SBUX option chain Starbucks Corporation
Cboe delayed options data · as of 15:43 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 ±15.6% (82.49–112.99) · ATM IV 30.1% · P/C open interest 2.32
| 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 | |
| 46.35 | 48.55 | 67 | 0.99 | 0.0007 | 0.000 | 50 | 0.0100 | 0.1600 | 87 | 46.7% | -0.01 | 0.0008 | -0.002 | |||
| 41.25 | 43.65 | 25 | 0.99 | 0.0011 | 0.000 | 55 | 0.0100 | 0.1800 | 84 | 41.3% | -0.01 | 0.0013 | -0.003 | |||
| 36.85 | 38.55 | 3 | 0.98 | 0.0018 | 0.000 | 60 | 0.1200 | 0.2600 | 61 | 39.7% | -0.02 | 0.0020 | -0.004 | |||
| 31.55 | 33.90 | 37 | 0.97 | 0.0029 | -0.002 | 65 | 0.2200 | 0.4400 | 174 | 37.5% | -0.03 | 0.0032 | -0.006 | |||
| 27.15 | 29.05 | 170 | 0.95 | 0.0048 | -0.005 | 70 | 0.4500 | 0.6700 | 496 | 35.6% | -0.05 | 0.0050 | -0.008 | |||
| 22.15 | 24.65 | 1 | 23.1% | 0.92 | 0.0074 | -0.008 | 75 | 0.8100 | 1.22 | 1,705 | 34.6% | -0.09 | 0.0077 | -0.011 | ||
| 18.00 | 20.35 | 109 | 27.6% | 0.87 | 0.0108 | -0.013 | 80 | 1.42 | 1.93 | 1,503 | 33.4% | -0.14 | 0.0110 | -0.015 | ||
| 15.30 | 16.40 | 151 | 32.0% | 0.80 | 0.0144 | -0.017 | 85 | 2.44 | 2.77 | 49 | 3,409 | 32.0% | -0.21 | 0.0147 | -0.019 | |
| 11.80 | 12.85 | 117 | 31.2% | 0.71 | 0.0178 | -0.021 | 90 | 3.85 | 4.30 | 43 | 2,727 | 31.4% | -0.30 | 0.0180 | -0.022 | |
| 8.85 | 9.55 | 3 | 193 | 30.2% | 0.61 | 0.0202 | -0.023 | 95 | 5.80 | 6.30 | 58 | 2,220 | 31.0% | -0.40 | 0.0205 | -0.024 |
| 6.35 | 7.00 | 1 | 380 | 29.6% | 0.51 | 0.0213 | -0.024 | 100 | 8.30 | 8.85 | 1 | 1,401 | 30.7% | -0.50 | 0.0217 | -0.025 |
| 4.50 | 4.95 | 3 | 867 | 29.3% | 0.41 | 0.0209 | -0.023 | 105 | 11.30 | 11.85 | 671 | 30.3% | -0.61 | 0.0218 | -0.024 | |
| 3.05 | 3.55 | 18 | 1,083 | 29.2% | 0.32 | 0.0193 | -0.021 | 110 | 14.80 | 16.60 | 249 | 32.9% | -0.71 | 0.0207 | -0.022 | |
| 2.00 | 2.40 | 6 | 553 | 28.9% | 0.24 | 0.0168 | -0.018 | 115 | 18.70 | 20.65 | 35 | 33.5% | -0.79 | 0.0186 | -0.019 | |
| 1.31 | 1.68 | 416 | 29.1% | 0.17 | 0.0139 | -0.015 | 120 | 22.85 | 25.25 | 18 | 34.8% | -0.87 | 0.0154 | -0.015 | ||
| 0.7400 | 1.21 | 859 | 29.1% | 0.12 | 0.0111 | -0.012 | 125 | 27.45 | 29.75 | 3 | 36.1% | -0.92 | 0.0116 | -0.010 | ||
| 0.4000 | 0.8700 | 696 | 29.2% | 0.09 | 0.0086 | -0.010 | 130 | 32.30 | 33.80 | 35.4% | -0.95 | 0.0080 | -0.005 | |||
| 0.3600 | 0.6300 | 253 | 30.4% | 0.06 | 0.0067 | -0.008 | 135 | 37.15 | 39.45 | 41.2% | -0.97 | 0.0052 | -0.002 | |||
| 0.0700 | 0.4900 | 103 | 29.7% | 0.05 | 0.0052 | -0.006 | 140 | 41.85 | 44.65 | 44.1% | -0.99 | 0.0032 | 0.000 | |||
| 0.0100 | 0.3600 | 67 | 30.0% | 0.04 | 0.0040 | -0.005 | 145 | 46.80 | 49.25 | 45.1% | -0.99 | 0.0020 | 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 — 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.
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