PINS option chain Pinterest, Inc.
Cboe delayed options data · as of 09:41 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 ±5.2% (20.02–22.22) · ATM IV 41.2% · P/C open interest 0.99
| 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 | |
| 6.45 | 8.10 | 172.2% | 1.00 | 0.0033 | -0.001 | 14 | 0 | 0.7500 | 227.2% | -0.00 | 0.0033 | -0.002 | ||||
| 6.10 | 6.85 | 6 | 189.8% | 0.99 | 0.0055 | -0.002 | 15 | 0 | 0.7500 | 5 | 197.8% | -0.01 | 0.0055 | -0.002 | ||
| 4.60 | 5.80 | 5 | 102.9% | 0.99 | 0.0094 | -0.002 | 16 | 0 | 0.7500 | 169.9% | -0.01 | 0.0094 | -0.003 | |||
| 3.55 | 4.75 | 1 | 2 | 0.98 | 0.0180 | -0.004 | 17 | 0 | 0.7500 | 143.1% | -0.02 | 0.0181 | -0.004 | |||
| 3.10 | 4.30 | 2 | 74.2% | 0.98 | 0.0262 | -0.005 | 17.5 | 0 | 0.7500 | 129.9% | -0.02 | 0.0263 | -0.005 | |||
| 3.10 | 3.35 | 2 | 6 | 71.3% | 0.97 | 0.0384 | -0.007 | 18 | 0 | 0.7500 | 116.8% | -0.03 | 0.0386 | -0.007 | ||
| 2.10 | 3.45 | 12 | 70.8% | 0.95 | 0.0564 | -0.008 | 18.5 | 0 | 0.0400 | 20 | 46.9% | -0.05 | 0.0567 | -0.009 | ||
| 1.81 | 2.76 | 4 | 61.7% | 0.93 | 0.0846 | -0.011 | 19 | 0.0100 | 0.0800 | 6 | 46.2% | -0.07 | 0.0851 | -0.011 | ||
| 1.40 | 2.12 | 10 | 47.5% | 0.89 | 0.1307 | -0.015 | 19.5 | 0.0500 | 0.0900 | 12 | 41.9% | -0.11 | 0.1315 | -0.015 | ||
| 1.25 | 1.47 | 4 | 18 | 47.9% | 0.81 | 0.1934 | -0.021 | 20 | 0.1300 | 0.1700 | 3 | 143 | 41.9% | -0.19 | 0.1947 | -0.021 |
| 0.9000 | 0.9800 | 12 | 42.2% | 0.69 | 0.2509 | -0.027 | 20.5 | 0.2700 | 0.3100 | 8 | 257 | 42.5% | -0.31 | 0.2527 | -0.028 | |
| 0.6000 | 0.6800 | 27 | 42.2% | 0.56 | 0.2813 | -0.031 | 21 | 0.4200 | 0.5000 | 106 | 276 | 40.2% | -0.45 | 0.2834 | -0.032 | |
| 0.3800 | 0.4600 | 95 | 947 | 43.0% | 0.42 | 0.2775 | -0.031 | 21.5 | 0.7000 | 0.7800 | 5 | 197 | 40.8% | -0.59 | 0.2795 | -0.031 |
| 0.2300 | 0.2900 | 62 | 722 | 43.4% | 0.29 | 0.2432 | -0.027 | 22 | 1.05 | 1.13 | 23 | 2,041 | 41.7% | -0.71 | 0.2447 | -0.027 |
| 0.1300 | 0.1800 | 11 | 323 | 44.0% | 0.19 | 0.1904 | -0.021 | 22.5 | 1.36 | 1.53 | 2 | 167 | 36.6% | -0.82 | 0.1923 | -0.021 |
| 0.0700 | 0.1000 | 20 | 211 | 44.1% | 0.12 | 0.1377 | -0.016 | 23 | 1.81 | 1.97 | 6 | 135 | 34.5% | -0.88 | 0.1416 | -0.016 |
| 0.0400 | 0.0800 | 171 | 47.4% | 0.08 | 0.0974 | -0.012 | 23.5 | 2.05 | 2.50 | 2 | 90 | -0.93 | 0.1027 | -0.013 | ||
| 0.0300 | 0.0500 | 47 | 148 | 49.8% | 0.06 | 0.0701 | -0.010 | 24 | 2.59 | 3.00 | 4 | 71 | -0.95 | 0.0761 | -0.011 | |
| 0 | 0.1900 | 120 | 68.0% | 0.04 | 0.0520 | -0.008 | 24.5 | 2.75 | 3.95 | 1 | 7 | -0.97 | 0.0579 | -0.009 | ||
| 0 | 0.0800 | 16 | 232 | 62.1% | 0.03 | 0.0397 | -0.007 | 25 | 3.30 | 4.50 | 25 | 63.0% | -0.98 | 0.0448 | -0.008 | |
| 0 | 0.0900 | 7 | 64 | 69.4% | 0.03 | 0.0310 | -0.006 | 25.5 | 4.00 | 4.45 | 3 | 14 | -0.98 | 0.0350 | -0.006 | |
| 0 | 0.1700 | 38 | 85.4% | 0.02 | 0.0248 | -0.005 | 26 | 4.30 | 5.50 | 3 | 74.5% | -0.99 | 0.0266 | -0.005 | ||
| 0 | 0.1000 | 32 | 82.1% | 0.02 | 0.0201 | -0.005 | 26.5 | 4.80 | 6.00 | 80.0% | -0.99 | 0.0204 | -0.005 | |||
| 0 | 0.2700 | 31 | 107.5% | 0.02 | 0.0166 | -0.004 | 27 | 5.15 | 7.15 | 2 | 133.1% | -0.99 | 0.0159 | -0.004 | ||
| 0 | 0.0800 | 5 | 81 | 89.1% | 0.01 | 0.0139 | -0.004 | 27.5 | 5.65 | 7.35 | 3 | 116.2% | -1.00 | 0.0120 | -0.004 | |
| 0 | 0.6600 | 23 | 150.1% | 0.01 | 0.0118 | -0.004 | 28 | 6.15 | 7.85 | 1 | 122.0% | -1.00 | 0.0089 | -0.003 | ||
| 0 | 0.5700 | 122 | 150.1% | 0.01 | 0.0101 | -0.003 | 28.5 | 6.65 | 9.15 | 183.6% | -1.00 | 0.0067 | -0.003 | |||
| 0 | 0.7500 | 94 | 168.5% | 0.01 | 0.0087 | -0.003 | 29 | 7.15 | 8.65 | 1 | 105.2% | -1.00 | 0.0051 | -0.003 | ||
| 0 | 0.4200 | 1 | 1 | 149.8% | 0.01 | 0.0076 | -0.003 | 29.5 | 7.65 | 9.15 | 109.8% | -1.00 | 0.0039 | -0.003 | ||
| 0 | 0.4300 | 53 | 156.1% | 0.01 | 0.0067 | -0.003 | 30 | 8.15 | 10.65 | 1 | 202.9% | -1.00 | 0.0030 | -0.003 | ||
| 0 | 0.6800 | 186.7% | 0.01 | 0.0052 | -0.002 | 31 | 9.15 | 10.65 | 123.1% | -1.00 | 0.0016 | -0.003 | ||||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs