SCHW option chain The Charles Schwab Corporation
Cboe delayed options data · as of 15:38 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 ±2.7% (107.34–113.38) · ATM IV 22.6% · P/C open interest 2.10
| 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 | |
| 48.35 | 51.25 | 1.00 | 0.0000 | 0.000 | 60 | 0 | 2.12 | 276.9% | -0.00 | 0.0000 | -0.000 | |||||
| 43.35 | 46.35 | 1.00 | 0.0000 | 0.000 | 65 | 0 | 2.13 | 246.4% | -0.00 | 0.0000 | -0.000 | |||||
| 38.35 | 41.25 | 1 | 1.00 | 0.0001 | 0.000 | 70 | 0 | 0.0600 | 135 | 120.6% | -0.00 | 0.0001 | -0.001 | |||
| 33.40 | 36.20 | 1 | 1.00 | 0.0001 | 0.000 | 75 | 0 | 0.7500 | 405 | 151.2% | -0.00 | 0.0001 | -0.001 | |||
| 28.45 | 31.20 | 1.00 | 0.0002 | 0.000 | 80 | 0 | 1.00 | 31 | 137.7% | -0.00 | 0.0002 | -0.001 | ||||
| 23.50 | 26.20 | 1.00 | 0.0004 | 0.000 | 85 | 0 | 2.13 | 3 | 140.7% | -0.00 | 0.0004 | -0.002 | ||||
| 18.45 | 21.35 | 1.00 | 0.0010 | 0.000 | 90 | 0 | 1.98 | 46 | 114.5% | -0.00 | 0.0010 | -0.003 | ||||
| 17.40 | 20.25 | 1.00 | 0.0013 | 0.000 | 91 | 0 | 2.12 | 34 | 112.2% | -0.00 | 0.0013 | -0.004 | ||||
| 16.40 | 19.30 | 1.00 | 0.0016 | 0.000 | 92 | 0 | 0.3700 | 1 | 70.5% | -0.00 | 0.0016 | -0.004 | ||||
| 15.45 | 18.00 | 1 | 0.99 | 0.0019 | 0.000 | 93 | 0 | 1.98 | 1 | 100.8% | -0.01 | 0.0019 | -0.005 | |||
| 14.40 | 17.35 | 0.99 | 0.0024 | 0.000 | 94 | 0 | 2.13 | 3 | 98.5% | -0.01 | 0.0024 | -0.006 | ||||
| 13.40 | 16.15 | 0.99 | 0.0030 | -0.000 | 95 | 0 | 2.14 | 29 | 94.0% | -0.01 | 0.0030 | -0.007 | ||||
| 12.40 | 15.30 | 0.99 | 0.0038 | -0.002 | 96 | 0 | 1.54 | 111 | 80.6% | -0.01 | 0.0038 | -0.008 | ||||
| 11.90 | 14.30 | 0.99 | 0.0048 | -0.004 | 97 | 0.0100 | 0.1400 | 88 | 45.1% | -0.01 | 0.0048 | -0.010 | ||||
| 10.45 | 13.15 | 2 | 0.98 | 0.0061 | -0.006 | 98 | 0.0100 | 0.1500 | 75 | 42.5% | -0.01 | 0.0061 | -0.012 | |||
| 9.40 | 12.30 | 48 | 0.98 | 0.0078 | -0.009 | 99 | 0.0100 | 0.1600 | 56 | 39.9% | -0.02 | 0.0078 | -0.014 | |||
| 8.55 | 11.40 | 1 | 0.97 | 0.0102 | -0.013 | 100 | 0 | 0.3700 | 1,125 | 43.0% | -0.02 | 0.0102 | -0.017 | |||
| 7.45 | 10.35 | 1 | 0.97 | 0.0133 | -0.017 | 101 | 0.0100 | 0.1800 | 81 | 34.4% | -0.03 | 0.0133 | -0.021 | |||
| 6.45 | 9.30 | 0.96 | 0.0175 | -0.022 | 102 | 0.0100 | 0.1900 | 19 | 31.6% | -0.04 | 0.0175 | -0.026 | ||||
| 6.60 | 8.20 | 0.94 | 0.0231 | -0.028 | 103 | 0.0300 | 0.2200 | 30 | 29.8% | -0.06 | 0.0232 | -0.031 | ||||
| 5.65 | 7.15 | 6 | 0.92 | 0.0306 | -0.035 | 104 | 0.0100 | 0.2700 | 1,083 | 27.2% | -0.08 | 0.0307 | -0.038 | |||
| 4.75 | 6.25 | 39 | 21.8% | 0.90 | 0.0403 | -0.044 | 105 | 0.0500 | 0.3600 | 77 | 26.2% | -0.10 | 0.0404 | -0.047 | ||
| 3.85 | 5.20 | 24 | 19.5% | 0.86 | 0.0526 | -0.054 | 106 | 0.1700 | 0.4900 | 124 | 26.1% | -0.14 | 0.0528 | -0.057 | ||
| 3.05 | 4.25 | 105 | 19.8% | 0.81 | 0.0672 | -0.066 | 107 | 0.2500 | 0.6700 | 441 | 24.9% | -0.19 | 0.0675 | -0.068 | ||
| 2.37 | 3.45 | 133 | 21.1% | 0.74 | 0.0830 | -0.077 | 108 | 0.3500 | 0.9300 | 932 | 23.7% | -0.26 | 0.0834 | -0.078 | ||
| 1.79 | 2.60 | 4 | 362 | 20.9% | 0.65 | 0.0973 | -0.086 | 109 | 0.5800 | 1.30 | 331 | 23.4% | -0.35 | 0.0979 | -0.087 | |
| 1.30 | 1.95 | 1 | 294 | 21.3% | 0.55 | 0.1065 | -0.090 | 110 | 1.03 | 1.76 | 345 | 24.0% | -0.45 | 0.1072 | -0.091 | |
| 0.8500 | 1.55 | 91 | 22.2% | 0.44 | 0.1074 | -0.089 | 111 | 1.48 | 2.34 | 1 | 246 | 23.9% | -0.56 | 0.1081 | -0.090 | |
| 0.6000 | 1.00 | 1 | 1,203 | 21.8% | 0.34 | 0.0996 | -0.083 | 112 | 2.12 | 3.10 | 7 | 25.3% | -0.66 | 0.1003 | -0.083 | |
| 0.2700 | 0.7000 | 98 | 21.2% | 0.25 | 0.0857 | -0.072 | 113 | 2.85 | 3.90 | 28 | 26.5% | -0.75 | 0.0861 | -0.071 | ||
| 0.1100 | 0.5000 | 5 | 68 | 21.4% | 0.18 | 0.0694 | -0.060 | 114 | 3.55 | 4.80 | 8 | 27.2% | -0.82 | 0.0696 | -0.058 | |
| 0.0100 | 0.3700 | 82 | 21.8% | 0.13 | 0.0537 | -0.048 | 115 | 4.30 | 5.75 | 19 | 28.0% | -0.88 | 0.0540 | -0.045 | ||
| 0.0100 | 0.2800 | 76 | 23.4% | 0.09 | 0.0404 | -0.037 | 116 | 5.25 | 6.70 | 30.4% | -0.92 | 0.0415 | -0.035 | |||
| 0.0100 | 0.2200 | 10 | 25.1% | 0.06 | 0.0298 | -0.028 | 117 | 6.25 | 8.75 | 46.3% | -0.94 | 0.0322 | -0.026 | |||
| 0.0100 | 0.1900 | 5 | 27.1% | 0.04 | 0.0217 | -0.022 | 118 | 6.90 | 9.65 | 45.1% | -0.96 | 0.0249 | -0.021 | |||
| 0.0100 | 0.1600 | 10 | 28.8% | 0.03 | 0.0158 | -0.016 | 119 | 7.80 | 10.65 | 47.5% | -0.98 | 0.0182 | -0.018 | |||
| 0 | 0.0200 | 49 | 22.9% | 0.02 | 0.0114 | -0.012 | 120 | 8.80 | 11.65 | 51.0% | -0.99 | 0.0122 | -0.018 | |||
| 0 | 0.2000 | 52 | 35.0% | 0.02 | 0.0083 | -0.009 | 121 | 10.00 | 12.65 | 57.0% | -0.99 | 0.0073 | -0.019 | |||
| 0 | 1.72 | 48 | 63.8% | 0.01 | 0.0060 | -0.007 | 122 | 10.05 | 13.65 | 44.9% | -1.00 | 0.0039 | -0.021 | |||
| 0 | 2.12 | 5 | 72.0% | 0.01 | 0.0044 | -0.005 | 123 | 11.85 | 14.60 | 60.8% | -1.00 | 0.0018 | -0.022 | |||
| 0 | 1.72 | 5 | 70.5% | 0.01 | 0.0032 | -0.004 | 124 | 12.20 | 15.70 | 54.7% | -1.00 | 0.0007 | -0.023 | |||
| 0 | 1.92 | 2 | 76.3% | 0.00 | 0.0024 | -0.003 | 125 | 13.40 | 16.70 | 61.3% | -1.00 | 0.0003 | -0.024 | |||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs