SCHW option chain The Charles Schwab Corporation
Cboe delayed options data · as of 03:38 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 ±9.8% (97.59–118.89) · ATM IV 26.2% · P/C open interest 1.02
| 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 | |
| 51.85 | 55.90 | 70.0% | 1.00 | 0.0004 | 0.000 | 55 | 0 | 2.14 | 99.5% | -0.00 | 0.0004 | -0.002 | ||||
| 46.95 | 50.95 | 63.8% | 1.00 | 0.0006 | 0.000 | 60 | 0 | 1.62 | 83.2% | -0.01 | 0.0006 | -0.003 | ||||
| 42.00 | 46.00 | 56.4% | 0.99 | 0.0008 | 0.000 | 65 | 0 | 0.7100 | 5 | 62.3% | -0.01 | 0.0009 | -0.003 | |||
| 37.05 | 41.10 | 2 | 50.5% | 0.99 | 0.0013 | -0.000 | 70 | 0 | 2.21 | 2 | 69.8% | -0.01 | 0.0014 | -0.004 | ||
| 32.20 | 36.20 | 46.2% | 0.98 | 0.0022 | -0.002 | 75 | 0 | 2.26 | 94 | 61.3% | -0.02 | 0.0023 | -0.006 | |||
| 27.40 | 31.30 | 41.9% | 0.97 | 0.0035 | -0.005 | 80 | 0.1900 | 0.2800 | 66 | 117 | 37.2% | -0.03 | 0.0037 | -0.008 | ||
| 22.60 | 26.50 | 37.8% | 0.95 | 0.0058 | -0.009 | 85 | 0.3200 | 0.5300 | 352 | 35.0% | -0.05 | 0.0061 | -0.011 | |||
| 17.85 | 21.75 | 1 | 33.6% | 0.92 | 0.0096 | -0.013 | 90 | 0.5700 | 0.8900 | 870 | 32.6% | -0.09 | 0.0099 | -0.016 | ||
| 13.55 | 17.20 | 13 | 31.4% | 0.86 | 0.0150 | -0.020 | 95 | 0.9300 | 1.37 | 54 | 241 | 29.2% | -0.15 | 0.0153 | -0.021 | |
| 12.25 | 15.05 | 10 | 33.0% | 0.82 | 0.0182 | -0.023 | 97.5 | 1.42 | 1.92 | 14 | 153 | 29.6% | -0.19 | 0.0185 | -0.024 | |
| 9.45 | 12.80 | 87 | 28.3% | 0.77 | 0.0216 | -0.026 | 100 | 1.97 | 2.34 | 71 | 840 | 28.6% | -0.24 | 0.0219 | -0.027 | |
| 7.05 | 8.30 | 1 | 385 | 27.4% | 0.65 | 0.0276 | -0.032 | 105 | 3.35 | 3.85 | 9 | 1,147 | 27.1% | -0.36 | 0.0278 | -0.032 |
| 4.60 | 5.20 | 52 | 1,062 | 26.5% | 0.50 | 0.0303 | -0.033 | 110 | 5.50 | 6.00 | 63 | 372 | 25.8% | -0.51 | 0.0309 | -0.034 |
| 2.80 | 3.20 | 58 | 3,100 | 26.4% | 0.36 | 0.0286 | -0.031 | 115 | 8.35 | 9.25 | 1,401 | 25.3% | -0.66 | 0.0300 | -0.032 | |
| 1.63 | 2.06 | 36 | 546 | 27.1% | 0.24 | 0.0236 | -0.025 | 120 | 10.70 | 14.20 | 265 | 24.0% | -0.79 | 0.0262 | -0.027 | |
| 0.6300 | 1.27 | 9 | 393 | 26.4% | 0.15 | 0.0174 | -0.019 | 125 | 14.90 | 18.80 | 35 | 23.0% | -0.89 | 0.0213 | -0.021 | |
| 0.2500 | 0.8000 | 25 | 115 | 26.8% | 0.09 | 0.0119 | -0.013 | 130 | 19.60 | 23.55 | -0.97 | 0.0178 | -0.021 | |||
| 0.0900 | 0.5400 | 62 | 27.8% | 0.05 | 0.0077 | -0.009 | 135 | 24.55 | 28.60 | -1.00 | 0.0000 | -0.011 | ||||
| 0.0100 | 0.4100 | 20 | 29.1% | 0.03 | 0.0048 | -0.005 | 140 | 29.55 | 33.45 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 1.16 | 2 | 39.3% | 0.02 | 0.0028 | -0.003 | 145 | 34.55 | 38.50 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 1.88 | 47.7% | 0.01 | 0.0017 | -0.002 | 150 | 39.60 | 43.50 | -1.00 | 0.0000 | -0.011 | |||||
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