RDDT option chain Reddit, Inc.
Cboe delayed options data · as of 12:37 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 ±37.4% (98.35–215.85) · ATM IV 64.6% · P/C open interest 0.92
| 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 | |
| 80.65 | 83.70 | 18 | 70.3% | 0.95 | 0.0013 | -0.006 | 80 | 2.08 | 2.30 | 166 | 69.9% | -0.05 | 0.0013 | -0.021 | ||
| 76.10 | 78.90 | 1 | 6 | 66.7% | 0.94 | 0.0016 | -0.010 | 85 | 2.54 | 2.97 | 71 | 68.8% | -0.06 | 0.0016 | -0.025 | |
| 71.70 | 74.85 | 1 | 13 | 66.0% | 0.92 | 0.0018 | -0.015 | 90 | 2.92 | 4.10 | 4 | 70 | 68.4% | -0.08 | 0.0019 | -0.029 |
| 67.95 | 70.95 | 3 | 66.9% | 0.91 | 0.0021 | -0.020 | 95 | 4.00 | 4.75 | 68 | 67.9% | -0.09 | 0.0022 | -0.033 | ||
| 63.80 | 66.60 | 7 | 71 | 64.9% | 0.89 | 0.0024 | -0.025 | 100 | 4.25 | 6.40 | 1 | 201 | 67.2% | -0.11 | 0.0024 | -0.037 |
| 60.00 | 63.35 | 11 | 23 | 65.7% | 0.87 | 0.0027 | -0.030 | 105 | 6.10 | 6.70 | 74 | 66.6% | -0.13 | 0.0028 | -0.041 | |
| 56.55 | 59.35 | 1 | 24 | 65.0% | 0.85 | 0.0030 | -0.035 | 110 | 7.40 | 8.05 | 101 | 66.5% | -0.15 | 0.0031 | -0.045 | |
| 53.60 | 55.90 | 9 | 65.7% | 0.83 | 0.0033 | -0.039 | 115 | 8.90 | 9.70 | 66 | 66.6% | -0.17 | 0.0034 | -0.049 | ||
| 49.95 | 52.60 | 49 | 65.0% | 0.81 | 0.0036 | -0.044 | 120 | 9.50 | 12.15 | 6 | 220 | 66.1% | -0.20 | 0.0036 | -0.052 | |
| 47.15 | 49.30 | 13 | 65.1% | 0.78 | 0.0038 | -0.048 | 125 | 12.35 | 12.75 | 3 | 67 | 65.8% | -0.22 | 0.0039 | -0.056 | |
| 44.10 | 46.35 | 56 | 64.9% | 0.76 | 0.0041 | -0.052 | 130 | 14.00 | 14.90 | 1 | 86 | 65.6% | -0.25 | 0.0042 | -0.059 | |
| 40.90 | 43.40 | 7 | 34 | 64.2% | 0.73 | 0.0043 | -0.055 | 135 | 16.05 | 17.40 | 91 | 66.0% | -0.27 | 0.0044 | -0.062 | |
| 38.60 | 40.65 | 380 | 64.5% | 0.71 | 0.0045 | -0.059 | 140 | 18.40 | 19.85 | 3,214 | 66.2% | -0.30 | 0.0046 | -0.064 | ||
| 36.20 | 38.15 | 12 | 87 | 64.6% | 0.68 | 0.0047 | -0.061 | 145 | 20.50 | 21.60 | 50 | 65.0% | -0.32 | 0.0048 | -0.066 | |
| 33.45 | 35.65 | 8 | 1,308 | 64.0% | 0.66 | 0.0049 | -0.064 | 150 | 22.95 | 24.10 | 67 | 64.8% | -0.35 | 0.0050 | -0.068 | |
| 31.50 | 33.35 | 269 | 64.2% | 0.63 | 0.0050 | -0.066 | 155 | 25.70 | 26.95 | 6 | 39 | 65.0% | -0.38 | 0.0052 | -0.069 | |
| 29.30 | 31.20 | 7 | 197 | 64.0% | 0.61 | 0.0051 | -0.068 | 160 | 28.30 | 29.60 | 95 | 64.5% | -0.40 | 0.0053 | -0.070 | |
| 27.00 | 29.20 | 82 | 151 | 63.6% | 0.58 | 0.0052 | -0.069 | 165 | 31.25 | 33.10 | 73 | 65.1% | -0.43 | 0.0054 | -0.071 | |
| 25.35 | 27.45 | 1 | 106 | 64.0% | 0.56 | 0.0052 | -0.070 | 170 | 34.35 | 35.70 | 202 | 64.6% | -0.45 | 0.0055 | -0.071 | |
| 23.50 | 25.35 | 7 | 81 | 63.5% | 0.53 | 0.0053 | -0.071 | 175 | 37.25 | 38.90 | 187 | 64.2% | -0.48 | 0.0055 | -0.072 | |
| 21.30 | 24.60 | 9 | 431 | 63.8% | 0.51 | 0.0053 | -0.071 | 180 | 40.80 | 42.25 | 326 | 64.5% | -0.50 | 0.0056 | -0.071 | |
| 20.85 | 22.40 | 157 | 64.2% | 0.48 | 0.0053 | -0.071 | 185 | 44.10 | 45.70 | 28 | 64.4% | -0.53 | 0.0056 | -0.071 | ||
| 19.40 | 20.90 | 5 | 134 | 64.1% | 0.46 | 0.0053 | -0.071 | 190 | 47.55 | 49.25 | 237 | 64.4% | -0.55 | 0.0056 | -0.070 | |
| 17.75 | 19.45 | 1 | 117 | 63.7% | 0.44 | 0.0052 | -0.071 | 195 | 51.30 | 53.10 | 21 | 64.7% | -0.58 | 0.0056 | -0.069 | |
| 15.70 | 18.80 | 5 | 744 | 63.4% | 0.42 | 0.0052 | -0.070 | 200 | 55.00 | 57.15 | 242 | 65.1% | -0.60 | 0.0055 | -0.068 | |
| 14.40 | 16.30 | 14 | 342 | 64.2% | 0.38 | 0.0051 | -0.069 | 210 | 62.60 | 64.45 | 263 | 64.6% | -0.64 | 0.0054 | -0.065 | |
| 11.85 | 13.90 | 3 | 192 | 63.0% | 0.34 | 0.0049 | -0.067 | 220 | 70.40 | 73.00 | 253 | 65.0% | -0.68 | 0.0053 | -0.062 | |
| 10.40 | 12.20 | 371 | 63.3% | 0.31 | 0.0047 | -0.064 | 230 | 78.75 | 81.35 | 12 | 65.3% | -0.72 | 0.0052 | -0.058 | ||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs