PINS option chain Pinterest, Inc.
Cboe delayed options data · as of 15:41 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 ±9.4% (19.23–23.21) · ATM IV 41.2% · P/C open interest 1.09
| 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 | |
| 5.40 | 7.80 | 102.2% | 0.98 | 0.0128 | 0.000 | 15 | 0 | 0.7500 | 112.0% | -0.02 | 0.0129 | -0.003 | ||||
| 4.70 | 6.30 | 3 | 76.9% | 0.97 | 0.0194 | -0.001 | 16 | 0 | 0.7500 | 96.5% | -0.03 | 0.0195 | -0.004 | |||
| 4.25 | 4.90 | 10 | 5 | 70.9% | 0.96 | 0.0316 | -0.002 | 17 | 0 | 0.7500 | 2 | 81.6% | -0.04 | 0.0318 | -0.005 | |
| 3.30 | 4.10 | 13 | 68.2% | 0.92 | 0.0552 | -0.005 | 18 | 0.0100 | 0.1500 | 14 | 42.1% | -0.08 | 0.0556 | -0.007 | ||
| 2.83 | 3.65 | 2 | 1 | 61.8% | 0.89 | 0.0723 | -0.007 | 18.5 | 0.0200 | 0.1900 | 64 | 39.5% | -0.11 | 0.0729 | -0.008 | |
| 2.40 | 3.20 | 1 | 57.9% | 0.85 | 0.0920 | -0.009 | 19 | 0.0900 | 0.2500 | 19 | 39.2% | -0.15 | 0.0928 | -0.010 | ||
| 1.90 | 2.84 | 4 | 53.9% | 0.79 | 0.1126 | -0.011 | 19.5 | 0.1600 | 0.3400 | 6 | 38.3% | -0.21 | 0.1137 | -0.012 | ||
| 1.60 | 2.01 | 1 | 6 | 45.6% | 0.73 | 0.1318 | -0.013 | 20 | 0.2800 | 0.4800 | 39 | 38.4% | -0.27 | 0.1332 | -0.014 | |
| 1.37 | 1.67 | 1 | 44.3% | 0.66 | 0.1474 | -0.015 | 20.5 | 0.4300 | 0.7600 | 41 | 40.5% | -0.35 | 0.1491 | -0.016 | ||
| 1.11 | 1.37 | 12 | 44.6% | 0.58 | 0.1573 | -0.016 | 21 | 0.6300 | 0.8700 | 40 | 37.8% | -0.43 | 0.1594 | -0.017 | ||
| 0.7200 | 1.11 | 23 | 41.0% | 0.50 | 0.1606 | -0.017 | 21.5 | 0.8700 | 1.19 | 29 | 39.1% | -0.51 | 0.1631 | -0.017 | ||
| 0.6700 | 0.9000 | 16 | 44.2% | 0.42 | 0.1572 | -0.016 | 22 | 1.15 | 1.44 | 15 | 37.8% | -0.58 | 0.1602 | -0.016 | ||
| 0.5000 | 0.5900 | 3 | 41.5% | 0.35 | 0.1482 | -0.016 | 22.5 | 1.47 | 1.77 | 19 | 36.9% | -0.66 | 0.1516 | -0.015 | ||
| 0.2700 | 0.5700 | 17 | 41.8% | 0.28 | 0.1351 | -0.014 | 23 | 1.82 | 2.16 | 55 | 36.9% | -0.73 | 0.1390 | -0.014 | ||
| 0.2700 | 0.4500 | 1 | 6 | 44.7% | 0.23 | 0.1196 | -0.013 | 23.5 | 2.21 | 2.57 | 46 | 36.3% | -0.78 | 0.1238 | -0.012 | |
| 0.1900 | 0.3600 | 2 | 30 | 45.1% | 0.18 | 0.1030 | -0.011 | 24 | 2.48 | 3.05 | 83 | 29.9% | -0.83 | 0.1075 | -0.010 | |
| 0.1200 | 0.2900 | 1 | 44.9% | 0.14 | 0.0870 | -0.010 | 24.5 | 2.60 | 3.80 | 4 | -0.87 | 0.0912 | -0.009 | |||
| 0.0800 | 0.1800 | 73 | 43.2% | 0.11 | 0.0726 | -0.008 | 25 | 3.10 | 4.20 | 7 | -0.90 | 0.0762 | -0.007 | |||
| 0.0400 | 0.1600 | 9 | 44.0% | 0.09 | 0.0603 | -0.007 | 25.5 | 3.60 | 4.70 | 5 | -0.93 | 0.0630 | -0.005 | |||
| 0.0100 | 0.1600 | 45 | 45.9% | 0.07 | 0.0503 | -0.006 | 26 | 4.05 | 5.25 | 5 | -0.95 | 0.0573 | -0.004 | |||
| 0.0100 | 0.1500 | 99 | 48.5% | 0.06 | 0.0422 | -0.006 | 26.5 | 4.55 | 5.70 | 9 | -0.96 | 0.0512 | -0.003 | |||
| 0 | 0.1300 | 29 | 49.6% | 0.05 | 0.0357 | -0.005 | 27 | 5.00 | 6.20 | 3 | -0.97 | 0.0452 | -0.003 | |||
| 0 | 0.7500 | 44 | 81.0% | 0.04 | 0.0304 | -0.004 | 27.5 | 5.35 | 7.05 | 2 | -0.98 | 0.0397 | -0.003 | |||
| 0 | 0.7500 | 17 | 84.7% | 0.04 | 0.0262 | -0.004 | 28 | 5.05 | 7.85 | -0.99 | 0.0315 | -0.004 | ||||
| 0 | 0.7500 | 1 | 88.3% | 0.03 | 0.0227 | -0.004 | 28.5 | 5.40 | 8.45 | -0.99 | 0.0233 | -0.005 | ||||
| 0 | 0.7500 | 5 | 91.8% | 0.03 | 0.0199 | -0.004 | 29 | 6.05 | 8.85 | -0.99 | 0.0171 | -0.006 | ||||
| 0 | 0.1500 | 1 | 68.1% | 0.02 | 0.0155 | -0.003 | 30 | 7.30 | 9.85 | -1.00 | 0.0087 | -0.008 | ||||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs