MDB option chain MongoDB, Inc.
Cboe delayed options data · as of 15:36 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 ±19.2% (310.89–458.49) · ATM IV 52.2% · P/C open interest 0.65
| 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 | |
| 186.00 | 199.75 | 1 | 83.9% | 0.99 | 0.0002 | 0.000 | 195 | 0 | 4.50 | 20 | 89.7% | -0.01 | 0.0002 | -0.017 | ||
| 180.60 | 194.85 | 4 | 79.2% | 0.99 | 0.0002 | 0.000 | 200 | 0.1500 | 2.85 | 1,060 | 80.3% | -0.01 | 0.0002 | -0.019 | ||
| 170.55 | 184.15 | 55 | 68.9% | 0.99 | 0.0003 | 0.000 | 210 | 0 | 4.75 | 111 | 82.2% | -0.01 | 0.0003 | -0.024 | ||
| 161.20 | 175.40 | 14 | 72.3% | 0.98 | 0.0004 | 0.000 | 220 | 0 | 2.80 | 218 | 69.2% | -0.02 | 0.0004 | -0.030 | ||
| 151.15 | 163.65 | 2 | 58.0% | 0.98 | 0.0005 | 0.000 | 230 | 0.2000 | 2.95 | 144 | 66.0% | -0.02 | 0.0005 | -0.037 | ||
| 141.55 | 153.25 | 28 | 52.7% | 0.97 | 0.0006 | 0.000 | 240 | 0.3100 | 2.40 | 103 | 59.6% | -0.03 | 0.0006 | -0.045 | ||
| 132.05 | 145.05 | 17 | 57.9% | 0.96 | 0.0008 | -0.003 | 250 | 0.7600 | 2.77 | 123 | 58.2% | -0.04 | 0.0008 | -0.056 | ||
| 122.75 | 135.25 | 10 | 55.6% | 0.95 | 0.0010 | -0.018 | 260 | 1.44 | 3.20 | 221 | 57.0% | -0.05 | 0.0010 | -0.067 | ||
| 113.75 | 125.25 | 60 | 53.4% | 0.93 | 0.0013 | -0.035 | 270 | 2.33 | 3.75 | 116 | 56.0% | -0.07 | 0.0013 | -0.080 | ||
| 104.80 | 115.85 | 17 | 52.2% | 0.92 | 0.0015 | -0.053 | 280 | 3.60 | 4.70 | 10 | 86 | 55.9% | -0.08 | 0.0015 | -0.095 | |
| 99.15 | 106.60 | 12 | 56.2% | 0.90 | 0.0018 | -0.072 | 290 | 4.80 | 5.80 | 10 | 65 | 55.0% | -0.10 | 0.0018 | -0.110 | |
| 90.70 | 98.15 | 61 | 55.4% | 0.87 | 0.0021 | -0.092 | 300 | 6.15 | 7.25 | 15 | 368 | 54.2% | -0.13 | 0.0022 | -0.127 | |
| 82.65 | 90.10 | 36 | 54.9% | 0.85 | 0.0025 | -0.112 | 310 | 7.95 | 9.20 | 5 | 93 | 53.8% | -0.15 | 0.0025 | -0.143 | |
| 74.90 | 82.60 | 44 | 54.6% | 0.82 | 0.0028 | -0.132 | 320 | 10.05 | 11.40 | 238 | 53.4% | -0.19 | 0.0028 | -0.160 | ||
| 67.50 | 74.20 | 130 | 53.0% | 0.78 | 0.0031 | -0.151 | 330 | 12.65 | 13.80 | 78 | 52.9% | -0.22 | 0.0031 | -0.175 | ||
| 60.50 | 67.25 | 26 | 52.7% | 0.75 | 0.0034 | -0.169 | 340 | 15.85 | 17.30 | 9 | 57 | 53.3% | -0.26 | 0.0034 | -0.189 | |
| 56.10 | 60.30 | 1 | 1,858 | 53.8% | 0.71 | 0.0036 | -0.184 | 350 | 18.90 | 20.65 | 410 | 52.5% | -0.30 | 0.0037 | -0.202 | |
| 50.40 | 53.75 | 1,653 | 53.4% | 0.67 | 0.0039 | -0.198 | 360 | 23.00 | 24.30 | 121 | 52.3% | -0.34 | 0.0039 | -0.212 | ||
| 43.20 | 47.30 | 7 | 94 | 51.3% | 0.63 | 0.0041 | -0.208 | 370 | 26.95 | 28.75 | 11 | 132 | 51.9% | -0.38 | 0.0041 | -0.219 |
| 39.45 | 42.20 | 18 | 127 | 52.2% | 0.58 | 0.0042 | -0.217 | 380 | 32.30 | 33.65 | 14 | 38 | 52.2% | -0.42 | 0.0043 | -0.224 |
| 35.40 | 38.40 | 49 | 53.2% | 0.54 | 0.0043 | -0.222 | 390 | 37.20 | 39.95 | 2 | 43 | 52.6% | -0.46 | 0.0044 | -0.226 | |
| 30.45 | 33.90 | 95 | 52.5% | 0.50 | 0.0043 | -0.225 | 400 | 43.35 | 45.45 | 13 | 117 | 52.6% | -0.51 | 0.0044 | -0.225 | |
| 27.10 | 30.10 | 4 | 193 | 52.8% | 0.46 | 0.0043 | -0.225 | 410 | 48.35 | 51.80 | 9 | 51.9% | -0.55 | 0.0044 | -0.222 | |
| 23.60 | 26.20 | 2 | 42 | 52.4% | 0.42 | 0.0042 | -0.222 | 420 | 55.05 | 58.55 | 50 | 52.1% | -0.59 | 0.0043 | -0.217 | |
| 20.95 | 23.00 | 3 | 40 | 52.6% | 0.38 | 0.0041 | -0.218 | 430 | 61.05 | 65.45 | 258 | 51.4% | -0.63 | 0.0042 | -0.209 | |
| 18.40 | 19.35 | 5 | 48 | 52.1% | 0.35 | 0.0040 | -0.212 | 440 | 69.45 | 73.40 | 50 | 52.8% | -0.66 | 0.0041 | -0.200 | |
| 15.75 | 17.00 | 68 | 295 | 52.0% | 0.31 | 0.0038 | -0.204 | 450 | 75.85 | 82.50 | 10 | 53.1% | -0.70 | 0.0040 | -0.189 | |
| 13.55 | 15.80 | 3 | 42 | 52.8% | 0.28 | 0.0036 | -0.196 | 460 | 85.15 | 89.00 | 21 | 53.2% | -0.73 | 0.0038 | -0.178 | |
| 11.80 | 13.85 | 1 | 59 | 52.9% | 0.26 | 0.0034 | -0.187 | 470 | 91.70 | 98.55 | 14 | 53.1% | -0.76 | 0.0036 | -0.166 | |
| 10.45 | 12.20 | 9 | 27 | 53.3% | 0.23 | 0.0032 | -0.177 | 480 | 102.30 | 106.90 | 27 | 55.3% | -0.79 | 0.0034 | -0.153 | |
| 9.10 | 10.40 | 3 | 84 | 53.2% | 0.21 | 0.0030 | -0.168 | 490 | 108.60 | 118.55 | 7 | 56.3% | -0.81 | 0.0032 | -0.140 | |
| 7.35 | 9.40 | 6 | 73 | 53.0% | 0.19 | 0.0028 | -0.158 | 500 | 116.70 | 127.35 | 8 | 55.9% | -0.83 | 0.0030 | -0.127 | |
| 6.95 | 9.05 | 123 | 54.8% | 0.17 | 0.0026 | -0.148 | 510 | 126.65 | 136.30 | 6 | 57.3% | -0.85 | 0.0028 | -0.115 | ||
| 5.10 | 8.25 | 97 | 54.2% | 0.15 | 0.0024 | -0.139 | 520 | 134.05 | 145.50 | 16 | 55.7% | -0.87 | 0.0026 | -0.102 | ||
| 4.95 | 7.55 | 25 | 55.4% | 0.14 | 0.0022 | -0.131 | 530 | 146.10 | 154.65 | 25 | 59.7% | -0.89 | 0.0025 | -0.090 | ||
| 4.20 | 6.40 | 78 | 55.1% | 0.12 | 0.0021 | -0.122 | 540 | 152.90 | 164.10 | 10 | 56.8% | -0.90 | 0.0023 | -0.079 | ||
| 3.05 | 5.30 | 42 | 53.9% | 0.11 | 0.0019 | -0.115 | 550 | 161.90 | 173.60 | 1 | 56.5% | -0.92 | 0.0021 | -0.068 | ||
| 2.40 | 5.40 | 14 | 54.9% | 0.10 | 0.0018 | -0.107 | 560 | 172.35 | 183.15 | 5 | 58.5% | -0.93 | 0.0020 | -0.056 | ||
| 2.00 | 5.20 | 75 | 55.8% | 0.09 | 0.0016 | -0.100 | 570 | 180.50 | 192.80 | 1 | 55.8% | -0.94 | 0.0018 | -0.045 | ||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs