SBUX option chain Starbucks Corporation
Cboe delayed options data · as of 09:38 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 ±2.0% (104.62–108.92) · ATM IV 33.7% · P/C open interest 0.99
| 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 | |
| 49.85 | 53.75 | 3 | 355.1% | 1.00 | 0.0000 | 0.000 | 55 | 0 | 0.0300 | 322.8% | 0.00 | 0.0000 | 0.000 | |||
| 44.90 | 48.75 | 2 | 6 | 329.4% | 1.00 | 0.0000 | 0.000 | 60 | 0 | 2.13 | 539.3% | 0.00 | 0.0000 | 0.000 | ||
| 40.00 | 43.75 | 2 | 2 | 310.8% | 1.00 | 0.0000 | 0.000 | 65 | 0 | 2.13 | 476.5% | 0.00 | 0.0000 | 0.000 | ||
| 34.80 | 38.75 | 4 | 7 | 186.3% | 1.00 | 0.0000 | 0.000 | 70 | 0 | 2.13 | 417.8% | 0.00 | 0.0000 | 0.000 | ||
| 29.70 | 33.75 | 8 | 4 | 1.00 | 0.0000 | 0.000 | 75 | 0 | 2.13 | 362.5% | 0.00 | 0.0000 | 0.000 | |||
| 24.70 | 28.80 | 17 | 2 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.13 | 310.0% | 0.00 | 0.0000 | 0.000 | |||
| 19.75 | 23.80 | 16 | 2 | 1.00 | 0.0000 | 0.000 | 85 | 0 | 2.13 | 50 | 259.5% | 0.00 | 0.0000 | -0.000 | ||
| 14.70 | 18.75 | 14 | 8 | 1.00 | 0.0001 | 0.000 | 90 | 0 | 0.3000 | 9 | 130.8% | -0.00 | 0.0001 | -0.000 | ||
| 13.65 | 17.80 | 14 | 6 | 1.00 | 0.0001 | 0.000 | 91 | 0 | 2.13 | 2 | 200.7% | -0.00 | 0.0001 | -0.000 | ||
| 12.80 | 16.75 | 11 | 3 | 1.00 | 0.0002 | 0.000 | 92 | 0 | 2.13 | 11 | 191.0% | -0.00 | 0.0002 | -0.000 | ||
| 11.85 | 15.80 | 8 | 3 | 87.9% | 1.00 | 0.0002 | 0.000 | 93 | 0 | 2.13 | 33 | 181.3% | -0.00 | 0.0002 | -0.000 | |
| 10.65 | 14.75 | 8 | 1 | 1.00 | 0.0003 | 0.000 | 94 | 0 | 2.13 | 92 | 171.6% | -0.00 | 0.0003 | -0.000 | ||
| 9.95 | 13.75 | 8 | 1 | 81.9% | 1.00 | 0.0005 | 0.000 | 95 | 0 | 2.13 | 19 | 161.9% | -0.00 | 0.0005 | -0.001 | |
| 8.90 | 12.75 | 8 | 3 | 69.8% | 1.00 | 0.0007 | 0.000 | 96 | 0 | 2.13 | 14 | 152.2% | -0.00 | 0.0007 | -0.001 | |
| 8.05 | 11.75 | 8 | 2 | 77.2% | 1.00 | 0.0011 | 0.000 | 97 | 0 | 2.13 | 40 | 142.4% | -0.00 | 0.0011 | -0.001 | |
| 7.10 | 10.75 | 8 | 3 | 73.4% | 1.00 | 0.0017 | -0.000 | 98 | 0 | 0.2900 | 1 | 58 | 74.3% | -0.00 | 0.0017 | -0.001 |
| 6.20 | 9.50 | 8 | 4 | 56.6% | 1.00 | 0.0028 | -0.001 | 99 | 0 | 0.5100 | 93 | 77.0% | -0.00 | 0.0028 | -0.002 | |
| 5.45 | 8.60 | 8 | 9 | 67.8% | 1.00 | 0.0050 | -0.003 | 100 | 0 | 0.9500 | 541 | 83.4% | -0.00 | 0.0050 | -0.004 | |
| 3.85 | 7.65 | 10 | 12 | 0.99 | 0.0097 | -0.007 | 101 | 0 | 0.0100 | 82 | 175 | 30.4% | -0.01 | 0.0097 | -0.007 | |
| 3.80 | 6.50 | 4 | 8 | 59.6% | 0.98 | 0.0207 | -0.016 | 102 | 0 | 0.3300 | 168 | 406 | 47.3% | -0.02 | 0.0207 | -0.017 |
| 2.57 | 5.00 | 2 | 17 | 0.95 | 0.0456 | -0.048 | 103 | 0.0300 | 0.3900 | 148 | 599 | 42.6% | -0.05 | 0.0458 | -0.048 | |
| 1.08 | 4.75 | 17 | 42 | 29.2% | 0.87 | 0.0834 | -0.119 | 104 | 0.0500 | 0.4000 | 84 | 325 | 35.2% | -0.13 | 0.0839 | -0.120 |
| 1.49 | 2.82 | 16 | 61 | 32.4% | 0.77 | 0.1217 | -0.198 | 105 | 0.1100 | 0.8000 | 47 | 711 | 36.0% | -0.23 | 0.1230 | -0.200 |
| 0.9000 | 1.97 | 47 | 554 | 31.3% | 0.63 | 0.1577 | -0.252 | 106 | 0.3100 | 1.09 | 69 | 1,254 | 33.1% | -0.37 | 0.1603 | -0.255 |
| 0.4700 | 1.02 | 95 | 444 | 26.6% | 0.47 | 0.1708 | -0.266 | 107 | 1.00 | 1.81 | 194 | 1,070 | 40.7% | -0.54 | 0.1743 | -0.273 |
| 0.0100 | 0.6700 | 347 | 1,992 | 25.2% | 0.31 | 0.1490 | -0.229 | 108 | 1.55 | 2.43 | 113 | 1,381 | 40.4% | -0.70 | 0.1518 | -0.236 |
| 0.0900 | 0.2900 | 287 | 1,072 | 27.8% | 0.18 | 0.1114 | -0.153 | 109 | 1.85 | 2.95 | 1 | 709 | 26.5% | -0.83 | 0.1126 | -0.153 |
| 0.0400 | 0.2400 | 118 | 1,967 | 32.5% | 0.10 | 0.0709 | -0.083 | 110 | 2.94 | 4.45 | 38 | 134 | 49.2% | -0.92 | 0.0713 | -0.078 |
| 0.0200 | 0.1100 | 96 | 433 | 32.9% | 0.06 | 0.0441 | -0.053 | 111 | 3.10 | 5.65 | 123 | 39.0% | -0.95 | 0.0437 | -0.048 | |
| 0.0100 | 0.1000 | 57 | 259 | 37.6% | 0.04 | 0.0306 | -0.043 | 112 | 3.70 | 7.00 | 12 | 43.0% | -0.97 | 0.0298 | -0.039 | |
| 0 | 0.9900 | 14 | 97 | 74.9% | 0.03 | 0.0224 | -0.036 | 113 | 4.30 | 8.20 | -0.98 | 0.0215 | -0.034 | |||
| 0 | 0.7500 | 165 | 75.5% | 0.03 | 0.0169 | -0.031 | 114 | 5.35 | 8.65 | -0.98 | 0.0159 | -0.029 | ||||
| 0 | 0.0200 | 1 | 354 | 42.0% | 0.02 | 0.0128 | -0.026 | 115 | 6.30 | 10.15 | -0.99 | 0.0117 | -0.026 | |||
| 0 | 0.2800 | 158 | 70.2% | 0.02 | 0.0098 | -0.021 | 116 | 7.30 | 11.15 | -0.99 | 0.0087 | -0.022 | ||||
| 0 | 2.13 | 114 | 133.0% | 0.01 | 0.0076 | -0.017 | 117 | 8.75 | 12.25 | 4 | 87.4% | -0.99 | 0.0064 | -0.020 | ||
| 0 | 2.13 | 1 | 13 | 140.6% | 0.01 | 0.0058 | -0.014 | 118 | 9.75 | 13.30 | 95.5% | -0.99 | 0.0046 | -0.018 | ||
| 0 | 2.13 | 2 | 148.0% | 0.01 | 0.0045 | -0.011 | 119 | 10.90 | 14.15 | 2 | 101.5% | -1.00 | 0.0034 | -0.017 | ||
| 0 | 0.0100 | 1 | 6 | 58.1% | 0.01 | 0.0036 | -0.009 | 120 | 11.30 | 15.25 | 8 | -1.00 | 0.0025 | -0.016 | ||
| 0 | 2.13 | 1 | 4 | 162.1% | 0.01 | 0.0028 | -0.008 | 121 | 12.30 | 16.15 | 2 | -1.00 | 0.0018 | -0.015 | ||
| 0 | 2.13 | 12 | 169.0% | 0.00 | 0.0023 | -0.006 | 122 | 13.65 | 17.25 | 110.8% | -1.00 | 0.0014 | -0.015 | |||
| 0 | 0.1000 | 72 | 99.4% | 0.00 | 0.0014 | -0.004 | 125 | 16.30 | 20.15 | 4 | -1.00 | 0.0007 | -0.014 | |||
| 0 | 2.13 | 2 | 219.5% | 0.00 | 0.0007 | -0.003 | 130 | 21.30 | 25.25 | -1.00 | 0.0002 | -0.014 | ||||
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs