SBUX option chain Starbucks Corporation
Cboe delayed options data · as of 12:43 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 ±11.1% (87.39–109.14) · ATM IV 27.8% · P/C open interest 1.13
| 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 | |
| 46.20 | 49.40 | 225 | 1.00 | 0.0001 | 0.000 | 50 | 0 | 0.3300 | 485 | 67.2% | -0.00 | 0.0004 | -0.001 | |||
| 41.20 | 44.45 | 65 | 1.00 | 0.0003 | 0.000 | 55 | 0 | 0.1200 | 1,142 | 50.9% | -0.00 | 0.0006 | -0.002 | |||
| 36.25 | 40.00 | 684 | 44.6% | 1.00 | 0.0008 | 0.000 | 60 | 0 | 0.3200 | 20 | 27.0K | 50.5% | -0.01 | 0.0010 | -0.002 | |
| 31.30 | 35.15 | 168 | 43.4% | 0.99 | 0.0017 | 0.000 | 65 | 0.0400 | 0.1200 | 5,151 | 38.9% | -0.01 | 0.0018 | -0.004 | ||
| 26.45 | 30.25 | 487 | 39.6% | 0.98 | 0.0032 | -0.001 | 70 | 0.1300 | 0.1800 | 5 | 8,605 | 36.2% | -0.02 | 0.0032 | -0.005 | |
| 21.65 | 25.00 | 332 | 30.6% | 0.96 | 0.0057 | -0.004 | 75 | 0.2500 | 0.4700 | 1 | 4,122 | 35.0% | -0.04 | 0.0058 | -0.009 | |
| 18.05 | 19.70 | 2 | 3,541 | 32.9% | 0.92 | 0.0099 | -0.010 | 80 | 0.2400 | 1.06 | 8 | 10.9K | 32.5% | -0.08 | 0.0101 | -0.013 |
| 12.70 | 16.55 | 1,030 | 32.2% | 0.85 | 0.0157 | -0.017 | 85 | 1.00 | 1.88 | 36 | 4,241 | 32.7% | -0.15 | 0.0161 | -0.019 | |
| 9.30 | 11.95 | 8 | 4,251 | 30.1% | 0.75 | 0.0221 | -0.024 | 90 | 1.79 | 2.61 | 466 | 8,848 | 29.2% | -0.25 | 0.0227 | -0.026 |
| 6.30 | 7.85 | 3 | 2,421 | 27.8% | 0.62 | 0.0271 | -0.029 | 95 | 3.10 | 4.30 | 138 | 6,008 | 27.5% | -0.38 | 0.0280 | -0.030 |
| 4.45 | 4.95 | 75 | 9,191 | 28.4% | 0.48 | 0.0289 | -0.030 | 100 | 4.70 | 7.65 | 2 | 5,198 | 27.1% | -0.53 | 0.0303 | -0.032 |
| 2.30 | 3.15 | 139 | 9,569 | 27.2% | 0.35 | 0.0272 | -0.028 | 105 | 8.35 | 10.90 | 1 | 867 | 28.1% | -0.67 | 0.0287 | -0.029 |
| 1.01 | 1.82 | 128 | 13.9K | 26.2% | 0.23 | 0.0226 | -0.023 | 110 | 11.65 | 15.45 | 471 | 28.4% | -0.80 | 0.0238 | -0.022 | |
| 0.3500 | 1.14 | 61 | 4,075 | 26.3% | 0.15 | 0.0170 | -0.017 | 115 | 16.10 | 19.80 | 124 | 29.0% | -0.89 | 0.0171 | -0.014 | |
| 0.3100 | 0.6000 | 34 | 8,330 | 27.5% | 0.09 | 0.0118 | -0.012 | 120 | 20.75 | 24.45 | 211 | 29.5% | -0.94 | 0.0108 | -0.007 | |
| 0.1700 | 0.3500 | 10 | 2,391 | 28.3% | 0.05 | 0.0080 | -0.009 | 125 | 26.30 | 28.75 | 9 | 32.6% | -0.97 | 0.0063 | -0.002 | |
| 0.0100 | 0.2900 | 1 | 2,302 | 29.0% | 0.04 | 0.0054 | -0.006 | 130 | 30.40 | 34.25 | 3 | 30.5% | -0.98 | 0.0037 | 0.000 | |
| 0 | 0.4000 | 4,884 | 33.7% | 0.02 | 0.0038 | -0.005 | 135 | 35.25 | 39.20 | -0.99 | 0.0022 | 0.000 | ||||
| 0 | 0.3600 | 981 | 36.2% | 0.02 | 0.0028 | -0.004 | 140 | 40.20 | 44.15 | -0.99 | 0.0014 | 0.000 | ||||
| 0.0200 | 0.5300 | 870 | 41.9% | 0.01 | 0.0020 | -0.003 | 145 | 45.15 | 49.15 | -1.00 | 0.0009 | 0.000 | ||||
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.
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