KLAC option chain KLA Corporation
Cboe delayed options data · as of 21:51 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 ±14.0% (148.70–197.20) · ATM IV 50.9% · P/C open interest 1.40
| 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 | |
| 45.30 | 49.90 | 0.95 | 0.0027 | -0.005 | 125 | 0.4000 | 1.00 | 528 | 60.0% | -0.05 | 0.0027 | -0.039 | ||||
| 41.60 | 45.10 | 4 | 0.94 | 0.0035 | -0.016 | 130 | 0.7500 | 1.20 | 2 | 517 | 58.2% | -0.06 | 0.0035 | -0.046 | ||
| 35.10 | 40.60 | 0.92 | 0.0044 | -0.029 | 135 | 0.6500 | 1.80 | 20 | 145 | 55.2% | -0.08 | 0.0045 | -0.056 | |||
| 32.00 | 36.80 | 1 | 44.2% | 0.89 | 0.0057 | -0.043 | 140 | 1.15 | 1.90 | 8 | 172 | 52.0% | -0.11 | 0.0057 | -0.067 | |
| 26.40 | 32.10 | 36.3% | 0.86 | 0.0070 | -0.059 | 145 | 2.05 | 2.80 | 10 | 238 | 53.0% | -0.14 | 0.0071 | -0.080 | ||
| 24.10 | 28.20 | 17 | 46.8% | 0.82 | 0.0085 | -0.076 | 150 | 2.90 | 3.80 | 22 | 306 | 52.2% | -0.18 | 0.0086 | -0.093 | |
| 21.30 | 25.00 | 3 | 51.4% | 0.77 | 0.0099 | -0.092 | 155 | 4.20 | 5.30 | 14 | 252 | 52.7% | -0.23 | 0.0100 | -0.106 | |
| 18.00 | 21.20 | 13 | 50.6% | 0.71 | 0.0112 | -0.107 | 160 | 5.10 | 7.20 | 15 | 416 | 51.6% | -0.29 | 0.0113 | -0.117 | |
| 15.50 | 17.20 | 5 | 2 | 49.8% | 0.65 | 0.0122 | -0.119 | 165 | 7.00 | 9.40 | 16 | 661 | 52.1% | -0.35 | 0.0124 | -0.126 |
| 12.10 | 14.20 | 12 | 30 | 47.8% | 0.58 | 0.0129 | -0.127 | 170 | 9.60 | 11.50 | 77 | 488 | 52.4% | -0.42 | 0.0130 | -0.132 |
| 10.50 | 12.60 | 34 | 125 | 51.2% | 0.52 | 0.0131 | -0.132 | 175 | 12.40 | 13.00 | 14 | 400 | 50.5% | -0.48 | 0.0133 | -0.133 |
| 8.10 | 10.00 | 31 | 225 | 49.4% | 0.46 | 0.0130 | -0.133 | 180 | 15.10 | 17.10 | 1 | 254 | 52.6% | -0.55 | 0.0132 | -0.131 |
| 6.40 | 8.50 | 23 | 279 | 50.1% | 0.39 | 0.0126 | -0.131 | 185 | 17.70 | 20.10 | 3 | 189 | 50.7% | -0.61 | 0.0129 | -0.125 |
| 5.90 | 6.50 | 57 | 299 | 51.2% | 0.34 | 0.0120 | -0.125 | 190 | 20.60 | 24.40 | 58 | 51.2% | -0.67 | 0.0122 | -0.116 | |
| 4.10 | 5.50 | 46 | 452 | 50.5% | 0.29 | 0.0112 | -0.117 | 195 | 24.40 | 28.30 | 28 | 51.6% | -0.72 | 0.0114 | -0.105 | |
| 3.60 | 4.20 | 64 | 423 | 51.2% | 0.24 | 0.0102 | -0.107 | 200 | 28.60 | 32.40 | 3 | 15 | 52.6% | -0.77 | 0.0105 | -0.092 |
| 2.25 | 3.10 | 15 | 485 | 53.1% | 0.17 | 0.0081 | -0.086 | 210 | 37.40 | 43.70 | 18 | 62.7% | -0.85 | 0.0084 | -0.065 | |
| 1.30 | 1.85 | 26 | 347 | 52.7% | 0.11 | 0.0061 | -0.068 | 220 | 45.90 | 52.80 | 4 | 63.6% | -0.90 | 0.0065 | -0.040 | |
| 0.8000 | 1.30 | 5 | 452 | 54.1% | 0.08 | 0.0046 | -0.053 | 230 | 53.50 | 62.30 | 11 | 58.3% | -0.94 | 0.0049 | -0.018 | |
| 0.1500 | 0.8500 | 95 | 52.0% | 0.06 | 0.0034 | -0.042 | 240 | 65.50 | 72.10 | 2 | 73.9% | -0.96 | 0.0042 | 0.000 | ||
| 0 | 1.55 | 83 | 61.9% | 0.04 | 0.0026 | -0.035 | 250 | 70.80 | 85.80 | 1 | 56.0% | -0.98 | 0.0035 | 0.000 | ||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs