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 ±9.0% (178.34–213.63) · ATM IV 34.6% · P/C open interest 0.42
| 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 | 88.10 | 94.2% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.3500 | 1 | 79.6% | -0.00 | 0.0001 | -0.002 | |||
| 78.90 | 83.10 | 1.00 | 0.0000 | 0.000 | 115 | 0 | 0.3500 | 74.0% | -0.00 | 0.0002 | -0.003 | |||||
| 74.00 | 78.10 | 80.6% | 1.00 | 0.0000 | 0.000 | 120 | 0 | 0.3500 | 68.7% | -0.00 | 0.0002 | -0.004 | ||||
| 69.00 | 73.10 | 74.2% | 1.00 | 0.0000 | 0.000 | 125 | 0 | 0.1500 | 56.9% | -0.00 | 0.0003 | -0.004 | ||||
| 64.00 | 68.10 | 68.1% | 1.00 | 0.0000 | 0.000 | 130 | 0 | 0.2000 | 54.3% | -0.01 | 0.0005 | -0.006 | ||||
| 59.00 | 62.90 | 1.00 | 0.0000 | 0.000 | 135 | 0 | 0.2000 | 49.8% | -0.01 | 0.0007 | -0.008 | |||||
| 53.90 | 58.10 | 1.00 | 0.0000 | 0.000 | 140 | 0 | 0.2000 | 45.4% | -0.01 | 0.0010 | -0.010 | |||||
| 48.90 | 52.50 | 1.00 | 0.0002 | 0.000 | 145 | 0 | 0.3000 | 43.5% | -0.02 | 0.0014 | -0.013 | |||||
| 43.90 | 47.50 | 1.00 | 0.0012 | 0.000 | 150 | 0.0500 | 0.4000 | 41.7% | -0.02 | 0.0020 | -0.018 | |||||
| 38.90 | 42.50 | 0.98 | 0.0037 | -0.025 | 155 | 0.1500 | 0.6000 | 1 | 40.8% | -0.03 | 0.0029 | -0.024 | ||||
| 34.00 | 37.00 | 0.96 | 0.0060 | -0.054 | 160 | 0.2500 | 0.8500 | 2 | 39.0% | -0.05 | 0.0042 | -0.033 | ||||
| 29.50 | 32.40 | 0.93 | 0.0066 | -0.042 | 165 | 0.6500 | 1.20 | 10 | 2 | 38.7% | -0.08 | 0.0059 | -0.043 | |||
| 25.10 | 27.90 | 32.7% | 0.89 | 0.0080 | -0.053 | 170 | 1.10 | 1.85 | 1 | 7 | 38.2% | -0.11 | 0.0080 | -0.056 | ||
| 21.70 | 23.20 | 34.6% | 0.84 | 0.0104 | -0.068 | 175 | 1.75 | 2.30 | 21 | 2 | 36.2% | -0.16 | 0.0105 | -0.071 | ||
| 17.20 | 19.10 | 32.6% | 0.78 | 0.0130 | -0.083 | 180 | 2.65 | 3.40 | 6 | 14 | 35.6% | -0.22 | 0.0131 | -0.086 | ||
| 14.40 | 15.60 | 34.7% | 0.71 | 0.0154 | -0.096 | 185 | 4.00 | 5.00 | 1 | 8 | 35.6% | -0.29 | 0.0156 | -0.099 | ||
| 11.10 | 12.40 | 4 | 34.2% | 0.63 | 0.0172 | -0.106 | 190 | 5.80 | 6.80 | 5 | 4 | 35.2% | -0.38 | 0.0175 | -0.108 | |
| 8.30 | 9.80 | 15 | 34.0% | 0.54 | 0.0182 | -0.110 | 195 | 7.90 | 9.30 | 6 | 35.1% | -0.47 | 0.0186 | -0.112 | ||
| 6.00 | 7.60 | 21 | 33.9% | 0.45 | 0.0183 | -0.108 | 200 | 10.50 | 12.00 | 2 | 34.5% | -0.56 | 0.0188 | -0.111 | ||
| 4.20 | 5.70 | 23 | 33.7% | 0.36 | 0.0175 | -0.102 | 205 | 13.80 | 15.10 | 2 | 34.4% | -0.65 | 0.0181 | -0.104 | ||
| 3.00 | 3.80 | 1 | 10 | 33.0% | 0.28 | 0.0158 | -0.091 | 210 | 17.20 | 18.70 | 33.8% | -0.74 | 0.0166 | -0.093 | ||
| 2.05 | 2.50 | 1 | 5 | 32.6% | 0.21 | 0.0136 | -0.077 | 215 | 21.20 | 23.70 | 1 | 36.7% | -0.81 | 0.0145 | -0.080 | |
| 1.35 | 1.60 | 9 | 2 | 32.2% | 0.15 | 0.0112 | -0.064 | 220 | 25.20 | 27.60 | 35.1% | -0.87 | 0.0122 | -0.067 | ||
| 0.8000 | 1.50 | 1 | 2 | 33.8% | 0.11 | 0.0089 | -0.051 | 225 | 29.90 | 32.70 | 38.6% | -0.92 | 0.0101 | -0.054 | ||
| 0.4500 | 1.10 | 1 | 4 | 34.1% | 0.08 | 0.0069 | -0.039 | 230 | 34.60 | 37.40 | 40.1% | -0.95 | 0.0079 | -0.044 | ||
| 0.2500 | 0.9000 | 35.0% | 0.06 | 0.0052 | -0.031 | 235 | 39.50 | 42.30 | 42.8% | -0.98 | 0.0053 | -0.029 | ||||
| 0.1000 | 0.7000 | 35.5% | 0.04 | 0.0040 | -0.024 | 240 | 43.90 | 47.30 | 42.8% | -0.99 | 0.0031 | -0.013 | ||||
| 0.0500 | 0.5000 | 35.9% | 0.03 | 0.0031 | -0.019 | 245 | 48.80 | 52.30 | 45.2% | -1.00 | 0.0015 | 0.000 | ||||
| 0 | 0.4000 | 36.7% | 0.02 | 0.0024 | -0.016 | 250 | 53.90 | 57.20 | 48.3% | -1.00 | 0.0006 | 0.000 | ||||
| 0 | 0.3000 | 38 | 37.5% | 0.02 | 0.0019 | -0.013 | 255 | 58.90 | 62.20 | 51.3% | -1.00 | 0.0002 | 0.000 | |||
| 0 | 0.2500 | 38.9% | 0.02 | 0.0015 | -0.011 | 260 | 63.90 | 67.20 | 54.2% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.2000 | 39.9% | 0.01 | 0.0013 | -0.010 | 265 | 68.90 | 72.20 | 57.0% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.2000 | 42.0% | 0.01 | 0.0011 | -0.009 | 270 | 73.70 | 77.30 | 58.7% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.1500 | 42.5% | 0.01 | 0.0009 | -0.008 | 275 | 78.70 | 82.30 | 61.4% | -1.00 | 0.0000 | 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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs