LRCX option chain Lam Research Corporation
Cboe delayed options data · as of 09:36 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 ±27.8% (208.07–368.52) · ATM IV 57.6% · P/C open interest 0.86
| 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 | |
| 144.75 | 147.15 | 100 | 577 | 58.8% | 0.98 | 0.0005 | 0.000 | 145 | 0.8000 | 1.45 | 576 | 64.3% | -0.02 | 0.0005 | -0.022 | |
| 139.60 | 142.35 | 852 | 55.4% | 0.97 | 0.0006 | 0.000 | 150 | 0.9700 | 1.50 | 1,724 | 62.6% | -0.03 | 0.0006 | -0.025 | ||
| 134.70 | 138.55 | 356 | 59.4% | 0.97 | 0.0006 | 0.000 | 155 | 0.9700 | 2.10 | 317 | 62.5% | -0.03 | 0.0006 | -0.028 | ||
| 130.75 | 134.00 | 768 | 62.1% | 0.96 | 0.0007 | 0.000 | 160 | 1.65 | 2.31 | 937 | 63.0% | -0.04 | 0.0008 | -0.032 | ||
| 125.60 | 128.90 | 210 | 57.9% | 0.96 | 0.0008 | -0.000 | 165 | 1.89 | 2.60 | 2 | 309 | 61.9% | -0.04 | 0.0009 | -0.035 | |
| 121.40 | 124.05 | 3 | 983 | 57.9% | 0.95 | 0.0010 | -0.006 | 170 | 2.50 | 3.15 | 1,208 | 62.4% | -0.05 | 0.0010 | -0.040 | |
| 116.95 | 119.60 | 459 | 58.0% | 0.94 | 0.0011 | -0.012 | 175 | 2.84 | 3.35 | 7 | 730 | 61.0% | -0.06 | 0.0011 | -0.044 | |
| 112.20 | 115.50 | 477 | 57.8% | 0.93 | 0.0012 | -0.018 | 180 | 2.34 | 4.70 | 1,335 | 60.2% | -0.07 | 0.0012 | -0.049 | ||
| 108.25 | 111.80 | 90 | 59.8% | 0.93 | 0.0014 | -0.024 | 185 | 3.10 | 4.45 | 722 | 58.5% | -0.08 | 0.0014 | -0.054 | ||
| 103.55 | 106.60 | 586 | 56.9% | 0.91 | 0.0015 | -0.031 | 190 | 4.00 | 5.45 | 740 | 59.5% | -0.09 | 0.0015 | -0.059 | ||
| 99.70 | 102.45 | 457 | 57.6% | 0.90 | 0.0016 | -0.038 | 195 | 5.35 | 5.85 | 3 | 421 | 59.7% | -0.10 | 0.0017 | -0.065 | |
| 96.00 | 98.90 | 6 | 410 | 59.0% | 0.89 | 0.0018 | -0.044 | 200 | 6.05 | 6.90 | 39 | 1,656 | 59.6% | -0.11 | 0.0018 | -0.070 |
| 87.75 | 90.55 | 1 | 383 | 57.6% | 0.87 | 0.0021 | -0.058 | 210 | 7.85 | 9.80 | 1 | 1,165 | 60.2% | -0.14 | 0.0021 | -0.081 |
| 80.25 | 83.60 | 488 | 58.2% | 0.84 | 0.0024 | -0.071 | 220 | 10.25 | 11.15 | 10 | 1,328 | 59.0% | -0.17 | 0.0024 | -0.092 | |
| 73.25 | 75.70 | 2 | 370 | 57.3% | 0.80 | 0.0027 | -0.084 | 230 | 12.30 | 14.25 | 36 | 2,346 | 58.1% | -0.20 | 0.0027 | -0.103 |
| 66.70 | 69.20 | 5 | 332 | 57.5% | 0.77 | 0.0030 | -0.096 | 240 | 15.75 | 17.20 | 12 | 923 | 58.0% | -0.23 | 0.0030 | -0.112 |
| 60.65 | 62.50 | 1 | 1,495 | 57.2% | 0.73 | 0.0032 | -0.107 | 250 | 18.40 | 20.95 | 19 | 1,988 | 57.2% | -0.27 | 0.0033 | -0.120 |
| 54.60 | 57.25 | 5 | 2,438 | 57.4% | 0.70 | 0.0034 | -0.116 | 260 | 23.00 | 25.25 | 15 | 2,398 | 57.7% | -0.31 | 0.0035 | -0.127 |
| 48.65 | 51.45 | 1 | 567 | 56.6% | 0.66 | 0.0036 | -0.124 | 270 | 27.00 | 29.75 | 4 | 1,115 | 57.3% | -0.35 | 0.0037 | -0.133 |
| 44.20 | 46.05 | 188 | 550 | 56.6% | 0.62 | 0.0038 | -0.130 | 280 | 32.85 | 34.50 | 15 | 1,239 | 57.8% | -0.39 | 0.0038 | -0.137 |
| 40.25 | 41.50 | 71 | 313 | 57.1% | 0.58 | 0.0039 | -0.135 | 290 | 38.25 | 40.45 | 5 | 1,496 | 58.2% | -0.43 | 0.0040 | -0.139 |
| 35.65 | 37.60 | 7 | 4,165 | 56.9% | 0.54 | 0.0039 | -0.138 | 300 | 42.95 | 45.90 | 5 | 1,079 | 57.2% | -0.46 | 0.0040 | -0.140 |
| 32.20 | 33.60 | 1,228 | 5,103 | 57.0% | 0.51 | 0.0040 | -0.140 | 310 | 49.75 | 52.30 | 5 | 593 | 57.9% | -0.50 | 0.0041 | -0.140 |
| 28.15 | 30.30 | 1,190 | 2,123 | 56.7% | 0.47 | 0.0039 | -0.140 | 320 | 56.45 | 58.95 | 576 | 58.1% | -0.54 | 0.0041 | -0.138 | |
| 25.05 | 27.00 | 30 | 1,245 | 56.6% | 0.44 | 0.0039 | -0.140 | 330 | 62.35 | 65.80 | 907 | 57.5% | -0.58 | 0.0040 | -0.135 | |
| 23.00 | 24.40 | 23 | 1,888 | 57.5% | 0.40 | 0.0038 | -0.138 | 340 | 70.65 | 72.75 | 1,055 | 58.3% | -0.61 | 0.0040 | -0.131 | |
| 19.65 | 21.75 | 23 | 1,051 | 56.6% | 0.37 | 0.0037 | -0.135 | 350 | 77.55 | 80.20 | 969 | 57.9% | -0.64 | 0.0039 | -0.126 | |
| 18.15 | 19.55 | 123 | 1,016 | 57.3% | 0.34 | 0.0036 | -0.132 | 360 | 85.35 | 87.95 | 692 | 58.1% | -0.67 | 0.0038 | -0.121 | |
| 16.05 | 17.45 | 18 | 1,551 | 57.3% | 0.31 | 0.0035 | -0.128 | 370 | 93.90 | 96.15 | 460 | 58.8% | -0.70 | 0.0037 | -0.115 | |
| 13.80 | 15.75 | 6 | 568 | 57.1% | 0.29 | 0.0034 | -0.124 | 380 | 101.85 | 104.40 | 402 | 58.8% | -0.73 | 0.0036 | -0.108 | |
| 12.70 | 14.60 | 13 | 660 | 58.0% | 0.27 | 0.0032 | -0.119 | 390 | 110.45 | 112.85 | 576 | 59.2% | -0.76 | 0.0034 | -0.101 | |
| 11.75 | 12.75 | 12 | 1,596 | 58.2% | 0.24 | 0.0031 | -0.114 | 400 | 118.10 | 121.80 | 637 | 58.9% | -0.78 | 0.0033 | -0.094 | |
| 10.30 | 11.45 | 16 | 1,163 | 58.1% | 0.22 | 0.0029 | -0.109 | 410 | 127.40 | 130.60 | 99 | 59.6% | -0.80 | 0.0032 | -0.087 | |
| 8.60 | 10.40 | 11 | 400 | 57.8% | 0.20 | 0.0028 | -0.104 | 420 | 135.85 | 138.80 | 31 | 58.5% | -0.82 | 0.0030 | -0.079 | |
| 8.50 | 9.15 | 11 | 603 | 58.6% | 0.19 | 0.0026 | -0.099 | 430 | 145.25 | 148.15 | 135 | 59.4% | -0.84 | 0.0029 | -0.072 | |
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs