SCHW option chain The Charles Schwab Corporation
Cboe delayed options data · as of 18:38 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 ±4.6% (105.27–115.45) · ATM IV 23.4% · P/C open interest 0.75
| 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 | |
| 48.45 | 52.40 | 112.7% | 1.00 | 0.0003 | 0.000 | 60 | 0 | 2.13 | 169.0% | -0.00 | 0.0003 | -0.003 | ||||
| 43.50 | 47.40 | 101.7% | 1.00 | 0.0005 | 0.000 | 65 | 0 | 1.53 | 139.3% | -0.00 | 0.0004 | -0.004 | ||||
| 38.50 | 42.45 | 90.9% | 1.00 | 0.0008 | 0.000 | 70 | 0.0100 | 0.1000 | 163 | 79.0% | -0.00 | 0.0006 | -0.004 | |||
| 33.55 | 37.45 | 80.2% | 0.99 | 0.0010 | 0.000 | 75 | 0.0200 | 0.2200 | 1 | 73 | 75.9% | -0.01 | 0.0009 | -0.005 | ||
| 28.55 | 32.50 | 69.7% | 0.99 | 0.0015 | 0.000 | 80 | 0 | 1.55 | 3 | 92.9% | -0.01 | 0.0014 | -0.007 | |||
| 23.60 | 27.40 | 56.4% | 0.99 | 0.0025 | 0.000 | 85 | 0 | 2.02 | 84.5% | -0.01 | 0.0024 | -0.009 | ||||
| 18.60 | 22.50 | 47.8% | 0.98 | 0.0046 | -0.003 | 90 | 0 | 0.8800 | 5 | 56.5% | -0.02 | 0.0045 | -0.012 | |||
| 14.65 | 18.60 | 41.7% | 0.96 | 0.0078 | -0.010 | 94 | 0.0100 | 0.4900 | 2 | 62 | 41.2% | -0.04 | 0.0077 | -0.017 | ||
| 13.65 | 17.60 | 39.4% | 0.96 | 0.0090 | -0.011 | 95 | 0.0600 | 0.2000 | 63 | 34.3% | -0.04 | 0.0090 | -0.018 | |||
| 12.70 | 16.45 | 35.4% | 0.95 | 0.0104 | -0.014 | 96 | 0.0100 | 0.3200 | 7 | 33.8% | -0.05 | 0.0104 | -0.020 | |||
| 11.70 | 15.60 | 35.6% | 0.94 | 0.0121 | -0.016 | 97 | 0.0100 | 0.3400 | 2 | 32.1% | -0.05 | 0.0121 | -0.022 | |||
| 11.30 | 13.55 | 24.3% | 0.93 | 0.0141 | -0.018 | 98 | 0.0200 | 0.3800 | 30.9% | -0.06 | 0.0141 | -0.024 | ||||
| 10.70 | 12.40 | 2 | 28.0% | 0.92 | 0.0164 | -0.021 | 99 | 0.0100 | 0.4200 | 31 | 29.2% | -0.07 | 0.0164 | -0.026 | ||
| 9.75 | 11.55 | 1 | 28.7% | 0.91 | 0.0192 | -0.024 | 100 | 0.0500 | 0.4800 | 18 | 28.5% | -0.09 | 0.0192 | -0.029 | ||
| 8.85 | 10.55 | 27.6% | 0.89 | 0.0224 | -0.028 | 101 | 0.0400 | 0.5600 | 3 | 27.1% | -0.10 | 0.0225 | -0.032 | |||
| 7.90 | 9.40 | 24.1% | 0.87 | 0.0262 | -0.031 | 102 | 0.0200 | 0.6700 | 3 | 25.8% | -0.12 | 0.0262 | -0.035 | |||
| 7.05 | 8.60 | 1 | 25.2% | 0.85 | 0.0304 | -0.035 | 103 | 0.1100 | 0.8000 | 8 | 25.4% | -0.15 | 0.0305 | -0.038 | ||
| 6.20 | 7.55 | 64 | 23.5% | 0.82 | 0.0352 | -0.039 | 104 | 0.2200 | 0.9600 | 73 | 25.1% | -0.17 | 0.0353 | -0.042 | ||
| 5.40 | 6.90 | 5 | 24.7% | 0.79 | 0.0403 | -0.043 | 105 | 0.3800 | 1.16 | 132 | 24.9% | -0.21 | 0.0404 | -0.045 | ||
| 4.60 | 6.10 | 1 | 24.3% | 0.75 | 0.0456 | -0.047 | 106 | 0.5800 | 1.40 | 4 | 24.6% | -0.25 | 0.0458 | -0.049 | ||
| 3.90 | 5.35 | 2 | 24.1% | 0.70 | 0.0508 | -0.050 | 107 | 0.9600 | 1.70 | 25 | 25.2% | -0.29 | 0.0509 | -0.052 | ||
| 3.30 | 4.50 | 251 | 23.5% | 0.65 | 0.0553 | -0.053 | 108 | 1.30 | 2.07 | 20 | 25.3% | -0.35 | 0.0555 | -0.055 | ||
| 2.75 | 3.95 | 7 | 24.0% | 0.60 | 0.0588 | -0.056 | 109 | 1.55 | 2.48 | 11 | 24.6% | -0.40 | 0.0591 | -0.057 | ||
| 2.24 | 3.40 | 29 | 24.1% | 0.54 | 0.0609 | -0.057 | 110 | 2.06 | 2.49 | 1 | 16 | 22.8% | -0.46 | 0.0611 | -0.058 | |
| 2.02 | 2.70 | 20 | 24.3% | 0.47 | 0.0612 | -0.057 | 111 | 2.51 | 2.95 | 26 | 22.2% | -0.52 | 0.0615 | -0.057 | ||
| 1.34 | 2.23 | 61 | 22.9% | 0.41 | 0.0599 | -0.056 | 112 | 3.05 | 4.10 | 3 | 24.7% | -0.58 | 0.0602 | -0.056 | ||
| 0.9900 | 2.04 | 21 | 23.7% | 0.36 | 0.0571 | -0.054 | 113 | 3.50 | 4.80 | 20 | 24.4% | -0.64 | 0.0574 | -0.053 | ||
| 0.7000 | 1.52 | 72 | 22.7% | 0.31 | 0.0531 | -0.051 | 114 | 4.25 | 5.60 | 19 | 25.0% | -0.69 | 0.0535 | -0.050 | ||
| 0.4700 | 1.25 | 51 | 22.7% | 0.26 | 0.0485 | -0.048 | 115 | 5.05 | 6.40 | 25.8% | -0.74 | 0.0489 | -0.046 | |||
| 0.2900 | 1.15 | 15 | 23.5% | 0.22 | 0.0436 | -0.044 | 116 | 5.75 | 7.25 | 25.8% | -0.78 | 0.0440 | -0.042 | |||
| 0.1600 | 0.9500 | 234 | 23.6% | 0.18 | 0.0387 | -0.041 | 117 | 6.60 | 8.15 | 26.7% | -0.82 | 0.0391 | -0.038 | |||
| 0.1500 | 0.7900 | 105 | 24.4% | 0.15 | 0.0340 | -0.037 | 118 | 7.50 | 9.05 | 1 | 27.7% | -0.85 | 0.0344 | -0.034 | ||
| 0.0100 | 0.6100 | 33 | 23.6% | 0.13 | 0.0296 | -0.033 | 119 | 8.35 | 9.95 | 27.9% | -0.87 | 0.0301 | -0.030 | |||
| 0.1300 | 0.5100 | 21 | 25.7% | 0.11 | 0.0257 | -0.030 | 120 | 9.25 | 10.90 | 28.7% | -0.89 | 0.0262 | -0.026 | |||
| 0.0100 | 0.4700 | 4 | 25.6% | 0.09 | 0.0222 | -0.026 | 121 | 10.05 | 11.85 | 28.2% | -0.91 | 0.0226 | -0.022 | |||
| 0.0600 | 0.4000 | 3 | 27.1% | 0.08 | 0.0191 | -0.024 | 122 | 10.80 | 13.70 | 35.8% | -0.93 | 0.0195 | -0.019 | |||
| 0.0100 | 0.3600 | 2 | 27.5% | 0.06 | 0.0164 | -0.021 | 123 | 11.75 | 14.70 | 37.3% | -0.94 | 0.0168 | -0.016 | |||
| 0.0100 | 0.3200 | 1 | 28.4% | 0.05 | 0.0141 | -0.018 | 124 | 12.80 | 15.70 | 39.7% | -0.95 | 0.0144 | -0.013 | |||
| 0.0100 | 0.2900 | 43 | 29.4% | 0.05 | 0.0121 | -0.016 | 125 | 13.80 | 16.70 | 41.6% | -0.96 | 0.0124 | -0.010 | |||
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs