SCHW option chain The Charles Schwab Corporation
Cboe delayed options data · as of 15:43 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 ±5.4% (85.50–95.19) · ATM IV 25.0% · P/C open interest 0.60
| 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 | |
| 33.60 | 37.45 | 74.2% | 1.00 | 0.0002 | 0.000 | 55 | 0 | 2.13 | 140.6% | -0.00 | 0.0002 | -0.001 | ||||
| 28.80 | 32.40 | 73.9% | 1.00 | 0.0004 | 0.000 | 60 | 0 | 1.26 | 105.7% | -0.00 | 0.0005 | -0.002 | ||||
| 23.85 | 27.50 | 66.6% | 1.00 | 0.0010 | 0.000 | 65 | 0 | 1.07 | 85.3% | -0.00 | 0.0012 | -0.003 | ||||
| 19.15 | 22.45 | 59.9% | 0.99 | 0.0025 | -0.002 | 70 | 0 | 1.32 | 1 | 73.4% | -0.01 | 0.0028 | -0.005 | |||
| 14.15 | 17.15 | 37.8% | 0.98 | 0.0064 | -0.007 | 75 | 0 | 1.37 | 58.3% | -0.03 | 0.0070 | -0.011 | ||||
| 9.75 | 12.05 | 1 | 35.4% | 0.93 | 0.0167 | -0.018 | 80 | 0 | 2.33 | 7 | 51.6% | -0.07 | 0.0179 | -0.021 | ||
| 7.10 | 9.35 | 33.8% | 0.88 | 0.0288 | -0.027 | 83 | 0.1400 | 0.8600 | 11 | 30.2% | -0.13 | 0.0302 | -0.030 | |||
| 6.30 | 8.50 | 33.5% | 0.85 | 0.0340 | -0.031 | 84 | 0.1800 | 1.72 | 34.6% | -0.16 | 0.0355 | -0.033 | ||||
| 5.25 | 7.65 | 30.9% | 0.82 | 0.0398 | -0.035 | 85 | 0.2500 | 1.10 | 6 | 27.0% | -0.20 | 0.0413 | -0.037 | |||
| 4.65 | 6.70 | 30.6% | 0.78 | 0.0459 | -0.038 | 86 | 0.4700 | 1.85 | 4 | 30.4% | -0.24 | 0.0473 | -0.040 | |||
| 4.15 | 5.85 | 30.9% | 0.73 | 0.0520 | -0.042 | 87 | 1.09 | 1.23 | 135 | 26.7% | -0.29 | 0.0531 | -0.043 | |||
| 3.40 | 4.25 | 24.8% | 0.68 | 0.0577 | -0.044 | 88 | 1.39 | 1.54 | 16 | 26.3% | -0.34 | 0.0585 | -0.045 | |||
| 2.87 | 3.50 | 1 | 24.7% | 0.62 | 0.0624 | -0.046 | 89 | 1.76 | 1.89 | 24 | 73 | 25.9% | -0.40 | 0.0628 | -0.047 | |
| 2.31 | 2.86 | 29 | 56 | 24.3% | 0.55 | 0.0658 | -0.048 | 90 | 2.18 | 2.34 | 258 | 228 | 25.7% | -0.47 | 0.0656 | -0.048 |
| 2.13 | 2.29 | 3 | 5 | 25.5% | 0.49 | 0.0672 | -0.047 | 91 | 2.62 | 3.05 | 186 | 301 | 26.2% | -0.53 | 0.0665 | -0.047 |
| 1.68 | 1.84 | 18 | 25.3% | 0.42 | 0.0665 | -0.046 | 92 | 3.15 | 3.60 | 28 | 25.7% | -0.60 | 0.0653 | -0.045 | ||
| 1.27 | 1.44 | 24 | 57 | 24.8% | 0.36 | 0.0638 | -0.044 | 93 | 3.00 | 4.55 | 125 | 22.8% | -0.66 | 0.0622 | -0.042 | |
| 0.9600 | 1.10 | 24 | 72 | 24.5% | 0.30 | 0.0593 | -0.040 | 94 | 4.05 | 5.10 | 69 | 20 | 23.8% | -0.72 | 0.0574 | -0.038 |
| 0.5800 | 0.8500 | 3 | 134 | 23.5% | 0.24 | 0.0536 | -0.036 | 95 | 4.05 | 6.10 | 57 | 19.7% | -0.77 | 0.0516 | -0.034 | |
| 0.5200 | 0.6300 | 1 | 39 | 24.3% | 0.20 | 0.0472 | -0.032 | 96 | 5.75 | 6.90 | 2 | 56 | 26.3% | -0.81 | 0.0453 | -0.030 |
