PANW option chain Palo Alto Networks, Inc.
Cboe delayed options data · as of 15:42 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 ±30.4% (243.00–455.05) · ATM IV 54.7% · P/C open interest 1.77
| 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 | |
| 177.10 | 183.20 | 60.4% | 0.97 | 0.0005 | -0.006 | 175 | 1.60 | 2.89 | 62.4% | -0.03 | 0.0005 | -0.029 | ||||
| 172.50 | 178.60 | 60.0% | 0.97 | 0.0005 | -0.009 | 180 | 1.88 | 3.25 | 61.9% | -0.04 | 0.0005 | -0.032 | ||||
| 168.60 | 174.05 | 61.2% | 0.96 | 0.0006 | -0.013 | 185 | 2.40 | 3.70 | 62.1% | -0.04 | 0.0006 | -0.034 | ||||
| 163.40 | 169.10 | 2 | 58.2% | 0.96 | 0.0006 | -0.016 | 190 | 2.56 | 4.10 | 61.1% | -0.04 | 0.0006 | -0.038 | |||
| 159.65 | 165.00 | 60.2% | 0.95 | 0.0007 | -0.020 | 195 | 2.90 | 4.15 | 59.8% | -0.05 | 0.0007 | -0.041 | ||||
| 155.35 | 160.20 | 4 | 59.4% | 0.95 | 0.0008 | -0.024 | 200 | 3.65 | 4.30 | 4 | 6 | 59.4% | -0.06 | 0.0008 | -0.044 | |
| 145.85 | 152.40 | 58.9% | 0.93 | 0.0009 | -0.033 | 210 | 4.65 | 5.25 | 3 | 58.4% | -0.07 | 0.0009 | -0.052 | |||
| 137.45 | 143.45 | 57.8% | 0.92 | 0.0011 | -0.041 | 220 | 5.90 | 6.95 | 1 | 58.4% | -0.08 | 0.0011 | -0.059 | |||
| 129.70 | 135.60 | 58.5% | 0.90 | 0.0012 | -0.051 | 230 | 6.40 | 9.10 | 2 | 1 | 57.4% | -0.10 | 0.0012 | -0.068 | ||
| 122.25 | 126.05 | 56.9% | 0.88 | 0.0014 | -0.060 | 240 | 9.10 | 10.35 | 21 | 57.4% | -0.12 | 0.0014 | -0.076 | |||
| 113.90 | 118.95 | 56.5% | 0.86 | 0.0016 | -0.069 | 250 | 11.05 | 12.45 | 56.9% | -0.14 | 0.0016 | -0.084 | ||||
| 106.50 | 111.60 | 1 | 56.3% | 0.84 | 0.0018 | -0.079 | 260 | 13.50 | 14.60 | 2 | 249 | 56.5% | -0.16 | 0.0018 | -0.093 | |
| 99.30 | 104.15 | 55.8% | 0.82 | 0.0019 | -0.088 | 270 | 15.80 | 17.25 | 2 | 55.9% | -0.18 | 0.0020 | -0.101 | |||
| 92.45 | 97.60 | 1 | 55.7% | 0.79 | 0.0021 | -0.096 | 280 | 18.85 | 20.35 | 1 | 55.8% | -0.21 | 0.0021 | -0.108 | ||
| 86.95 | 90.40 | 55.7% | 0.77 | 0.0022 | -0.104 | 290 | 22.20 | 23.55 | 18 | 22 | 55.5% | -0.24 | 0.0023 | -0.116 | ||
| 79.85 | 85.05 | 2 | 3 | 55.5% | 0.74 | 0.0024 | -0.112 | 300 | 25.60 | 26.45 | 9 | 2 | 54.7% | -0.26 | 0.0024 | -0.122 |
| 74.00 | 79.15 | 55.3% | 0.71 | 0.0025 | -0.118 | 310 | 29.75 | 32.40 | 1 | 6 | 55.9% | -0.29 | 0.0026 | -0.128 | ||
| 69.50 | 73.25 | 55.5% | 0.69 | 0.0026 | -0.124 | 320 | 33.85 | 35.95 | 2 | 55.1% | -0.32 | 0.0027 | -0.133 | |||
