ISRG option chain Intuitive Surgical, Inc.
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 ±11.5% (324.46–408.96) · ATM IV 38.6% · P/C open interest —
| 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 | |
| 68.50 | 74.70 | 39.6% | 0.91 | 0.0026 | -0.054 | 300 | 0 | 7.80 | 49.8% | -0.09 | 0.0027 | -0.097 | ||||
| 64.10 | 70.20 | 39.8% | 0.90 | 0.0030 | -0.066 | 305 | 0 | 8.00 | 47.3% | -0.10 | 0.0030 | -0.106 | ||||
| 59.70 | 65.90 | 39.9% | 0.88 | 0.0034 | -0.078 | 310 | 0 | 8.30 | 45.0% | -0.12 | 0.0034 | -0.116 | ||||
| 55.40 | 61.50 | 39.6% | 0.87 | 0.0038 | -0.091 | 315 | 0 | 8.60 | 42.6% | -0.14 | 0.0038 | -0.126 | ||||
| 51.90 | 57.30 | 40.6% | 0.85 | 0.0042 | -0.104 | 320 | 1.00 | 7.00 | 38.7% | -0.16 | 0.0042 | -0.136 | ||||
| 46.30 | 53.00 | 37.7% | 0.83 | 0.0046 | -0.116 | 325 | 1.40 | 9.40 | 40.1% | -0.18 | 0.0047 | -0.145 | ||||
| 41.80 | 49.20 | 37.1% | 0.80 | 0.0051 | -0.129 | 330 | 3.00 | 10.00 | 40.0% | -0.21 | 0.0052 | -0.155 | ||||
| 38.60 | 45.40 | 37.8% | 0.77 | 0.0055 | -0.140 | 335 | 4.00 | 11.60 | 40.0% | -0.23 | 0.0056 | -0.165 | ||||
| 34.80 | 42.00 | 37.8% | 0.75 | 0.0060 | -0.152 | 340 | 5.20 | 12.90 | 39.5% | -0.26 | 0.0061 | -0.173 | ||||
| 31.70 | 38.60 | 38.2% | 0.71 | 0.0064 | -0.162 | 345 | 7.00 | 14.90 | 4 | 40.1% | -0.29 | 0.0065 | -0.181 | |||
| 28.40 | 35.50 | 38.2% | 0.68 | 0.0068 | -0.171 | 350 | 8.60 | 14.00 | 37.0% | -0.33 | 0.0069 | -0.188 | ||||
| 26.10 | 32.40 | 38.9% | 0.65 | 0.0071 | -0.179 | 355 | 11.00 | 18.80 | 40.3% | -0.36 | 0.0073 | -0.193 | ||||
| 24.00 | 29.60 | 39.6% | 0.61 | 0.0074 | -0.185 | 360 | 12.90 | 20.00 | 39.0% | -0.40 | 0.0076 | -0.197 | ||||
| 20.10 | 27.10 | 38.5% | 0.57 | 0.0076 | -0.190 | 365 | 15.30 | 22.00 | 38.7% | -0.44 | 0.0078 | -0.199 | ||||
| 18.80 | 24.70 | 39.6% | 0.53 | 0.0077 | -0.193 | 370 | 18.10 | 25.90 | 40.1% | -0.48 | 0.0080 | -0.200 | ||||
| 15.80 | 22.50 | 39.0% | 0.49 | 0.0078 | -0.193 | 375 | 20.70 | 28.20 | 39.6% | -0.52 | 0.0081 | -0.198 | ||||
| 13.60 | 20.40 | 38.9% | 0.46 | 0.0078 | -0.193 | 380 | 23.60 | 30.40 | 38.8% | -0.56 | 0.0081 | -0.195 | ||||
| 10.40 | 18.50 | 37.7% | 0.42 | 0.0077 | -0.190 | 385 | 26.70 | 34.00 | 39.2% | -0.60 | 0.0080 | -0.191 | ||||
| 10.40 | 16.70 | 39.3% | 0.38 | 0.0075 | -0.186 | 390 | 30.00 | 36.80 | 38.8% | -0.64 | 0.0079 | -0.184 | ||||
| 7.50 | 15.20 | 38.0% | 0.35 | 0.0073 | -0.181 | 395 | 33.30 | 40.50 | 38.8% | -0.67 | 0.0077 | -0.177 | ||||
| 5.90 | 13.70 | 37.8% | 0.32 | 0.0070 | -0.174 | 400 | 36.90 | 44.50 | 39.1% | -0.71 | 0.0074 | -0.168 | ||||
| 4.50 | 12.50 | 37.7% | 0.29 | 0.0067 | -0.167 | 405 | 40.80 | 47.90 | 38.9% | -0.74 | 0.0072 | -0.159 | ||||
| 3.90 | 11.40 | 38.3% | 0.26 | 0.0063 | -0.159 | 410 | 44.40 | 52.40 | 39.2% | -0.77 | 0.0068 | -0.149 | ||||
| 3.00 | 10.40 | 38.5% | 0.23 | 0.0059 | -0.151 | 415 | 48.80 | 55.70 | 38.7% | -0.80 | 0.0065 | -0.138 | ||||
| 1.85 | 9.60 | 38.3% | 0.21 | 0.0055 | -0.142 | 420 | 52.80 | 59.90 | 38.4% | -0.83 | 0.0061 | -0.127 | ||||
| 1.20 | 9.10 | 38.9% | 0.18 | 0.0052 | -0.134 | 425 | 56.90 | 64.50 | 38.5% | -0.85 | 0.0057 | -0.116 | ||||
| 0.4500 | 8.80 | 39.4% | 0.17 | 0.0048 | -0.125 | 430 | 62.00 | 68.80 | 39.5% | -0.87 | 0.0053 | -0.104 | ||||
| 0 | 8.50 | 40.2% | 0.15 | 0.0044 | -0.117 | 435 | 66.10 | 73.70 | 39.6% | -0.89 | 0.0049 | -0.092 | ||||
| 0 | 8.20 | 41.6% | 0.13 | 0.0040 | -0.108 | 440 | 71.00 | 78.40 | 40.6% | -0.91 | 0.0044 | -0.079 | ||||
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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.