| 0.2900 | 0.4800 | 4 | 48 | 23.6% | 0.16 | 0.0406 | -0.028 | 97 | 6.45 | 7.60 | 76 | 23.9% | -0.85 | 0.0388 | -0.026 | |
| 0.2400 | 0.3600 | 21 | 61 | 24.1% | 0.12 | 0.0344 | -0.024 | 98 | 6.60 | 9.60 | 5 | 27.7% | -0.88 | 0.0327 | -0.022 | |
| 0.1200 | 0.3700 | 11 | 37 | 25.0% | 0.10 | 0.0287 | -0.020 | 99 | 8.35 | 9.80 | 7 | 29.6% | -0.91 | 0.0272 | -0.018 | |
| 0.0800 | 0.2800 | 1,117 | 25.2% | 0.08 | 0.0236 | -0.017 | 100 | 8.90 | 10.70 | 24.9% | -0.93 | 0.0224 | -0.015 | |||
| 0 | 1.95 | 30 | 43.4% | 0.06 | 0.0192 | -0.014 | 101 | 9.55 | 12.15 | 28.5% | -0.94 | 0.0182 | -0.012 | |||
| 0 | 2.25 | 24 | 48.2% | 0.05 | 0.0156 | -0.012 | 102 | 10.35 | 13.20 | 19 | 27.9% | -0.96 | 0.0147 | -0.009 | ||
| 0 | 2.23 | 10 | 50.5% | 0.04 | 0.0126 | -0.010 | 103 | 11.15 | 14.80 | 36.1% | -0.97 | 0.0119 | -0.007 | |||
| 0 | 0.8000 | 34 | 39.1% | 0.03 | 0.0101 | -0.008 | 104 | 12.15 | 15.85 | 2 | 38.7% | -0.97 | 0.0095 | -0.005 | ||
| 0 | 2.21 | 37 | 55.0% | 0.02 | 0.0081 | -0.006 | 105 | 13.10 | 16.80 | 2 | 39.4% | -0.98 | 0.0080 | -0.004 | ||
| 0 | 2.20 | 79 | 57.1% | 0.02 | 0.0065 | -0.005 | 106 | 14.10 | 17.80 | 41.3% | -0.98 | 0.0078 | -0.003 | |||
| 0 | 0.4100 | 66 | 38.7% | 0.01 | 0.0052 | -0.004 | 107 | 15.10 | 18.80 | 43.3% | -0.99 | 0.0074 | -0.004 | |||
| 0 | 0.7600 | 7 | 46.1% | 0.01 | 0.0042 | -0.004 | 108 | 16.05 | 19.80 | 44.4% | -0.99 | 0.0054 | -0.008 | |||
| 0 | 1.91 | 60.9% | 0.01 | 0.0033 | -0.003 | 109 | 16.90 | 20.75 | 42.7% | -1.00 | 0.0028 | -0.010 | ||||
| 0 | 2.17 | 2 | 65.4% | 0.01 | 0.0027 | -0.002 | 110 | 18.05 | 21.75 | 47.2% | -1.00 | 0.0010 | -0.012 | |||
| 0 | 1.26 | 3 | 58.0% | 0.01 | 0.0022 | -0.002 | 111 | 19.05 | 22.75 | 49.0% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 1.26 | 1 | 59.8% | 0.00 | 0.0017 | -0.002 | 112 | 20.05 | 23.75 | 50.7% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 2.15 | 2 | 74.9% | 0.00 | 0.0009 | -0.001 | 115 | 23.05 | 26.70 | 55.0% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 1.01 | 69.8% | 0.00 | 0.0003 | -0.000 | 120 | 28.05 | 31.70 | 63.1% | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 2.14 | 92.0% | 0.00 | 0.0001 | -0.000 | 125 | 33.05 | 36.70 | 70.8% | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 1.27 | 88.5% | 0.00 | 0.0000 | -0.000 | 130 | 38.10 | 41.70 | 79.1% | -1.00 | 0.0000 | -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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs