RDDT option chain Reddit, Inc.
Cboe delayed options data · as of 12:40 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 ±19.5% (126.03–186.97) · ATM IV 79.3% · P/C open interest 1.04
| 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 | |
| 74.80 | 77.80 | 12 | 0.99 | 0.0004 | -0.011 | 80 | 0 | 1.31 | 485 | 1,842 | 123.2% | -0.01 | 0.0004 | -0.011 | ||
| 69.90 | 72.85 | 3 | 0.99 | 0.0006 | -0.015 | 85 | 0 | 0.8100 | 57 | 104.1% | -0.01 | 0.0006 | -0.015 | |||
| 64.80 | 67.80 | 8 | 0.99 | 0.0009 | -0.021 | 90 | 0 | 0.3700 | 11 | 162 | 84.5% | -0.01 | 0.0009 | -0.021 | ||
| 59.95 | 62.95 | 2 | 0.98 | 0.0012 | -0.029 | 95 | 0.1800 | 0.4300 | 2 | 353 | 83.2% | -0.02 | 0.0012 | -0.029 | ||
| 55.15 | 58.05 | 26 | 61.6% | 0.97 | 0.0017 | -0.039 | 100 | 0.3400 | 0.7400 | 55 | 423 | 83.8% | -0.03 | 0.0017 | -0.039 | |
| 50.35 | 53.10 | 2 | 62.7% | 0.96 | 0.0024 | -0.052 | 105 | 0.6500 | 1.03 | 1 | 388 | 83.1% | -0.04 | 0.0024 | -0.052 | |
| 46.15 | 48.70 | 17 | 75.4% | 0.94 | 0.0032 | -0.068 | 110 | 0.9100 | 1.37 | 24 | 1,199 | 80.6% | -0.06 | 0.0032 | -0.069 | |
| 41.45 | 44.20 | 4 | 51 | 73.8% | 0.91 | 0.0040 | -0.087 | 115 | 1.60 | 1.93 | 70 | 2,346 | 81.3% | -0.09 | 0.0041 | -0.088 |
| 37.05 | 40.00 | 46 | 74.4% | 0.88 | 0.0050 | -0.108 | 120 | 2.27 | 2.68 | 1,171 | 2,614 | 80.6% | -0.12 | 0.0050 | -0.109 | |
| 33.10 | 36.05 | 18 | 76.1% | 0.85 | 0.0060 | -0.130 | 125 | 3.15 | 3.85 | 101 | 934 | 81.1% | -0.15 | 0.0060 | -0.130 | |
| 29.30 | 32.25 | 3 | 277 | 76.6% | 0.81 | 0.0070 | -0.150 | 130 | 4.40 | 5.00 | 85 | 1,741 | 81.0% | -0.19 | 0.0070 | -0.151 |
| 25.70 | 28.50 | 70 | 76.0% | 0.77 | 0.0079 | -0.170 | 135 | 5.75 | 6.30 | 66 | 1,223 | 80.0% | -0.23 | 0.0079 | -0.170 | |
| 22.45 | 25.25 | 2 | 167 | 76.5% | 0.72 | 0.0087 | -0.186 | 140 | 7.45 | 8.10 | 178 | 846 | 80.2% | -0.28 | 0.0088 | -0.187 |
| 20.55 | 21.70 | 5 | 225 | 78.3% | 0.67 | 0.0094 | -0.200 | 145 | 9.45 | 10.10 | 53 | 645 | 80.3% | -0.33 | 0.0094 | -0.201 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 146 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 147 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 148 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 149 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 17.75 | 19.05 | 27 | 829 | 78.5% | 0.62 | 0.0099 | -0.210 | 150 | 11.65 | 12.40 | 66 | 1,495 | 80.3% | -0.38 | 0.0100 | -0.211 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 152.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 15.55 | 16.40 | 55 | 986 | 78.7% | 0.57 | 0.0102 | -0.216 | 155 | 14.05 | 14.95 | 25 | 485 | 80.0% | -0.43 | 0.0103 | -0.218 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 157.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 13.40 | 14.10 | 1,547 | 2,123 | 78.6% | 0.52 | 0.0104 | -0.219 | 160 | 16.55 | 17.90 | 490 | 877 | 79.7% | -0.49 | 0.0105 | -0.220 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 162.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 11.25 | 12.10 | 51 | 930 | 78.0% | 0.47 | 0.0104 | -0.217 | 165 | 19.75 | 20.90 | 35 | 285 | 80.1% | -0.54 | 0.0105 | -0.219 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 167.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.50 | 10.10 | 115 | 1,274 | 78.7% | 0.42 | 0.0102 | -0.213 | 170 | 22.90 | 24.70 | 685 | 81.2% | -0.59 | 0.0103 | -0.215 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 172.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.00 | 8.80 | 741 | 1,120 | 77.8% | 0.37 | 0.0099 | -0.205 | 175 | 26.20 | 28.50 | 217 | 81.6% | -0.63 | 0.0100 | -0.208 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 177.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.85 | 7.50 | 107 | 1,314 | 78.3% | 0.33 | 0.0095 | -0.196 | 180 | 30.00 | 31.15 | 3 | 72 | 79.1% | -0.68 | 0.0096 | -0.198 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.45 | 6.15 | 77 | 543 | 76.9% | 0.29 | 0.0090 | -0.184 | 185 | 33.25 | 36.05 | 67 | 80.5% | -0.72 | 0.0092 | -0.187 | |
| 4.55 | 5.15 | 83 | 1,031 | 76.9% | 0.25 | 0.0084 | -0.171 | 190 | 37.50 | 40.10 | 52 | 81.4% | -0.75 | 0.0086 | -0.175 | |
| 3.75 | 4.50 | 55 | 496 | 77.6% | 0.22 | 0.0078 | -0.158 | 195 | 41.70 | 44.30 | 40 | 81.8% | -0.79 | 0.0080 | -0.162 | |
| 3.30 | 3.60 | 167 | 2,049 | 77.7% | 0.19 | 0.0071 | -0.144 | 200 | 46.05 | 48.85 | 12 | 62 | 83.2% | -0.82 | 0.0073 | -0.148 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 205 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.15 | 2.58 | 66 | 657 | 77.8% | 0.14 | 0.0059 | -0.118 | 210 | 54.95 | 57.60 | 5 | 16 | 83.3% | -0.87 | 0.0061 | -0.123 |
| 1.47 | 1.77 | 7 | 456 | 78.0% | 0.10 | 0.0047 | -0.095 | 220 | 64.15 | 66.65 | 20 | 83.1% | -0.91 | 0.0050 | -0.100 | |
| 1.03 | 1.45 | 2 | 801 | 80.2% | 0.08 | 0.0037 | -0.076 | 230 | 74.00 | 76.25 | 17 | 87.3% | -0.94 | 0.0040 | -0.082 | |
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs