PANW option chain Palo Alto Networks, Inc.
Cboe delayed options data · as of 03:36 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 ±46.0% (178.25–482.40) · ATM IV 52.1% · P/C open interest 0.71
| 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 | |
| 173.00 | 180.00 | 247 | 53.1% | 0.93 | 0.0007 | -0.007 | 170 | 6.80 | 11.05 | 390 | 55.4% | -0.07 | 0.0007 | -0.029 | ||
| 169.00 | 177.00 | 1 | 98 | 53.7% | 0.92 | 0.0007 | -0.009 | 175 | 8.75 | 9.70 | 261 | 54.1% | -0.08 | 0.0007 | -0.031 | |
| 165.00 | 174.00 | 1 | 108 | 54.0% | 0.92 | 0.0008 | -0.011 | 180 | 8.60 | 10.70 | 455 | 53.0% | -0.09 | 0.0008 | -0.033 | |
| 161.00 | 168.00 | 3 | 165 | 51.7% | 0.91 | 0.0008 | -0.014 | 185 | 10.80 | 11.90 | 244 | 54.1% | -0.09 | 0.0008 | -0.035 | |
| 158.00 | 167.00 | 141 | 54.4% | 0.90 | 0.0008 | -0.016 | 190 | 9.15 | 14.75 | 2 | 235 | 53.3% | -0.10 | 0.0009 | -0.036 | |
| 154.00 | 161.45 | 199 | 52.5% | 0.90 | 0.0009 | -0.018 | 195 | 10.20 | 15.25 | 10 | 176 | 52.6% | -0.11 | 0.0009 | -0.038 | |
| 150.00 | 160.00 | 2 | 354 | 53.6% | 0.89 | 0.0010 | -0.021 | 200 | 11.70 | 16.55 | 4 | 473 | 52.9% | -0.11 | 0.0010 | -0.040 |
| 144.00 | 150.85 | 284 | 52.5% | 0.87 | 0.0010 | -0.025 | 210 | 15.05 | 20.25 | 296 | 53.9% | -0.13 | 0.0011 | -0.044 | ||
| 137.00 | 146.00 | 10 | 158 | 53.3% | 0.86 | 0.0011 | -0.030 | 220 | 18.00 | 21.60 | 2 | 490 | 52.8% | -0.15 | 0.0012 | -0.047 |
| 131.00 | 140.00 | 5 | 381 | 53.5% | 0.84 | 0.0012 | -0.034 | 230 | 21.05 | 26.20 | 1 | 279 | 53.5% | -0.17 | 0.0013 | -0.051 |
| 124.00 | 131.50 | 3 | 722 | 51.7% | 0.82 | 0.0013 | -0.038 | 240 | 23.75 | 27.40 | 6 | 890 | 51.9% | -0.18 | 0.0014 | -0.054 |
| 119.00 | 126.75 | 426 | 52.7% | 0.81 | 0.0014 | -0.042 | 250 | 25.85 | 32.00 | 27 | 444 | 51.5% | -0.20 | 0.0015 | -0.058 | |
| 113.00 | 122.00 | 4 | 184 | 52.8% | 0.79 | 0.0015 | -0.046 | 260 | 31.40 | 37.85 | 10 | 166 | 53.1% | -0.22 | 0.0016 | -0.060 |
| 108.00 | 116.00 | 3 | 97 | 52.7% | 0.77 | 0.0016 | -0.050 | 270 | 34.00 | 42.00 | 62 | 319 | 52.4% | -0.24 | 0.0017 | -0.063 |
| 102.00 | 108.95 | 240 | 51.5% | 0.75 | 0.0016 | -0.053 | 280 | 41.10 | 44.70 | 1 | 680 | 52.7% | -0.26 | 0.0017 | -0.066 | |
| 98.00 | 107.00 | 2 | 409 | 53.0% | 0.73 | 0.0017 | -0.056 | 290 | 43.50 | 51.05 | 197 | 52.4% | -0.28 | 0.0018 | -0.068 | |
| 95.80 | 102.00 | 168 | 3,364 | 53.8% | 0.71 | 0.0017 | -0.059 | 300 | 48.00 | 57.00 | 115 | 516 | 52.6% | -0.30 | 0.0019 | -0.070 |
| 88.00 | 95.55 | 131 | 126 | 51.8% | 0.69 | 0.0018 | -0.062 | 310 | 55.30 | 60.25 | 1 | 31 | 52.7% | -0.32 | 0.0020 | -0.072 |
| 84.70 | 93.00 | 10 | 308 | 52.8% | 0.67 | 0.0018 | -0.064 | 320 | 59.70 | 65.15 | 2 | 58 | 52.1% | -0.34 | 0.0020 | -0.074 |
| 80.00 | 87.95 | 49 | 83 | 52.1% | 0.66 | 0.0019 | -0.066 | 330 | 65.10 | 71.10 | 12 | 100 | 52.1% | -0.37 | 0.0021 | -0.075 |
| 76.00 | 83.75 | 12 | 77 | 52.0% | 0.64 | 0.0019 | -0.068 | 340 | 72.15 | 76.75 | 1 | 84 | 52.5% | -0.39 | 0.0021 | -0.077 |
| 72.00 | 80.05 | 43 | 124 | 51.9% | 0.62 | 0.0020 | -0.070 | 350 | 77.35 | 82.90 | 65 | 52.3% | -0.41 | 0.0022 | -0.078 | |
| 69.25 | 73.95 | 163 | 51.2% | 0.60 | 0.0020 | -0.071 | 360 | 84.15 | 89.10 | 20 | 52.5% | -0.43 | 0.0022 | -0.079 | ||
| 66.00 | 71.80 | 2 | 307 | 51.7% | 0.58 | 0.0020 | -0.072 | 370 | 90.95 | 95.65 | 47 | 52.7% | -0.45 | 0.0022 | -0.079 | |
| 62.60 | 67.70 | 174 | 51.3% | 0.56 | 0.0020 | -0.073 | 380 | 94.00 | 104.00 | 17 | 267 | 52.1% | -0.47 | 0.0023 | -0.080 | |
| 59.30 | 64.90 | 2 | 928 | 51.3% | 0.55 | 0.0020 | -0.074 | 390 | 101.00 | 109.35 | 28 | 51.7% | -0.49 | 0.0023 | -0.080 | |
| 56.00 | 64.20 | 176 | 308 | 51.9% | 0.53 | 0.0020 | -0.075 | 400 | 109.75 | 115.60 | 2 | 30 | 52.1% | -0.51 | 0.0023 | -0.080 |
| 54.00 | 61.30 | 1,438 | 1,723 | 52.1% | 0.51 | 0.0020 | -0.075 | 410 | 115.00 | 123.05 | 2 | 47 | 51.6% | -0.53 | 0.0024 | -0.080 |
| 51.00 | 57.70 | 2 | 386 | 51.7% | 0.50 | 0.0020 | -0.076 | 420 | 123.60 | 130.75 | 90 | 52.2% | -0.54 | 0.0024 | -0.080 | |
| 49.00 | 56.40 | 4 | 1,064 | 52.2% | 0.48 | 0.0020 | -0.076 | 430 | 132.55 | 137.15 | 52.4% | -0.56 | 0.0024 | -0.080 | ||
| 46.00 | 54.05 | 2 | 559 | 52.0% | 0.47 | 0.0020 | -0.076 | 440 | 138.50 | 144.65 | 6 | 51.9% | -0.58 | 0.0024 | -0.079 | |
| 44.00 | 50.45 | 14 | 37 | 51.7% | 0.45 | 0.0020 | -0.076 | 450 | 145.30 | 153.35 | 3 | 58 | 52.0% | -0.60 | 0.0024 | -0.079 |
| 42.00 | 48.35 | 50 | 191 | 51.8% | 0.44 | 0.0020 | -0.076 | 460 | 153.35 | 162.00 | 1 | 52.4% | -0.62 | 0.0024 | -0.078 | |
| 40.00 | 47.55 | 2 | 83 | 52.2% | 0.42 | 0.0020 | -0.075 | 470 | 163.15 | 167.55 | 121 | 52.3% | -0.63 | 0.0024 | -0.077 | |
| 39.40 | 43.50 | 295 | 52.0% | 0.41 | 0.0020 | -0.075 | 480 | 169.70 | 178.00 | 20 | 52.6% | -0.65 | 0.0024 | -0.076 | ||
| 36.00 | 44.55 | 10 | 92 | 52.4% | 0.40 | 0.0020 | -0.075 | 490 | 177.00 | 184.10 | 2 | 24 | 51.5% | -0.67 | 0.0024 | -0.075 |
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 — Dec 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