LRCX option chain Lam Research Corporation
Cboe delayed options data · as of 03:36 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 ±33.9% (190.57–386.02) · ATM IV 58.3% · P/C open interest 1.72
| 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 | |
| 146.40 | 150.05 | 2 | 60.5% | 0.96 | 0.0006 | 0.000 | 145 | 2.06 | 2.76 | 217 | 62.4% | -0.04 | 0.0006 | -0.027 | ||
| 142.00 | 145.80 | 7 | 59.5% | 0.96 | 0.0007 | -0.003 | 150 | 2.59 | 2.98 | 72 | 61.8% | -0.04 | 0.0007 | -0.030 | ||
| 137.60 | 140.90 | 13 | 59.5% | 0.95 | 0.0008 | -0.007 | 155 | 3.20 | 4.00 | 53 | 63.0% | -0.05 | 0.0008 | -0.033 | ||
| 133.20 | 136.55 | 16 | 59.4% | 0.94 | 0.0009 | -0.012 | 160 | 3.60 | 4.55 | 11 | 70 | 62.3% | -0.06 | 0.0009 | -0.037 | |
| 128.95 | 132.30 | 39 | 59.4% | 0.94 | 0.0010 | -0.017 | 165 | 4.30 | 4.65 | 65 | 61.2% | -0.07 | 0.0010 | -0.041 | ||
| 124.65 | 128.05 | 6 | 59.1% | 0.93 | 0.0011 | -0.021 | 170 | 4.95 | 5.35 | 351 | 61.0% | -0.07 | 0.0011 | -0.044 | ||
| 120.50 | 123.65 | 26 | 58.6% | 0.92 | 0.0012 | -0.026 | 175 | 5.25 | 6.10 | 10 | 156 | 60.1% | -0.08 | 0.0012 | -0.048 | |
| 116.35 | 119.80 | 6 | 58.8% | 0.91 | 0.0013 | -0.031 | 180 | 6.45 | 7.10 | 1 | 137 | 60.8% | -0.09 | 0.0013 | -0.052 | |
| 112.50 | 115.80 | 11 | 58.9% | 0.90 | 0.0014 | -0.036 | 185 | 6.40 | 8.00 | 9 | 189 | 59.2% | -0.10 | 0.0014 | -0.056 | |
| 108.75 | 111.90 | 10 | 59.0% | 0.89 | 0.0015 | -0.040 | 190 | 8.25 | 8.85 | 358 | 60.1% | -0.11 | 0.0015 | -0.060 | ||
| 104.70 | 108.00 | 9 | 58.5% | 0.88 | 0.0016 | -0.045 | 195 | 9.30 | 10.85 | 1 | 170 | 61.0% | -0.13 | 0.0016 | -0.064 | |
| 100.95 | 104.10 | 20 | 58.4% | 0.87 | 0.0017 | -0.050 | 200 | 10.40 | 11.10 | 653 | 59.8% | -0.14 | 0.0017 | -0.068 | ||
| 93.85 | 97.10 | 36 | 58.6% | 0.84 | 0.0019 | -0.059 | 210 | 12.90 | 14.65 | 530 | 60.4% | -0.16 | 0.0020 | -0.076 | ||
| 87.00 | 90.15 | 1 | 22 | 58.4% | 0.81 | 0.0021 | -0.068 | 220 | 15.70 | 16.65 | 36 | 862 | 59.2% | -0.19 | 0.0022 | -0.083 |
| 80.45 | 83.55 | 42 | 58.2% | 0.79 | 0.0023 | -0.077 | 230 | 18.85 | 20.00 | 5 | 1,216 | 59.0% | -0.22 | 0.0024 | -0.090 | |
| 74.45 | 77.05 | 24 | 57.9% | 0.76 | 0.0025 | -0.085 | 240 | 22.55 | 23.70 | 73 | 269 | 58.9% | -0.25 | 0.0026 | -0.097 | |
| 68.65 | 71.25 | 96 | 57.8% | 0.73 | 0.0027 | -0.091 | 250 | 26.35 | 27.80 | 3 | 1,152 | 58.6% | -0.28 | 0.0027 | -0.102 | |
| 63.25 | 66.00 | 101 | 57.9% | 0.70 | 0.0028 | -0.098 | 260 | 30.80 | 32.35 | 11 | 555 | 58.7% | -0.31 | 0.0029 | -0.107 | |
| 58.25 | 61.00 | 1 | 125 | 57.9% | 0.66 | 0.0030 | -0.103 | 270 | 35.25 | 37.00 | 711 | 58.3% | -0.34 | 0.0030 | -0.111 | |
| 53.65 | 56.20 | 1 | 67 | 57.9% | 0.63 | 0.0031 | -0.107 | 280 | 40.30 | 42.85 | 1 | 932 | 58.7% | -0.37 | 0.0031 | -0.114 |
| 49.50 | 52.05 | 2 | 566 | 58.1% | 0.60 | 0.0031 | -0.111 | 290 | 46.00 | 47.90 | 11 | 553 | 58.5% | -0.41 | 0.0032 | -0.116 |
| 45.15 | 47.30 | 8 | 342 | 57.6% | 0.57 | 0.0032 | -0.114 | 300 | 51.85 | 53.95 | 1,766 | 58.7% | -0.44 | 0.0033 | -0.117 | |
| 41.30 | 43.70 | 184 | 57.6% | 0.54 | 0.0032 | -0.116 | 310 | 57.55 | 60.25 | 16 | 406 | 58.5% | -0.47 | 0.0034 | -0.118 | |
| 38.30 | 39.90 | 1 | 1,093 | 57.7% | 0.51 | 0.0032 | -0.117 | 320 | 64.00 | 66.55 | 1 | 583 | 58.5% | -0.50 | 0.0034 | -0.117 |
| 35.65 | 36.70 | 26 | 283 | 58.0% | 0.48 | 0.0032 | -0.117 | 330 | 70.85 | 72.85 | 111 | 58.4% | -0.53 | 0.0034 | -0.117 | |
| 31.85 | 33.75 | 2 | 713 | 57.5% | 0.45 | 0.0032 | -0.117 | 340 | 77.15 | 79.85 | 233 | 58.0% | -0.56 | 0.0034 | -0.115 | |
| 29.00 | 31.05 | 2 | 171 | 57.5% | 0.43 | 0.0032 | -0.116 | 350 | 85.05 | 87.65 | 10 | 417 | 58.8% | -0.59 | 0.0034 | -0.113 |
| 26.45 | 28.75 | 1 | 390 | 57.6% | 0.40 | 0.0031 | -0.115 | 360 | 92.40 | 94.85 | 72 | 58.7% | -0.62 | 0.0034 | -0.111 | |
| 24.60 | 26.60 | 5 | 80 | 58.0% | 0.38 | 0.0031 | -0.113 | 370 | 100.15 | 102.50 | 546 | 58.8% | -0.64 | 0.0033 | -0.108 | |
| 22.70 | 24.40 | 78 | 183 | 57.9% | 0.36 | 0.0030 | -0.111 | 380 | 107.80 | 109.70 | 96 | 58.3% | -0.67 | 0.0033 | -0.105 | |
| 20.45 | 22.45 | 11 | 126 | 57.8% | 0.33 | 0.0029 | -0.109 | 390 | 116.05 | 118.45 | 10 | 282 | 58.9% | -0.69 | 0.0032 | -0.101 |
| 19.00 | 20.60 | 8 | 745 | 58.1% | 0.31 | 0.0029 | -0.106 | 400 | 124.25 | 126.70 | 135 | 59.0% | -0.71 | 0.0031 | -0.097 | |
| 17.40 | 18.90 | 132 | 58.1% | 0.29 | 0.0028 | -0.104 | 410 | 132.65 | 135.15 | 76 | 59.1% | -0.73 | 0.0031 | -0.093 | ||
| 15.85 | 17.35 | 1 | 158 | 58.1% | 0.28 | 0.0027 | -0.101 | 420 | 141.30 | 144.00 | 86 | 59.7% | -0.75 | 0.0030 | -0.089 | |
| 14.40 | 15.85 | 1 | 118 | 58.0% | 0.26 | 0.0026 | -0.098 | 430 | 149.70 | 152.65 | 1,005 | 59.5% | -0.77 | 0.0029 | -0.085 | |
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 — Mar 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