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 ±24.5% (209.94–346.10) · ATM IV 52.9% · P/C open interest 5.92
| 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 | |
| 119.85 | 122.95 | 54.6% | 0.97 | 0.0008 | -0.013 | 160 | 0.8800 | 1.85 | 1 | 58.4% | -0.03 | 0.0008 | -0.029 | |||
| 115.20 | 118.30 | 54.5% | 0.96 | 0.0009 | -0.018 | 165 | 1.14 | 2.37 | 1 | 58.6% | -0.04 | 0.0009 | -0.032 | |||
| 110.65 | 113.95 | 55.5% | 0.95 | 0.0010 | -0.022 | 170 | 1.44 | 2.79 | 13 | 58.2% | -0.05 | 0.0010 | -0.036 | |||
| 106.15 | 109.30 | 1 | 55.0% | 0.95 | 0.0012 | -0.027 | 175 | 1.96 | 2.95 | 10 | 57.4% | -0.05 | 0.0012 | -0.040 | ||
| 101.65 | 105.00 | 55.2% | 0.94 | 0.0014 | -0.032 | 180 | 2.40 | 3.25 | 56.5% | -0.06 | 0.0014 | -0.045 | ||||
| 97.25 | 100.10 | 1 | 53.8% | 0.93 | 0.0015 | -0.038 | 185 | 2.90 | 3.80 | 56.1% | -0.07 | 0.0015 | -0.050 | |||
| 92.90 | 96.25 | 54.7% | 0.92 | 0.0017 | -0.044 | 190 | 3.70 | 4.30 | 2 | 17 | 56.0% | -0.08 | 0.0017 | -0.055 | ||
| 88.75 | 91.55 | 53.8% | 0.91 | 0.0019 | -0.050 | 195 | 4.35 | 4.95 | 35 | 55.6% | -0.10 | 0.0019 | -0.061 | |||
| 84.60 | 87.50 | 4 | 53.9% | 0.89 | 0.0021 | -0.056 | 200 | 4.95 | 5.80 | 32 | 12 | 55.1% | -0.11 | 0.0021 | -0.067 | |
| 76.55 | 79.30 | 53.3% | 0.86 | 0.0025 | -0.069 | 210 | 6.60 | 7.80 | 3 | 54.7% | -0.14 | 0.0025 | -0.079 | |||
| 68.80 | 71.70 | 53.0% | 0.83 | 0.0029 | -0.081 | 220 | 9.00 | 9.55 | 3 | 225 | 53.9% | -0.17 | 0.0030 | -0.090 | ||
| 61.80 | 64.50 | 5 | 2 | 52.9% | 0.79 | 0.0033 | -0.093 | 230 | 11.60 | 12.25 | 608 | 53.4% | -0.21 | 0.0034 | -0.101 | |
| 55.00 | 57.70 | 52.5% | 0.75 | 0.0037 | -0.104 | 240 | 14.75 | 15.70 | 212 | 53.2% | -0.25 | 0.0037 | -0.111 | |||
| 48.95 | 51.60 | 1 | 4 | 52.6% | 0.71 | 0.0040 | -0.114 | 250 | 18.45 | 19.45 | 36 | 53.0% | -0.30 | 0.0041 | -0.120 | |
| 43.25 | 45.90 | 7 | 52.5% | 0.66 | 0.0042 | -0.121 | 260 | 22.60 | 23.80 | 2 | 13 | 53.2% | -0.34 | 0.0044 | -0.127 | |
| 38.80 | 40.20 | 2 | 19 | 52.6% | 0.62 | 0.0044 | -0.127 | 270 | 27.30 | 28.30 | 3 | 308 | 52.7% | -0.39 | 0.0046 | -0.132 |
| 34.05 | 35.40 | 1 | 24 | 52.4% | 0.57 | 0.0046 | -0.132 | 280 | 32.55 | 34.15 | 4 | 9 | 53.4% | -0.43 | 0.0047 | -0.136 |
| 29.90 | 31.10 | 5 | 52.4% | 0.53 | 0.0047 | -0.134 | 290 | 38.05 | 39.40 | 1 | 52.5% | -0.48 | 0.0048 | -0.137 | ||
| 25.65 | 27.30 | 10 | 17 | 52.0% | 0.48 | 0.0047 | -0.135 | 300 | 44.20 | 45.95 | 6 | 53.1% | -0.53 | 0.0048 | -0.137 | |
| 22.30 | 23.90 | 52.0% | 0.44 | 0.0046 | -0.134 | 310 | 50.85 | 52.40 | 1 | 1 | 53.0% | -0.57 | 0.0048 | -0.135 | ||
| 19.60 | 20.80 | 55 | 52.2% | 0.40 | 0.0045 | -0.131 | 320 | 58.05 | 58.70 | 20 | 52.6% | -0.61 | 0.0047 | -0.132 | ||
| 17.35 | 18.15 | 1 | 15 | 52.5% | 0.36 | 0.0044 | -0.128 | 330 | 64.95 | 67.40 | 53.5% | -0.65 | 0.0046 | -0.128 | ||
| 14.85 | 15.70 | 1 | 2 | 52.3% | 0.33 | 0.0042 | -0.123 | 340 | 72.90 | 75.30 | 54.0% | -0.69 | 0.0044 | -0.122 | ||
| 12.65 | 14.30 | 47 | 52.8% | 0.30 | 0.0040 | -0.118 | 350 | 80.65 | 83.10 | 53.7% | -0.72 | 0.0043 | -0.116 | |||
| 11.00 | 12.40 | 1 | 52.8% | 0.27 | 0.0038 | -0.112 | 360 | 88.80 | 91.75 | 54.2% | -0.76 | 0.0041 | -0.110 | |||
| 9.60 | 10.45 | 52.7% | 0.24 | 0.0036 | -0.106 | 370 | 97.25 | 100.30 | 54.3% | -0.79 | 0.0039 | -0.103 | ||||
| 8.15 | 9.50 | 4 | 53.1% | 0.21 | 0.0034 | -0.100 | 380 | 105.85 | 109.05 | 54.4% | -0.81 | 0.0037 | -0.097 | |||
| 6.70 | 8.35 | 7 | 52.9% | 0.19 | 0.0031 | -0.093 | 390 | 115.05 | 118.05 | 55.1% | -0.84 | 0.0035 | -0.090 | |||
| 6.25 | 7.05 | 5 | 53.3% | 0.17 | 0.0029 | -0.087 | 400 | 123.90 | 127.20 | 9 | 55.2% | -0.86 | 0.0033 | -0.085 | ||
| 5.35 | 6.50 | 1 | 53.8% | 0.15 | 0.0027 | -0.082 | 410 | 133.25 | 136.40 | 55.6% | -0.88 | 0.0031 | -0.079 | |||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs