NET option chain Cloudflare, Inc.

Expiration 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 ±12.3% (247.75–317.00) · ATM IV 54.4% · P/C open interest 1.00

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
121.25	125.25		1	89.6%	0.99	0.0003	0.000	160	0	2.14		1	114.9%	-0.01	0.0003	-0.022
116.30	120.25		1	85.5%	0.99	0.0003	0.000	165	0	2.15			109.6%	-0.01	0.0003	-0.025
111.30	115.30			81.6%	0.99	0.0004	0.000	170	0	2.16			104.5%	-0.01	0.0004	-0.028
106.35	110.30		2	77.7%	0.99	0.0005	0.000	175	0	2.17			99.4%	-0.01	0.0005	-0.031
101.40	105.35			74.9%	0.99	0.0006	0.000	180	0	0.6000		1	76.1%	-0.01	0.0006	-0.034
96.45	100.40		1	72.0%	0.98	0.0007	0.000	185	0	0.8000			75.2%	-0.02	0.0007	-0.039
91.50	95.50		1	69.8%	0.98	0.0008	0.000	190	0	2.27		1	85.6%	-0.02	0.0008	-0.044
86.60	90.55		3	67.4%	0.98	0.0010	-0.004	195	0	1.39			73.6%	-0.02	0.0010	-0.050
81.70	85.70			65.9%	0.97	0.0012	-0.014	200	0.0100	2.42		1	77.4%	-0.03	0.0012	-0.057
76.85	80.80		1	63.9%	0.97	0.0014	-0.025	205	0	2.00		8	69.9%	-0.03	0.0014	-0.066
72.10	76.00			63.2%	0.96	0.0017	-0.038	210	0	2.68		2	69.8%	-0.04	0.0017	-0.076
67.35	71.20			61.8%	0.95	0.0021	-0.052	215	0.0100	2.88	1	9	66.5%	-0.05	0.0021	-0.088
62.55	66.50		5	60.2%	0.94	0.0025	-0.068	220	0.5600	1.84	1	56	59.4%	-0.06	0.0025	-0.101
58.00	61.80		3	59.4%	0.92	0.0030	-0.086	225	1.25	2.04	1	52	59.5%	-0.08	0.0030	-0.117
53.35	57.25		3	58.1%	0.91	0.0035	-0.105	230	1.30	3.75		269	61.9%	-0.09	0.0035	-0.133
49.10	52.70	1	9	57.6%	0.89	0.0041	-0.126	235	2.08	4.25		31	61.2%	-0.11	0.0041	-0.151
45.05	48.40			57.7%	0.86	0.0047	-0.147	240	2.70	4.95		70	60.1%	-0.14	0.0048	-0.170
40.90	44.25		2	57.1%	0.84	0.0054	-0.169	245	3.30	5.35		29	57.5%	-0.16	0.0054	-0.190
36.50	40.35		6	55.8%	0.81	0.0061	-0.191	250	4.45	5.30	1	72	54.9%	-0.19	0.0061	-0.209
33.25	36.50		6	56.5%	0.77	0.0068	-0.212	255	5.70	7.85		141	57.5%	-0.23	0.0068	-0.228
29.45	32.85		3	55.5%	0.74	0.0074	-0.232	260	7.15	7.95		90	54.5%	-0.27	0.0074	-0.246
26.00	29.30		3	54.8%	0.70	0.0080	-0.249	265	8.65	9.55	1	29	54.1%	-0.31	0.0080	-0.261
22.90	25.80		1	54.0%	0.65	0.0085	-0.264	270	10.45	11.45		22	53.9%	-0.35	0.0085	-0.273
20.15	23.15	127	4	54.5%	0.61	0.0088	-0.276	275	12.50	13.60	5	49	53.8%	-0.39	0.0089	-0.282
17.65	20.75	1	24	55.0%	0.56	0.0091	-0.283	280	14.85	16.00	2	16	53.8%	-0.44	0.0092	-0.288
15.25	17.65	164	28	53.8%	0.52	0.0092	-0.287	285	17.15	20.15		27	55.7%	-0.49	0.0093	-0.290
12.95	15.50	2	24	53.6%	0.47	0.0092	-0.287	290	20.30	21.45	47	14	53.8%	-0.53	0.0093	-0.287
10.95	13.35	1	16	53.2%	0.43	0.0091	-0.284	295	22.95	25.85		14	55.2%	-0.58	0.0092	-0.282
10.20	11.25	38	42	54.2%	0.39	0.0089	-0.277	300	26.05	29.05		10	54.9%	-0.62	0.0090	-0.273
8.65	9.65	20	25	54.0%	0.34	0.0085	-0.268	305	29.30	32.50		1	54.5%	-0.66	0.0087	-0.261
6.30	8.60	2	22	52.8%	0.31	0.0081	-0.256	310	33.00	36.15		13	54.6%	-0.70	0.0083	-0.247
5.55	7.50	228	55	53.7%	0.27	0.0076	-0.242	315	36.70	39.90		9	54.2%	-0.74	0.0078	-0.231
5.15	6.15	4	14	54.4%	0.24	0.0071	-0.227	320	40.50	43.90		13	53.9%	-0.77	0.0073	-0.214
3.80	5.90		74	54.8%	0.21	0.0066	-0.212	325	44.65	48.00		33	53.8%	-0.80	0.0068	-0.196
2.40	4.80	2	32	52.5%	0.18	0.0061	-0.196	330	48.70	52.70		3	54.4%	-0.82	0.0063	-0.178
2.12	4.20	2	28	53.6%	0.16	0.0055	-0.180	335	53.30	57.10			55.1%	-0.85	0.0057	-0.161
2.50	4.10		66	57.4%	0.14	0.0050	-0.165	340	57.80	61.55			55.3%	-0.87	0.0052	-0.143
1.86	3.85		9	58.0%	0.12	0.0046	-0.151	345	62.30	66.00		1	54.8%	-0.89	0.0047	-0.126
0.8900	3.10	1	382	55.3%	0.11	0.0041	-0.138	350	66.90	70.65		1	54.8%	-0.90	0.0043	-0.111
0.7300	2.89		27	56.5%	0.09	0.0037	-0.126	355	71.60	75.35		1	54.9%	-0.92	0.0038	-0.095
0.4800	2.80	1	55	57.7%	0.08	0.0033	-0.115	360	76.30	80.20			55.1%	-0.93	0.0034	-0.081
0.0400	2.76		6	58.1%	0.07	0.0030	-0.104	365	81.00	85.00			54.4%	-0.94	0.0031	-0.067
0.0100	2.38		3	58.5%	0.06	0.0026	-0.095	370	85.80	89.75			52.7%	-0.95	0.0029	-0.054
0.0500	1.09		2	52.9%	0.06	0.0024	-0.087	375	90.70	94.70		1	52.9%	-0.96	0.0028	-0.042
0	2.81		12	65.0%	0.05	0.0021	-0.080	380	95.60	99.55				-0.97	0.0026	-0.034
0.0200	2.01		63	65.1%	0.04	0.0017	-0.067	390	105.45	109.45				-0.98	0.0022	-0.033
0	2.50		6	71.9%	0.03	0.0014	-0.057	400	115.40	119.40				-0.99	0.0017	-0.045
0	0.9300		15	64.1%	0.03	0.0012	-0.048	410	125.40	129.40				-0.99	0.0010	-0.069

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 — Oct 02, 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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NET option chain Cloudflare, Inc.

Volatility smile — Oct 02, 2026

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