040	110	25.00	25.25	24	10.6K	57.7%	-0.58	0.0112	-0.041
8.30	8.50	7	785	58.3%	0.39	0.0102	-0.039	115	28.35	29.05	22	896	57.2%	-0.63	0.0110	-0.040
7.20	7.45	186	1,156	58.5%	0.36	0.0098	-0.038	120	32.25	33.00		503	57.4%	-0.67	0.0107	-0.038
6.30	6.50	20	2,346	58.8%	0.32	0.0094	-0.037	125	36.40	37.10		150	57.8%	-0.71	0.0103	-0.037
5.55	5.70	143	1,186	59.1%	0.29	0.0089	-0.036	130	40.55	41.55		67	58.5%	-0.74	0.0100	-0.035
4.85	4.95	13	744	59.3%	0.26	0.0084	-0.034	135	45.10	45.70		209	58.8%	-0.77	0.0095	-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 — Apr 16, 2027

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 — Apr 16, 2027

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