| 63.35 | 68.50 | 1 | 55.1% | 0.66 | 0.0027 | -0.130 | 330 | 38.55 | 41.50 | 6 | 55.5% | -0.35 | 0.0028 | -0.137 | ||
| 58.95 | 63.25 | 17 | 55.0% | 0.63 | 0.0028 | -0.134 | 340 | 43.30 | 45.40 | 4 | 4 | 54.7% | -0.38 | 0.0029 | -0.141 | |
| 54.40 | 58.45 | 10 | 44 | 54.9% | 0.60 | 0.0029 | -0.137 | 350 | 48.50 | 50.70 | 1 | 54.6% | -0.41 | 0.0030 | -0.144 | |
| 50.65 | 54.20 | 1 | 2 | 55.1% | 0.57 | 0.0029 | -0.140 | 360 | 54.45 | 57.70 | 55.4% | -0.44 | 0.0031 | -0.145 | ||
| 46.50 | 50.45 | 3 | 55.1% | 0.54 | 0.0030 | -0.141 | 370 | 60.15 | 63.05 | 11 | 54.9% | -0.47 | 0.0031 | -0.147 | ||
| 42.25 | 46.75 | 6 | 54.8% | 0.51 | 0.0030 | -0.142 | 380 | 66.05 | 69.55 | 54.9% | -0.50 | 0.0032 | -0.147 | |||
| 38.85 | 44.85 | 55.5% | 0.49 | 0.0030 | -0.143 | 390 | 71.55 | 77.25 | 55.0% | -0.53 | 0.0032 | -0.147 | ||||
| 35.80 | 41.65 | 100 | 55.6% | 0.46 | 0.0030 | -0.142 | 400 | 79.10 | 84.25 | 2 | 55.5% | -0.56 | 0.0032 | -0.146 | ||
| 32.95 | 38.65 | 55.6% | 0.43 | 0.0030 | -0.141 | 410 | 85.65 | 91.40 | 55.4% | -0.58 | 0.0032 | -0.144 | ||||
| 30.20 | 33.15 | 2 | 54.2% | 0.41 | 0.0029 | -0.140 | 420 | 92.95 | 97.30 | 54.8% | -0.61 | 0.0031 | -0.142 | |||
| 27.75 | 33.40 | 55.7% | 0.39 | 0.0029 | -0.138 | 430 | 100.35 | 105.95 | 55.4% | -0.64 | 0.0031 | -0.140 | ||||
| 25.20 | 31.10 | 1 | 55.7% | 0.36 | 0.0028 | -0.136 | 440 | 108.00 | 111.95 | 54.5% | -0.66 | 0.0031 | -0.137 | |||
| 23.40 | 24.60 | 5 | 53.5% | 0.34 | 0.0028 | -0.133 | 450 | 115.65 | 121.40 | 55.3% | -0.68 | 0.0030 | -0.133 | |||
| 21.45 | 25.50 | 1 | 55.2% | 0.32 | 0.0027 | -0.130 | 460 | 123.60 | 128.55 | 54.8% | -0.71 | 0.0030 | -0.130 | |||
| 19.65 | 23.05 | 1 | 54.9% | 0.30 | 0.0026 | -0.127 | 470 | 131.90 | 136.05 | 54.5% | -0.73 | 0.0029 | -0.126 | |||
| 18.00 | 21.70 | 55.1% | 0.28 | 0.0025 | -0.123 | 480 | 140.30 | 145.50 | 55.2% | -0.75 | 0.0028 | -0.122 | ||||
| 16.50 | 19.15 | 54.6% | 0.27 | 0.0024 | -0.120 | 490 | 148.50 | 154.30 | 55.3% | -0.77 | 0.0028 | -0.118 | ||||
| 15.10 | 18.00 | 54.8% | 0.25 | 0.0024 | -0.116 | 500 | 157.15 | 161.80 | 54.5% | -0.79 | 0.0027 | -0.114 | ||||
| 13.75 | 18.80 | 56.3% | 0.23 | 0.0023 | -0.112 | 510 | 166.10 | 171.80 | 55.6% | -0.80 | 0.0026 | -0.110 | ||||
| 12.80 | 14.35 | 54.3% | 0.22 | 0.0022 | -0.109 | 520 | 175.00 | 179.80 | 55.0% | -0.82 | 0.0026 | -0.106 | ||||
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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs