INTC option chain Intel Corp.
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 ±49.5% (46.51–137.86) · ATM IV 56.6% · P/C open interest 0.61
| 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 | |
| 50.65 | 52.45 | 3 | 1,831 | 61.2% | 0.93 | 0.0023 | -0.003 | 47 | 2.46 | 2.72 | 3,020 | 58.0% | -0.07 | 0.0024 | -0.009 | |
| 48.45 | 49.50 | 9 | 11.6K | 58.5% | 0.92 | 0.0026 | -0.004 | 50 | 3.15 | 3.35 | 6 | 6,748 | 58.2% | -0.09 | 0.0027 | -0.010 |
| 46.70 | 48.40 | 772 | 60.3% | 0.91 | 0.0029 | -0.006 | 52.5 | 3.50 | 3.95 | 1,477 | 57.5% | -0.10 | 0.0030 | -0.011 | ||
| 44.70 | 46.30 | 1 | 5,233 | 58.4% | 0.90 | 0.0032 | -0.007 | 55 | 4.45 | 4.50 | 790 | 2,914 | 58.0% | -0.11 | 0.0033 | -0.012 |
| 43.25 | 44.65 | 888 | 58.9% | 0.88 | 0.0034 | -0.008 | 57.5 | 4.90 | 5.15 | 2,154 | 57.2% | -0.13 | 0.0036 | -0.013 | ||
| 41.45 | 42.15 | 25 | 10.4K | 56.4% | 0.87 | 0.0037 | -0.009 | 60 | 5.65 | 5.90 | 403 | 7,993 | 57.2% | -0.14 | 0.0039 | -0.014 |
| 39.90 | 41.50 | 404 | 58.3% | 0.85 | 0.0040 | -0.010 | 62.5 | 6.40 | 6.70 | 1 | 2,864 | 57.0% | -0.16 | 0.0042 | -0.015 | |
| 38.60 | 40.00 | 16 | 7,189 | 58.7% | 0.84 | 0.0042 | -0.011 | 65 | 7.35 | 7.50 | 6,257 | 57.0% | -0.17 | 0.0045 | -0.016 | |
| 36.95 | 38.55 | 343 | 58.2% | 0.82 | 0.0045 | -0.013 | 67.5 | 8.10 | 8.45 | 1 | 1,972 | 56.8% | -0.19 | 0.0047 | -0.017 | |
| 35.50 | 37.10 | 15 | 4,627 | 58.0% | 0.81 | 0.0047 | -0.014 | 70 | 9.10 | 9.35 | 973 | 6,200 | 56.7% | -0.20 | 0.0050 | -0.018 |
| 34.35 | 35.20 | 2 | 277 | 57.4% | 0.79 | 0.0049 | -0.015 | 72.5 | 10.10 | 10.45 | 1 | 1,243 | 56.8% | -0.22 | 0.0052 | -0.019 |
| 33.05 | 33.80 | 1 | 2,573 | 57.2% | 0.78 | 0.0051 | -0.016 | 75 | 11.10 | 11.50 | 606 | 2,065 | 56.6% | -0.24 | 0.0055 | -0.019 |
| 31.70 | 32.55 | 79 | 57.0% | 0.76 | 0.0053 | -0.016 | 77.5 | 12.25 | 12.60 | 904 | 56.5% | -0.25 | 0.0057 | -0.020 | ||
| 30.55 | 31.40 | 34 | 33.9K | 57.2% | 0.75 | 0.0055 | -0.017 | 80 | 13.50 | 13.80 | 128 | 7,682 | 56.6% | -0.27 | 0.0059 | -0.021 |
| 29.50 | 30.15 | 542 | 57.2% | 0.73 | 0.0057 | -0.018 | 82.5 | 14.65 | 15.05 | 22 | 1,203 | 56.5% | -0.29 | 0.0061 | -0.021 | |
| 28.30 | 29.10 | 4 | 2,516 | 57.2% | 0.71 | 0.0058 | -0.019 | 85 | 16.00 | 16.35 | 3 | 5,457 | 56.6% | -0.31 | 0.0063 | -0.022 |
| 27.15 | 28.05 | 1 | 302 | 57.1% | 0.70 | 0.0060 | -0.019 | 87.5 | 17.30 | 17.70 | 680 | 56.6% | -0.32 | 0.0065 | -0.023 | |
| 26.20 | 26.60 | 32 | 32.1K | 56.6% | 0.68 | 0.0061 | -0.020 | 90 | 18.75 | 19.10 | 1 | 7,135 | 56.8% | -0.34 | 0.0067 | -0.023 |
| 25.10 | 25.60 | 13 | 190 | 56.5% | 0.67 | 0.0062 | -0.021 | 92.5 | 20.15 | 20.50 | 102 | 3,443 | 56.7% | -0.36 | 0.0068 | -0.024 |
| 24.35 | 24.60 | 70 | 2,343 | 56.7% | 0.65 | 0.0063 | -0.021 | 95 | 21.65 | 22.00 | 20 | 4,069 | 56.8% | -0.37 | 0.0070 | -0.024 |
| 23.35 | 24.25 | 3 | 359 | 57.3% | 0.64 | 0.0064 | -0.022 | 97.5 | 23.25 | 23.50 | 22 | 801 | 56.9% | -0.39 | 0.0071 | -0.024 |
| 22.60 | 23.10 | 94 | 14.0K | 57.2% | 0.62 | 0.0065 | -0.022 | 100 | 24.70 | 25.10 | 7,797 | 56.9% | -0.41 | 0.0072 | -0.025 | |
| 20.95 | 21.40 | 38 | 3,533 | 57.1% | 0.59 | 0.0066 | -0.023 | 105 | 27.75 | 28.35 | 419 | 1,203 | 56.7% | -0.44 | 0.0074 | -0.025 |
| 19.50 | 19.75 | 11 | 2,588 | 57.0% | 0.57 | 0.0066 | -0.023 | 110 | 31.50 | 31.75 | 2,560 | 57.2% | -0.47 | 0.0076 | -0.025 | |
| 18.15 | 18.45 | 103 | 3,452 | 57.2% | 0.54 | 0.0067 | -0.024 | 115 | 34.45 | 35.30 | 3 | 1,052 | 56.7% | -0.50 | 0.0077 | -0.026 |
| 16.90 | 17.25 | 132 | 10.6K | 57.4% | 0.51 | 0.0067 | -0.024 | 120 | 38.70 | 39.05 | 10 | 5,990 | 57.7% | -0.53 | 0.0078 | -0.026 |
| 15.75 | 16.25 | 2 | 35.8K | 57.7% | 0.49 | 0.0067 | -0.024 | 125 | 42.20 | 42.95 | 4,725 | 57.6% | -0.56 | 0.0079 | -0.026 | |
| 14.70 | 14.90 | 151 | 27.2K | 57.5% | 0.47 | 0.0066 | -0.024 | 130 | 46.15 | 46.65 | 5 | 2,480 | 57.6% | -0.59 | 0.0080 | -0.026 |
| 13.75 | 14.45 | 5 | 4,721 | 58.3% | 0.44 | 0.0066 | -0.024 | 135 | 50.40 | 50.65 | 1,762 | 58.1% | -0.62 | 0.0080 | -0.025 | |
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs