LOW option chain Lowe's Companies, Inc.

Expiration Cboe delayed options data · as of 06:39 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 ±10.7% (175.02–216.82) · ATM IV 33.0% · P/C open interest 1.42

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
83.90	87.80		31		1.00	0.0000	0.000	110	0	0.7500		239	72.1%	-0.00	0.0002	-0.004
78.90	82.70		3		1.00	0.0000	0.000	115	0	0.7500		89	67.1%	-0.00	0.0003	-0.004
73.90	77.80		17		1.00	0.0000	0.000	120	0	0.2000		48	51.7%	-0.01	0.0004	-0.005
68.90	72.70		29		1.00	0.0000	0.000	125	0	0.2000		25	47.8%	-0.01	0.0006	-0.006
63.90	67.70		47		1.00	0.0004	0.000	130	0	0.2500		18	45.4%	-0.01	0.0008	-0.008
59.00	62.60		59		0.99	0.0013	-0.004	135	0	0.5000		20	46.0%	-0.01	0.0010	-0.010
54.00	57.80		55		0.98	0.0021	-0.016	140	0	0.3000	1	40	39.0%	-0.02	0.0014	-0.012
49.50	52.40		71		0.97	0.0021	-0.009	145	0.2000	0.4000	2	66	39.4%	-0.03	0.0019	-0.016
45.70	47.40		80	41.6%	0.96	0.0026	-0.014	150	0.3000	0.6500		68	38.7%	-0.04	0.0026	-0.020
40.00	42.90		60	35.7%	0.95	0.0036	-0.020	155	0.4500	0.8000	10	139	36.8%	-0.05	0.0036	-0.026
35.60	38.10		111	35.6%	0.93	0.0048	-0.028	160	0.8500	1.30	2	100	37.1%	-0.07	0.0049	-0.033
31.20	34.10		62	37.1%	0.90	0.0063	-0.037	165	1.35	1.75	4	172	36.3%	-0.10	0.0064	-0.042
27.60	29.30		117	36.8%	0.86	0.0080	-0.048	170	2.00	2.30	15	6,139	35.2%	-0.14	0.0082	-0.052
23.50	25.00		22	35.4%	0.81	0.0098	-0.059	175	2.95	3.40	38	779	35.2%	-0.19	0.0100	-0.062
19.70	21.50		111	35.4%	0.75	0.0116	-0.068	180	4.10	4.50	2	731	34.4%	-0.25	0.0118	-0.072
16.20	18.00	1	159	34.7%	0.69	0.0131	-0.077	185	5.50	6.00	3	576	33.7%	-0.31	0.0134	-0.080
13.00	14.90	1	240	34.1%	0.62	0.0143	-0.083	190	7.50	7.90	7	566	33.6%	-0.39	0.0146	-0.085
10.70	11.30	78	515	33.1%	0.55	0.0150	-0.086	195	9.60	10.20	4	458	33.0%	-0.46	0.0154	-0.088
8.40	9.00	7	366	32.9%	0.47	0.0152	-0.085	200	12.00	13.10	1	534	32.7%	-0.54	0.0157	-0.088
4.90	5.40	20	811	32.6%	0.33	0.0140	-0.077	210	18.30	20.20		311	33.0%	-0.69	0.0147	-0.079
2.70	3.00	139	756	32.3%	0.21	0.0113	-0.060	220	25.70	28.30	10	921	32.6%	-0.81	0.0123	-0.063
1.10	1.80	14	1,037	31.9%	0.12	0.0081	-0.043	230	34.40	37.40		243	33.1%	-0.91	0.0094	-0.045
0.6000	0.7500	5	564	31.5%	0.07	0.0052	-0.027	240	43.80	46.90		317	32.6%	-0.97	0.0053	-0.023
0.0500	0.5500		458	31.3%	0.04	0.0032	-0.017	250	53.50	57.30		326	38.6%	-1.00	0.0012	0.000
0.0500	0.7500	1	935	37.1%	0.02	0.0019	-0.010	260	63.40	67.30		229	42.3%	-1.00	0.0000	0.000
0	0.3500	7	434	36.3%	0.01	0.0012	-0.007	270	74.00	76.70		26	46.7%	-1.00	0.0000	0.000
0	0.2000		271	37.0%	0.01	0.0008	-0.005	280	84.10	87.30			56.9%	-1.00	0.0000	0.000
0	0.2000		475	40.1%	0.01	0.0006	-0.004	290	93.50	97.20		3	54.9%	-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 — Dec 18, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

callsputs

LOW option chain Lowe's Companies, Inc.

Volatility smile — Dec 18, 2026

Consumer Cyclical

ETF

Technology

Financial Services

Industrials

Consumer Defensive