LRCX option chain Lam Research Corporation
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 ±20.5% (220.92–335.12) · ATM IV 52.3% · P/C open interest 0.91
| 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 | |
| 137.70 | 140.95 | 2,427 | 0.99 | 0.0003 | -0.003 | 140 | 0.0100 | 0.4400 | 5 | 272 | 62.1% | -0.01 | 0.0003 | -0.015 | ||
| 133.05 | 136.20 | 604 | 51.5% | 0.99 | 0.0004 | -0.005 | 145 | 0 | 0.7300 | 579 | 63.3% | -0.01 | 0.0004 | -0.017 | ||
| 128.10 | 131.40 | 846 | 53.0% | 0.98 | 0.0004 | -0.007 | 150 | 0.1000 | 0.8300 | 1,738 | 62.5% | -0.02 | 0.0004 | -0.019 | ||
| 123.35 | 126.30 | 345 | 51.2% | 0.98 | 0.0005 | -0.011 | 155 | 0.2000 | 0.9500 | 319 | 61.6% | -0.02 | 0.0005 | -0.021 | ||
| 118.45 | 121.50 | 771 | 51.8% | 0.98 | 0.0006 | -0.014 | 160 | 0.3000 | 1.11 | 930 | 60.7% | -0.02 | 0.0006 | -0.024 | ||
| 113.65 | 116.75 | 200 | 53.1% | 0.97 | 0.0007 | -0.018 | 165 | 0.4300 | 1.40 | 2 | 305 | 60.5% | -0.03 | 0.0007 | -0.028 | |
| 108.90 | 112.25 | 950 | 55.3% | 0.97 | 0.0009 | -0.022 | 170 | 0.8200 | 1.34 | 24 | 1,225 | 59.3% | -0.03 | 0.0009 | -0.032 | |
| 104.00 | 107.40 | 431 | 53.4% | 0.96 | 0.0010 | -0.027 | 175 | 0.9300 | 1.73 | 3 | 732 | 58.8% | -0.04 | 0.0010 | -0.036 | |
| 99.50 | 102.80 | 1 | 464 | 54.6% | 0.96 | 0.0012 | -0.032 | 180 | 0.8000 | 2.21 | 1,361 | 57.2% | -0.04 | 0.0012 | -0.041 | |
| 94.90 | 98.20 | 81 | 54.6% | 0.95 | 0.0014 | -0.038 | 185 | 1.64 | 2.74 | 731 | 59.1% | -0.05 | 0.0014 | -0.046 | ||
| 90.30 | 93.50 | 581 | 53.8% | 0.94 | 0.0016 | -0.044 | 190 | 1.98 | 2.48 | 3 | 726 | 56.2% | -0.06 | 0.0016 | -0.053 | |
| 85.70 | 88.70 | 455 | 52.3% | 0.93 | 0.0018 | -0.051 | 195 | 2.44 | 3.20 | 2 | 524 | 56.5% | -0.07 | 0.0018 | -0.059 | |
| 81.55 | 84.65 | 427 | 54.0% | 0.92 | 0.0020 | -0.059 | 200 | 2.94 | 4.20 | 1 | 1,890 | 57.0% | -0.09 | 0.0020 | -0.066 | |
| 72.95 | 75.85 | 397 | 52.9% | 0.89 | 0.0026 | -0.074 | 210 | 4.20 | 5.25 | 2 | 2,081 | 55.2% | -0.11 | 0.0026 | -0.081 | |
| 64.75 | 67.80 | 486 | 52.7% | 0.85 | 0.0031 | -0.091 | 220 | 5.95 | 6.90 | 1 | 1,368 | 54.4% | -0.15 | 0.0031 | -0.097 | |
| 57.10 | 59.85 | 1 | 385 | 52.1% | 0.81 | 0.0036 | -0.107 | 230 | 8.30 | 8.90 | 6 | 4,064 | 53.8% | -0.19 | 0.0037 | -0.113 |
| 50.15 | 52.80 | 1 | 345 | 52.3% | 0.77 | 0.0042 | -0.122 | 240 | 10.95 | 11.90 | 5 | 1,738 | 53.5% | -0.23 | 0.0042 | -0.127 |
| 44.10 | 46.40 | 1 | 1,262 | 52.9% | 0.72 | 0.0046 | -0.135 | 250 | 14.35 | 15.30 | 8 | 2,222 | 53.3% | -0.28 | 0.0047 | -0.140 |
| 37.55 | 40.05 | 21 | 2,563 | 51.8% | 0.67 | 0.0050 | -0.145 | 260 | 18.10 | 19.40 | 14 | 3,282 | 53.1% | -0.34 | 0.0051 | -0.150 |
| 32.60 | 34.30 | 5 | 786 | 51.8% | 0.61 | 0.0053 | -0.153 | 270 | 22.65 | 23.95 | 22 | 1,401 | 52.9% | -0.39 | 0.0054 | -0.157 |
| 27.80 | 29.55 | 3 | 656 | 51.8% | 0.56 | 0.0055 | -0.158 | 280 | 27.50 | 29.35 | 40 | 2,638 | 52.8% | -0.45 | 0.0056 | -0.161 |
| 23.35 | 25.05 | 12 | 1,816 | 51.4% | 0.50 | 0.0056 | -0.159 | 290 | 33.40 | 35.40 | 4 | 1,605 | 53.3% | -0.50 | 0.0057 | -0.162 |
| 20.35 | 21.15 | 71 | 3,632 | 51.8% | 0.45 | 0.0056 | -0.158 | 300 | 39.45 | 42.00 | 2,478 | 53.4% | -0.56 | 0.0057 | -0.160 | |
| 16.90 | 17.85 | 8 | 6,288 | 51.6% | 0.40 | 0.0054 | -0.154 | 310 | 46.10 | 48.70 | 4 | 1,185 | 53.3% | -0.61 | 0.0056 | -0.156 |
| 13.80 | 15.05 | 29 | 3,565 | 51.4% | 0.35 | 0.0052 | -0.148 | 320 | 53.00 | 55.90 | 4 | 793 | 53.1% | -0.66 | 0.0054 | -0.150 |
| 11.55 | 12.65 | 3 | 1,427 | 51.4% | 0.31 | 0.0050 | -0.141 | 330 | 60.85 | 63.50 | 8 | 1,310 | 53.5% | -0.70 | 0.0051 | -0.142 |
| 9.95 | 10.55 | 8 | 2,133 | 51.9% | 0.27 | 0.0046 | -0.132 | 340 | 68.75 | 71.65 | 2 | 2,307 | 53.7% | -0.74 | 0.0049 | -0.133 |
| 8.10 | 8.80 | 51 | 1,654 | 51.7% | 0.24 | 0.0043 | -0.123 | 350 | 77.05 | 79.90 | 1,445 | 53.8% | -0.78 | 0.0046 | -0.124 | |
| 6.45 | 7.55 | 2 | 1,331 | 51.8% | 0.20 | 0.0040 | -0.114 | 360 | 85.80 | 88.70 | 688 | 54.6% | -0.81 | 0.0042 | -0.115 | |
| 5.65 | 6.25 | 4 | 2,438 | 52.3% | 0.18 | 0.0036 | -0.104 | 370 | 94.40 | 97.65 | 499 | 54.7% | -0.84 | 0.0039 | -0.106 | |
| 4.65 | 5.40 | 4 | 641 | 52.7% | 0.15 | 0.0033 | -0.095 | 380 | 103.60 | 106.85 | 17 | 371 | 55.5% | -0.87 | 0.0036 | -0.097 |
| 3.40 | 4.70 | 1,466 | 52.4% | 0.13 | 0.0029 | -0.087 | 390 | 113.00 | 116.00 | 189 | 56.2% | -0.89 | 0.0033 | -0.089 | ||
| 3.05 | 4.00 | 47 | 2,108 | 53.2% | 0.12 | 0.0026 | -0.079 | 400 | 122.20 | 125.50 | 101 | 680 | 56.6% | -0.91 | 0.0031 | -0.082 |
| 2.68 | 3.30 | 34 | 1,900 | 53.6% | 0.10 | 0.0024 | -0.072 | 410 | 131.90 | 135.05 | 91 | 57.7% | -0.93 | 0.0029 | -0.074 | |
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