PINS option chain Pinterest, Inc.
Cboe delayed options data · as of 15:42 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 ±33.5% (14.79–29.69) · ATM IV 55.6% · P/C open interest 0.15
| 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 | |
| 10.40 | 11.00 | 50.7% | 0.94 | 0.0107 | -0.002 | 12 | 0.2400 | 0.3900 | 1 | 62.6% | -0.06 | 0.0108 | -0.003 | |||
| 9.55 | 10.15 | 52.8% | 0.92 | 0.0136 | -0.002 | 13 | 0.3500 | 0.5200 | 1 | 61.4% | -0.08 | 0.0138 | -0.003 | |||
| 8.75 | 9.35 | 2 | 54.4% | 0.90 | 0.0168 | -0.003 | 14 | 0.5000 | 0.7000 | 60.7% | -0.10 | 0.0171 | -0.004 | |||
| 7.95 | 8.60 | 54.8% | 0.88 | 0.0202 | -0.004 | 15 | 0.6900 | 0.8900 | 3 | 59.8% | -0.13 | 0.0206 | -0.005 | |||
| 7.20 | 7.80 | 53.9% | 0.85 | 0.0237 | -0.005 | 16 | 0.9100 | 1.13 | 58.9% | -0.16 | 0.0242 | -0.005 | ||||
| 6.55 | 7.15 | 55.1% | 0.81 | 0.0272 | -0.005 | 17 | 1.19 | 1.41 | 58.4% | -0.19 | 0.0278 | -0.006 | ||||
| 5.85 | 6.40 | 53.5% | 0.78 | 0.0305 | -0.006 | 18 | 1.50 | 1.75 | 16 | 57.9% | -0.23 | 0.0313 | -0.007 | |||
| 5.25 | 5.80 | 28 | 53.6% | 0.74 | 0.0335 | -0.007 | 19 | 1.87 | 2.11 | 3 | 57.4% | -0.26 | 0.0345 | -0.007 | ||
| 4.80 | 5.20 | 38 | 54.1% | 0.70 | 0.0362 | -0.007 | 20 | 2.28 | 2.55 | 2 | 57.1% | -0.30 | 0.0375 | -0.008 | ||
| 4.35 | 4.65 | 85 | 54.3% | 0.66 | 0.0385 | -0.008 | 21 | 2.78 | 2.95 | 5 | 56.6% | -0.35 | 0.0400 | -0.008 | ||
| 4.00 | 4.15 | 87 | 54.9% | 0.62 | 0.0403 | -0.008 | 22 | 3.20 | 3.55 | 56.4% | -0.39 | 0.0421 | -0.008 | |||
| 3.30 | 3.80 | 5 | 53.3% | 0.58 | 0.0417 | -0.008 | 23 | 3.75 | 4.10 | 14 | 56.1% | -0.43 | 0.0438 | -0.009 | ||
| 3.20 | 3.30 | 54.5% | 0.54 | 0.0426 | -0.008 | 24 | 4.35 | 4.60 | 55.3% | -0.47 | 0.0450 | -0.009 | ||||
| 2.82 | 2.94 | 29 | 71 | 54.1% | 0.50 | 0.0430 | -0.008 | 25 | 4.95 | 5.35 | 55.7% | -0.52 | 0.0458 | -0.009 | ||
| 2.26 | 2.68 | 42 | 52.7% | 0.46 | 0.0430 | -0.008 | 26 | 5.60 | 6.05 | 55.6% | -0.56 | 0.0461 | -0.009 | |||
| 2.00 | 2.37 | 47 | 52.6% | 0.42 | 0.0426 | -0.008 | 27 | 6.30 | 6.75 | 18 | 55.4% | -0.60 | 0.0461 | -0.008 | ||
| 1.33 | 1.64 | 5 | 52.0% | 0.32 | 0.0395 | -0.007 | 30 | 8.60 | 9.00 | 54.8% | -0.71 | 0.0443 | -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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs