MDB option chain MongoDB, Inc.

Expiration Cboe delayed options data · as of Sep 03, 21:52 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 ±15.1% (325.90–442.10) · ATM IV 51.1% · P/C open interest —

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
76.30	83.75			49.4%	0.89	0.0025	-0.095	310	0.6600	9.05			54.8%	-0.11	0.0025	-0.142
72.10	79.55			49.7%	0.87	0.0027	-0.110	315	1.32	9.60			54.0%	-0.13	0.0028	-0.154
67.95	75.45	2		49.8%	0.86	0.0030	-0.126	320	2.39	9.00	2		51.9%	-0.14	0.0030	-0.167
63.00	71.50			48.9%	0.84	0.0032	-0.141	325	3.40	11.35			53.9%	-0.16	0.0033	-0.179
59.05	67.60			49.0%	0.82	0.0035	-0.157	330	4.40	12.45	2		53.6%	-0.18	0.0035	-0.192
55.45	63.80	2		49.1%	0.80	0.0038	-0.172	335	5.80	13.55	12		53.6%	-0.20	0.0038	-0.204
51.60	60.20			49.3%	0.78	0.0040	-0.186	340	7.25	14.90	22		53.6%	-0.22	0.0040	-0.216
48.05	56.70			49.4%	0.76	0.0042	-0.200	345	9.40	15.95	20		53.8%	-0.25	0.0043	-0.227
44.60	53.30			49.4%	0.73	0.0044	-0.213	350	9.85	17.90			52.8%	-0.27	0.0045	-0.238
41.30	50.10			49.5%	0.71	0.0046	-0.226	355	11.80	19.50	15		52.9%	-0.29	0.0047	-0.247
38.35	47.00			49.5%	0.68	0.0048	-0.237	360	13.20	21.40			52.4%	-0.32	0.0049	-0.256
35.35	44.05			49.6%	0.66	0.0050	-0.247	365	15.25	23.45			52.4%	-0.35	0.0050	-0.263
33.80	41.20			50.8%	0.63	0.0051	-0.255	370	18.85	25.60			53.7%	-0.37	0.0052	-0.269
29.80	38.55			49.7%	0.60	0.0052	-0.263	375	19.60	27.90			52.3%	-0.40	0.0053	-0.273
27.25	36.05			49.8%	0.58	0.0053	-0.269	380	22.10	30.00			52.0%	-0.43	0.0054	-0.277
25.55	33.10	1		50.0%	0.55	0.0054	-0.273	385	24.65	32.90			52.3%	-0.45	0.0054	-0.279
23.75	31.45	3		51.0%	0.52	0.0054	-0.277	390	27.40	35.60	17		52.4%	-0.48	0.0055	-0.279
21.15	29.15			50.4%	0.50	0.0054	-0.279	395	30.30	39.30			53.2%	-0.51	0.0055	-0.278
19.55	26.60	1		50.3%	0.47	0.0054	-0.279	400	33.35	42.30	1		53.3%	-0.53	0.0055	-0.276
17.65	25.50			51.0%	0.45	0.0053	-0.279	405	36.55	45.45			53.4%	-0.56	0.0054	-0.273
15.60	23.90			50.9%	0.42	0.0053	-0.277	410	39.85	48.70			53.5%	-0.59	0.0054	-0.269
14.00	22.10			50.9%	0.40	0.0052	-0.274	415	43.35	52.05			53.7%	-0.61	0.0053	-0.263
12.55	20.90			51.3%	0.37	0.0051	-0.270	420	46.85	55.55			53.8%	-0.63	0.0052	-0.256
11.45	19.35			51.5%	0.35	0.0050	-0.265	425	50.50	59.20			54.0%	-0.66	0.0051	-0.249
10.15	17.85			51.4%	0.33	0.0048	-0.260	430	54.30	62.90	2		54.3%	-0.68	0.0050	-0.241
8.75	17.15			51.7%	0.31	0.0047	-0.254	435	58.15	66.95			54.5%	-0.70	0.0048	-0.232
7.65	15.40			51.2%	0.29	0.0046	-0.247	440	62.10	70.85			54.7%	-0.72	0.0047	-0.223
6.65	14.30			51.2%	0.27	0.0044	-0.240	445	66.15	74.85			55.0%	-0.74	0.0045	-0.213
5.75	13.45			51.4%	0.25	0.0042	-0.233	450	70.30	78.95			55.3%	-0.76	0.0044	-0.203

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 — Oct 23, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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MDB option chain MongoDB, Inc.

Volatility smile — Oct 23, 2026

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