SBUX option chain Starbucks Corporation
Cboe delayed options data · as of 06:38 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 ±24.5% (80.57–132.97) · ATM IV 31.0% · P/C open interest 1.67
| 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 | |
| 50.50 | 55.50 | 44.1% | 0.97 | 0.0015 | 0.000 | 55 | 0 | 2.63 | 4 | 48.1% | -0.03 | 0.0016 | -0.003 | |||
| 46.00 | 50.50 | 39.7% | 0.96 | 0.0021 | 0.000 | 60 | 0.0700 | 2.85 | 2 | 44.1% | -0.04 | 0.0022 | -0.004 | |||
| 41.50 | 46.00 | 37.7% | 0.95 | 0.0028 | -0.000 | 65 | 0 | 1.21 | 31.9% | -0.06 | 0.0030 | -0.006 | ||||
| 37.00 | 42.00 | 36.9% | 0.93 | 0.0038 | -0.002 | 70 | 1.29 | 3.65 | 3 | 40.6% | -0.08 | 0.0040 | -0.007 | |||
| 33.00 | 37.50 | 35.3% | 0.90 | 0.0049 | -0.004 | 75 | 1.93 | 4.25 | 3 | 38.7% | -0.11 | 0.0051 | -0.009 | |||
| 29.00 | 32.75 | 32.6% | 0.86 | 0.0062 | -0.007 | 80 | 0.8100 | 5.05 | 1 | 33.2% | -0.14 | 0.0063 | -0.010 | |||
| 26.15 | 30.00 | 1 | 35.5% | 0.82 | 0.0075 | -0.009 | 85 | 1.85 | 6.05 | 1 | 32.5% | -0.18 | 0.0077 | -0.012 | ||
| 21.50 | 26.50 | 1 | 32.8% | 0.78 | 0.0088 | -0.011 | 90 | 4.65 | 5.60 | 1 | 31.5% | -0.23 | 0.0090 | -0.013 | ||
| 18.50 | 23.50 | 32.9% | 0.73 | 0.0100 | -0.012 | 95 | 5.65 | 8.75 | 1 | 223 | 32.4% | -0.28 | 0.0103 | -0.014 | ||
| 15.50 | 20.50 | 32.2% | 0.67 | 0.0110 | -0.014 | 100 | 8.10 | 9.15 | 1 | 443 | 30.7% | -0.34 | 0.0114 | -0.015 | ||
| 13.00 | 17.50 | 2 | 31.5% | 0.61 | 0.0118 | -0.015 | 105 | 8.85 | 13.05 | 173 | 30.6% | -0.40 | 0.0123 | -0.016 | ||
| 10.65 | 14.85 | 2 | 30.7% | 0.56 | 0.0123 | -0.015 | 110 | 11.40 | 15.55 | 139 | 30.3% | -0.46 | 0.0130 | -0.016 | ||
| 8.60 | 12.75 | 30.4% | 0.50 | 0.0125 | -0.016 | 115 | 14.00 | 19.00 | 1 | 30.4% | -0.52 | 0.0134 | -0.016 | |||
| 7.25 | 10.65 | 13 | 3 | 30.3% | 0.44 | 0.0124 | -0.015 | 120 | 17.00 | 21.90 | 29.7% | -0.59 | 0.0136 | -0.016 | ||
| 5.30 | 9.50 | 29.9% | 0.39 | 0.0121 | -0.015 | 125 | 20.50 | 25.00 | 29.2% | -0.65 | 0.0135 | -0.015 | ||||
| 4.05 | 8.20 | 1 | 204 | 29.9% | 0.34 | 0.0116 | -0.014 | 130 | 24.25 | 27.85 | 27.9% | -0.70 | 0.0132 | -0.014 | ||
| 3.75 | 5.30 | 379 | 28.3% | 0.29 | 0.0110 | -0.013 | 135 | 28.00 | 33.00 | 29.2% | -0.76 | 0.0127 | -0.013 | |||
| 2.08 | 6.30 | 2 | 29.8% | 0.25 | 0.0102 | -0.013 | 140 | 32.20 | 36.90 | 28.6% | -0.81 | 0.0123 | -0.011 | |||
| 1.32 | 5.55 | 29.7% | 0.22 | 0.0094 | -0.011 | 145 | 36.50 | 41.50 | 28.8% | -0.85 | 0.0124 | -0.011 | ||||
| 0.7100 | 4.95 | 29.7% | 0.18 | 0.0085 | -0.011 | 150 | 41.00 | 46.00 | 28.2% | -0.90 | 0.0129 | -0.010 | ||||
| 1.11 | 4.45 | 31.4% | 0.16 | 0.0077 | -0.009 | 155 | 46.00 | 51.00 | 30.3% | -0.95 | 0.0137 | -0.011 | ||||
| 1.14 | 4.00 | 32.4% | 0.13 | 0.0069 | -0.009 | 160 | 51.00 | 56.00 | 32.3% | -0.98 | 0.0077 | -0.013 | ||||
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 17, 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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