PANW option chain Palo Alto Networks, Inc.
Cboe delayed options data · as of 06:36 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 ±12.7% (288.37–372.27) · ATM IV 46.0% · P/C open interest 0.84
| 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 | |
| 155.75 | 163.20 | 22 | 80.9% | 1.00 | 0.0001 | 0.000 | 170 | 0 | 0.2000 | 250 | 74.9% | -0.00 | 0.0001 | -0.008 | ||
| 150.80 | 157.50 | 2 | 9 | 1.00 | 0.0001 | 0.000 | 175 | 0 | 0.4000 | 49 | 77.9% | -0.00 | 0.0001 | -0.009 | ||
| 145.80 | 153.75 | 1 | 40 | 83.1% | 1.00 | 0.0001 | 0.000 | 180 | 0 | 1.13 | 93 | 86.3% | -0.00 | 0.0001 | -0.010 | |
| 140.65 | 148.30 | 61 | 66.8% | 1.00 | 0.0002 | 0.000 | 185 | 0 | 0.7400 | 84 | 164 | 77.7% | -0.00 | 0.0002 | -0.011 | |
| 135.80 | 143.50 | 54 | 70.9% | 0.99 | 0.0002 | 0.000 | 190 | 0 | 1.29 | 4 | 95 | 81.0% | -0.01 | 0.0002 | -0.012 | |
| 130.75 | 137.60 | 42 | 0.99 | 0.0002 | 0.000 | 195 | 0 | 0.9100 | 3 | 206 | 73.6% | -0.01 | 0.0002 | -0.013 | ||
| 125.75 | 130.45 | 2 | 96 | 0.99 | 0.0003 | 0.000 | 200 | 0.0500 | 0.8000 | 85 | 187 | 69.7% | -0.01 | 0.0003 | -0.014 | |
| 115.80 | 123.75 | 1 | 210 | 59.7% | 0.99 | 0.0004 | 0.000 | 210 | 0.0100 | 0.6600 | 1 | 104 | 61.4% | -0.01 | 0.0004 | -0.018 |
| 106.30 | 113.90 | 168 | 60.1% | 0.99 | 0.0005 | -0.004 | 220 | 0.1200 | 0.3500 | 8 | 337 | 53.1% | -0.01 | 0.0005 | -0.023 | |
| 96.15 | 104.00 | 8 | 1,446 | 52.9% | 0.98 | 0.0008 | -0.013 | 230 | 0.1000 | 0.6000 | 50 | 1,041 | 50.7% | -0.02 | 0.0008 | -0.030 |
| 86.65 | 94.10 | 282 | 51.1% | 0.97 | 0.0011 | -0.025 | 240 | 0.2300 | 0.7500 | 30 | 513 | 47.9% | -0.03 | 0.0011 | -0.040 | |
| 78.60 | 83.90 | 11 | 233 | 53.3% | 0.96 | 0.0016 | -0.041 | 250 | 0.5000 | 1.20 | 153 | 572 | 47.1% | -0.04 | 0.0016 | -0.055 |
| 67.75 | 73.65 | 10 | 88 | 42.2% | 0.94 | 0.0023 | -0.062 | 260 | 1.03 | 1.68 | 523 | 379 | 45.8% | -0.06 | 0.0023 | -0.075 |
| 58.50 | 65.00 | 14 | 255 | 43.6% | 0.91 | 0.0031 | -0.089 | 270 | 2.00 | 2.69 | 243 | 1,291 | 45.9% | -0.09 | 0.0032 | -0.100 |
| 50.90 | 56.50 | 179 | 372 | 46.1% | 0.87 | 0.0041 | -0.119 | 280 | 3.65 | 4.30 | 582 | 1,164 | 46.7% | -0.14 | 0.0041 | -0.129 |
| 43.40 | 48.90 | 215 | 402 | 47.4% | 0.81 | 0.0051 | -0.151 | 290 | 5.55 | 6.10 | 469 | 622 | 46.0% | -0.19 | 0.0052 | -0.159 |
| 36.75 | 40.25 | 90 | 359 | 46.2% | 0.75 | 0.0060 | -0.181 | 300 | 8.00 | 8.75 | 2,410 | 1,939 | 45.7% | -0.25 | 0.0061 | -0.188 |
| 30.15 | 33.40 | 64 | 179 | 45.8% | 0.68 | 0.0068 | -0.205 | 310 | 11.30 | 12.20 | 425 | 651 | 45.7% | -0.32 | 0.0069 | -0.211 |
| 24.70 | 27.25 | 158 | 227 | 45.9% | 0.61 | 0.0074 | -0.223 | 320 | 14.60 | 16.50 | 975 | 1,373 | 44.9% | -0.39 | 0.0074 | -0.227 |
| 20.20 | 22.00 | 504 | 354 | 46.2% | 0.53 | 0.0076 | -0.231 | 330 | 19.60 | 22.10 | 167 | 400 | 45.7% | -0.47 | 0.0077 | -0.235 |
| 15.80 | 16.50 | 282 | 288 | 44.8% | 0.46 | 0.0076 | -0.231 | 340 | 25.00 | 27.45 | 156 | 453 | 45.0% | -0.55 | 0.0078 | -0.234 |
| 11.90 | 14.00 | 327 | 776 | 45.7% | 0.39 | 0.0074 | -0.224 | 350 | 30.90 | 34.65 | 224 | 598 | 45.3% | -0.62 | 0.0075 | -0.225 |
| 9.05 | 10.25 | 313 | 584 | 44.8% | 0.32 | 0.0069 | -0.209 | 360 | 38.40 | 40.20 | 187 | 646 | 43.9% | -0.69 | 0.0070 | -0.210 |
| 7.30 | 8.00 | 321 | 816 | 45.8% | 0.26 | 0.0062 | -0.191 | 370 | 46.80 | 50.05 | 27 | 201 | 47.7% | -0.75 | 0.0064 | -0.191 |
| 5.55 | 6.00 | 379 | 366 | 45.8% | 0.21 | 0.0055 | -0.171 | 380 | 53.25 | 58.45 | 102 | 628 | 45.7% | -0.80 | 0.0058 | -0.170 |
| 4.30 | 4.70 | 192 | 638 | 46.5% | 0.17 | 0.0048 | -0.150 | 390 | 61.35 | 68.15 | 1 | 72 | 46.8% | -0.84 | 0.0050 | -0.148 |
| 3.25 | 3.60 | 1,053 | 878 | 46.9% | 0.14 | 0.0041 | -0.131 | 400 | 69.55 | 77.15 | 17 | 286 | 45.5% | -0.88 | 0.0043 | -0.127 |
| 2.25 | 3.55 | 207 | 430 | 48.6% | 0.11 | 0.0035 | -0.114 | 410 | 81.15 | 86.25 | 46 | 51.2% | -0.91 | 0.0037 | -0.108 | |
| 1.70 | 2.89 | 159 | 432 | 49.4% | 0.09 | 0.0029 | -0.098 | 420 | 88.60 | 95.00 | 10 | 42.6% | -0.93 | 0.0032 | -0.090 | |
| 1.50 | 2.11 | 167 | 1,496 | 50.0% | 0.07 | 0.0024 | -0.085 | 430 | 98.30 | 105.75 | 22 | 48.2% | -0.95 | 0.0027 | -0.074 | |
| 1.25 | 1.62 | 50 | 373 | 50.8% | 0.06 | 0.0020 | -0.074 | 440 | 108.05 | 115.50 | 23 | 48.7% | -0.96 | 0.0025 | -0.073 | |
| 0.9000 | 1.10 | 395 | 902 | 50.2% | 0.05 | 0.0017 | -0.065 | 450 | 117.90 | 125.35 | 23 | 48.5% | -0.97 | 0.0023 | -0.067 | |
| 0.0100 | 3.35 | 73 | 690 | 58.6% | 0.04 | 0.0015 | -0.057 | 460 | 127.30 | 135.85 | 49.2% | -0.98 | 0.0018 | -0.064 | ||
| 0.0100 | 1.44 | 223 | 144 | 52.8% | 0.03 | 0.0012 | -0.050 | 470 | 137.80 | 145.20 | -0.99 | 0.0013 | -0.068 | |||
| 0.0500 | 1.80 | 59 | 350 | 57.6% | 0.03 | 0.0011 | -0.044 | 480 | 147.80 | 155.20 | 1 | -1.00 | 0.0008 | -0.054 | ||
| 0.3000 | 2.43 | 13 | 241 | 64.3% | 0.02 | 0.0009 | -0.039 | 490 | 157.05 | 165.80 | 3 | -1.00 | 0.0004 | -0.054 | ||
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.
callsputs