LOW option chain Lowe's Companies, Inc.

Expiration Cboe delayed options data · as of 18:36 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 ±8.0% (186.31–218.91) · ATM IV 26.3% · 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
71.60	75.60			62.3%	0.99	0.0004	0.000	130	0	0.5500			59.1%	-0.01	0.0005	-0.007
66.80	70.00			48.2%	0.99	0.0005	0.000	135	0	2.15			70.1%	-0.01	0.0006	-0.007
61.80	65.10			45.6%	0.99	0.0007	0.000	140	0	0.7500			53.0%	-0.01	0.0008	-0.008
56.80	60.20			42.8%	0.99	0.0009	0.000	145	0	0.6000			46.8%	-0.01	0.0010	-0.010
51.90	55.20			39.9%	0.99	0.0012	0.000	150	0	0.2500			37.4%	-0.02	0.0014	-0.011
46.90	50.40			38.3%	0.98	0.0016	0.000	155	0	0.3500	1		35.4%	-0.02	0.0018	-0.013
42.00	45.40			34.9%	0.98	0.0022	0.000	160	0.0500	0.4500			33.7%	-0.03	0.0025	-0.016
37.10	40.20			29.2%	0.97	0.0030	0.000	165	0.1500	0.8500			34.1%	-0.04	0.0035	-0.020
32.30	35.30			28.2%	0.95	0.0044	-0.002	170	0.1000	1.55			33.6%	-0.06	0.0049	-0.025
27.60	30.70			28.5%	0.93	0.0063	-0.013	175	0.0500	2.00			30.9%	-0.08	0.0069	-0.033
23.10	26.10			28.0%	0.89	0.0088	-0.026	180	0.3000	2.85			30.1%	-0.12	0.0095	-0.043
18.80	21.70			27.2%	0.84	0.0118	-0.041	185	0.5000	4.30			29.5%	-0.18	0.0124	-0.054
14.70	17.80			26.7%	0.77	0.0148	-0.055	190	2.90	4.20	1		28.9%	-0.25	0.0152	-0.065
11.10	13.70			25.4%	0.68	0.0173	-0.067	195	4.40	5.50			27.9%	-0.34	0.0176	-0.073
8.00	10.50			25.0%	0.59	0.0192	-0.074	200	6.30	8.20	2		28.5%	-0.43	0.0192	-0.076
5.30	7.80	4		24.4%	0.49	0.0200	-0.077	205	8.70	10.80	2		28.2%	-0.53	0.0197	-0.075
4.30	5.90			26.3%	0.40	0.0195	-0.075	210	11.60	14.10			28.4%	-0.62	0.0190	-0.068
1.60	4.80			24.9%	0.31	0.0178	-0.068	215	15.00	17.50			28.2%	-0.71	0.0172	-0.058
2.00	3.80	2		28.5%	0.23	0.0154	-0.059	220	18.80	21.40			28.3%	-0.78	0.0147	-0.046
1.05	1.80	2		25.5%	0.17	0.0126	-0.049	225	22.80	25.60			28.2%	-0.84	0.0120	-0.033
0.8000	1.25	1		26.5%	0.12	0.0099	-0.039	230	27.20	30.00			28.5%	-0.89	0.0094	-0.021
0	1.30			26.6%	0.09	0.0076	-0.031	235	31.60	34.60			28.1%	-0.92	0.0072	-0.010
0	1.00			27.9%	0.06	0.0058	-0.025	240	36.60	39.30			29.9%	-0.94	0.0055	-0.001
0	2.40			37.1%	0.05	0.0045	-0.021	245	41.50	44.20			31.8%	-0.96	0.0042	0.000
0	0.7000			31.0%	0.04	0.0036	-0.018	250	45.50	49.10				-0.97	0.0040	0.000
0	0.6500			32.9%	0.03	0.0029	-0.015	255	50.60	54.10				-0.98	0.0047	0.000
0	0.8000			36.5%	0.03	0.0024	-0.014	260	55.70	59.10			32.0%	-0.99	0.0038	-0.006
0	0.2000			31.5%	0.02	0.0020	-0.013	265	60.60	64.10				-0.99	0.0031	-0.021
0	1.65			46.8%	0.02	0.0017	-0.012	270	65.80	69.10			39.1%	-1.00	0.0018	-0.048

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.

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LOW option chain Lowe's Companies, Inc.

Volatility smile — Oct 23, 2026

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