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 ±48.0% (47.96–136.41) · ATM IV 56.9% · P/C open interest 1.08

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
50.20	51.90	1	1,463	61.7%	0.94	0.0023	-0.003	47	2.31	2.48	2	2,940	58.6%	-0.07	0.0024	-0.009
47.75	48.50	13	3,084	56.8%	0.92	0.0026	-0.004	50	2.89	3.05	3	1,605	58.4%	-0.08	0.0027	-0.010
45.90	47.75		391	59.9%	0.91	0.0029	-0.006	52.5	3.35	3.55		548	57.9%	-0.10	0.0030	-0.011
44.35	45.00		2,671	57.6%	0.90	0.0032	-0.007	55	3.90	4.15		846	57.6%	-0.11	0.0034	-0.013
42.45	43.95		410	58.7%	0.88	0.0035	-0.008	57.5	4.55	4.80		829	57.4%	-0.12	0.0037	-0.013
40.80	42.15	21	3,425	58.3%	0.87	0.0038	-0.009	60	5.25	5.50	2	2,256	57.3%	-0.14	0.0040	-0.015
39.20	40.65		533	58.4%	0.85	0.0041	-0.011	62.5	6.00	6.25		540	57.1%	-0.15	0.0043	-0.016
37.75	39.15		1,609	58.6%	0.84	0.0044	-0.012	65	6.90	7.05		2,413	57.2%	-0.17	0.0046	-0.017
36.05	37.65	1	152	58.1%	0.82	0.0046	-0.013	67.5	7.70	7.95		1,558	56.9%	-0.19	0.0049	-0.018
34.85	36.20	8	1,556	58.4%	0.81	0.0049	-0.014	70	8.65	8.85	55	6,182	56.9%	-0.20	0.0052	-0.018
33.40	34.30	4	62	57.3%	0.79	0.0051	-0.015	72.5	9.65	9.85		1,566	56.8%	-0.22	0.0054	-0.019
32.10	32.95	24	4,176	57.3%	0.78	0.0053	-0.016	75	10.65	10.95	8	3,259	56.7%	-0.24	0.0057	-0.020
30.80	31.65		239	57.2%	0.76	0.0056	-0.017	77.5	11.75	12.05		889	56.7%	-0.26	0.0059	-0.021
29.65	30.40	56	5,111	57.3%	0.74	0.0058	-0.018	80	13.00	13.25	6	5,579	56.8%	-0.27	0.0062	-0.022
28.45	29.15		68	57.1%	0.73	0.0059	-0.019	82.5	14.15	14.45	250	898	56.7%	-0.29	0.0064	-0.022
27.30	28.10	4	833	57.2%	0.71	0.0061	-0.020	85	15.40	15.70	12	3,393	56.6%	-0.31	0.0066	-0.023
26.10	27.00	2	184	57.1%	0.69	0.0062	-0.020	87.5	16.70	17.05	94	385	56.6%	-0.33	0.0068	-0.024
25.20	25.50	129	2,444	56.6%	0.68	0.0064	-0.021	90	18.20	18.45	472	2,470	56.9%	-0.34	0.0070	-0.024
24.20	24.85	6	275	57.1%	0.66	0.0065	-0.022	92.5	19.60	19.80	2	891	56.7%	-0.36	0.0071	-0.025
23.25	23.85	6	1,554	57.1%	0.65	0.0066	-0.022	95	20.95	21.30	1	1,457	56.6%	-0.38	0.0072	-0.025
22.35	23.10		217	57.4%	0.63	0.0067	-0.023	97.5	22.50	22.85	3	405	56.8%	-0.40	0.0074	-0.025
21.50	22.25	36	5,922	57.5%	0.61	0.0068	-0.023	100	23.90	24.40	8	8,943	56.6%	-0.41	0.0075	-0.025
19.80	20.60	15	2,139	57.4%	0.58	0.0069	-0.024	105	27.35	27.65	1	1,074	56.9%	-0.45	0.0077	-0.026
18.40	18.65	16	1,116	57.0%	0.55	0.0070	-0.024	110	30.55	31.10	8	1,065	56.8%	-0.48	0.0079	-0.026
17.00	17.75	56	1,068	57.7%	0.53	0.0070	-0.025	115	34.20	34.65		181	57.1%	-0.51	0.0080	-0.026
15.80	16.15	224	2,508	57.4%	0.50	0.0070	-0.025	120	37.45	38.55		322	57.0%	-0.54	0.0081	-0.026
14.65	14.85	26	2,288	57.3%	0.47	0.0070	-0.025	125	41.10	42.20		653	56.7%	-0.57	0.0081	-0.026
13.60	13.90	538	2,859	57.6%	0.45	0.0069	-0.025	130	45.00	46.05	1	84	56.8%	-0.60	0.0082	-0.026
12.65	13.00	1	1,644	57.8%	0.43	0.0068	-0.025	135	48.95	50.15		145	56.9%	-0.63	0.0082	-0.026

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 — Dec 17, 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 — Dec 17, 2027

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