NOW option chain ServiceNow, Inc.
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 ±14.4% (124.17–165.82) · ATM IV 52.3% · P/C open interest 0.68
| 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 | |
| 70.70 | 71.50 | 57 | 88.0% | 1.00 | 0.0003 | 0.000 | 75 | 0.0200 | 0.0600 | 2 | 1,264 | 75.4% | -0.00 | 0.0003 | -0.005 | |
| 65.90 | 66.55 | 16 | 113 | 86.5% | 0.99 | 0.0004 | 0.000 | 80 | 0.0500 | 0.0800 | 54 | 3,441 | 72.5% | -0.01 | 0.0004 | -0.006 |
| 60.75 | 61.60 | 4 | 71 | 74.3% | 0.99 | 0.0006 | 0.000 | 85 | 0.0800 | 0.2000 | 4 | 2,952 | 72.6% | -0.01 | 0.0006 | -0.008 |
| 55.90 | 56.70 | 1 | 521 | 72.3% | 0.99 | 0.0009 | 0.000 | 90 | 0.1100 | 0.1400 | 85 | 2,562 | 64.7% | -0.01 | 0.0009 | -0.011 |
| 51.10 | 51.75 | 1 | 425 | 68.8% | 0.98 | 0.0013 | 0.000 | 95 | 0.1800 | 0.2000 | 14 | 3,209 | 61.9% | -0.02 | 0.0013 | -0.015 |
| 46.20 | 46.90 | 31 | 897 | 64.5% | 0.97 | 0.0020 | 0.000 | 100 | 0.2800 | 0.3400 | 62 | 2,309 | 60.0% | -0.03 | 0.0020 | -0.020 |
| 41.40 | 42.10 | 6 | 806 | 61.3% | 0.96 | 0.0029 | 0.000 | 105 | 0.4500 | 0.5200 | 43 | 1,693 | 58.1% | -0.04 | 0.0029 | -0.028 |
| 36.45 | 37.40 | 10 | 2,921 | 56.8% | 0.94 | 0.0041 | -0.012 | 110 | 0.7000 | 0.7500 | 104 | 2,672 | 55.9% | -0.06 | 0.0042 | -0.037 |
| 32.20 | 32.80 | 99 | 929 | 57.1% | 0.91 | 0.0057 | -0.027 | 115 | 1.09 | 1.17 | 129 | 3,351 | 54.5% | -0.09 | 0.0057 | -0.049 |
| 27.80 | 28.45 | 41 | 4,206 | 55.5% | 0.88 | 0.0075 | -0.044 | 120 | 1.68 | 1.78 | 542 | 5,142 | 53.5% | -0.12 | 0.0076 | -0.062 |
| 23.75 | 24.30 | 29 | 2,598 | 54.5% | 0.83 | 0.0095 | -0.061 | 125 | 2.60 | 2.65 | 246 | 1,463 | 53.0% | -0.17 | 0.0096 | -0.076 |
| 19.90 | 20.50 | 125 | 3,158 | 53.5% | 0.77 | 0.0115 | -0.078 | 130 | 3.70 | 3.90 | 420 | 2,821 | 52.4% | -0.23 | 0.0116 | -0.090 |
| 16.55 | 17.05 | 101 | 1,522 | 53.2% | 0.70 | 0.0132 | -0.093 | 135 | 5.15 | 5.50 | 234 | 2,777 | 51.9% | -0.30 | 0.0133 | -0.102 |
| 13.55 | 13.85 | 568 | 1,779 | 52.6% | 0.63 | 0.0144 | -0.105 | 140 | 7.15 | 7.45 | 229 | 1,022 | 51.8% | -0.37 | 0.0145 | -0.111 |
| 10.95 | 11.35 | 407 | 2,171 | 52.8% | 0.56 | 0.0151 | -0.112 | 145 | 9.50 | 9.85 | 49 | 438 | 51.8% | -0.45 | 0.0153 | -0.115 |
| 8.75 | 9.10 | 1,298 | 7,838 | 52.8% | 0.48 | 0.0152 | -0.115 | 150 | 12.20 | 12.65 | 45 | 99 | 51.7% | -0.52 | 0.0154 | -0.114 |
| 6.90 | 7.20 | 359 | 1,466 | 52.8% | 0.41 | 0.0148 | -0.114 | 155 | 15.25 | 15.75 | 10 | 93 | 51.4% | -0.59 | 0.0150 | -0.110 |
| 5.40 | 5.60 | 325 | 1,378 | 52.8% | 0.34 | 0.0140 | -0.109 | 160 | 18.70 | 19.30 | 398 | 51.5% | -0.66 | 0.0142 | -0.101 | |
| 4.20 | 4.50 | 214 | 755 | 53.3% | 0.29 | 0.0128 | -0.101 | 165 | 22.40 | 23.15 | 9 | 238 | 51.5% | -0.72 | 0.0131 | -0.091 |
| 3.25 | 3.55 | 468 | 2,302 | 53.8% | 0.23 | 0.0115 | -0.092 | 170 | 26.40 | 27.20 | 11 | 51.4% | -0.77 | 0.0119 | -0.079 | |
| 2.55 | 2.65 | 777 | 3,513 | 53.9% | 0.19 | 0.0101 | -0.083 | 175 | 30.65 | 31.50 | 59 | 51.6% | -0.82 | 0.0105 | -0.066 | |
| 1.98 | 2.14 | 270 | 923 | 54.7% | 0.16 | 0.0088 | -0.073 | 180 | 35.10 | 35.95 | 2 | 5 | 51.7% | -0.86 | 0.0092 | -0.053 |
| 1.54 | 1.68 | 37 | 714 | 55.3% | 0.13 | 0.0075 | -0.064 | 185 | 39.65 | 40.50 | 1 | 59 | 51.3% | -0.89 | 0.0080 | -0.041 |
| 1.19 | 1.31 | 3,411 | 15.5K | 55.7% | 0.10 | 0.0064 | -0.055 | 190 | 44.40 | 45.30 | 52.3% | -0.91 | 0.0068 | -0.029 | ||
| 0.9200 | 1.04 | 23 | 93 | 56.4% | 0.08 | 0.0054 | -0.048 | 195 | 49.15 | 50.05 | 3 | 6 | 51.5% | -0.93 | 0.0058 | -0.018 |
| 0.7100 | 0.8200 | 35 | 3,109 | 56.9% | 0.07 | 0.0045 | -0.041 | 200 | 54.00 | 54.85 | 1 | 1 | 48.5% | -0.95 | 0.0048 | -0.006 |
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.