SBUX option chain Starbucks Corporation
Cboe delayed options data · as of 00:38 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 ±28.0% (76.20–135.40) · ATM IV 30.7% · P/C open interest 1.29
| 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 | |
| 51.40 | 54.50 | 212 | 43.1% | 0.96 | 0.0018 | 0.000 | 55 | 0.7500 | 1.07 | 1,131 | 38.6% | -0.04 | 0.0019 | -0.004 | ||
| 45.50 | 50.50 | 266 | 36.8% | 0.95 | 0.0024 | 0.000 | 60 | 0.9600 | 1.88 | 6,457 | 38.3% | -0.05 | 0.0025 | -0.005 | ||
| 42.80 | 45.10 | 33 | 36.9% | 0.93 | 0.0032 | 0.000 | 65 | 1.40 | 1.86 | 1,510 | 35.4% | -0.07 | 0.0032 | -0.005 | ||
| 37.50 | 40.95 | 74 | 502 | 32.5% | 0.91 | 0.0040 | -0.001 | 70 | 1.90 | 2.44 | 5,842 | 34.1% | -0.10 | 0.0042 | -0.007 | |
| 34.90 | 37.00 | 71 | 34.7% | 0.88 | 0.0050 | -0.003 | 75 | 2.65 | 3.60 | 1,207 | 34.0% | -0.12 | 0.0052 | -0.008 | ||
| 31.05 | 33.95 | 2 | 1,366 | 34.8% | 0.85 | 0.0060 | -0.005 | 80 | 3.70 | 4.25 | 1,034 | 32.8% | -0.16 | 0.0062 | -0.009 | |
| 26.70 | 31.00 | 265 | 33.6% | 0.81 | 0.0071 | -0.006 | 85 | 4.15 | 6.30 | 5,681 | 32.3% | -0.20 | 0.0073 | -0.010 | ||
| 23.00 | 27.45 | 479 | 32.0% | 0.77 | 0.0080 | -0.008 | 90 | 6.05 | 7.15 | 1,149 | 31.6% | -0.24 | 0.0084 | -0.011 | ||
| 21.35 | 25.00 | 2,682 | 34.0% | 0.72 | 0.0089 | -0.009 | 95 | 8.10 | 9.70 | 292 | 32.5% | -0.29 | 0.0094 | -0.012 | ||
| 17.00 | 22.00 | 6 | 466 | 31.4% | 0.67 | 0.0097 | -0.011 | 100 | 10.00 | 10.75 | 602 | 30.9% | -0.34 | 0.0103 | -0.013 | |
| 15.75 | 17.85 | 655 | 30.6% | 0.62 | 0.0103 | -0.012 | 105 | 12.30 | 13.30 | 1,480 | 30.9% | -0.40 | 0.0110 | -0.013 | ||
| 12.65 | 17.25 | 809 | 31.2% | 0.57 | 0.0107 | -0.012 | 110 | 13.00 | 17.50 | 493 | 30.3% | -0.45 | 0.0116 | -0.013 | ||
| 12.00 | 13.40 | 5,893 | 30.4% | 0.52 | 0.0109 | -0.013 | 115 | 15.50 | 20.50 | 572 | 29.9% | -0.51 | 0.0120 | -0.013 | ||
| 10.35 | 11.85 | 1,415 | 30.6% | 0.48 | 0.0109 | -0.013 | 120 | 19.25 | 23.50 | 71 | 30.2% | -0.56 | 0.0122 | -0.013 | ||
| 7.00 | 11.30 | 1,239 | 29.6% | 0.43 | 0.0108 | -0.013 | 125 | 22.00 | 27.00 | 32 | 29.5% | -0.62 | 0.0124 | -0.013 | ||
| 5.50 | 10.50 | 1,409 | 29.9% | 0.39 | 0.0105 | -0.013 | 130 | 26.25 | 30.50 | 17 | 29.9% | -0.67 | 0.0124 | -0.012 | ||
| 5.50 | 9.50 | 2,163 | 31.3% | 0.34 | 0.0102 | -0.012 | 135 | 29.50 | 34.50 | 29.3% | -0.72 | 0.0122 | -0.011 | |||
| 4.20 | 7.50 | 183 | 29.8% | 0.31 | 0.0097 | -0.012 | 140 | 34.40 | 37.90 | 1 | 29.4% | -0.77 | 0.0120 | -0.010 | ||
| 3.40 | 7.50 | 255 | 30.9% | 0.27 | 0.0092 | -0.011 | 145 | 38.00 | 41.65 | 1 | 27.2% | -0.81 | 0.0120 | -0.009 | ||
| 4.00 | 4.75 | 635 | 30.0% | 0.24 | 0.0086 | -0.010 | 150 | 43.00 | 46.85 | 4 | 29.7% | -0.86 | 0.0126 | -0.009 | ||
| 2.30 | 4.95 | 152 | 29.7% | 0.21 | 0.0080 | -0.010 | 155 | 47.00 | 52.00 | 5 | 29.6% | -0.91 | 0.0142 | -0.009 | ||
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs