NET option chain Cloudflare, Inc.
Cboe delayed options data · as of 09:36 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 ±28.4% (197.15–353.85) · ATM IV 58.8% · P/C open interest 0.70
| 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 | |
| 134.90 | 138.35 | 276 | 66.0% | 0.97 | 0.0006 | 0.000 | 140 | 0.9900 | 2.01 | 591 | 67.1% | -0.03 | 0.0006 | -0.027 | ||
| 130.20 | 133.60 | 26 | 64.6% | 0.97 | 0.0007 | 0.000 | 145 | 0.9000 | 2.70 | 110 | 66.5% | -0.04 | 0.0007 | -0.030 | ||
| 125.70 | 128.60 | 440 | 63.0% | 0.96 | 0.0008 | 0.000 | 150 | 1.57 | 2.62 | 986 | 64.6% | -0.04 | 0.0008 | -0.034 | ||
| 121.00 | 124.55 | 1 | 142 | 63.8% | 0.95 | 0.0009 | -0.004 | 155 | 1.90 | 2.99 | 790 | 64.8% | -0.05 | 0.0009 | -0.038 | |
| 116.65 | 119.85 | 290 | 63.1% | 0.95 | 0.0010 | -0.010 | 160 | 2.50 | 3.40 | 1 | 434 | 64.6% | -0.05 | 0.0010 | -0.042 | |
| 112.10 | 115.75 | 980 | 63.3% | 0.94 | 0.0012 | -0.016 | 165 | 2.65 | 3.95 | 229 | 63.4% | -0.06 | 0.0012 | -0.047 | ||
| 107.80 | 111.10 | 209 | 62.3% | 0.93 | 0.0013 | -0.022 | 170 | 3.60 | 4.50 | 1 | 121 | 63.8% | -0.07 | 0.0013 | -0.052 | |
| 103.40 | 106.75 | 564 | 61.7% | 0.92 | 0.0014 | -0.028 | 175 | 3.60 | 5.20 | 626 | 62.2% | -0.08 | 0.0015 | -0.057 | ||
| 99.30 | 102.85 | 126 | 62.2% | 0.91 | 0.0016 | -0.035 | 180 | 4.20 | 6.00 | 852 | 61.9% | -0.09 | 0.0016 | -0.062 | ||
| 95.65 | 98.20 | 104 | 61.8% | 0.90 | 0.0018 | -0.042 | 185 | 4.95 | 6.75 | 1 | 351 | 61.5% | -0.10 | 0.0018 | -0.067 | |
| 91.45 | 94.45 | 115 | 61.7% | 0.89 | 0.0019 | -0.048 | 190 | 6.65 | 7.50 | 2 | 372 | 62.3% | -0.12 | 0.0019 | -0.073 | |
| 87.00 | 90.60 | 111 | 60.9% | 0.87 | 0.0021 | -0.055 | 195 | 6.65 | 8.65 | 193 | 60.8% | -0.13 | 0.0021 | -0.078 | ||
| 83.80 | 86.60 | 1 | 498 | 61.3% | 0.86 | 0.0022 | -0.061 | 200 | 7.90 | 9.50 | 10 | 354 | 60.5% | -0.15 | 0.0023 | -0.084 |
| 76.30 | 79.05 | 408 | 60.6% | 0.83 | 0.0026 | -0.074 | 210 | 10.05 | 12.30 | 142 | 60.2% | -0.18 | 0.0026 | -0.094 | ||
| 69.25 | 71.60 | 151 | 59.7% | 0.79 | 0.0028 | -0.087 | 220 | 14.20 | 15.80 | 13 | 417 | 61.9% | -0.21 | 0.0029 | -0.104 | |
| 62.05 | 65.30 | 604 | 59.1% | 0.76 | 0.0031 | -0.098 | 230 | 17.45 | 18.35 | 115 | 60.7% | -0.25 | 0.0032 | -0.113 | ||
| 55.80 | 58.75 | 1,619 | 58.4% | 0.72 | 0.0034 | -0.108 | 240 | 21.15 | 22.15 | 328 | 60.4% | -0.28 | 0.0035 | -0.121 | ||
| 50.10 | 53.00 | 964 | 58.2% | 0.68 | 0.0036 | -0.117 | 250 | 24.50 | 27.00 | 136 | 760 | 59.9% | -0.32 | 0.0037 | -0.127 | |
| 45.20 | 47.85 | 7 | 575 | 58.4% | 0.64 | 0.0038 | -0.124 | 260 | 29.40 | 31.45 | 2 | 522 | 59.8% | -0.36 | 0.0039 | -0.132 |
| 39.95 | 43.05 | 3 | 728 | 57.9% | 0.60 | 0.0039 | -0.129 | 270 | 34.45 | 37.05 | 1 | 501 | 59.9% | -0.40 | 0.0040 | -0.135 |
| 35.75 | 38.65 | 56 | 432 | 58.0% | 0.56 | 0.0040 | -0.133 | 280 | 39.65 | 42.65 | 575 | 59.6% | -0.45 | 0.0041 | -0.137 | |
| 32.45 | 34.80 | 11 | 1,997 | 58.5% | 0.52 | 0.0041 | -0.135 | 290 | 45.65 | 48.45 | 2 | 538 | 59.5% | -0.49 | 0.0042 | -0.137 |
| 28.50 | 31.30 | 9 | 452 | 58.3% | 0.49 | 0.0041 | -0.136 | 300 | 51.75 | 54.80 | 626 | 59.2% | -0.53 | 0.0042 | -0.135 | |
| 24.85 | 27.00 | 3 | 971 | 57.2% | 0.45 | 0.0041 | -0.136 | 310 | 58.55 | 61.30 | 381 | 59.2% | -0.56 | 0.0042 | -0.133 | |
| 21.95 | 24.80 | 3 | 368 | 57.7% | 0.41 | 0.0040 | -0.134 | 320 | 65.65 | 68.20 | 52 | 59.1% | -0.60 | 0.0042 | -0.129 | |
| 19.45 | 21.85 | 84 | 705 | 57.6% | 0.38 | 0.0039 | -0.131 | 330 | 73.05 | 75.85 | 40 | 59.4% | -0.64 | 0.0041 | -0.124 | |
| 17.15 | 20.00 | 4 | 364 | 58.0% | 0.35 | 0.0038 | -0.128 | 340 | 80.20 | 83.40 | 33 | 58.9% | -0.67 | 0.0040 | -0.118 | |
| 15.45 | 17.95 | 1 | 400 | 58.4% | 0.32 | 0.0037 | -0.124 | 350 | 88.15 | 91.45 | 8 | 59.1% | -0.70 | 0.0039 | -0.112 | |
| 12.85 | 15.40 | 31 | 354 | 57.2% | 0.29 | 0.0035 | -0.119 | 360 | 96.30 | 99.60 | 1 | 59.2% | -0.73 | 0.0038 | -0.106 | |
| 12.10 | 14.85 | 1 | 184 | 59.1% | 0.27 | 0.0034 | -0.114 | 370 | 104.50 | 108.00 | 1 | 59.1% | -0.76 | 0.0037 | -0.099 | |
| 10.10 | 13.30 | 4 | 1,026 | 58.6% | 0.24 | 0.0032 | -0.109 | 380 | 113.40 | 116.55 | 2 | 59.5% | -0.78 | 0.0035 | -0.092 | |
| 9.60 | 10.90 | 5 | 61 | 58.4% | 0.22 | 0.0030 | -0.104 | 390 | 122.00 | 124.80 | 2 | 58.9% | -0.81 | 0.0034 | -0.085 | |
| 8.35 | 9.30 | 26 | 169 | 57.8% | 0.20 | 0.0029 | -0.099 | 400 | 130.95 | 133.85 | 1 | 59.2% | -0.83 | 0.0032 | -0.078 | |
| 7.45 | 9.30 | 3 | 165 | 59.2% | 0.19 | 0.0027 | -0.095 | 410 | 140.00 | 143.25 | 7 | 59.7% | -0.85 | 0.0031 | -0.071 | |
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs