MDB option chain MongoDB, Inc.
Cboe delayed options data · as of 18:36 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 ±37.1% (240.59–524.03) · ATM IV 59.9% · P/C open interest 0.64
| 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 | |
| 194.00 | 204.85 | 65.4% | 0.95 | 0.0006 | -0.022 | 195 | 4.40 | 6.65 | 66.1% | -0.05 | 0.0006 | -0.048 | ||||
| 189.85 | 200.55 | 65.3% | 0.94 | 0.0006 | -0.025 | 200 | 5.00 | 7.75 | 66.5% | -0.06 | 0.0006 | -0.051 | ||||
| 181.20 | 192.05 | 3 | 64.5% | 0.93 | 0.0007 | -0.033 | 210 | 6.25 | 9.05 | 65.8% | -0.07 | 0.0007 | -0.058 | |||
| 173.00 | 183.80 | 8 | 64.1% | 0.92 | 0.0008 | -0.040 | 220 | 7.65 | 10.50 | 65.1% | -0.08 | 0.0008 | -0.064 | |||
| 165.00 | 175.70 | 63.6% | 0.91 | 0.0009 | -0.048 | 230 | 9.10 | 12.25 | 2 | 64.3% | -0.09 | 0.0009 | -0.071 | |||
| 157.15 | 167.80 | 63.2% | 0.90 | 0.0010 | -0.056 | 240 | 10.70 | 14.15 | 2 | 63.6% | -0.11 | 0.0010 | -0.077 | |||
| 149.20 | 160.15 | 1 | 62.5% | 0.88 | 0.0011 | -0.064 | 250 | 13.20 | 16.25 | 4 | 63.5% | -0.12 | 0.0011 | -0.084 | ||
| 142.20 | 152.70 | 6 | 62.5% | 0.87 | 0.0012 | -0.072 | 260 | 15.25 | 18.80 | 63.0% | -0.14 | 0.0012 | -0.091 | |||
| 135.35 | 145.50 | 1 | 62.4% | 0.85 | 0.0013 | -0.080 | 270 | 17.45 | 20.95 | 3 | 62.1% | -0.16 | 0.0013 | -0.098 | ||
| 128.00 | 138.55 | 22 | 61.8% | 0.83 | 0.0014 | -0.087 | 280 | 18.40 | 23.80 | 4 | 100 | 60.6% | -0.17 | 0.0014 | -0.104 | |
| 121.65 | 131.85 | 1 | 61.7% | 0.81 | 0.0015 | -0.095 | 290 | 23.75 | 26.10 | 2 | 59 | 61.3% | -0.19 | 0.0015 | -0.111 | |
| 116.10 | 125.40 | 1 | 62.0% | 0.79 | 0.0016 | -0.102 | 300 | 27.05 | 29.25 | 4 | 3 | 60.9% | -0.21 | 0.0016 | -0.117 | |
| 109.85 | 119.20 | 10 | 61.7% | 0.77 | 0.0016 | -0.108 | 310 | 30.65 | 32.85 | 7 | 60.7% | -0.23 | 0.0017 | -0.122 | ||
| 103.80 | 113.70 | 61.6% | 0.75 | 0.0017 | -0.115 | 320 | 34.40 | 36.75 | 2 | 60.5% | -0.25 | 0.0018 | -0.128 | |||
| 98.90 | 105.65 | 6 | 60.6% | 0.73 | 0.0018 | -0.120 | 330 | 38.30 | 40.45 | 1 | 26 | 60.0% | -0.28 | 0.0019 | -0.133 | |
| 93.40 | 100.05 | 4 | 10 | 60.4% | 0.71 | 0.0019 | -0.126 | 340 | 42.80 | 44.85 | 1 | 33 | 60.0% | -0.30 | 0.0020 | -0.137 |
| 88.45 | 94.85 | 1 | 60.3% | 0.69 | 0.0020 | -0.131 | 350 | 47.25 | 49.90 | 89 | 60.0% | -0.32 | 0.0020 | -0.141 | ||
| 83.20 | 89.50 | 59.9% | 0.67 | 0.0020 | -0.135 | 360 | 52.10 | 55.00 | 13 | 60.0% | -0.34 | 0.0021 | -0.145 | |||
| 78.95 | 84.65 | 59.9% | 0.65 | 0.0021 | -0.139 | 370 | 55.50 | 60.10 | 8 | 8 | 59.1% | -0.36 | 0.0021 | -0.148 | ||
