SBUX option chain Starbucks Corporation
Cboe delayed options data · as of 03:38 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 ±14.4% (91.37–122.17) · ATM IV 29.8% · P/C open interest 1.20
| 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 | |
| 50.85 | 54.30 | 66 | 64.7% | 0.99 | 0.0007 | 0.000 | 55 | 0.0400 | 0.3300 | 1,143 | 54.2% | -0.01 | 0.0008 | -0.003 | ||
| 46.05 | 49.35 | 675 | 58.9% | 0.99 | 0.0010 | 0.000 | 60 | 0.0500 | 0.5300 | 3 | 27.0K | 51.5% | -0.01 | 0.0011 | -0.004 | |
| 41.15 | 44.45 | 179 | 52.7% | 0.98 | 0.0016 | 0.000 | 65 | 0 | 0.4800 | 4,987 | 43.8% | -0.02 | 0.0017 | -0.005 | ||
| 35.55 | 39.60 | 422 | 40.5% | 0.97 | 0.0025 | 0.000 | 70 | 0.0600 | 0.5600 | 9,250 | 39.9% | -0.03 | 0.0026 | -0.006 | ||
| 31.00 | 34.85 | 336 | 39.9% | 0.96 | 0.0038 | 0.000 | 75 | 0.3500 | 0.6000 | 3 | 4,064 | 37.5% | -0.04 | 0.0039 | -0.008 | |
| 26.10 | 30.15 | 3,507 | 35.6% | 0.93 | 0.0057 | -0.003 | 80 | 0.3700 | 0.8100 | 10.8K | 33.5% | -0.07 | 0.0058 | -0.011 | ||
| 21.80 | 25.70 | 1,039 | 34.8% | 0.90 | 0.0082 | -0.007 | 85 | 1.00 | 1.43 | 2 | 3,838 | 34.0% | -0.10 | 0.0084 | -0.014 | |
| 17.45 | 21.45 | 4,486 | 32.8% | 0.85 | 0.0114 | -0.013 | 90 | 1.50 | 2.42 | 7,104 | 32.9% | -0.16 | 0.0117 | -0.018 | ||
| 13.35 | 17.25 | 1,712 | 30.3% | 0.78 | 0.0148 | -0.018 | 95 | 2.60 | 3.40 | 1 | 6,007 | 31.8% | -0.23 | 0.0153 | -0.022 | |
| 10.70 | 13.65 | 5,043 | 31.2% | 0.69 | 0.0180 | -0.022 | 100 | 4.00 | 4.70 | 10 | 4,990 | 30.3% | -0.32 | 0.0186 | -0.025 | |
| 8.60 | 9.60 | 8 | 9,439 | 30.0% | 0.59 | 0.0202 | -0.025 | 105 | 5.40 | 7.20 | 6 | 1,229 | 29.5% | -0.42 | 0.0210 | -0.027 |
| 5.65 | 7.35 | 3 | 12.9K | 28.9% | 0.49 | 0.0211 | -0.026 | 110 | 7.05 | 10.50 | 4 | 532 | 28.7% | -0.52 | 0.0219 | -0.026 |
| 4.30 | 5.15 | 1 | 4,381 | 29.1% | 0.39 | 0.0206 | -0.025 | 115 | 10.10 | 13.65 | 136 | 28.4% | -0.63 | 0.0213 | -0.024 | |
| 2.90 | 3.35 | 1 | 8,551 | 28.2% | 0.30 | 0.0188 | -0.023 | 120 | 13.50 | 17.35 | 222 | 28.0% | -0.72 | 0.0194 | -0.020 | |
| 2.03 | 2.45 | 2 | 2,487 | 28.9% | 0.22 | 0.0162 | -0.020 | 125 | 17.50 | 21.30 | 9 | 27.6% | -0.80 | 0.0170 | -0.016 | |
| 0.9100 | 1.61 | 2,335 | 27.3% | 0.16 | 0.0133 | -0.016 | 130 | 21.80 | 25.95 | 39 | 28.4% | -0.87 | 0.0151 | -0.012 | ||
| 0.7700 | 1.06 | 9 | 4,841 | 28.3% | 0.12 | 0.0105 | -0.013 | 135 | 26.50 | 29.60 | 2 | 11 | -0.93 | 0.0146 | -0.009 | |
| 0.5600 | 0.8100 | 1 | 925 | 29.3% | 0.08 | 0.0081 | -0.010 | 140 | 31.40 | 35.40 | 30.6% | -0.98 | 0.0117 | -0.013 | ||
| 0.3500 | 0.6500 | 7 | 857 | 30.1% | 0.06 | 0.0062 | -0.008 | 145 | 36.30 | 39.55 | -1.00 | 0.0012 | -0.028 | |||
| 0.2800 | 0.3400 | 10 | 1,823 | 29.9% | 0.04 | 0.0047 | -0.006 | 150 | 41.30 | 44.70 | -1.00 | 0.0000 | -0.030 | |||
| 0.1000 | 0.4500 | 908 | 31.6% | 0.03 | 0.0037 | -0.005 | 155 | 46.45 | 49.40 | -1.00 | 0.0000 | -0.030 | ||||
| 0.0100 | 0.3600 | 827 | 31.8% | 0.03 | 0.0029 | -0.004 | 160 | 52.00 | 54.55 | -1.00 | 0.0000 | -0.030 | ||||
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