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 ±25.9% (114.94–195.34) · ATM IV 66.5% · P/C open interest 0.80
| 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 | |
| 74.85 | 78.45 | 134 | 79.4% | 0.98 | 0.0008 | -0.001 | 80 | 0.3400 | 0.5900 | 8 | 3,057 | 73.3% | -0.02 | 0.0008 | -0.014 | |
| 73.15 | 76.00 | 52 | 83.3% | 0.98 | 0.0010 | -0.003 | 82.5 | 0.2300 | 0.7200 | 1 | 449 | 70.5% | -0.02 | 0.0010 | -0.016 | |
| 70.65 | 73.30 | 63 | 77.9% | 0.97 | 0.0011 | -0.006 | 85 | 0.2700 | 0.8400 | 365 | 69.5% | -0.03 | 0.0011 | -0.018 | ||
| 67.60 | 70.80 | 44 | 69.4% | 0.97 | 0.0013 | -0.009 | 87.5 | 0.0900 | 1.15 | 27 | 68.0% | -0.03 | 0.0013 | -0.021 | ||
| 66.10 | 68.65 | 42 | 76.5% | 0.96 | 0.0015 | -0.012 | 90 | 0.5300 | 1.05 | 221 | 68.2% | -0.04 | 0.0015 | -0.024 | ||
| 61.40 | 64.30 | 49 | 75.0% | 0.95 | 0.0020 | -0.019 | 95 | 0.9000 | 1.59 | 768 | 69.0% | -0.05 | 0.0020 | -0.030 | ||
| 57.05 | 59.85 | 469 | 73.9% | 0.93 | 0.0025 | -0.028 | 100 | 1.42 | 2.03 | 2 | 1,201 | 68.4% | -0.07 | 0.0025 | -0.038 | |
| 52.70 | 55.55 | 37 | 72.5% | 0.91 | 0.0030 | -0.037 | 105 | 1.94 | 2.65 | 920 | 67.5% | -0.09 | 0.0031 | -0.046 | ||
| 48.80 | 51.30 | 245 | 72.1% | 0.89 | 0.0036 | -0.046 | 110 | 2.76 | 3.40 | 6 | 842 | 67.2% | -0.11 | 0.0036 | -0.054 | |
| 44.50 | 47.15 | 54 | 69.8% | 0.86 | 0.0042 | -0.056 | 115 | 3.80 | 4.35 | 1 | 26.4K | 67.2% | -0.14 | 0.0043 | -0.063 | |
| 41.00 | 43.40 | 2 | 428 | 70.2% | 0.83 | 0.0048 | -0.065 | 120 | 4.75 | 5.70 | 38 | 5,884 | 67.0% | -0.17 | 0.0049 | -0.072 |
| 37.15 | 39.75 | 386 | 69.0% | 0.80 | 0.0054 | -0.074 | 125 | 6.15 | 6.90 | 14 | 828 | 66.5% | -0.20 | 0.0055 | -0.080 | |
| 34.10 | 36.55 | 467 | 69.8% | 0.77 | 0.0060 | -0.082 | 130 | 7.40 | 8.45 | 13 | 813 | 65.8% | -0.23 | 0.0060 | -0.088 | |
| 31.05 | 33.05 | 320 | 69.1% | 0.73 | 0.0065 | -0.089 | 135 | 9.30 | 10.55 | 18 | 588 | 66.6% | -0.27 | 0.0065 | -0.094 | |
| 27.95 | 30.00 | 3 | 582 | 68.4% | 0.69 | 0.0069 | -0.096 | 140 | 11.35 | 12.20 | 4 | 842 | 65.9% | -0.31 | 0.0070 | -0.100 |
| 25.35 | 27.35 | 1 | 757 | 68.7% | 0.66 | 0.0072 | -0.101 | 145 | 13.50 | 14.95 | 8 | 1,334 | 66.7% | -0.35 | 0.0074 | -0.105 |
| 22.70 | 24.45 | 12 | 2,249 | 67.7% | 0.62 | 0.0075 | -0.105 | 150 | 15.75 | 16.85 | 22 | 2,262 | 65.4% | -0.39 | 0.0076 | -0.108 |
| 20.40 | 22.15 | 4 | 661 | 67.7% | 0.58 | 0.0077 | -0.108 | 155 | 18.35 | 19.50 | 7 | 589 | 65.4% | -0.42 | 0.0079 | -0.111 |
| 18.15 | 19.70 | 8 | 964 | 67.0% | 0.54 | 0.0079 | -0.110 | 160 | 21.05 | 22.35 | 1 | 534 | 65.1% | -0.46 | 0.0080 | -0.112 |
| 16.30 | 18.25 | 45 | 1,086 | 67.9% | 0.50 | 0.0079 | -0.111 | 165 | 23.80 | 25.80 | 306 | 65.4% | -0.50 | 0.0081 | -0.112 | |
| 14.50 | 15.75 | 1 | 1,108 | 66.7% | 0.47 | 0.0079 | -0.111 | 170 | 27.05 | 28.65 | 649 | 64.8% | -0.54 | 0.0081 | -0.111 | |
| 12.65 | 13.90 | 8 | 330 | 65.8% | 0.43 | 0.0078 | -0.110 | 175 | 30.45 | 32.10 | 8 | 217 | 65.0% | -0.58 | 0.0080 | -0.109 |
| 11.50 | 12.05 | 179 | 4,704 | 65.8% | 0.40 | 0.0076 | -0.108 | 180 | 33.50 | 35.60 | 654 | 64.0% | -0.61 | 0.0079 | -0.107 | |
| 9.15 | 11.40 | 1 | 402 | 65.0% | 0.37 | 0.0075 | -0.105 | 185 | 38.05 | 39.75 | 167 | 66.3% | -0.64 | 0.0077 | -0.104 | |
| 8.90 | 9.95 | 1 | 612 | 66.1% | 0.34 | 0.0072 | -0.102 | 190 | 40.85 | 43.55 | 75 | 64.5% | -0.68 | 0.0075 | -0.100 | |
| 7.85 | 8.85 | 487 | 66.0% | 0.31 | 0.0070 | -0.098 | 195 | 45.40 | 47.45 | 63 | 65.5% | -0.70 | 0.0072 | -0.096 | ||
| 6.85 | 8.25 | 30 | 3,061 | 66.6% | 0.28 | 0.0067 | -0.094 | 200 | 49.70 | 51.25 | 594 | 65.4% | -0.73 | 0.0070 | -0.091 | |
| 4.80 | 5.95 | 1,452 | 64.2% | 0.23 | 0.0060 | -0.086 | 210 | 57.75 | 59.90 | 404 | 65.0% | -0.78 | 0.0064 | -0.081 | ||
| 4.25 | 4.75 | 66 | 29.1K | 66.0% | 0.19 | 0.0054 | -0.076 | 220 | 66.65 | 68.85 | 2,552 | 65.7% | -0.83 | 0.0058 | -0.071 | |
| 3.05 | 3.80 | 1,032 | 65.5% | 0.16 | 0.0047 | -0.068 | 230 | 75.55 | 77.95 | 70 | 65.3% | -0.86 | 0.0052 | -0.061 | ||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.