PANW option chain Palo Alto Networks, Inc.
Cboe delayed options data · as of 18:36 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 ±41.4% (193.22–466.07) · ATM IV 51.8% · P/C open interest 0.52
| 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 | |
| 175.00 | 181.00 | 55.3% | 0.95 | 0.0006 | -0.005 | 165 | 4.55 | 5.90 | 54.3% | -0.05 | 0.0006 | -0.026 | ||||
| 170.55 | 177.00 | 54.8% | 0.94 | 0.0006 | -0.008 | 170 | 5.25 | 6.65 | 3 | 54.3% | -0.06 | 0.0007 | -0.028 | |||
| 166.00 | 173.00 | 54.1% | 0.94 | 0.0007 | -0.010 | 175 | 6.25 | 7.50 | 54.6% | -0.07 | 0.0007 | -0.030 | ||||
| 162.00 | 169.00 | 54.0% | 0.93 | 0.0008 | -0.013 | 180 | 6.70 | 7.95 | 3 | 53.7% | -0.07 | 0.0008 | -0.033 | |||
| 158.75 | 165.00 | 54.5% | 0.92 | 0.0008 | -0.016 | 185 | 7.45 | 9.05 | 2 | 53.8% | -0.08 | 0.0008 | -0.035 | |||
| 155.00 | 161.00 | 54.3% | 0.92 | 0.0009 | -0.018 | 190 | 8.95 | 10.00 | 14 | 54.3% | -0.09 | 0.0009 | -0.037 | |||
| 151.00 | 157.00 | 2 | 53.8% | 0.91 | 0.0009 | -0.021 | 195 | 8.35 | 11.05 | 225 | 7 | 52.8% | -0.10 | 0.0010 | -0.039 | |
| 147.00 | 152.15 | 9 | 52.6% | 0.90 | 0.0010 | -0.024 | 200 | 11.00 | 11.75 | 5 | 70 | 53.8% | -0.10 | 0.0010 | -0.042 | |
| 140.00 | 144.60 | 135 | 52.5% | 0.88 | 0.0011 | -0.029 | 210 | 12.45 | 13.85 | 11 | 234 | 52.8% | -0.12 | 0.0011 | -0.046 | |
| 133.05 | 136.90 | 5 | 52.0% | 0.87 | 0.0012 | -0.035 | 220 | 15.05 | 17.35 | 47 | 53.4% | -0.14 | 0.0013 | -0.051 | ||
| 126.00 | 130.25 | 5 | 51.9% | 0.85 | 0.0013 | -0.040 | 230 | 17.60 | 19.35 | 4 | 52.6% | -0.16 | 0.0014 | -0.055 | ||
| 119.85 | 124.15 | 5 | 1,102 | 52.3% | 0.83 | 0.0014 | -0.045 | 240 | 21.50 | 22.35 | 2 | 32 | 52.8% | -0.18 | 0.0015 | -0.059 |
| 113.00 | 118.10 | 2 | 52.0% | 0.81 | 0.0015 | -0.050 | 250 | 24.20 | 25.90 | 42 | 52.5% | -0.20 | 0.0016 | -0.063 | ||
| 107.00 | 111.00 | 3 | 51.4% | 0.79 | 0.0016 | -0.054 | 260 | 27.45 | 30.70 | 65 | 52.8% | -0.22 | 0.0017 | -0.067 | ||
| 102.25 | 106.15 | 52.2% | 0.77 | 0.0017 | -0.059 | 270 | 30.90 | 34.55 | 4 | 27 | 52.4% | -0.24 | 0.0018 | -0.071 | ||
| 96.65 | 100.40 | 5 | 52.0% | 0.75 | 0.0018 | -0.063 | 280 | 35.40 | 39.30 | 14 | 52.7% | -0.26 | 0.0019 | -0.074 | ||
| 91.25 | 97.55 | 2 | 52.9% | 0.73 | 0.0019 | -0.066 | 290 | 40.05 | 44.05 | 141 | 52.8% | -0.28 | 0.0020 | -0.077 | ||
| 86.25 | 91.15 | 1,005 | 52.2% | 0.70 | 0.0020 | -0.070 | 300 | 43.75 | 48.50 | 142 | 52.2% | -0.31 | 0.0021 | -0.080 | ||
| 81.45 | 87.55 | 1 | 5 | 52.6% | 0.68 | 0.0020 | -0.073 | 310 | 49.85 | 51.55 | 2 | 162 | 51.8% | -0.33 | 0.0022 | -0.082 |
| 77.70 | 82.05 | 7 | 60 | 52.4% | 0.66 | 0.0021 | -0.075 | 320 | 55.05 | 57.90 | 41 | 52.2% | -0.35 | 0.0022 | -0.084 | |
| 72.00 | 77.80 | 18 | 51.8% | 0.64 | 0.0021 | -0.078 | 330 | 59.55 | 63.50 | 1 | 89 | 51.8% | -0.38 | 0.0023 | -0.086 | |
| 70.00 | 73.95 | 24 | 52.6% | 0.62 | 0.0022 | -0.080 | 340 | 66.05 | 68.55 | 1 | 22 | 51.8% | -0.40 | 0.0024 | -0.087 | |
| 65.25 | 70.50 | 29 | 52.4% | 0.60 | 0.0022 | -0.081 | 350 | 72.25 | 74.30 | 1 | 100 | 51.8% | -0.42 | 0.0024 | -0.088 | |
| 62.15 | 66.10 | 1 | 25 | 52.2% | 0.58 | 0.0022 | -0.083 | 360 | 78.45 | 80.80 | 1 | 51.9% | -0.45 | 0.0024 | -0.089 | |
| 58.25 | 62.90 | 2 | 8 | 52.1% | 0.56 | 0.0023 | -0.084 | 370 | 83.75 | 90.00 | 9 | 52.6% | -0.47 | 0.0025 | -0.090 | |
| 53.75 | 58.80 | 2 | 12 | 51.3% | 0.54 | 0.0023 | -0.085 | 380 | 91.70 | 96.85 | 6 | 53.2% | -0.49 | 0.0025 | -0.090 | |
| 52.00 | 56.45 | 2 | 4 | 52.1% | 0.52 | 0.0023 | -0.086 | 390 | 96.50 | 101.65 | 2 | 51.7% | -0.51 | 0.0025 | -0.090 | |
| 49.25 | 53.50 | 2 | 20 | 52.1% | 0.50 | 0.0023 | -0.086 | 400 | 104.55 | 108.60 | 1 | 52.1% | -0.53 | 0.0026 | -0.090 | |
| 45.15 | 50.65 | 51 | 51.5% | 0.48 | 0.0023 | -0.086 | 410 | 111.50 | 115.80 | 2 | 52.0% | -0.55 | 0.0026 | -0.090 | ||
| 42.60 | 47.55 | 11 | 51.4% | 0.46 | 0.0023 | -0.086 | 420 | 118.50 | 123.75 | 52.2% | -0.57 | 0.0026 | -0.090 | |||
| 40.20 | 45.55 | 7 | 51.5% | 0.44 | 0.0023 | -0.086 | 430 | 124.50 | 132.00 | 9 | 51.9% | -0.59 | 0.0026 | -0.089 | ||
| 37.90 | 44.00 | 2 | 23 | 51.8% | 0.43 | 0.0022 | -0.086 | 440 | 133.90 | 140.00 | 52.8% | -0.61 | 0.0026 | -0.088 | ||
| 35.80 | 40.35 | 45 | 51.3% | 0.41 | 0.0022 | -0.085 | 450 | 140.35 | 145.65 | 5 | 51.4% | -0.63 | 0.0026 | -0.087 | ||
| 34.85 | 39.00 | 25 | 52.0% | 0.40 | 0.0022 | -0.084 | 460 | 149.60 | 154.95 | 52.5% | -0.65 | 0.0026 | -0.086 | |||
| 32.95 | 36.00 | 4 | 51.6% | 0.38 | 0.0022 | -0.084 | 470 | 157.00 | 163.00 | 1 | 52.3% | -0.67 | 0.0026 | -0.085 | ||
| 31.15 | 35.20 | 5 | 52.1% | 0.37 | 0.0021 | -0.083 | 480 | 166.70 | 170.95 | 52.9% | -0.69 | 0.0026 | -0.084 | |||
| 28.40 | 34.40 | 37 | 52.1% | 0.35 | 0.0021 | -0.082 | 490 | 172.85 | 180.00 | 2 | 52.3% | -0.70 | 0.0026 | -0.083 | ||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs