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 ±34.5% (282.20–580.10) · ATM IV 38.9% · P/C open interest 0.43
| 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 | |
| 226.00 | 234.00 | 8 | 46.5% | 0.96 | 0.0004 | 0.000 | 220 | 4.30 | 5.10 | 363 | 44.7% | -0.05 | 0.0004 | -0.022 | ||
| 218.00 | 225.00 | 8 | 45.8% | 0.95 | 0.0005 | 0.000 | 230 | 4.70 | 7.00 | 15 | 44.7% | -0.05 | 0.0005 | -0.025 | ||
| 210.00 | 217.00 | 2 | 45.8% | 0.94 | 0.0006 | -0.002 | 240 | 6.20 | 8.60 | 50 | 45.1% | -0.06 | 0.0006 | -0.028 | ||
| 201.80 | 208.50 | 19 | 45.0% | 0.93 | 0.0006 | -0.006 | 250 | 7.10 | 8.40 | 11 | 120 | 43.2% | -0.07 | 0.0006 | -0.030 | |
| 194.00 | 201.00 | 13 | 45.1% | 0.92 | 0.0007 | -0.010 | 260 | 8.70 | 9.90 | 12 | 43.1% | -0.08 | 0.0007 | -0.034 | ||
| 185.40 | 193.00 | 4 | 44.1% | 0.91 | 0.0008 | -0.014 | 270 | 9.40 | 12.70 | 37 | 43.1% | -0.09 | 0.0008 | -0.037 | ||
| 178.00 | 184.00 | 12 | 43.1% | 0.90 | 0.0009 | -0.018 | 280 | 11.30 | 13.20 | 95 | 42.2% | -0.10 | 0.0009 | -0.040 | ||
| 170.00 | 176.20 | 50 | 42.4% | 0.89 | 0.0009 | -0.022 | 290 | 12.70 | 15.10 | 43 | 41.6% | -0.12 | 0.0010 | -0.043 | ||
| 163.00 | 168.70 | 76 | 42.3% | 0.87 | 0.0010 | -0.026 | 300 | 15.00 | 17.40 | 10 | 397 | 41.6% | -0.13 | 0.0011 | -0.046 | |
| 155.80 | 161.40 | 15 | 41.9% | 0.86 | 0.0011 | -0.030 | 310 | 16.70 | 19.30 | 63 | 41.0% | -0.15 | 0.0012 | -0.049 | ||
| 148.80 | 154.30 | 25 | 41.6% | 0.84 | 0.0012 | -0.034 | 320 | 19.20 | 21.40 | 1 | 102 | 40.6% | -0.16 | 0.0013 | -0.052 | |
| 142.20 | 147.20 | 34 | 41.4% | 0.83 | 0.0013 | -0.038 | 330 | 21.90 | 24.20 | 43 | 40.5% | -0.18 | 0.0014 | -0.056 | ||
| 135.00 | 140.50 | 43 | 40.9% | 0.81 | 0.0014 | -0.041 | 340 | 23.50 | 28.50 | 57 | 40.3% | -0.20 | 0.0015 | -0.059 | ||
| 128.20 | 133.20 | 1 | 152 | 40.2% | 0.80 | 0.0014 | -0.045 | 350 | 27.10 | 31.50 | 10 | 349 | 40.3% | -0.21 | 0.0016 | -0.061 |
| 122.00 | 127.90 | 94 | 40.3% | 0.78 | 0.0015 | -0.048 | 360 | 31.00 | 35.00 | 75 | 40.3% | -0.23 | 0.0017 | -0.064 | ||
| 116.20 | 121.00 | 199 | 39.9% | 0.76 | 0.0016 | -0.051 | 370 | 34.60 | 36.30 | 170 | 39.4% | -0.25 | 0.0018 | -0.067 | ||
| 110.00 | 115.70 | 119 | 39.8% | 0.74 | 0.0017 | -0.054 | 380 | 37.60 | 40.90 | 163 | 39.3% | -0.27 | 0.0018 | -0.069 | ||
| 104.00 | 109.70 | 28 | 39.4% | 0.72 | 0.0018 | -0.057 | 390 | 42.40 | 46.20 | 71 | 39.8% | -0.29 | 0.0019 | -0.072 | ||
| 98.80 | 104.80 | 166 | 39.4% | 0.70 | 0.0018 | -0.060 | 400 | 46.70 | 48.70 | 1 | 528 | 39.1% | -0.32 | 0.0020 | -0.074 | |
| 94.00 | 100.00 | 31 | 39.5% | 0.68 | 0.0019 | -0.062 | 410 | 50.80 | 55.30 | 62 | 39.5% | -0.34 | 0.0021 | -0.076 | ||
| 89.10 | 93.70 | 51 | 39.0% | 0.66 | 0.0019 | -0.064 | 420 | 55.30 | 58.00 | 31 | 38.7% | -0.36 | 0.0022 | -0.077 | ||
| 84.00 | 89.70 | 75 | 39.0% | 0.65 | 0.0020 | -0.066 | 430 | 59.00 | 65.20 | 33 | 38.9% | -0.38 | 0.0022 | -0.079 | ||
| 79.50 | 84.00 | 1 | 316 | 38.6% | 0.62 | 0.0020 | -0.068 | 440 | 64.20 | 70.40 | 188 | 38.8% | -0.41 | 0.0023 | -0.080 | |
| 75.00 | 80.60 | 115 | 38.7% | 0.61 | 0.0021 | -0.069 | 450 | 70.80 | 74.10 | 1 | 68 | 38.5% | -0.43 | 0.0024 | -0.081 | |
| 70.90 | 75.40 | 91 | 38.3% | 0.59 | 0.0021 | -0.070 | 460 | 76.40 | 81.50 | 2 | 226 | 38.9% | -0.45 | 0.0024 | -0.082 | |
| 67.10 | 71.40 | 41 | 38.3% | 0.57 | 0.0021 | -0.071 | 470 | 81.30 | 85.20 | 22 | 37.9% | -0.47 | 0.0025 | -0.083 | ||
| 63.30 | 68.00 | 60 | 38.3% | 0.55 | 0.0021 | -0.072 | 480 | 87.60 | 91.30 | 1,009 | 37.9% | -0.50 | 0.0025 | -0.084 | ||
| 59.00 | 64.20 | 93 | 38.0% | 0.53 | 0.0022 | -0.073 | 490 | 93.00 | 100.20 | 7 | 38.3% | -0.52 | 0.0026 | -0.084 | ||
| 55.00 | 60.20 | 209 | 37.6% | 0.51 | 0.0022 | -0.073 | 500 | 100.00 | 104.30 | 70 | 37.7% | -0.54 | 0.0026 | -0.084 | ||
| 53.30 | 56.80 | 103 | 37.9% | 0.49 | 0.0022 | -0.073 | 510 | 107.70 | 111.20 | 9 | 37.9% | -0.57 | 0.0026 | -0.084 | ||
| 49.00 | 53.60 | 2 | 2,597 | 37.5% | 0.47 | 0.0022 | -0.073 | 520 | 114.00 | 118.00 | 5 | 37.6% | -0.59 | 0.0027 | -0.084 | |
| 47.00 | 50.70 | 2,496 | 37.7% | 0.45 | 0.0022 | -0.073 | 530 | 120.80 | 127.80 | 38.3% | -0.61 | 0.0027 | -0.084 | |||
| 43.00 | 48.30 | 56 | 37.4% | 0.43 | 0.0022 | -0.073 | 540 | 128.20 | 135.00 | 48 | 38.2% | -0.63 | 0.0027 | -0.084 | ||
| 40.00 | 44.70 | 42 | 37.0% | 0.42 | 0.0021 | -0.072 | 550 | 135.00 | 141.40 | 3 | 37.6% | -0.66 | 0.0027 | -0.083 | ||
| 38.00 | 45.70 | 27 | 38.0% | 0.40 | 0.0021 | -0.072 | 560 | 143.00 | 150.00 | 38.0% | -0.68 | 0.0028 | -0.082 | |||
| 36.80 | 41.30 | 49 | 37.7% | 0.38 | 0.0021 | -0.071 | 570 | 151.00 | 158.00 | 5 | 38.0% | -0.70 | 0.0028 | -0.081 | ||
| 33.00 | 39.10 | 54 | 37.2% | 0.37 | 0.0021 | -0.070 | 580 | 159.60 | 166.00 | 2 | 38.2% | -0.72 | 0.0028 | -0.081 | ||
| 31.00 | 35.40 | 92 | 36.8% | 0.35 | 0.0020 | -0.069 | 590 | 167.10 | 174.00 | 2 | 37.9% | -0.74 | 0.0028 | -0.079 | ||
| 29.00 | 35.00 | 169 | 37.1% | 0.34 | 0.0020 | -0.068 | 600 | 176.00 | 183.00 | 1 | 38.3% | -0.76 | 0.0028 | -0.078 | ||
| 25.00 | 30.40 | 52 | 36.7% | 0.31 | 0.0019 | -0.066 | 620 | 193.00 | 199.80 | 38.2% | -0.80 | 0.0028 | -0.076 | |||
| 24.00 | 27.10 | 729 | 37.3% | 0.28 | 0.0019 | -0.063 | 640 | 211.00 | 218.00 | 38.6% | -0.84 | 0.0028 | -0.073 | |||
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.