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 ±16.7% (81.44–114.04) · ATM IV 29.6% · P/C open interest 0.78
| 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 | |
| 41.00 | 44.00 | 0.99 | 0.0014 | 0.000 | 55 | 0.0600 | 0.2400 | 1 | 40.8% | -0.02 | 0.0015 | -0.003 | ||||
| 36.25 | 39.00 | 0.98 | 0.0022 | 0.000 | 60 | 0.1600 | 0.3700 | 4 | 38.8% | -0.03 | 0.0023 | -0.004 | ||||
| 31.90 | 34.10 | 0.96 | 0.0034 | -0.002 | 65 | 0.3600 | 0.5500 | 2 | 37.0% | -0.04 | 0.0035 | -0.006 | ||||
| 27.10 | 29.40 | 13 | 22.6% | 0.94 | 0.0052 | -0.004 | 70 | 0.6000 | 0.8300 | 16 | 34.9% | -0.06 | 0.0053 | -0.008 | ||
| 22.70 | 24.90 | 1 | 27.2% | 0.90 | 0.0076 | -0.008 | 75 | 1.04 | 1.49 | 2 | 66 | 34.2% | -0.10 | 0.0078 | -0.011 | |
| 18.60 | 20.80 | 7 | 28.7% | 0.85 | 0.0106 | -0.011 | 80 | 1.73 | 2.09 | 3 | 26 | 32.5% | -0.15 | 0.0109 | -0.014 | |
| 15.90 | 16.90 | 17 | 31.5% | 0.79 | 0.0136 | -0.015 | 85 | 2.73 | 3.15 | 93 | 31.4% | -0.22 | 0.0140 | -0.018 | ||
| 12.45 | 13.20 | 3 | 30.2% | 0.71 | 0.0164 | -0.018 | 90 | 4.30 | 4.70 | 45 | 31.0% | -0.30 | 0.0170 | -0.020 | ||
| 9.45 | 10.10 | 2 | 17 | 29.3% | 0.62 | 0.0185 | -0.021 | 95 | 6.20 | 6.70 | 8 | 11 | 30.4% | -0.40 | 0.0191 | -0.022 |
| 6.95 | 7.65 | 39 | 29.0% | 0.52 | 0.0196 | -0.022 | 100 | 8.75 | 9.25 | 186 | 30.3% | -0.49 | 0.0203 | -0.022 | ||
| 5.00 | 5.75 | 8 | 28.9% | 0.43 | 0.0195 | -0.021 | 105 | 11.70 | 12.25 | 13 | 29.9% | -0.59 | 0.0205 | -0.022 | ||
| 3.55 | 4.05 | 17 | 151 | 28.5% | 0.34 | 0.0184 | -0.020 | 110 | 15.10 | 17.05 | 14 | 32.4% | -0.69 | 0.0198 | -0.020 | |
| 2.45 | 3.05 | 181 | 28.8% | 0.26 | 0.0165 | -0.018 | 115 | 19.10 | 20.50 | 32.0% | -0.77 | 0.0183 | -0.018 | |||
| 1.69 | 2.12 | 111 | 28.7% | 0.20 | 0.0141 | -0.015 | 120 | 23.10 | 25.35 | 33.6% | -0.84 | 0.0159 | -0.014 | |||
| 1.12 | 1.56 | 1 | 7 | 29.0% | 0.15 | 0.0117 | -0.013 | 125 | 27.55 | 30.05 | 35.2% | -0.90 | 0.0127 | -0.010 | ||
| 0.6300 | 1.11 | 12 | 28.6% | 0.11 | 0.0095 | -0.010 | 130 | 32.35 | 34.60 | 36.7% | -0.94 | 0.0092 | -0.006 | |||
| 0.5200 | 0.8400 | 29.7% | 0.08 | 0.0076 | -0.008 | 135 | 37.20 | 39.55 | 39.3% | -0.97 | 0.0062 | -0.002 | ||||
| 0.2100 | 0.6600 | 25 | 29.4% | 0.06 | 0.0060 | -0.007 | 140 | 41.90 | 44.60 | 41.5% | -0.98 | 0.0040 | 0.000 | |||
| 0.2500 | 0.5000 | 30.8% | 0.05 | 0.0048 | -0.006 | 145 | 46.65 | 49.60 | 43.4% | -0.99 | 0.0024 | 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 — Apr 16, 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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