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 ±44.4% (11.80–30.65) · ATM IV 54.9% · P/C open interest 0.01
| 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 | |
| 9.50 | 11.05 | 68.7% | 0.89 | 0.0153 | -0.002 | 13 | 0.5700 | 0.9500 | 2 | 53.9% | -0.11 | 0.0158 | -0.003 | |||
| 8.05 | 9.00 | 60.4% | 0.84 | 0.0203 | -0.003 | 15 | 1.06 | 1.47 | 53.0% | -0.17 | 0.0211 | -0.004 | ||||
| 6.25 | 7.80 | 10 | 61.0% | 0.75 | 0.0273 | -0.004 | 18 | 2.10 | 2.53 | 1 | 51.8% | -0.26 | 0.0288 | -0.005 | ||
| 5.20 | 6.75 | 3 | 59.2% | 0.68 | 0.0310 | -0.005 | 20 | 3.10 | 3.45 | 51.9% | -0.33 | 0.0331 | -0.005 | |||
| 4.45 | 5.80 | 100 | 102 | 58.9% | 0.62 | 0.0337 | -0.005 | 22 | 4.10 | 4.50 | 51.0% | -0.40 | 0.0365 | -0.006 | ||
| 3.40 | 4.00 | 15 | 53.7% | 0.52 | 0.0358 | -0.005 | 25 | 5.85 | 6.40 | 50.0% | -0.51 | 0.0399 | -0.006 | |||
| 2.81 | 3.45 | 53.6% | 0.46 | 0.0359 | -0.005 | 27 | 7.20 | 7.80 | 49.4% | -0.58 | 0.0411 | -0.006 | ||||
| 2.10 | 2.63 | 30 | 52.5% | 0.38 | 0.0347 | -0.005 | 30 | 9.25 | 10.20 | 47.9% | -0.67 | 0.0415 | -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 — 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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