KLAC option chain KLA Corporation
Cboe delayed options data · as of 18:35 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 ±45.6% (93.15–249.35) · ATM IV 58.1% · P/C open interest 4.83
| 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 | |
| 78.10 | 88.30 | 54.5% | 0.90 | 0.0016 | -0.013 | 95 | 5.70 | 6.80 | 3 | 61.2% | -0.09 | 0.0016 | -0.023 | |||
| 74.40 | 84.40 | 54.4% | 0.89 | 0.0018 | -0.016 | 100 | 6.50 | 8.00 | 5 | 60.5% | -0.11 | 0.0018 | -0.025 | |||
| 70.80 | 80.80 | 54.5% | 0.87 | 0.0019 | -0.018 | 105 | 7.70 | 9.20 | 3 | 60.0% | -0.12 | 0.0020 | -0.027 | |||
| 67.30 | 77.30 | 54.5% | 0.86 | 0.0021 | -0.021 | 110 | 9.00 | 10.60 | 1 | 59.7% | -0.14 | 0.0022 | -0.029 | |||
| 64.00 | 74.00 | 54.7% | 0.84 | 0.0023 | -0.024 | 115 | 10.30 | 12.10 | 59.3% | -0.16 | 0.0023 | -0.032 | ||||
| 60.80 | 73.20 | 1 | 57.6% | 0.83 | 0.0024 | -0.026 | 120 | 9.60 | 13.80 | 56.5% | -0.17 | 0.0025 | -0.034 | |||
| 57.70 | 70.00 | 57.3% | 0.81 | 0.0026 | -0.029 | 125 | 13.50 | 15.50 | 58.8% | -0.19 | 0.0027 | -0.035 | ||||
| 59.20 | 66.20 | 60.8% | 0.79 | 0.0028 | -0.031 | 130 | 15.20 | 17.40 | 58.5% | -0.21 | 0.0029 | -0.037 | ||||
| 56.30 | 63.30 | 60.4% | 0.77 | 0.0029 | -0.033 | 135 | 17.30 | 19.40 | 1 | 58.5% | -0.23 | 0.0030 | -0.039 | |||
| 53.50 | 61.00 | 60.5% | 0.75 | 0.0031 | -0.035 | 140 | 19.40 | 21.10 | 156 | 58.0% | -0.25 | 0.0032 | -0.040 | |||
| 50.80 | 57.90 | 59.8% | 0.74 | 0.0032 | -0.036 | 145 | 21.40 | 23.50 | 188 | 57.8% | -0.27 | 0.0033 | -0.042 | |||
| 48.20 | 55.70 | 59.7% | 0.72 | 0.0034 | -0.038 | 150 | 22.10 | 26.20 | 1 | 25 | 56.6% | -0.28 | 0.0035 | -0.043 | ||
| 45.80 | 53.20 | 59.5% | 0.70 | 0.0035 | -0.040 | 155 | 26.10 | 27.90 | 1 | 60 | 57.2% | -0.30 | 0.0036 | -0.044 | ||
| 43.50 | 50.80 | 2 | 59.2% | 0.68 | 0.0036 | -0.041 | 160 | 28.60 | 30.00 | 1 | 206 | 56.7% | -0.32 | 0.0037 | -0.045 | |
| 41.40 | 48.50 | 12 | 59.0% | 0.66 | 0.0036 | -0.043 | 165 | 31.20 | 33.90 | 1 | 358 | 57.6% | -0.34 | 0.0038 | -0.046 | |
| 39.30 | 46.40 | 1 | 4 | 58.9% | 0.64 | 0.0037 | -0.044 | 170 | 33.80 | 36.70 | 2 | 57.4% | -0.36 | 0.0039 | -0.047 | |
| 37.40 | 42.00 | 1 | 57.0% | 0.62 | 0.0038 | -0.045 | 175 | 36.50 | 38.70 | 1 | 56.5% | -0.38 | 0.0040 | -0.048 | ||
| 35.50 | 42.40 | 1 | 58.6% | 0.60 | 0.0038 | -0.046 | 180 | 38.40 | 42.80 | 71 | 56.5% | -0.40 | 0.0041 | -0.049 | ||
| 33.70 | 40.50 | 12 | 58.5% | 0.59 | 0.0039 | -0.047 | 185 | 41.50 | 45.50 | 2 | 56.2% | -0.42 | 0.0041 | -0.049 | ||
| 32.00 | 38.80 | 11 | 58.4% | 0.57 | 0.0039 | -0.047 | 190 | 45.70 | 50.00 | 1 | 57.9% | -0.44 | 0.0042 | -0.049 | ||
| 30.40 | 36.00 | 57.5% | 0.55 | 0.0039 | -0.048 | 195 | 48.10 | 51.70 | 5 | 56.1% | -0.46 | 0.0042 | -0.050 | |||
| 30.40 | 33.10 | 1 | 57.6% | 0.54 | 0.0040 | -0.048 | 200 | 51.50 | 56.20 | 2 | 57.0% | -0.48 | 0.0043 | -0.050 | ||
| 26.30 | 31.20 | 1 | 57.3% | 0.50 | 0.0040 | -0.049 | 210 | 58.50 | 61.30 | 2 | 55.7% | -0.51 | 0.0043 | -0.050 | ||
| 25.00 | 28.00 | 57.8% | 0.47 | 0.0040 | -0.049 | 220 | 65.60 | 71.80 | 58.0% | -0.55 | 0.0044 | -0.049 | ||||
| 21.60 | 25.30 | 1 | 4 | 56.7% | 0.44 | 0.0039 | -0.049 | 230 | 73.20 | 79.40 | 58.1% | -0.58 | 0.0044 | -0.049 | ||
| 21.00 | 23.70 | 1 | 58.2% | 0.41 | 0.0039 | -0.049 | 240 | 80.40 | 87.30 | 57.8% | -0.61 | 0.0044 | -0.048 | |||
| 19.10 | 22.30 | 10 | 2 | 58.6% | 0.39 | 0.0038 | -0.048 | 250 | 88.10 | 95.40 | 57.7% | -0.64 | 0.0043 | -0.046 | ||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs