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 ±32.6% (97.22–191.37) · ATM IV 53.8% · P/C open interest 0.80
| 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 | |
| 69.25 | 73.90 | 44.8% | 0.96 | 0.0014 | -0.006 | 75 | 1.14 | 1.74 | 20 | 60.3% | -0.04 | 0.0014 | -0.014 | |||
| 64.85 | 69.40 | 47.7% | 0.94 | 0.0017 | -0.009 | 80 | 1.61 | 2.26 | 13 | 59.5% | -0.06 | 0.0017 | -0.017 | |||
| 60.60 | 65.10 | 49.6% | 0.93 | 0.0021 | -0.013 | 85 | 2.21 | 2.86 | 1 | 14 | 58.8% | -0.07 | 0.0021 | -0.020 | ||
| 56.50 | 60.90 | 1 | 50.6% | 0.91 | 0.0025 | -0.017 | 90 | 2.82 | 3.65 | 215 | 58.0% | -0.09 | 0.0026 | -0.023 | ||
| 54.20 | 56.40 | 1 | 54.5% | 0.89 | 0.0029 | -0.021 | 95 | 3.75 | 4.15 | 3 | 92 | 56.7% | -0.11 | 0.0030 | -0.027 | |
| 50.40 | 52.45 | 44 | 54.2% | 0.87 | 0.0034 | -0.025 | 100 | 4.65 | 5.60 | 51 | 56.9% | -0.13 | 0.0035 | -0.030 | ||
| 46.70 | 48.90 | 1 | 54.4% | 0.85 | 0.0038 | -0.028 | 105 | 5.80 | 6.40 | 1 | 67 | 55.6% | -0.15 | 0.0039 | -0.034 | |
| 43.25 | 45.15 | 2 | 53.9% | 0.82 | 0.0043 | -0.032 | 110 | 7.20 | 7.65 | 1 | 73 | 55.2% | -0.18 | 0.0044 | -0.037 | |
| 39.95 | 41.75 | 20 | 93 | 53.7% | 0.79 | 0.0047 | -0.036 | 115 | 8.70 | 9.35 | 23 | 55.1% | -0.21 | 0.0048 | -0.040 | |
| 36.85 | 38.60 | 1 | 7 | 53.7% | 0.76 | 0.0051 | -0.039 | 120 | 10.45 | 11.20 | 18 | 55.1% | -0.24 | 0.0053 | -0.043 | |
| 33.90 | 35.60 | 28 | 53.5% | 0.73 | 0.0055 | -0.042 | 125 | 12.25 | 13.10 | 25 | 54.7% | -0.27 | 0.0057 | -0.046 | ||
| 31.15 | 32.80 | 24 | 53.5% | 0.70 | 0.0058 | -0.045 | 130 | 14.30 | 15.25 | 9 | 54.4% | -0.31 | 0.0060 | -0.049 | ||
| 28.65 | 30.10 | 24 | 53.4% | 0.67 | 0.0061 | -0.047 | 135 | 16.65 | 17.65 | 22 | 54.5% | -0.34 | 0.0063 | -0.051 | ||
| 26.25 | 27.75 | 3 | 131 | 53.4% | 0.64 | 0.0063 | -0.049 | 140 | 19.30 | 19.95 | 13 | 37 | 54.3% | -0.37 | 0.0066 | -0.052 |
| 24.05 | 25.45 | 2 | 68 | 53.4% | 0.60 | 0.0065 | -0.051 | 145 | 21.80 | 22.85 | 24 | 17 | 54.3% | -0.41 | 0.0068 | -0.054 |
| 22.30 | 23.20 | 175 | 53.5% | 0.57 | 0.0066 | -0.052 | 150 | 24.40 | 25.45 | 126 | 53.7% | -0.44 | 0.0069 | -0.054 | ||
| 20.10 | 21.25 | 136 | 53.2% | 0.54 | 0.0067 | -0.053 | 155 | 27.45 | 28.60 | 51 | 53.8% | -0.47 | 0.0071 | -0.055 | ||
| 18.30 | 19.50 | 37 | 53.1% | 0.51 | 0.0067 | -0.053 | 160 | 30.55 | 31.50 | 3 | 53.4% | -0.51 | 0.0071 | -0.055 | ||
| 16.80 | 17.85 | 1 | 33 | 53.2% | 0.48 | 0.0067 | -0.053 | 165 | 33.80 | 35.80 | 7 | 54.4% | -0.54 | 0.0072 | -0.055 | |
| 15.55 | 16.35 | 5 | 64 | 53.5% | 0.45 | 0.0067 | -0.053 | 170 | 37.25 | 39.30 | 6 | 54.5% | -0.57 | 0.0072 | -0.055 | |
| 14.15 | 14.90 | 24 | 53.4% | 0.42 | 0.0066 | -0.052 | 175 | 40.80 | 42.95 | 54.5% | -0.60 | 0.0072 | -0.054 | |||
| 12.90 | 13.60 | 2 | 53.4% | 0.40 | 0.0065 | -0.052 | 180 | 44.45 | 46.80 | 54.6% | -0.63 | 0.0071 | -0.053 | |||
| 11.30 | 12.40 | 21 | 52.8% | 0.37 | 0.0064 | -0.051 | 185 | 48.25 | 50.70 | 54.7% | -0.66 | 0.0070 | -0.052 | |||
| 10.30 | 11.35 | 11 | 52.9% | 0.35 | 0.0062 | -0.050 | 190 | 52.20 | 54.80 | 55.0% | -0.68 | 0.0069 | -0.051 | |||
| 9.30 | 10.40 | 26 | 52.9% | 0.32 | 0.0060 | -0.048 | 195 | 56.20 | 58.95 | 55.1% | -0.71 | 0.0068 | -0.049 | |||
| 8.45 | 9.60 | 5 | 226 | 53.0% | 0.30 | 0.0059 | -0.047 | 200 | 60.65 | 63.20 | 10 | 55.8% | -0.73 | 0.0066 | -0.048 | |
| 7.55 | 7.90 | 8 | 53.7% | 0.26 | 0.0055 | -0.044 | 210 | 69.10 | 71.90 | 56.2% | -0.78 | 0.0064 | -0.045 | |||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.