META option chain Meta Platforms, Inc.

Expiration Cboe delayed options data · as of 00:36 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 ±4.7% (570.14–625.84) · ATM IV 31.7% · P/C open interest 0.62

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
80.25	87.15		1	38.5%	0.98	0.0009	-0.050	510	0.0200	0.4600	3	1	39.5%	-0.02	0.0009	-0.061
75.60	82.45		2	43.5%	0.98	0.0011	-0.061	515	0.0100	0.5800		7	38.5%	-0.02	0.0011	-0.071
70.65	77.65			41.2%	0.98	0.0014	-0.075	520	0.0100	1.00		78	39.6%	-0.02	0.0014	-0.084
65.75	72.40			37.8%	0.97	0.0017	-0.092	525	0.1300	0.5000	1	4	34.3%	-0.03	0.0017	-0.101
60.15	67.50		32	31.7%	0.96	0.0021	-0.113	530	0.1000	0.8300	17	24	34.3%	-0.04	0.0021	-0.121
57.15	61.35			34.6%	0.95	0.0026	-0.139	535	0.0100	1.47		25	34.8%	-0.05	0.0026	-0.147
52.35	56.60			33.9%	0.94	0.0033	-0.171	540	0.1200	1.73	20	22	33.9%	-0.06	0.0033	-0.178
47.70	51.90		6	33.5%	0.92	0.0040	-0.208	545	0.9300	1.93	16	23	34.7%	-0.08	0.0040	-0.214
43.10	47.30		2	33.0%	0.90	0.0048	-0.250	550	1.61	2.21	25	37	34.4%	-0.10	0.0048	-0.256
38.65	42.90		19	32.8%	0.87	0.0058	-0.296	555	2.03	2.98	126	128	34.2%	-0.13	0.0058	-0.302
34.35	38.55		31	32.5%	0.84	0.0068	-0.346	560	2.60	3.40	14	12	32.9%	-0.16	0.0068	-0.351
30.35	34.40		23	32.4%	0.81	0.0078	-0.396	565	3.60	4.45	27	34	33.2%	-0.19	0.0078	-0.401
26.55	30.45	5	114	32.3%	0.76	0.0088	-0.445	570	4.70	5.10	39	72	32.2%	-0.24	0.0089	-0.450
23.15	25.90	53	114	31.2%	0.72	0.0098	-0.490	575	5.55	7.05	29	57	32.3%	-0.28	0.0098	-0.495
19.75	23.15	36	66	31.9%	0.66	0.0105	-0.528	580	7.30	8.75	45	45	32.4%	-0.34	0.0106	-0.533
16.85	19.90	67	153	32.0%	0.61	0.0111	-0.557	585	8.90	10.75	13	6	32.1%	-0.39	0.0112	-0.561
14.55	16.90	151	28	32.4%	0.55	0.0115	-0.574	590	11.50	13.30	33	6	32.9%	-0.45	0.0116	-0.579
12.50	14.45	68	22	33.0%	0.50	0.0116	-0.580	595	13.05	15.95	286		32.0%	-0.51	0.0117	-0.585
9.60	11.40	201	166	31.2%	0.44	0.0114	-0.573	600	15.70	19.00	23	1	32.1%	-0.56	0.0115	-0.578
7.65	9.45	159	16	31.1%	0.38	0.0110	-0.556	605	18.65	22.35	2	6	32.4%	-0.62	0.0112	-0.561
6.80	8.60	289	53	33.2%	0.33	0.0104	-0.529	610	21.75	26.00	3	1	32.5%	-0.67	0.0106	-0.534
5.10	6.70	118	9	32.2%	0.28	0.0097	-0.495	615	25.20	29.80			32.6%	-0.72	0.0098	-0.499
4.50	5.25	54	23	32.8%	0.24	0.0089	-0.455	620	29.00	33.80		1	32.9%	-0.76	0.0090	-0.459
3.10	4.45	75	46	32.5%	0.20	0.0080	-0.413	625	33.00	37.85	4		33.0%	-0.80	0.0081	-0.416
2.65	3.70	56	9	33.4%	0.17	0.0071	-0.371	630	37.15	42.15			33.2%	-0.84	0.0072	-0.373
1.56	3.20	12	6	33.0%	0.14	0.0062	-0.329	635	41.55	46.65	1	20	33.7%	-0.87	0.0064	-0.332
1.50	2.21	63	10	33.1%	0.12	0.0054	-0.290	640	46.05	51.15	1		34.0%	-0.89	0.0056	-0.294
1.12	1.90	4	14	33.7%	0.10	0.0046	-0.254	645	50.65	55.80			34.3%	-0.91	0.0049	-0.262
0.9700	1.49	29	14	34.2%	0.08	0.0040	-0.221	650	55.40	60.50	1		34.8%	-0.93	0.0043	-0.236
0.8200	1.21	85	5	34.9%	0.07	0.0034	-0.191	655	60.20	66.70			36.3%	-0.95	0.0038	-0.212

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 — Sep 14, 2026

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

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META option chain Meta Platforms, Inc.

Volatility smile — Sep 14, 2026

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