LOW option chain Lowe's Companies, Inc.
Cboe delayed options data · as of 00:36 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 ±12.7% (176.86–228.36) · ATM IV 29.6% · P/C open interest 0.76
| 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 | |
| 91.40 | 95.50 | 32 | 55.5% | 1.00 | 0.0002 | 0.000 | 110 | 0.0500 | 0.1500 | 238 | 47.8% | -0.00 | 0.0003 | -0.003 | ||
| 87.00 | 90.00 | 3 | 52.4% | 1.00 | 0.0003 | 0.000 | 115 | 0 | 0.2000 | 89 | 44.6% | -0.01 | 0.0004 | -0.004 | ||
| 81.70 | 84.90 | 17 | 0.99 | 0.0004 | 0.000 | 120 | 0 | 0.2000 | 58 | 41.6% | -0.01 | 0.0005 | -0.005 | |||
| 76.80 | 80.10 | 28 | 41.5% | 0.99 | 0.0005 | 0.000 | 125 | 0.0500 | 0.3000 | 24 | 41.6% | -0.01 | 0.0006 | -0.005 | ||
| 72.50 | 75.00 | 49 | 45.3% | 0.99 | 0.0007 | 0.000 | 130 | 0.1000 | 0.3500 | 17 | 40.0% | -0.01 | 0.0008 | -0.007 | ||
| 66.90 | 70.40 | 59 | 39.3% | 0.99 | 0.0010 | 0.000 | 135 | 0.2000 | 0.3500 | 1 | 14 | 38.2% | -0.02 | 0.0010 | -0.008 | |
| 62.70 | 65.40 | 55 | 41.8% | 0.98 | 0.0014 | 0.000 | 140 | 0.2000 | 0.5500 | 19 | 37.0% | -0.02 | 0.0014 | -0.010 | ||
| 57.20 | 59.90 | 71 | 28.9% | 0.97 | 0.0018 | 0.000 | 145 | 0.3500 | 0.7000 | 27 | 36.1% | -0.03 | 0.0018 | -0.013 | ||
| 52.50 | 55.00 | 80 | 30.2% | 0.96 | 0.0024 | -0.000 | 150 | 0.5000 | 0.9000 | 22 | 35.0% | -0.04 | 0.0024 | -0.016 | ||
| 48.40 | 50.30 | 60 | 33.6% | 0.95 | 0.0031 | -0.005 | 155 | 0.7500 | 1.20 | 132 | 34.2% | -0.06 | 0.0031 | -0.019 | ||
| 43.80 | 45.60 | 64 | 32.6% | 0.93 | 0.0039 | -0.011 | 160 | 1.05 | 1.55 | 2 | 27 | 33.3% | -0.07 | 0.0039 | -0.024 | |
| 38.80 | 41.20 | 57 | 30.8% | 0.90 | 0.0049 | -0.017 | 165 | 1.55 | 1.95 | 2 | 64 | 32.5% | -0.10 | 0.0050 | -0.028 | |
| 34.50 | 36.80 | 19 | 30.4% | 0.87 | 0.0060 | -0.024 | 170 | 1.85 | 2.90 | 5 | 118 | 32.0% | -0.13 | 0.0061 | -0.034 | |
| 30.80 | 32.50 | 19 | 30.7% | 0.84 | 0.0072 | -0.030 | 175 | 3.00 | 3.30 | 8 | 325 | 31.4% | -0.16 | 0.0073 | -0.039 | |
| 26.30 | 28.50 | 2 | 24 | 29.3% | 0.80 | 0.0084 | -0.037 | 180 | 4.00 | 4.30 | 5 | 158 | 30.9% | -0.21 | 0.0086 | -0.045 |
| 23.10 | 24.90 | 24 | 30.0% | 0.75 | 0.0095 | -0.043 | 185 | 5.20 | 5.50 | 2 | 384 | 30.3% | -0.25 | 0.0098 | -0.050 | |
| 20.60 | 21.40 | 61 | 30.8% | 0.70 | 0.0106 | -0.048 | 190 | 6.70 | 7.10 | 4 | 377 | 30.0% | -0.31 | 0.0109 | -0.054 | |
| 16.20 | 18.30 | 64 | 28.9% | 0.64 | 0.0115 | -0.052 | 195 | 8.60 | 9.00 | 3 | 273 | 29.8% | -0.37 | 0.0119 | -0.057 | |
| 14.60 | 15.10 | 11 | 98 | 29.7% | 0.58 | 0.0121 | -0.055 | 200 | 10.70 | 11.10 | 16 | 508 | 29.4% | -0.43 | 0.0126 | -0.058 |
| 9.90 | 10.50 | 6 | 215 | 29.4% | 0.46 | 0.0126 | -0.056 | 210 | 15.70 | 17.60 | 315 | 30.0% | -0.56 | 0.0131 | -0.057 | |
| 6.40 | 6.90 | 5 | 569 | 29.0% | 0.34 | 0.0118 | -0.052 | 220 | 22.00 | 23.90 | 1 | 909 | 29.1% | -0.68 | 0.0123 | -0.050 |
| 3.90 | 4.30 | 22 | 899 | 28.5% | 0.24 | 0.0101 | -0.044 | 230 | 29.70 | 32.10 | 227 | 29.9% | -0.78 | 0.0104 | -0.038 | |
| 2.05 | 2.65 | 6 | 582 | 27.9% | 0.16 | 0.0080 | -0.035 | 240 | 38.10 | 40.60 | 317 | 30.0% | -0.86 | 0.0080 | -0.024 | |
| 1.00 | 1.85 | 2 | 494 | 28.2% | 0.11 | 0.0060 | -0.026 | 250 | 47.40 | 49.10 | 1 | 327 | 29.5% | -0.92 | 0.0056 | -0.011 |
| 0.6500 | 1.05 | 3 | 676 | 28.5% | 0.07 | 0.0042 | -0.019 | 260 | 56.60 | 58.60 | 229 | 28.9% | -0.95 | 0.0042 | -0.002 | |
| 0.3500 | 0.7500 | 446 | 29.2% | 0.04 | 0.0030 | -0.013 | 270 | 65.30 | 69.40 | 26 | -0.99 | 0.0034 | -0.024 | |||
| 0.2000 | 0.5000 | 283 | 29.8% | 0.03 | 0.0021 | -0.010 | 280 | 75.80 | 78.70 | -1.00 | 0.0000 | -0.057 | ||||
| 0.1000 | 0.3500 | 476 | 30.4% | 0.02 | 0.0015 | -0.007 | 290 | 85.80 | 89.20 | 3 | 38.7% | -1.00 | 0.0000 | -0.059 | ||
| 0.0500 | 0.2500 | 644 | 31.1% | 0.01 | 0.0011 | -0.005 | 300 | 95.90 | 99.10 | 42.0% | -1.00 | 0.0000 | -0.059 | |||
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