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 ±5.3% (566.49–629.49) · ATM IV 33.3% · P/C open interest 4.27

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
89.80	96.90				0.99	0.0008	-0.044	500	0.1000	0.4500	33		41.5%	-0.01	0.0008	-0.057
84.85	91.95				0.98	0.0009	-0.053	505	0.0100	0.4200		286	38.1%	-0.02	0.0009	-0.065
79.95	87.00				0.98	0.0011	-0.064	510	0.0100	0.5100		11	37.1%	-0.02	0.0011	-0.075
75.05	82.55	16		32.7%	0.97	0.0014	-0.078	515	0.0200	0.6500		161	36.4%	-0.03	0.0014	-0.089
70.15	77.55			31.8%	0.97	0.0016	-0.095	520	0.0100	0.7100		12	34.6%	-0.03	0.0017	-0.105
66.35	72.50			37.3%	0.96	0.0020	-0.115	525	0.4100	1.02		7	36.7%	-0.04	0.0020	-0.125
62.25	66.65			35.1%	0.95	0.0025	-0.139	530	0.7100	1.11	6	20	36.1%	-0.05	0.0025	-0.148
57.50	61.90			34.6%	0.94	0.0030	-0.168	535	0.8300	1.37	8	1	35.2%	-0.06	0.0030	-0.176
52.85	57.25			34.4%	0.92	0.0036	-0.201	540	1.09	1.96	17	10	35.3%	-0.08	0.0036	-0.208
48.30	52.70			34.2%	0.90	0.0043	-0.238	545	1.62	2.45	10	1	35.3%	-0.10	0.0043	-0.245
43.85	48.25			34.0%	0.88	0.0050	-0.278	550	1.41	2.90	4	19	33.1%	-0.12	0.0051	-0.285
39.55	43.95	15		33.8%	0.85	0.0058	-0.321	555	2.28	4.05	19	31	34.2%	-0.15	0.0059	-0.328
35.45	39.75	3	21	33.6%	0.82	0.0067	-0.366	560	3.70	4.80	76	21	34.7%	-0.18	0.0067	-0.372
31.55	34.55	2	24	31.7%	0.78	0.0075	-0.409	565	4.25	6.35	11	1	34.6%	-0.22	0.0075	-0.415
27.85	31.35	3	1	32.6%	0.74	0.0082	-0.450	570	5.75	6.90	28	4	33.8%	-0.26	0.0083	-0.456
24.45	27.40	4	5	32.2%	0.70	0.0089	-0.487	575	7.15	8.30	31	2	33.5%	-0.30	0.0089	-0.492
21.45	24.30	13	4	32.8%	0.65	0.0094	-0.518	580	8.20	10.65	14	4	33.4%	-0.35	0.0095	-0.523
19.05	21.70	11		33.9%	0.60	0.0099	-0.541	585	10.80	13.00	8		34.5%	-0.40	0.0099	-0.546
16.00	18.80	125	5	33.4%	0.55	0.0101	-0.555	590	13.20	14.20	700		33.7%	-0.45	0.0102	-0.560
14.00	16.00	167	1	33.6%	0.50	0.0102	-0.561	595	15.15	16.70	18	20	32.9%	-0.50	0.0103	-0.565
11.15	13.30	124	25	32.5%	0.45	0.0101	-0.557	600	17.95	20.60	18	21	34.1%	-0.55	0.0102	-0.561
9.20	11.60	13	21	32.8%	0.40	0.0099	-0.544	605	20.65	23.85	4		34.1%	-0.60	0.0100	-0.549
7.60	9.80	36	9	32.9%	0.35	0.0095	-0.524	610	24.75	27.25			35.2%	-0.65	0.0096	-0.528
6.05	8.40	1	9	33.0%	0.31	0.0090	-0.497	615	27.05	31.00	2		34.2%	-0.69	0.0091	-0.501
4.80	7.25	29	18	33.3%	0.27	0.0084	-0.466	620	31.10	34.90	2		35.0%	-0.74	0.0085	-0.470
3.75	5.60	6	1	32.7%	0.23	0.0077	-0.431	625	34.55	38.50	2		34.1%	-0.77	0.0078	-0.434
3.60	4.95	16	3	34.3%	0.20	0.0070	-0.395	630	38.45	43.05			34.7%	-0.81	0.0071	-0.397
2.62	4.15	1	1	34.1%	0.17	0.0063	-0.358	635	42.60	47.40			34.9%	-0.84	0.0064	-0.360
2.30	3.40	50		34.7%	0.14	0.0056	-0.322	640	46.95	51.85			35.2%	-0.86	0.0058	-0.324
1.71	2.78	38		34.6%	0.12	0.0050	-0.288	645	51.40	56.35			35.4%	-0.89	0.0051	-0.289

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 16, 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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META option chain Meta Platforms, Inc.

Volatility smile — Sep 16, 2026

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