RDDT option chain Reddit, Inc.
Cboe delayed options data · as of 00:38 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 ±29.9% (110.45–204.45) · ATM IV 62.2% · 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 | |
| 78.45 | 81.65 | 2 | 134 | 64.3% | 0.97 | 0.0011 | 0.000 | 80 | 0.6700 | 1.26 | 7 | 2,986 | 69.7% | -0.03 | 0.0011 | -0.017 |
| 76.10 | 79.70 | 52 | 66.7% | 0.96 | 0.0012 | 0.000 | 82.5 | 0.9700 | 1.28 | 444 | 69.2% | -0.04 | 0.0012 | -0.019 | ||
| 73.80 | 77.35 | 63 | 65.8% | 0.96 | 0.0013 | -0.000 | 85 | 1.09 | 1.46 | 374 | 68.3% | -0.04 | 0.0014 | -0.021 | ||
| 71.70 | 75.20 | 44 | 66.9% | 0.95 | 0.0015 | -0.003 | 87.5 | 1.25 | 2.44 | 25 | 71.6% | -0.05 | 0.0015 | -0.023 | ||
| 69.45 | 72.55 | 42 | 64.6% | 0.95 | 0.0017 | -0.006 | 90 | 1.51 | 2.07 | 24 | 126 | 68.3% | -0.05 | 0.0017 | -0.026 | |
| 65.00 | 68.40 | 49 | 65.1% | 0.93 | 0.0020 | -0.012 | 95 | 2.04 | 2.79 | 2 | 785 | 68.1% | -0.07 | 0.0020 | -0.030 | |
| 62.00 | 63.40 | 2 | 454 | 66.5% | 0.92 | 0.0024 | -0.019 | 100 | 2.74 | 3.05 | 15 | 1,248 | 66.1% | -0.08 | 0.0024 | -0.035 |
| 56.80 | 59.35 | 45 | 63.0% | 0.90 | 0.0028 | -0.025 | 105 | 3.35 | 3.85 | 1 | 307 | 65.0% | -0.10 | 0.0029 | -0.041 | |
| 52.30 | 55.10 | 248 | 60.7% | 0.88 | 0.0033 | -0.032 | 110 | 4.35 | 5.50 | 1 | 758 | 66.5% | -0.12 | 0.0033 | -0.046 | |
| 48.60 | 51.65 | 54 | 62.0% | 0.85 | 0.0037 | -0.039 | 115 | 5.30 | 6.90 | 11 | 26.4K | 66.3% | -0.15 | 0.0038 | -0.052 | |
| 45.45 | 47.60 | 433 | 62.1% | 0.83 | 0.0041 | -0.045 | 120 | 6.70 | 7.30 | 15 | 5,783 | 64.3% | -0.17 | 0.0042 | -0.057 | |
| 41.70 | 44.45 | 3 | 391 | 62.1% | 0.80 | 0.0046 | -0.051 | 125 | 8.15 | 9.00 | 4 | 564 | 64.4% | -0.20 | 0.0046 | -0.062 |
| 38.05 | 41.40 | 7 | 349 | 61.9% | 0.77 | 0.0050 | -0.057 | 130 | 8.80 | 11.40 | 17 | 772 | 63.8% | -0.23 | 0.0050 | -0.067 |
| 35.50 | 37.80 | 1 | 296 | 61.9% | 0.74 | 0.0053 | -0.063 | 135 | 11.50 | 12.60 | 2 | 558 | 63.9% | -0.26 | 0.0054 | -0.071 |
| 32.10 | 34.80 | 36 | 564 | 61.0% | 0.71 | 0.0056 | -0.067 | 140 | 13.35 | 14.30 | 5 | 753 | 63.0% | -0.29 | 0.0057 | -0.074 |
| 30.00 | 32.15 | 9 | 724 | 62.0% | 0.68 | 0.0059 | -0.072 | 145 | 14.80 | 16.75 | 7 | 806 | 62.2% | -0.33 | 0.0060 | -0.077 |
| 27.60 | 29.40 | 133 | 2,227 | 61.9% | 0.65 | 0.0062 | -0.075 | 150 | 17.60 | 19.10 | 55 | 2,035 | 62.6% | -0.36 | 0.0063 | -0.080 |
| 25.30 | 27.00 | 16 | 599 | 61.9% | 0.61 | 0.0063 | -0.078 | 155 | 19.75 | 21.95 | 14 | 513 | 62.4% | -0.39 | 0.0065 | -0.082 |
| 22.55 | 24.70 | 30 | 925 | 61.1% | 0.58 | 0.0065 | -0.081 | 160 | 23.20 | 24.55 | 1 | 526 | 63.1% | -0.42 | 0.0066 | -0.083 |
| 21.45 | 23.20 | 31 | 845 | 63.0% | 0.55 | 0.0066 | -0.082 | 165 | 25.20 | 28.70 | 7 | 293 | 63.5% | -0.46 | 0.0068 | -0.084 |
| 19.45 | 20.60 | 59 | 950 | 61.9% | 0.52 | 0.0066 | -0.083 | 170 | 29.20 | 30.85 | 1 | 706 | 63.5% | -0.49 | 0.0068 | -0.083 |
| 17.75 | 19.15 | 59 | 353 | 62.3% | 0.49 | 0.0066 | -0.084 | 175 | 32.45 | 33.75 | 247 | 63.1% | -0.52 | 0.0068 | -0.083 | |
| 15.75 | 17.15 | 58 | 4,488 | 61.0% | 0.46 | 0.0066 | -0.084 | 180 | 35.55 | 37.15 | 690 | 62.8% | -0.55 | 0.0068 | -0.082 | |
| 13.60 | 15.80 | 38 | 391 | 60.6% | 0.43 | 0.0065 | -0.083 | 185 | 38.75 | 41.40 | 166 | 63.4% | -0.58 | 0.0068 | -0.080 | |
| 13.20 | 14.50 | 12 | 326 | 61.9% | 0.40 | 0.0064 | -0.082 | 190 | 42.85 | 44.75 | 1 | 64 | 63.7% | -0.61 | 0.0067 | -0.078 |
| 11.15 | 13.25 | 50 | 406 | 60.8% | 0.38 | 0.0063 | -0.081 | 195 | 46.60 | 48.30 | 39 | 63.5% | -0.64 | 0.0066 | -0.076 | |
| 11.00 | 11.80 | 253 | 3,070 | 61.7% | 0.35 | 0.0062 | -0.079 | 200 | 50.40 | 52.45 | 594 | 63.8% | -0.66 | 0.0065 | -0.073 | |
| 7.60 | 10.05 | 34 | 721 | 60.0% | 0.31 | 0.0058 | -0.075 | 210 | 58.20 | 60.60 | 1 | 400 | 63.9% | -0.71 | 0.0062 | -0.067 |
| 6.40 | 8.75 | 100 | 29.0K | 61.1% | 0.27 | 0.0054 | -0.070 | 220 | 66.35 | 68.75 | 4 | 2,550 | 63.4% | -0.76 | 0.0059 | -0.060 |
| 4.65 | 6.90 | 7 | 903 | 59.6% | 0.23 | 0.0050 | -0.065 | 230 | 75.15 | 78.00 | 1 | 71 | 64.8% | -0.79 | 0.0055 | -0.053 |
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.
callsputs