KLAC option chain KLA Corporation
Cboe delayed options data · as of 15:39 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 ±13.2% (148.78–193.98) · ATM IV 62.9% · P/C open interest 1.69
| 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 | |
| 67.60 | 76.20 | 91.4% | 0.99 | 0.0008 | -0.017 | 100 | 0 | 4.90 | 158.7% | -0.01 | 0.0008 | -0.028 | ||||
| 62.60 | 71.20 | 82.4% | 0.98 | 0.0010 | -0.024 | 105 | 0 | 4.90 | 147.1% | -0.02 | 0.0010 | -0.034 | ||||
| 57.70 | 66.30 | 81.5% | 0.98 | 0.0013 | -0.031 | 110 | 0 | 4.90 | 135.9% | -0.02 | 0.0013 | -0.041 | ||||
| 52.80 | 60.50 | 0.97 | 0.0017 | -0.039 | 115 | 0 | 4.90 | 125.2% | -0.03 | 0.0017 | -0.048 | |||||
| 49.00 | 55.80 | 80.8% | 0.96 | 0.0022 | -0.048 | 120 | 0 | 2.00 | 1 | 91.3% | -0.04 | 0.0022 | -0.056 | |||
| 44.80 | 50.50 | 78.6% | 0.95 | 0.0028 | -0.059 | 125 | 0 | 3.00 | 4 | 91.4% | -0.05 | 0.0028 | -0.067 | |||
| 38.40 | 46.00 | 59.0% | 0.94 | 0.0037 | -0.072 | 130 | 0.2500 | 1.80 | 10 | 27 | 75.0% | -0.06 | 0.0037 | -0.079 | ||
| 35.30 | 41.20 | 72.0% | 0.92 | 0.0047 | -0.088 | 135 | 0.6000 | 2.40 | 6 | 73.9% | -0.08 | 0.0048 | -0.094 | |||
| 30.50 | 35.80 | 62.0% | 0.89 | 0.0060 | -0.107 | 140 | 1.15 | 2.50 | 23 | 76.5% | -0.11 | 0.0061 | -0.113 | |||
| 25.10 | 32.70 | 62.3% | 0.86 | 0.0076 | -0.129 | 145 | 1.90 | 2.50 | 2 | 31 | 64.5% | -0.14 | 0.0076 | -0.134 | ||
| 21.00 | 28.70 | 61.9% | 0.81 | 0.0092 | -0.153 | 150 | 2.80 | 3.70 | 2 | 49 | 64.7% | -0.19 | 0.0092 | -0.157 | ||
| 19.40 | 22.10 | 59.0% | 0.76 | 0.0108 | -0.176 | 155 | 4.20 | 4.90 | 22 | 64.4% | -0.24 | 0.0108 | -0.180 | |||
| 16.80 | 18.60 | 61.5% | 0.70 | 0.0121 | -0.197 | 160 | 5.80 | 7.10 | 1 | 76 | 65.9% | -0.31 | 0.0122 | -0.200 | ||
| 13.60 | 15.40 | 60.4% | 0.63 | 0.0132 | -0.212 | 165 | 7.70 | 9.30 | 33 | 66.0% | -0.37 | 0.0133 | -0.215 | |||
| 11.90 | 12.50 | 2 | 3 | 62.5% | 0.56 | 0.0138 | -0.221 | 170 | 10.00 | 10.80 | 62 | 63.4% | -0.44 | 0.0140 | -0.223 | |
| 9.50 | 10.30 | 1 | 23 | 62.4% | 0.49 | 0.0141 | -0.222 | 175 | 12.70 | 13.50 | 72 | 63.4% | -0.51 | 0.0143 | -0.224 | |
| 7.50 | 8.10 | 4 | 14 | 61.6% | 0.42 | 0.0140 | -0.216 | 180 | 15.60 | 17.10 | 37 | 64.5% | -0.58 | 0.0141 | -0.217 | |
| 5.80 | 6.50 | 16 | 4 | 61.6% | 0.36 | 0.0134 | -0.205 | 185 | 18.60 | 20.40 | 10 | 63.4% | -0.65 | 0.0136 | -0.206 | |
| 4.40 | 5.10 | 1 | 6 | 61.2% | 0.30 | 0.0124 | -0.191 | 190 | 22.40 | 24.10 | 34 | 64.1% | -0.71 | 0.0126 | -0.192 | |
| 3.50 | 4.00 | 1 | 6 | 61.8% | 0.25 | 0.0112 | -0.175 | 195 | 25.70 | 29.20 | 2 | 66.3% | -0.76 | 0.0115 | -0.175 | |
| 2.05 | 3.20 | 2 | 17 | 59.8% | 0.21 | 0.0100 | -0.158 | 200 | 27.00 | 34.20 | 50 | 58.9% | -0.80 | 0.0102 | -0.158 | |
| 1.65 | 2.75 | 5 | 94 | 62.1% | 0.17 | 0.0088 | -0.142 | 205 | 32.90 | 40.00 | 72.0% | -0.84 | 0.0090 | -0.141 | ||
| 1.20 | 2.50 | 27 | 64.1% | 0.14 | 0.0076 | -0.126 | 210 | 37.80 | 43.50 | 70.9% | -0.87 | 0.0079 | -0.125 | |||
| 0.8000 | 2.55 | 4 | 67.3% | 0.12 | 0.0066 | -0.112 | 215 | 43.30 | 48.90 | 80.5% | -0.89 | 0.0068 | -0.111 | |||
| 0.5000 | 2.40 | 1 | 64 | 69.4% | 0.10 | 0.0056 | -0.100 | 220 | 46.90 | 53.60 | 77.3% | -0.91 | 0.0059 | -0.098 | ||
| 0.4000 | 2.35 | 1 | 73.0% | 0.08 | 0.0049 | -0.090 | 225 | 52.80 | 58.40 | 85.8% | -0.93 | 0.0052 | -0.087 | |||
| 0.2500 | 3.20 | 3 | 81.7% | 0.07 | 0.0042 | -0.081 | 230 | 57.20 | 63.30 | 86.7% | -0.94 | 0.0045 | -0.078 | |||
| 0 | 4.90 | 23 | 94.2% | 0.06 | 0.0037 | -0.074 | 235 | 60.70 | 68.20 | 80.5% | -0.95 | 0.0039 | -0.070 | |||
| 0 | 4.90 | 2 | 98.6% | 0.05 | 0.0032 | -0.067 | 240 | 67.00 | 73.10 | 93.0% | -0.96 | 0.0035 | -0.063 | |||
| 0 | 4.90 | 8 | 102.7% | 0.05 | 0.0028 | -0.062 | 245 | 71.70 | 78.00 | 94.4% | -0.97 | 0.0032 | -0.057 | |||
| 0 | 4.90 | 106.8% | 0.04 | 0.0025 | -0.057 | 250 | 76.10 | 83.00 | 93.8% | -0.97 | 0.0028 | -0.051 | ||||
| 0 | 4.90 | 5 | 110.7% | 0.04 | 0.0022 | -0.053 | 255 | 81.10 | 88.00 | 97.5% | -0.98 | 0.0025 | -0.045 | |||
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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs