NET option chain Cloudflare, Inc.
Cboe delayed options data · as of 21:59 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 ±46.6% (156.93–431.13) · ATM IV 63.3% · P/C open interest 0.89
| 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 | |
| 156.00 | 159.45 | 2 | 67.7% | 0.92 | 0.0008 | -0.023 | 150 | 8.25 | 9.70 | 64 | 68.1% | -0.08 | 0.0008 | -0.041 | ||
| 152.00 | 155.75 | 1 | 67.4% | 0.92 | 0.0008 | -0.026 | 155 | 9.15 | 10.80 | 98 | 67.8% | -0.09 | 0.0008 | -0.044 | ||
| 148.00 | 152.00 | 8 | 66.8% | 0.91 | 0.0009 | -0.029 | 160 | 10.00 | 12.05 | 128 | 67.6% | -0.09 | 0.0009 | -0.046 | ||
| 144.50 | 148.10 | 2 | 9 | 66.6% | 0.90 | 0.0009 | -0.032 | 165 | 10.70 | 13.30 | 26 | 67.1% | -0.10 | 0.0010 | -0.049 | |
| 141.00 | 144.55 | 3 | 66.6% | 0.89 | 0.0010 | -0.035 | 170 | 11.25 | 13.95 | 15 | 65.7% | -0.11 | 0.0010 | -0.051 | ||
| 137.05 | 140.75 | 6 | 65.8% | 0.89 | 0.0010 | -0.038 | 175 | 12.50 | 15.10 | 14 | 65.5% | -0.12 | 0.0011 | -0.054 | ||
| 133.70 | 137.35 | 4 | 65.8% | 0.88 | 0.0011 | -0.041 | 180 | 14.25 | 17.20 | 9 | 20 | 66.4% | -0.13 | 0.0011 | -0.057 | |
| 130.25 | 134.20 | 6 | 65.8% | 0.87 | 0.0012 | -0.044 | 185 | 15.65 | 18.30 | 11 | 41 | 66.0% | -0.14 | 0.0012 | -0.059 | |
| 127.00 | 131.00 | 3 | 65.9% | 0.86 | 0.0012 | -0.047 | 190 | 17.40 | 19.75 | 1 | 18 | 66.0% | -0.14 | 0.0013 | -0.062 | |
| 123.60 | 127.35 | 4 | 65.3% | 0.85 | 0.0013 | -0.050 | 195 | 18.00 | 21.45 | 20 | 65.2% | -0.15 | 0.0013 | -0.064 | ||
| 120.50 | 124.10 | 17 | 65.2% | 0.84 | 0.0013 | -0.053 | 200 | 19.50 | 22.85 | 2 | 324 | 64.9% | -0.16 | 0.0014 | -0.067 | |
| 114.05 | 118.20 | 8 | 65.0% | 0.82 | 0.0014 | -0.058 | 210 | 23.00 | 26.40 | 68 | 64.8% | -0.18 | 0.0015 | -0.071 | ||
| 108.00 | 111.75 | 2 | 11 | 64.4% | 0.80 | 0.0016 | -0.063 | 220 | 27.15 | 30.00 | 43 | 64.8% | -0.20 | 0.0016 | -0.076 | |
| 102.50 | 106.15 | 38 | 64.3% | 0.78 | 0.0016 | -0.068 | 230 | 30.95 | 33.80 | 41 | 64.3% | -0.23 | 0.0017 | -0.080 | ||
| 97.05 | 100.65 | 14 | 64.1% | 0.76 | 0.0017 | -0.073 | 240 | 34.95 | 38.40 | 1 | 106 | 64.2% | -0.25 | 0.0018 | -0.084 | |
| 91.85 | 95.45 | 42 | 63.8% | 0.74 | 0.0018 | -0.077 | 250 | 39.95 | 42.90 | 42 | 64.3% | -0.27 | 0.0019 | -0.087 | ||
| 86.95 | 90.50 | 22 | 63.7% | 0.72 | 0.0019 | -0.081 | 260 | 44.15 | 47.75 | 27 | 63.8% | -0.29 | 0.0020 | -0.090 | ||
| 82.20 | 85.50 | 2 | 36 | 63.3% | 0.70 | 0.0020 | -0.084 | 270 | 49.20 | 52.70 | 11 | 63.6% | -0.32 | 0.0021 | -0.093 | |
| 77.75 | 80.80 | 2 | 16 | 63.0% | 0.68 | 0.0020 | -0.087 | 280 | 54.50 | 57.85 | 25 | 63.4% | -0.34 | 0.0022 | -0.096 | |
| 73.50 | 76.80 | 43 | 63.0% | 0.65 | 0.0021 | -0.090 | 290 | 59.95 | 63.95 | 63 | 63.5% | -0.36 | 0.0022 | -0.098 | ||
| 69.60 | 72.95 | 334 | 63.0% | 0.63 | 0.0021 | -0.092 | 300 | 65.65 | 69.55 | 55 | 63.3% | -0.38 | 0.0023 | -0.099 | ||
| 65.90 | 69.10 | 57 | 62.9% | 0.61 | 0.0022 | -0.094 | 310 | 71.65 | 75.45 | 25 | 63.2% | -0.41 | 0.0023 | -0.101 | ||
| 62.00 | 65.40 | 88 | 62.6% | 0.59 | 0.0022 | -0.096 | 320 | 77.80 | 81.55 | 12 | 63.0% | -0.43 | 0.0024 | -0.102 | ||
| 59.00 | 62.35 | 546 | 62.8% | 0.57 | 0.0022 | -0.097 | 330 | 84.15 | 88.05 | 16 | 62.9% | -0.45 | 0.0024 | -0.103 | ||
| 55.30 | 58.75 | 48 | 62.4% | 0.55 | 0.0023 | -0.098 | 340 | 90.75 | 94.60 | 9 | 62.8% | -0.47 | 0.0025 | -0.103 | ||
| 52.70 | 55.95 | 190 | 62.6% | 0.53 | 0.0023 | -0.099 | 350 | 97.50 | 101.35 | 27 | 62.7% | -0.49 | 0.0025 | -0.103 | ||
| 49.90 | 52.75 | 32 | 62.4% | 0.51 | 0.0023 | -0.099 | 360 | 104.50 | 108.30 | 24 | 62.7% | -0.51 | 0.0025 | -0.103 | ||
| 47.10 | 50.05 | 92 | 62.3% | 0.50 | 0.0023 | -0.099 | 370 | 111.60 | 115.40 | 79 | 62.6% | -0.53 | 0.0025 | -0.103 | ||
| 44.00 | 47.45 | 26 | 62.0% | 0.48 | 0.0023 | -0.099 | 380 | 119.00 | 122.45 | 8 | 62.4% | -0.55 | 0.0026 | -0.103 | ||
| 42.05 | 45.00 | 28 | 62.1% | 0.46 | 0.0023 | -0.099 | 390 | 126.50 | 130.15 | 41 | 62.5% | -0.57 | 0.0026 | -0.102 | ||
| 39.85 | 43.00 | 112 | 62.3% | 0.44 | 0.0023 | -0.099 | 400 | 134.00 | 137.75 | 18 | 62.4% | -0.59 | 0.0026 | -0.101 | ||
| 37.20 | 40.55 | 116 | 61.9% | 0.43 | 0.0022 | -0.098 | 410 | 141.60 | 145.50 | 28 | 62.3% | -0.61 | 0.0026 | -0.100 | ||
| 35.05 | 38.50 | 93 | 61.8% | 0.41 | 0.0022 | -0.097 | 420 | 149.80 | 153.15 | 83 | 62.3% | -0.63 | 0.0026 | -0.099 | ||
| 33.50 | 36.50 | 200 | 61.9% | 0.39 | 0.0022 | -0.096 | 430 | 157.60 | 161.35 | 95 | 62.2% | -0.65 | 0.0026 | -0.098 | ||
| 31.90 | 34.75 | 187 | 62.0% | 0.38 | 0.0022 | -0.095 | 440 | 165.75 | 169.35 | 177 | 62.1% | -0.66 | 0.0026 | -0.096 | ||
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 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs