RDDT option chain Reddit, Inc.
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 ±10.9% (139.72–173.78) · ATM IV 55.7% · P/C open interest 0.88
| 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 | |
| 74.30 | 77.80 | 1.00 | 0.0002 | 0.000 | 80 | 0 | 2.13 | 1 | 170.6% | -0.00 | 0.0002 | -0.007 | ||||
| 69.40 | 72.25 | 1.00 | 0.0003 | 0.000 | 85 | 0 | 2.13 | 157.2% | -0.00 | 0.0003 | -0.009 | |||||
| 64.00 | 67.70 | 1.00 | 0.0004 | 0.000 | 90 | 0 | 2.14 | 3 | 144.7% | -0.01 | 0.0004 | -0.011 | ||||
| 59.40 | 62.75 | 0.99 | 0.0006 | 0.000 | 95 | 0 | 1.55 | 3 | 123.9% | -0.01 | 0.0006 | -0.013 | ||||
| 54.65 | 57.80 | 10 | 0.99 | 0.0008 | 0.000 | 100 | 0.0200 | 0.1600 | 12 | 79.6% | -0.01 | 0.0008 | -0.015 | |||
| 49.50 | 52.80 | 0.99 | 0.0011 | 0.000 | 105 | 0 | 0.3800 | 1 | 14 | 79.7% | -0.01 | 0.0011 | -0.019 | |||
| 44.50 | 47.85 | 0.98 | 0.0016 | -0.003 | 110 | 0.0100 | 0.4200 | 2 | 25 | 72.9% | -0.02 | 0.0016 | -0.024 | |||
| 40.00 | 42.95 | 16 | 63.6% | 0.98 | 0.0023 | -0.013 | 115 | 0 | 0.7600 | 575 | 71.6% | -0.02 | 0.0023 | -0.032 | ||
| 34.80 | 38.10 | 53.9% | 0.96 | 0.0033 | -0.026 | 120 | 0.2400 | 0.5100 | 6 | 246 | 63.0% | -0.04 | 0.0034 | -0.042 | ||
| 30.45 | 33.35 | 1 | 60.4% | 0.94 | 0.0049 | -0.043 | 125 | 0.4800 | 0.7400 | 14 | 141 | 60.8% | -0.06 | 0.0049 | -0.057 | |
| 25.60 | 28.75 | 20 | 56.7% | 0.91 | 0.0070 | -0.065 | 130 | 0.7900 | 0.9500 | 33 | 317 | 57.0% | -0.09 | 0.0071 | -0.078 | |
| 21.60 | 24.40 | 3 | 58.6% | 0.87 | 0.0098 | -0.093 | 135 | 1.31 | 1.61 | 136 | 590 | 56.1% | -0.13 | 0.0098 | -0.103 | |
| 18.00 | 20.35 | 2 | 61 | 59.8% | 0.81 | 0.0127 | -0.124 | 140 | 2.23 | 2.57 | 42 | 425 | 56.3% | -0.19 | 0.0128 | -0.132 |
| 14.10 | 15.95 | 85 | 104 | 55.1% | 0.73 | 0.0154 | -0.153 | 145 | 3.55 | 4.80 | 30 | 285 | 59.1% | -0.27 | 0.0155 | -0.159 |
| 10.70 | 12.35 | 42 | 90 | 53.0% | 0.65 | 0.0175 | -0.176 | 150 | 4.60 | 6.05 | 38 | 214 | 54.1% | -0.36 | 0.0176 | -0.180 |
| 8.30 | 9.75 | 91 | 502 | 54.6% | 0.55 | 0.0185 | -0.189 | 155 | 7.00 | 9.00 | 12 | 367 | 56.8% | -0.45 | 0.0187 | -0.191 |
| 6.80 | 7.30 | 166 | 303 | 56.5% | 0.46 | 0.0186 | -0.191 | 160 | 9.65 | 11.20 | 11 | 104 | 54.7% | -0.54 | 0.0188 | -0.191 |
| 4.55 | 5.75 | 32 | 158 | 56.0% | 0.38 | 0.0177 | -0.183 | 165 | 12.90 | 14.45 | 30 | 69 | 55.1% | -0.63 | 0.0179 | -0.181 |
| 3.20 | 4.00 | 535 | 781 | 55.0% | 0.30 | 0.0160 | -0.168 | 170 | 15.75 | 18.70 | 10 | 35 | 54.8% | -0.71 | 0.0163 | -0.164 |
| 2.37 | 2.98 | 99 | 224 | 55.4% | 0.23 | 0.0140 | -0.149 | 175 | 19.70 | 22.60 | 11 | 54.6% | -0.77 | 0.0142 | -0.143 | |
| 1.63 | 2.16 | 1,547 | 659 | 56.7% | 0.18 | 0.0118 | -0.128 | 180 | 24.00 | 26.80 | 1 | 34 | 54.7% | -0.83 | 0.0121 | -0.121 |
| 1.18 | 1.89 | 10 | 199 | 59.5% | 0.14 | 0.0098 | -0.109 | 185 | 28.50 | 31.80 | 2 | 58.4% | -0.87 | 0.0100 | -0.099 | |
| 0.7200 | 1.40 | 175 | 59.5% | 0.10 | 0.0079 | -0.091 | 190 | 33.20 | 36.70 | 5 | 61.9% | -0.90 | 0.0082 | -0.079 | ||
| 0.6500 | 0.9100 | 5 | 62 | 60.5% | 0.08 | 0.0064 | -0.076 | 195 | 37.95 | 41.10 | 2 | 60.5% | -0.93 | 0.0066 | -0.061 | |
| 0.4300 | 0.8500 | 151 | 269 | 62.9% | 0.06 | 0.0052 | -0.064 | 200 | 42.75 | 45.50 | 13 | 54.0% | -0.95 | 0.0053 | -0.046 | |
| 0.3300 | 0.8100 | 19 | 66.1% | 0.05 | 0.0042 | -0.054 | 205 | 47.65 | 50.90 | 3 | 64.3% | -0.96 | 0.0048 | -0.033 | ||
| 0.2000 | 0.4500 | 2 | 100 | 63.8% | 0.04 | 0.0034 | -0.046 | 210 | 52.55 | 55.40 | -0.97 | 0.0042 | -0.025 | |||
| 0 | 0.9100 | 1 | 129 | 72.0% | 0.03 | 0.0028 | -0.040 | 215 | 57.35 | 60.65 | -0.98 | 0.0037 | -0.022 | |||
| 0 | 0.3800 | 35 | 66.1% | 0.03 | 0.0024 | -0.035 | 220 | 62.50 | 65.65 | 64.5% | -0.99 | 0.0031 | -0.023 | |||
| 0 | 1.55 | 16 | 88.3% | 0.02 | 0.0020 | -0.031 | 225 | 67.30 | 71.20 | 80.7% | -0.99 | 0.0021 | -0.032 | |||
| 0.0100 | 0.5500 | 46 | 77.5% | 0.02 | 0.0017 | -0.028 | 230 | 72.50 | 75.95 | 83.6% | -1.00 | 0.0014 | -0.038 | |||
| 0 | 0.9900 | 2 | 88.8% | 0.02 | 0.0014 | -0.025 | 235 | 77.50 | 80.75 | 82.1% | -1.00 | 0.0010 | -0.043 | |||
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.