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 ±30.4% (101.18–189.48) · ATM IV 56.4% · P/C open interest 1.02
| 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 | |
| 70.30 | 75.55 | 14 | 59.3% | 0.97 | 0.0012 | -0.001 | 75 | 0.7100 | 1.21 | 80 | 62.2% | -0.04 | 0.0012 | -0.014 | ||
| 65.75 | 70.95 | 1 | 58.6% | 0.95 | 0.0016 | -0.005 | 80 | 1.17 | 1.60 | 68 | 61.9% | -0.05 | 0.0016 | -0.017 | ||
| 61.30 | 66.25 | 25 | 57.0% | 0.94 | 0.0020 | -0.009 | 85 | 1.61 | 1.89 | 10 | 270 | 60.1% | -0.06 | 0.0020 | -0.021 | |
| 56.95 | 61.95 | 38 | 56.8% | 0.92 | 0.0024 | -0.014 | 90 | 2.18 | 2.64 | 463 | 59.9% | -0.08 | 0.0024 | -0.025 | ||
| 55.15 | 57.60 | 37 | 63.2% | 0.91 | 0.0029 | -0.019 | 95 | 2.90 | 3.15 | 7 | 2,086 | 58.6% | -0.10 | 0.0029 | -0.029 | |
| 51.40 | 52.65 | 348 | 60.6% | 0.88 | 0.0034 | -0.024 | 100 | 3.75 | 4.30 | 3 | 335 | 58.8% | -0.12 | 0.0034 | -0.033 | |
| 47.50 | 48.75 | 76 | 59.7% | 0.86 | 0.0039 | -0.029 | 105 | 4.80 | 5.25 | 434 | 58.1% | -0.14 | 0.0039 | -0.037 | ||
| 43.80 | 45.05 | 1 | 363 | 59.1% | 0.83 | 0.0044 | -0.034 | 110 | 5.95 | 6.50 | 6 | 601 | 57.6% | -0.17 | 0.0045 | -0.042 |
| 40.30 | 41.50 | 1 | 118 | 58.6% | 0.80 | 0.0049 | -0.039 | 115 | 7.30 | 7.90 | 5 | 207 | 57.2% | -0.20 | 0.0050 | -0.046 |
| 37.00 | 38.15 | 1 | 177 | 58.1% | 0.77 | 0.0053 | -0.044 | 120 | 8.90 | 9.55 | 13 | 69 | 57.0% | -0.23 | 0.0054 | -0.050 |
| 34.00 | 35.00 | 2 | 73 | 57.8% | 0.74 | 0.0058 | -0.048 | 125 | 10.65 | 11.25 | 11 | 58 | 56.5% | -0.26 | 0.0059 | -0.053 |
| 31.05 | 32.05 | 16 | 174 | 57.5% | 0.71 | 0.0061 | -0.052 | 130 | 12.65 | 13.40 | 3 | 137 | 56.5% | -0.30 | 0.0063 | -0.056 |
| 28.35 | 29.25 | 1 | 99 | 57.2% | 0.67 | 0.0064 | -0.055 | 135 | 14.80 | 15.50 | 163 | 56.0% | -0.33 | 0.0066 | -0.059 | |
| 25.90 | 26.70 | 11 | 2,253 | 57.1% | 0.64 | 0.0067 | -0.058 | 140 | 17.20 | 18.05 | 7 | 33 | 56.1% | -0.37 | 0.0069 | -0.061 |
| 23.60 | 24.30 | 23 | 165 | 56.9% | 0.60 | 0.0069 | -0.060 | 145 | 19.75 | 20.65 | 3 | 42 | 55.9% | -0.41 | 0.0071 | -0.062 |
| 21.45 | 22.15 | 41 | 329 | 56.8% | 0.57 | 0.0070 | -0.061 | 150 | 22.50 | 23.40 | 53 | 55.7% | -0.44 | 0.0073 | -0.063 | |
| 19.45 | 20.15 | 12 | 169 | 56.7% | 0.53 | 0.0071 | -0.062 | 155 | 25.45 | 26.40 | 18 | 55.6% | -0.48 | 0.0074 | -0.064 | |
| 17.65 | 18.30 | 13 | 203 | 56.6% | 0.50 | 0.0071 | -0.063 | 160 | 28.60 | 29.55 | 3 | 71 | 55.6% | -0.51 | 0.0075 | -0.064 |
| 16.00 | 16.65 | 16 | 139 | 56.6% | 0.47 | 0.0071 | -0.063 | 165 | 31.85 | 32.85 | 3 | 55.5% | -0.54 | 0.0075 | -0.063 | |
| 14.45 | 15.15 | 102 | 132 | 56.5% | 0.44 | 0.0070 | -0.062 | 170 | 35.30 | 36.35 | 2 | 9 | 55.5% | -0.58 | 0.0074 | -0.062 |
| 13.10 | 13.75 | 4 | 195 | 56.6% | 0.41 | 0.0070 | -0.062 | 175 | 38.90 | 39.95 | 55.5% | -0.61 | 0.0074 | -0.061 | ||
| 11.80 | 12.50 | 40 | 65 | 56.5% | 0.38 | 0.0068 | -0.061 | 180 | 42.60 | 43.85 | 1 | 55.6% | -0.64 | 0.0073 | -0.059 | |
| 10.65 | 11.40 | 19 | 95 | 56.6% | 0.36 | 0.0066 | -0.059 | 185 | 46.35 | 47.65 | 55.4% | -0.67 | 0.0071 | -0.058 | ||
| 9.65 | 10.35 | 17 | 147 | 56.6% | 0.33 | 0.0064 | -0.058 | 190 | 50.20 | 51.55 | 10 | 55.1% | -0.69 | 0.0070 | -0.056 | |
| 8.85 | 9.40 | 4 | 71 | 56.9% | 0.31 | 0.0062 | -0.056 | 195 | 54.25 | 55.65 | 55.1% | -0.72 | 0.0068 | -0.053 | ||
| 7.95 | 8.55 | 109 | 263 | 56.9% | 0.28 | 0.0060 | -0.054 | 200 | 58.40 | 59.85 | 55.0% | -0.74 | 0.0066 | -0.051 | ||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.