PINS option chain Pinterest, Inc.
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 ±8.2% (19.52–23.04) · ATM IV 40.7% · 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 | |
| 5.25 | 7.60 | 98.5% | 0.99 | 0.0103 | -0.002 | 15 | 0 | 0.7500 | 125.6% | -0.01 | 0.0103 | -0.003 | ||||
| 3.60 | 6.60 | 1 | 0.98 | 0.0160 | -0.003 | 16 | 0 | 0.7500 | 108.1% | -0.02 | 0.0161 | -0.003 | ||||
| 3.20 | 4.75 | 6 | 7 | 0.97 | 0.0272 | -0.004 | 17 | 0 | 0.1900 | 1 | 61.6% | -0.03 | 0.0274 | -0.004 | ||
| 3.10 | 3.60 | 8 | 14 | 45.6% | 0.94 | 0.0514 | -0.006 | 18 | 0.0100 | 0.1000 | 5 | 43.1% | -0.06 | 0.0517 | -0.006 | |
| 1.85 | 4.00 | 5 | 48.1% | 0.91 | 0.0707 | -0.008 | 18.5 | 0.0200 | 0.1700 | 18 | 42.7% | -0.09 | 0.0712 | -0.008 | ||
| 1.93 | 2.97 | 2 | 4 | 43.5% | 0.87 | 0.0944 | -0.010 | 19 | 0.0900 | 0.2000 | 2 | 39 | 41.4% | -0.13 | 0.0951 | -0.011 |
| 1.37 | 2.40 | 4 | 30.9% | 0.81 | 0.1207 | -0.013 | 19.5 | 0.1400 | 0.3400 | 27 | 41.7% | -0.19 | 0.1217 | -0.013 | ||
| 1.47 | 1.77 | 31 | 39.9% | 0.74 | 0.1464 | -0.015 | 20 | 0.2700 | 0.4300 | 9 | 20 | 40.7% | -0.26 | 0.1477 | -0.016 | |
| 1.18 | 1.43 | 2 | 41.0% | 0.66 | 0.1676 | -0.017 | 20.5 | 0.4100 | 0.5900 | 3 | 58 | 39.8% | -0.34 | 0.1694 | -0.018 | |
| 0.9300 | 1.13 | 122 | 580 | 41.6% | 0.57 | 0.1809 | -0.018 | 21 | 0.6100 | 0.7700 | 4 | 72 | 38.9% | -0.43 | 0.1830 | -0.019 |
| 0.6400 | 0.8900 | 5 | 40.5% | 0.48 | 0.1842 | -0.019 | 21.5 | 0.8700 | 1.11 | 50 | 40.8% | -0.52 | 0.1868 | -0.019 | ||
| 0.4500 | 0.6800 | 4 | 58 | 40.4% | 0.39 | 0.1776 | -0.018 | 22 | 1.16 | 1.34 | 17 | 124 | 38.7% | -0.61 | 0.1807 | -0.018 |
| 0.3500 | 0.5000 | 24 | 41 | 41.3% | 0.31 | 0.1630 | -0.017 | 22.5 | 1.49 | 1.82 | 46 | 41.8% | -0.69 | 0.1665 | -0.017 | |
| 0.2000 | 0.4000 | 5 | 28 | 41.2% | 0.24 | 0.1432 | -0.015 | 23 | 1.87 | 2.22 | 228 | 42.4% | -0.77 | 0.1469 | -0.015 | |
| 0.1200 | 0.3000 | 17 | 114 | 41.3% | 0.19 | 0.1210 | -0.013 | 23.5 | 2.10 | 2.67 | 12 | 479 | 37.1% | -0.83 | 0.1248 | -0.013 |
| 0.1200 | 0.2200 | 15 | 71 | 43.5% | 0.14 | 0.0995 | -0.011 | 24 | 2.34 | 3.70 | 12 | 79 | 52.7% | -0.87 | 0.1031 | -0.011 |
| 0.0800 | 0.1800 | 30 | 44.8% | 0.11 | 0.0806 | -0.009 | 24.5 | 2.85 | 4.25 | 10 | 9 | 60.2% | -0.91 | 0.0849 | -0.009 | |
| 0.0100 | 0.1500 | 13 | 1,186 | 43.7% | 0.09 | 0.0653 | -0.008 | 25 | 3.55 | 4.05 | 4 | 16 | 40.1% | -0.93 | 0.0711 | -0.008 |
| 0.0300 | 0.0900 | 1 | 37 | 44.9% | 0.07 | 0.0533 | -0.007 | 25.5 | 3.35 | 4.75 | 2 | -0.95 | 0.0604 | -0.007 | ||
| 0 | 0.2700 | 1 | 72 | 58.3% | 0.06 | 0.0439 | -0.006 | 26 | 3.65 | 5.90 | 5 | -0.96 | 0.0525 | -0.007 | ||
| 0 | 0.1300 | 1 | 32 | 53.0% | 0.05 | 0.0367 | -0.005 | 26.5 | 4.10 | 6.55 | 5 | 56.2% | -0.97 | 0.0448 | -0.007 | |
| 0.0100 | 0.3300 | 28 | 70.0% | 0.04 | 0.0310 | -0.005 | 27 | 4.60 | 7.80 | 1 | 95.4% | -0.98 | 0.0371 | -0.006 | ||
| 0 | 0.3100 | 19 | 72.2% | 0.03 | 0.0264 | -0.004 | 27.5 | 5.45 | 8.00 | 1 | 101.7% | -0.98 | 0.0312 | -0.005 | ||
| 0 | 0.7500 | 26 | 96.2% | 0.03 | 0.0228 | -0.004 | 28 | 5.55 | 8.05 | 61.1% | -0.99 | 0.0253 | -0.005 | |||
| 0 | 0.7500 | 2 | 100.3% | 0.03 | 0.0198 | -0.004 | 28.5 | 6.15 | 8.55 | 1 | 74.5% | -0.99 | 0.0191 | -0.004 | ||
| 0 | 0.4700 | 2 | 91.7% | 0.02 | 0.0174 | -0.004 | 29 | 6.55 | 9.05 | 67.4% | -0.99 | 0.0143 | -0.004 | |||
| 0 | 0.3800 | 61 | 93.8% | 0.02 | 0.0136 | -0.003 | 30 | 7.60 | 10.05 | 79.7% | -1.00 | 0.0077 | -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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.