LOW option chain Lowe's Companies, Inc.
Cboe delayed options data · as of 15:40 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 ±6.6% (182.99–208.99) · ATM IV 31.7% · P/C open interest 0.61
| 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 | |
| 84.00 | 88.00 | 103.9% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 1.15 | 118.6% | -0.00 | 0.0003 | -0.010 | ||||
| 79.00 | 83.00 | 95.2% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 1.00 | 1 | 107.9% | -0.01 | 0.0004 | -0.011 | |||
| 74.00 | 78.00 | 1.00 | 0.0000 | 0.000 | 120 | 0 | 0.7500 | 95.5% | -0.01 | 0.0004 | -0.012 | |||||
| 69.00 | 73.10 | 94.7% | 1.00 | 0.0000 | 0.000 | 125 | 0 | 0.9500 | 92.1% | -0.01 | 0.0005 | -0.013 | ||||
| 64.00 | 68.10 | 87.2% | 1.00 | 0.0000 | 0.000 | 130 | 0 | 1.20 | 88.8% | -0.01 | 0.0007 | -0.015 | ||||
| 59.00 | 63.10 | 80.0% | 1.00 | 0.0000 | 0.000 | 135 | 0 | 1.20 | 81.7% | -0.01 | 0.0008 | -0.016 | ||||
| 53.90 | 58.00 | 1.00 | 0.0000 | 0.000 | 140 | 0 | 2.00 | 83.3% | -0.01 | 0.0011 | -0.018 | |||||
| 48.90 | 53.10 | 1.00 | 0.0000 | 0.000 | 145 | 0 | 0.5500 | 59.2% | -0.02 | 0.0014 | -0.020 | |||||
| 43.90 | 48.00 | 1.00 | 0.0001 | 0.000 | 150 | 0 | 1.00 | 7 | 59.6% | -0.02 | 0.0018 | -0.023 | ||||
| 39.00 | 42.90 | 1.00 | 0.0005 | 0.000 | 155 | 0 | 2.00 | 8 | 62.2% | -0.03 | 0.0025 | -0.026 | ||||
| 33.90 | 37.60 | 2 | 1.00 | 0.0013 | 0.000 | 160 | 0 | 0.3000 | 20 | 38.1% | -0.03 | 0.0034 | -0.031 | |||
| 29.00 | 32.60 | 0.99 | 0.0036 | -0.015 | 165 | 0.2000 | 0.4000 | 2 | 57 | 37.2% | -0.05 | 0.0048 | -0.037 | |||
| 24.00 | 27.20 | 5 | 0.97 | 0.0084 | -0.054 | 170 | 0.3500 | 0.9000 | 2 | 90 | 37.3% | -0.07 | 0.0070 | -0.046 | ||
| 20.00 | 22.40 | 32.8% | 0.92 | 0.0147 | -0.096 | 175 | 0.8000 | 1.05 | 103 | 34.6% | -0.10 | 0.0102 | -0.061 | |||
| 15.40 | 18.00 | 10 | 31.7% | 0.85 | 0.0169 | -0.089 | 180 | 1.35 | 1.65 | 4 | 32 | 33.0% | -0.16 | 0.0146 | -0.081 | |
| 11.90 | 13.40 | 9 | 164 | 30.7% | 0.75 | 0.0192 | -0.102 | 185 | 2.35 | 2.75 | 4 | 53 | 32.3% | -0.25 | 0.0192 | -0.104 |
| 9.30 | 9.80 | 10 | 163 | 32.3% | 0.65 | 0.0226 | -0.120 | 190 | 3.90 | 4.40 | 3 | 39 | 32.0% | -0.36 | 0.0229 | -0.122 |
| 6.40 | 7.00 | 1 | 61 | 31.8% | 0.53 | 0.0244 | -0.128 | 195 | 6.10 | 6.50 | 1 | 6 | 31.6% | -0.48 | 0.0248 | -0.130 |
| 4.20 | 4.70 | 15 | 211 | 31.4% | 0.41 | 0.0239 | -0.124 | 200 | 8.80 | 9.40 | 2 | 22 | 31.3% | -0.60 | 0.0245 | -0.126 |
| 2.65 | 3.00 | 8 | 44 | 31.1% | 0.30 | 0.0214 | -0.110 | 205 | 11.90 | 12.90 | 1 | 30.4% | -0.71 | 0.0221 | -0.112 | |
| 1.50 | 1.85 | 7 | 22 | 30.8% | 0.20 | 0.0176 | -0.090 | 210 | 15.80 | 17.60 | 4 | 10 | 32.8% | -0.81 | 0.0184 | -0.092 |
| 0.7500 | 1.25 | 47 | 31.1% | 0.14 | 0.0134 | -0.070 | 215 | 20.30 | 22.90 | 38.1% | -0.88 | 0.0143 | -0.072 | |||
| 0.3500 | 0.7500 | 3 | 5 | 31.1% | 0.09 | 0.0099 | -0.055 | 220 | 24.70 | 27.50 | 39.2% | -0.93 | 0.0106 | -0.056 | ||
| 0 | 0.7500 | 32.7% | 0.07 | 0.0073 | -0.044 | 225 | 29.70 | 32.20 | 42.6% | -0.95 | 0.0077 | -0.043 | ||||
| 0 | 0.7500 | 36.6% | 0.05 | 0.0056 | -0.038 | 230 | 34.00 | 37.30 | 43.2% | -0.97 | 0.0056 | -0.034 | ||||
| 0 | 0.9500 | 42.3% | 0.04 | 0.0044 | -0.034 | 235 | 38.90 | 42.20 | 45.7% | -0.98 | 0.0042 | -0.027 | ||||
| 0 | 0.7500 | 44.0% | 0.04 | 0.0036 | -0.032 | 240 | 43.80 | 47.20 | 48.6% | -0.98 | 0.0033 | -0.022 | ||||
| 0 | 0.9500 | 49.6% | 0.03 | 0.0030 | -0.029 | 245 | 49.00 | 52.30 | 55.3% | -0.99 | 0.0026 | -0.017 | ||||
| 0 | 0.7500 | 50.9% | 0.03 | 0.0026 | -0.028 | 250 | 54.00 | 57.20 | 58.1% | -0.99 | 0.0021 | -0.014 | ||||
| 0 | 0.7500 | 54.2% | 0.02 | 0.0022 | -0.026 | 255 | 58.80 | 62.20 | 59.5% | -0.99 | 0.0017 | -0.010 | ||||
| 0 | 1.00 | 60.3% | 0.02 | 0.0019 | -0.025 | 260 | 64.00 | 67.20 | 65.2% | -0.99 | 0.0014 | -0.007 | ||||
| 0 | 0.9500 | 62.9% | 0.02 | 0.0017 | -0.024 | 265 | 69.00 | 72.20 | 68.6% | -0.99 | 0.0012 | -0.005 | ||||
| 0 | 0.7500 | 63.4% | 0.02 | 0.0015 | -0.023 | 270 | 73.90 | 77.30 | 71.9% | -0.99 | 0.0010 | -0.002 | ||||
| 0 | 0.9500 | 68.9% | 0.02 | 0.0013 | -0.022 | 275 | 79.00 | 82.30 | 76.3% | -1.00 | 0.0008 | 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 — 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