PLUG option chain Plug Power Inc.
Cboe delayed options data · as of 12:42 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 ±10.3% (1.22–1.50) · ATM IV 94.3% · P/C open interest 0.16
| 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 | |
| 0.3800 | 0.4500 | 12 | 95 | 331.5% | 0.97 | 0.2706 | -0.002 | 1 | 0 | 0.0100 | 41 | 101 | 187.1% | -0.03 | 0.2706 | -0.002 |
| 0.0100 | 0.0200 | 1,144 | 2,913 | 94.3% | 0.24 | 2.0158 | -0.006 | 1.5 | 0.1000 | 0.1500 | 117 | 1,148 | -0.77 | 2.0228 | -0.006 | |
| 0 | 0.0100 | 90 | 2,454 | 199.0% | 0.06 | 0.3698 | -0.004 | 2 | 0.4200 | 0.8200 | 30 | 166 | -0.95 | 0.3708 | -0.004 | |
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.