| 74.70 | 80.30 | 1 | 60.0% | 0.63 | 0.0021 | -0.142 | 380 | 62.40 | 66.05 | 4 | 59.9% | -0.39 | 0.0022 | -0.150 | ||
| 70.25 | 76.15 | 3 | 59.9% | 0.61 | 0.0021 | -0.145 | 390 | 66.60 | 72.90 | 55 | 59.8% | -0.41 | 0.0022 | -0.152 | ||
| 66.20 | 72.25 | 5 | 59.8% | 0.58 | 0.0022 | -0.147 | 400 | 71.70 | 77.85 | 7 | 59.0% | -0.43 | 0.0023 | -0.154 | ||
| 62.60 | 68.60 | 21 | 59.9% | 0.56 | 0.0022 | -0.149 | 410 | 79.65 | 83.75 | 13 | 59.7% | -0.45 | 0.0023 | -0.155 | ||
| 59.30 | 65.10 | 3 | 60.1% | 0.54 | 0.0022 | -0.151 | 420 | 85.05 | 90.15 | 2 | 25 | 59.4% | -0.47 | 0.0023 | -0.156 | |
| 56.25 | 61.85 | 7 | 60.3% | 0.52 | 0.0022 | -0.152 | 430 | 92.35 | 97.00 | 59.8% | -0.49 | 0.0023 | -0.156 | |||
| 52.60 | 58.75 | 32 | 60.1% | 0.50 | 0.0022 | -0.153 | 440 | 98.90 | 103.75 | 4 | 59.8% | -0.51 | 0.0024 | -0.156 | ||
| 50.30 | 55.85 | 154 | 60.5% | 0.49 | 0.0022 | -0.153 | 450 | 104.75 | 110.65 | 8 | 59.4% | -0.53 | 0.0024 | -0.156 | ||
| 46.90 | 53.10 | 1 | 60.3% | 0.47 | 0.0022 | -0.153 | 460 | 111.15 | 117.85 | 5 | 59.2% | -0.55 | 0.0024 | -0.155 | ||
| 44.35 | 50.50 | 13 | 60.4% | 0.45 | 0.0022 | -0.152 | 470 | 119.85 | 125.00 | 59.8% | -0.57 | 0.0024 | -0.154 | |||
| 42.10 | 48.05 | 10 | 60.6% | 0.43 | 0.0022 | -0.152 | 480 | 127.20 | 132.75 | 8 | 59.9% | -0.59 | 0.0024 | -0.152 | ||
| 40.10 | 45.65 | 113 | 60.9% | 0.41 | 0.0022 | -0.151 | 490 | 132.05 | 140.35 | 1 | 2 | 58.8% | -0.61 | 0.0023 | -0.151 | |
| 37.45 | 43.15 | 9 | 60.6% | 0.40 | 0.0021 | -0.149 | 500 | 141.15 | 150.20 | 3 | 60.4% | -0.63 | 0.0023 | -0.149 | ||
| 35.65 | 39.85 | 4 | 60.3% | 0.38 | 0.0021 | -0.148 | 510 | 149.40 | 156.80 | 1 | 60.1% | -0.65 | 0.0023 | -0.147 | ||
| 33.75 | 37.85 | 1 | 60.4% | 0.37 | 0.0021 | -0.146 | 520 | 156.50 | 165.80 | 11 | 60.2% | -0.66 | 0.0023 | -0.145 | ||
| 31.00 | 36.95 | 2 | 60.5% | 0.35 | 0.0020 | -0.145 | 530 | 164.40 | 172.50 | 3 | 59.5% | -0.68 | 0.0023 | -0.142 | ||
| 30.15 | 33.55 | 6 | 16 | 60.3% | 0.34 | 0.0020 | -0.143 | 540 | 171.70 | 181.90 | 59.7% | -0.69 | 0.0022 | -0.140 | ||
| 28.70 | 31.75 | 7 | 164 | 60.4% | 0.32 | 0.0020 | -0.141 | 550 | 182.25 | 188.80 | 60.1% | -0.71 | 0.0022 | -0.137 | ||
| 27.10 | 30.15 | 17 | 119 | 60.4% | 0.31 | 0.0019 | -0.138 | 560 | 190.45 | 198.35 | 60.6% | -0.72 | 0.0022 | -0.134 | ||
| 24.65 | 28.60 | 60.0% | 0.30 | 0.0019 | -0.136 | 570 | 197.90 | 206.85 | 60.1% | -0.74 | 0.0022 | -0.131 | ||||
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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs