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 ±29.7% (14.85–27.39) · ATM IV 51.0% · P/C open interest 1.58
| 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 | |
| 8.60 | 9.25 | 20 | 61.0% | 0.93 | 0.0162 | -0.001 | 13 | 0.2800 | 0.4200 | 100 | 56.1% | -0.08 | 0.0164 | -0.003 | ||
| 6.95 | 7.60 | 123 | 57.0% | 0.87 | 0.0253 | -0.003 | 15 | 0.6000 | 0.7500 | 171 | 54.2% | -0.13 | 0.0257 | -0.004 | ||
| 5.60 | 6.05 | 117 | 54.9% | 0.79 | 0.0346 | -0.005 | 17 | 1.08 | 1.27 | 180 | 52.6% | -0.21 | 0.0354 | -0.006 | ||
| 4.35 | 4.75 | 53.0% | 0.71 | 0.0427 | -0.006 | 19 | 1.66 | 2.00 | 4 | 50.5% | -0.30 | 0.0440 | -0.007 | |||
| 3.80 | 4.20 | 506 | 52.5% | 0.66 | 0.0458 | -0.007 | 20 | 2.11 | 2.42 | 6,026 | 50.1% | -0.35 | 0.0476 | -0.007 | ||
| 3.35 | 3.70 | 7 | 52.4% | 0.61 | 0.0483 | -0.007 | 21 | 2.56 | 2.94 | 1 | 49.6% | -0.40 | 0.0504 | -0.007 | ||
| 2.91 | 3.25 | 3,076 | 52.0% | 0.56 | 0.0499 | -0.007 | 22 | 3.20 | 3.50 | 3,410 | 50.2% | -0.45 | 0.0524 | -0.008 | ||
| 2.51 | 2.82 | 72 | 51.4% | 0.51 | 0.0507 | -0.007 | 23 | 3.80 | 4.15 | 75 | 50.4% | -0.50 | 0.0536 | -0.008 | ||
| 2.16 | 2.44 | 5 | 50.9% | 0.47 | 0.0507 | -0.007 | 24 | 4.40 | 4.80 | 21 | 49.9% | -0.55 | 0.0541 | -0.007 | ||
| 1.84 | 2.17 | 11 | 500 | 50.9% | 0.42 | 0.0500 | -0.007 | 25 | 5.10 | 5.35 | 22 | 2,076 | 48.6% | -0.60 | 0.0539 | -0.007 |
| 1.58 | 1.88 | 94 | 50.7% | 0.38 | 0.0487 | -0.007 | 26 | 5.75 | 6.20 | 51 | 48.7% | -0.64 | 0.0531 | -0.007 | ||
| 1.35 | 1.65 | 1,236 | 50.7% | 0.34 | 0.0470 | -0.007 | 27 | 6.40 | 7.00 | 31 | 47.7% | -0.69 | 0.0519 | -0.007 | ||
| 1.15 | 1.43 | 77 | 50.5% | 0.31 | 0.0449 | -0.007 | 28 | 7.35 | 7.80 | 5 | 48.9% | -0.73 | 0.0504 | -0.006 | ||
| 1.04 | 1.27 | 12 | 51.2% | 0.28 | 0.0427 | -0.006 | 29 | 8.30 | 8.55 | 49.1% | -0.76 | 0.0486 | -0.006 | |||
| 0.9100 | 0.9900 | 2,204 | 50.1% | 0.25 | 0.0402 | -0.006 | 30 | 8.90 | 9.40 | 57 | 45.4% | -0.80 | 0.0468 | -0.005 | ||
| 0.7800 | 0.9100 | 1 | 3 | 50.8% | 0.22 | 0.0377 | -0.006 | 31 | 9.80 | 10.40 | 57 | 46.8% | -0.83 | 0.0448 | -0.005 | |
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs