PINS option chain Pinterest, Inc.
Cboe delayed options data · as of 00:42 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 ±41.0% (13.19–31.49) · ATM IV 55.2% · P/C open interest 3.22
| 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 | |
| 10.05 | 10.85 | 2 | 56.9% | 0.90 | 0.0133 | -0.002 | 13 | 0.6900 | 0.8600 | 1 | 19 | 60.4% | -0.10 | 0.0136 | -0.003 | |
| 8.45 | 9.35 | 21 | 54.3% | 0.85 | 0.0181 | -0.003 | 15 | 1.12 | 1.36 | 4 | 58.9% | -0.14 | 0.0187 | -0.004 | ||
| 6.75 | 7.35 | 28 | 54.8% | 0.77 | 0.0250 | -0.004 | 18 | 2.05 | 2.35 | 6 | 1,420 | 56.9% | -0.23 | 0.0260 | -0.005 | |
| 5.65 | 7.15 | 51 | 60.3% | 0.71 | 0.0287 | -0.005 | 20 | 2.87 | 3.05 | 1 | 134 | 55.0% | -0.30 | 0.0302 | -0.006 | |
| 4.90 | 5.30 | 96 | 54.9% | 0.64 | 0.0316 | -0.006 | 22 | 3.85 | 4.25 | 136 | 55.6% | -0.37 | 0.0337 | -0.006 | ||
| 3.80 | 4.10 | 1 | 32 | 54.5% | 0.55 | 0.0341 | -0.006 | 25 | 4.80 | 5.95 | 16 | 49.7% | -0.47 | 0.0371 | -0.007 | |
| 3.05 | 3.45 | 8 | 97 | 53.4% | 0.49 | 0.0346 | -0.006 | 27 | 5.95 | 7.30 | 48.4% | -0.54 | 0.0384 | -0.007 | ||
| 2.17 | 2.61 | 153 | 51.9% | 0.40 | 0.0340 | -0.006 | 30 | 8.60 | 9.45 | 50.2% | -0.63 | 0.0390 | -0.006 | |||
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 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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