SCHW option chain The Charles Schwab Corporation
Cboe delayed options data · as of 06:42 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 ±6.1% (84.19–95.17) · ATM IV 25.6% · P/C open interest 0.84
| 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 | |
| 33.45 | 36.10 | 79.7% | 1.00 | 0.0001 | 0.000 | 55 | 0 | 2.13 | 123.3% | -0.00 | 0.0001 | -0.000 | ||||
| 28.50 | 31.75 | 87.4% | 1.00 | 0.0002 | 0.000 | 60 | 0 | 2.14 | 3 | 105.5% | -0.00 | 0.0003 | -0.001 | |||
| 23.50 | 26.75 | 72.3% | 1.00 | 0.0007 | 0.000 | 65 | 0 | 1.82 | 11 | 84.8% | -0.00 | 0.0010 | -0.002 | |||
| 18.55 | 21.80 | 3 | 59.7% | 0.99 | 0.0022 | -0.001 | 70 | 0 | 1.37 | 10 | 64.1% | -0.01 | 0.0028 | -0.004 | ||
| 13.60 | 16.20 | 36.9% | 0.98 | 0.0069 | -0.006 | 75 | 0.0500 | 0.1800 | 105 | 864 | 33.3% | -0.03 | 0.0080 | -0.009 | ||
| 9.35 | 11.35 | 2 | 1 | 36.2% | 0.92 | 0.0198 | -0.017 | 80 | 0.2900 | 0.3300 | 4,390 | 938 | 28.7% | -0.09 | 0.0210 | -0.019 |
| 6.60 | 8.65 | 31.9% | 0.85 | 0.0336 | -0.027 | 83 | 0.6000 | 0.7100 | 116 | 27.4% | -0.17 | 0.0343 | -0.028 | |||
| 6.10 | 7.80 | 2 | 33.1% | 0.81 | 0.0389 | -0.030 | 84 | 0.7800 | 0.8400 | 43 | 26.7% | -0.20 | 0.0394 | -0.032 | ||
| 5.40 | 6.00 | 4 | 35 | 26.7% | 0.77 | 0.0443 | -0.034 | 85 | 0.9600 | 1.08 | 519 | 1,757 | 26.3% | -0.24 | 0.0445 | -0.034 |
| 4.70 | 5.70 | 3 | 29.2% | 0.73 | 0.0495 | -0.037 | 86 | 1.15 | 1.44 | 41 | 26.1% | -0.29 | 0.0494 | -0.037 | ||
| 3.60 | 5.50 | 29.2% | 0.67 | 0.0541 | -0.039 | 87 | 1.50 | 1.71 | 29 | 25.8% | -0.34 | 0.0536 | -0.039 | |||
| 3.85 | 4.20 | 27.0% | 0.65 | 0.0561 | -0.040 | 87.5 | 1.70 | 1.87 | 71 | 368 | 25.7% | -0.37 | 0.0555 | -0.040 | ||
| 3.20 | 3.85 | 24.9% | 0.62 | 0.0578 | -0.041 | 88 | 1.83 | 2.23 | 13 | 26.1% | -0.40 | 0.0571 | -0.041 | |||
| 2.89 | 3.20 | 23 | 25.7% | 0.56 | 0.0603 | -0.042 | 89 | 2.25 | 2.63 | 100 | 25.6% | -0.45 | 0.0593 | -0.042 | ||
| 2.50 | 2.71 | 213 | 257 | 26.3% | 0.50 | 0.0614 | -0.042 | 90 | 2.83 | 2.93 | 614 | 2,435 | 25.0% | -0.51 | 0.0602 | -0.041 |
| 1.99 | 2.24 | 116 | 25.8% | 0.44 | 0.0608 | -0.041 | 91 | 3.05 | 3.65 | 20 | 24.0% | -0.57 | 0.0596 | -0.040 | ||
| 1.49 | 1.78 | 32 | 24.8% | 0.38 | 0.0588 | -0.040 | 92 | 3.75 | 4.25 | 11 | 24.1% | -0.63 | 0.0576 | -0.038 | ||
| 1.39 | 1.60 | 130 | 451 | 25.1% | 0.35 | 0.0573 | -0.038 | 92.5 | 4.10 | 4.60 | 12 | 833 | 24.3% | -0.66 | 0.0561 | -0.037 |
| 1.08 | 1.46 | 35 | 24.3% | 0.32 | 0.0555 | -0.037 | 93 | 4.45 | 5.00 | 19 | 24.6% | -0.69 | 0.0543 | -0.036 | ||
| 0.9100 | 1.14 | 3,812 | 24.6% | 0.27 | 0.0512 | -0.034 | 94 | 5.20 | 5.60 | 1 | 23.8% | -0.74 | 0.0501 | -0.033 | ||
| 0.7400 | 0.8900 | 143 | 718 | 24.8% | 0.23 | 0.0463 | -0.031 | 95 | 5.95 | 6.30 | 21 | 1,783 | 23.0% | -0.78 | 0.0453 | -0.030 |
| 0.4100 | 0.7200 | 13 | 23.8% | 0.19 | 0.0411 | -0.028 | 96 | 6.15 | 7.75 | 22.9% | -0.82 | 0.0401 | -0.026 | |||
| 0.3300 | 0.5500 | 6 | 24.0% | 0.15 | 0.0358 | -0.024 | 97 | 7.55 | 8.25 | 7 | 24.3% | -0.85 | 0.0350 | -0.023 | ||
| 0.3300 | 0.4500 | 52 | 445 | 24.2% | 0.14 | 0.0332 | -0.023 | 97.5 | 7.85 | 8.65 | 11 | 946 | 22.5% | -0.87 | 0.0324 | -0.021 |
| 0.2700 | 0.4500 | 1 | 24.6% | 0.12 | 0.0308 | -0.021 | 98 | 7.55 | 9.45 | 15.4% | -0.88 | 0.0300 | -0.019 | |||
| 0.0800 | 0.4800 | 4 | 24.9% | 0.10 | 0.0261 | -0.018 | 99 | 8.45 | 10.60 | 18.5% | -0.90 | 0.0254 | -0.016 | |||
| 0.1400 | 0.2400 | 121 | 2,137 | 24.4% | 0.08 | 0.0219 | -0.015 | 100 | 10.25 | 11.25 | 1 | 1,676 | 27.3% | -0.92 | 0.0213 | -0.014 |
| 0 | 0.4400 | 2 | 27.0% | 0.06 | 0.0183 | -0.013 | 101 | 10.35 | 12.85 | 25.0% | -0.94 | 0.0177 | -0.011 | |||
| 0 | 0.1900 | 1 | 24.2% | 0.05 | 0.0151 | -0.011 | 102 | 11.30 | 13.25 | -0.95 | 0.0146 | -0.009 | ||||
| 0 | 0.4700 | 30.7% | 0.04 | 0.0124 | -0.009 | 103 | 12.30 | 14.55 | -0.96 | 0.0120 | -0.007 | |||||
| 0 | 0.1300 | 25.5% | 0.03 | 0.0102 | -0.007 | 104 | 13.25 | 15.75 | 25.2% | -0.97 | 0.0098 | -0.005 | ||||
| 0.0200 | 0.0700 | 166 | 4,333 | 25.4% | 0.03 | 0.0083 | -0.006 | 105 | 14.65 | 16.70 | 14 | 1,426 | 34.2% | -0.98 | 0.0080 | -0.004 |
| 0 | 0.4300 | 34.8% | 0.02 | 0.0068 | -0.005 | 106 | 15.10 | 17.70 | -0.98 | 0.0065 | -0.003 | |||||
| 0 | 1.35 | 47.5% | 0.02 | 0.0055 | -0.004 | 107 | 16.10 | 18.70 | -0.98 | 0.0056 | -0.002 | |||||
| 0 | 0.2700 | 15 | 2,506 | 37.4% | 0.01 | 0.0030 | -0.002 | 110 | 19.15 | 22.35 | 416 | 44.6% | -1.00 | 0.0036 | -0.007 | |
| 0 | 0.1000 | 3 | 3,714 | 37.8% | 0.00 | 0.0010 | -0.001 | 115 | 24.20 | 26.70 | 38 | 35.7% | -1.00 | 0.0000 | -0.009 | |
| 0.0100 | 0.1000 | 812 | 43.8% | 0.00 | 0.0004 | -0.000 | 120 | 29.20 | 31.70 | 42.2% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 1.06 | 383 | 71.0% | 0.00 | 0.0001 | -0.000 | 125 | 34.10 | 36.70 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 2.13 | 174 | 90.3% | 0.00 | 0.0001 | -0.000 | 130 | 39.10 | 41.70 | -1.00 | 0.0000 | -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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs