MDB option chain MongoDB, Inc.
Cboe delayed options data · as of 18:39 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 ±22.6% (267.84–424.59) · ATM IV 69.8% · P/C open interest 1.30
| 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 | |
| 170.05 | 180.55 | 3 | 109.9% | 0.98 | 0.0003 | -0.015 | 175 | 0.0100 | 2.36 | 385 | 92.7% | -0.02 | 0.0003 | -0.037 | ||
| 165.20 | 174.95 | 63 | 103.7% | 0.98 | 0.0004 | -0.019 | 180 | 0 | 2.50 | 484 | 90.2% | -0.02 | 0.0004 | -0.041 | ||
| 160.20 | 170.60 | 8 | 102.4% | 0.98 | 0.0004 | -0.024 | 185 | 0.0200 | 2.73 | 216 | 88.4% | -0.02 | 0.0004 | -0.045 | ||
| 155.65 | 165.65 | 11 | 100.3% | 0.98 | 0.0005 | -0.029 | 190 | 0.6900 | 1.22 | 54 | 361 | 79.8% | -0.02 | 0.0005 | -0.050 | |
| 150.85 | 161.00 | 9 | 98.4% | 0.97 | 0.0005 | -0.035 | 195 | 0.5900 | 1.94 | 299 | 80.7% | -0.03 | 0.0005 | -0.055 | ||
| 146.30 | 155.95 | 52 | 95.9% | 0.97 | 0.0006 | -0.042 | 200 | 0.8100 | 2.42 | 521 | 81.3% | -0.03 | 0.0006 | -0.061 | ||
| 137.25 | 146.95 | 32 | 94.2% | 0.96 | 0.0008 | -0.057 | 210 | 1.51 | 2.37 | 32 | 233 | 78.0% | -0.04 | 0.0008 | -0.074 | |
| 127.45 | 136.90 | 88 | 87.1% | 0.95 | 0.0010 | -0.074 | 220 | 1.89 | 2.93 | 2 | 217 | 75.5% | -0.05 | 0.0010 | -0.090 | |
| 118.95 | 127.55 | 40 | 85.2% | 0.94 | 0.0012 | -0.094 | 230 | 3.05 | 3.65 | 9 | 299 | 75.1% | -0.06 | 0.0012 | -0.109 | |
| 110.20 | 118.95 | 65 | 83.6% | 0.92 | 0.0014 | -0.115 | 240 | 4.00 | 4.70 | 6 | 473 | 73.9% | -0.08 | 0.0015 | -0.130 | |
| 101.85 | 108.25 | 577 | 78.2% | 0.90 | 0.0017 | -0.139 | 250 | 5.30 | 6.05 | 15 | 1,406 | 73.1% | -0.10 | 0.0017 | -0.152 | |
| 93.00 | 100.00 | 64 | 76.0% | 0.87 | 0.0020 | -0.163 | 260 | 6.80 | 7.75 | 7 | 1,055 | 72.4% | -0.13 | 0.0020 | -0.175 | |
| 85.70 | 92.10 | 1 | 69 | 76.1% | 0.85 | 0.0023 | -0.187 | 270 | 8.60 | 9.80 | 9 | 511 | 71.7% | -0.15 | 0.0024 | -0.198 |
| 77.65 | 84.50 | 253 | 74.6% | 0.82 | 0.0026 | -0.211 | 280 | 10.85 | 12.00 | 25 | 689 | 71.0% | -0.18 | 0.0027 | -0.221 | |
| 71.05 | 77.30 | 69 | 74.7% | 0.78 | 0.0029 | -0.233 | 290 | 13.55 | 14.65 | 53 | 352 | 70.5% | -0.22 | 0.0030 | -0.242 | |
| 64.40 | 70.20 | 226 | 73.8% | 0.75 | 0.0032 | -0.253 | 300 | 16.35 | 17.80 | 31 | 1,071 | 69.8% | -0.25 | 0.0032 | -0.262 | |
| 58.05 | 63.80 | 376 | 73.3% | 0.71 | 0.0035 | -0.272 | 310 | 20.10 | 21.45 | 90 | 239 | 69.8% | -0.29 | 0.0035 | -0.279 | |
| 52.10 | 57.60 | 418 | 72.6% | 0.67 | 0.0037 | -0.288 | 320 | 23.80 | 25.35 | 36 | 341 | 69.2% | -0.33 | 0.0037 | -0.294 | |
| 46.95 | 49.70 | 1 | 453 | 70.3% | 0.63 | 0.0038 | -0.300 | 330 | 28.65 | 29.85 | 37 | 294 | 69.4% | -0.37 | 0.0039 | -0.306 |
| 42.15 | 43.65 | 2 | 268 | 69.5% | 0.59 | 0.0040 | -0.310 | 340 | 33.35 | 34.75 | 7 | 176 | 69.1% | -0.41 | 0.0040 | -0.315 |
| 37.70 | 40.00 | 13 | 124 | 70.4% | 0.55 | 0.0040 | -0.317 | 350 | 38.95 | 40.10 | 33 | 429 | 69.2% | -0.45 | 0.0041 | -0.321 |
| 33.40 | 34.80 | 5 | 395 | 69.4% | 0.51 | 0.0041 | -0.320 | 360 | 44.75 | 45.90 | 6 | 193 | 69.2% | -0.49 | 0.0041 | -0.324 |
| 29.55 | 31.35 | 10 | 178 | 69.6% | 0.47 | 0.0040 | -0.321 | 370 | 50.05 | 53.10 | 115 | 69.3% | -0.53 | 0.0041 | -0.323 | |
| 26.10 | 28.90 | 15 | 162 | 70.5% | 0.44 | 0.0040 | -0.319 | 380 | 57.25 | 58.80 | 3 | 1,125 | 69.2% | -0.57 | 0.0041 | -0.320 |
| 23.10 | 25.20 | 7 | 2,003 | 70.0% | 0.40 | 0.0039 | -0.314 | 390 | 64.05 | 66.85 | 4 | 492 | 70.2% | -0.60 | 0.0040 | -0.314 |
| 20.60 | 22.15 | 62 | 437 | 70.1% | 0.37 | 0.0038 | -0.306 | 400 | 71.25 | 74.20 | 1 | 272 | 70.3% | -0.64 | 0.0039 | -0.306 |
| 18.00 | 20.05 | 2 | 1,104 | 70.4% | 0.34 | 0.0037 | -0.297 | 410 | 78.30 | 81.55 | 26 | 95 | 69.8% | -0.67 | 0.0038 | -0.296 |
| 15.90 | 17.35 | 6 | 366 | 70.1% | 0.31 | 0.0035 | -0.286 | 420 | 86.45 | 89.70 | 24 | 378 | 70.6% | -0.70 | 0.0036 | -0.285 |
| 13.85 | 15.75 | 3 | 514 | 70.5% | 0.28 | 0.0034 | -0.274 | 430 | 94.25 | 97.65 | 72 | 70.3% | -0.73 | 0.0035 | -0.272 | |
| 12.25 | 13.75 | 489 | 70.4% | 0.25 | 0.0032 | -0.261 | 440 | 102.60 | 105.95 | 297 | 70.5% | -0.75 | 0.0033 | -0.259 | ||
| 10.65 | 11.90 | 5 | 1,085 | 70.1% | 0.23 | 0.0031 | -0.248 | 450 | 111.05 | 114.65 | 43 | 70.9% | -0.78 | 0.0032 | -0.244 | |
| 9.50 | 10.75 | 5 | 480 | 70.7% | 0.21 | 0.0029 | -0.234 | 460 | 119.35 | 124.50 | 17 | 72.1% | -0.80 | 0.0030 | -0.230 | |
| 8.30 | 9.80 | 3 | 139 | 71.2% | 0.19 | 0.0027 | -0.220 | 470 | 124.55 | 134.50 | 58 | 68.9% | -0.82 | 0.0028 | -0.216 | |
| 7.15 | 8.30 | 13 | 575 | 70.6% | 0.17 | 0.0025 | -0.207 | 480 | 133.45 | 143.40 | 82 | 68.7% | -0.84 | 0.0027 | -0.202 | |
| 6.40 | 7.80 | 8 | 84 | 71.7% | 0.15 | 0.0024 | -0.194 | 490 | 142.75 | 152.50 | 7 | 68.9% | -0.86 | 0.0025 | -0.188 | |
| 5.55 | 6.50 | 23 | 890 | 71.1% | 0.14 | 0.0022 | -0.181 | 500 | 151.55 | 161.70 | 8 | 68.0% | -0.88 | 0.0023 | -0.175 | |
| 4.90 | 5.75 | 10 | 247 | 71.3% | 0.12 | 0.0020 | -0.169 | 510 | 160.90 | 171.00 | 9 | 67.7% | -0.89 | 0.0022 | -0.163 | |
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs