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 ±6.7% (84.30–96.41) · ATM IV 25.6% · P/C open interest 0.97
| 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 | |
| 33.80 | 37.05 | 1.00 | 0.0002 | 0.000 | 55 | 0 | 2.13 | 113.2% | -0.00 | 0.0004 | -0.001 | |||||
| 28.60 | 32.10 | 1.00 | 0.0006 | 0.000 | 60 | 0 | 2.14 | 97.2% | -0.00 | 0.0008 | -0.002 | |||||
| 23.95 | 27.15 | 36.7% | 0.99 | 0.0014 | -0.000 | 65 | 0 | 0.6600 | 61.9% | -0.01 | 0.0018 | -0.004 | ||||
| 18.80 | 22.20 | 0.99 | 0.0035 | -0.004 | 70 | 0 | 0.7500 | 51.7% | -0.02 | 0.0041 | -0.007 | |||||
| 13.85 | 17.00 | 0.96 | 0.0085 | -0.009 | 75 | 0.0300 | 0.9200 | 5 | 42.7% | -0.04 | 0.0091 | -0.012 | ||||
| 9.85 | 12.15 | 31.3% | 0.91 | 0.0194 | -0.019 | 80 | 0.2400 | 1.40 | 2 | 36.9% | -0.10 | 0.0198 | -0.021 | |||
| 7.30 | 9.60 | 30.9% | 0.84 | 0.0298 | -0.027 | 83 | 0.6300 | 0.9000 | 4 | 28.4% | -0.17 | 0.0298 | -0.027 | |||
| 6.70 | 8.75 | 31.5% | 0.81 | 0.0338 | -0.029 | 84 | 0.5000 | 1.20 | 4 | 26.9% | -0.20 | 0.0337 | -0.030 | |||
| 5.75 | 7.95 | 29.9% | 0.78 | 0.0379 | -0.032 | 85 | 0.9800 | 1.31 | 2 | 15 | 27.5% | -0.23 | 0.0378 | -0.032 | ||
| 5.25 | 6.00 | 24.5% | 0.74 | 0.0419 | -0.034 | 86 | 1.19 | 1.69 | 20 | 27.7% | -0.27 | 0.0418 | -0.034 | |||
| 4.80 | 5.45 | 26.5% | 0.70 | 0.0457 | -0.036 | 87 | 1.44 | 1.81 | 15 | 26.3% | -0.31 | 0.0455 | -0.036 | |||
| 4.15 | 4.70 | 25.9% | 0.65 | 0.0491 | -0.037 | 88 | 1.79 | 2.19 | 2 | 6 | 26.3% | -0.36 | 0.0489 | -0.037 | ||
| 3.55 | 4.10 | 25.8% | 0.60 | 0.0518 | -0.038 | 89 | 2.14 | 2.65 | 2 | 26.2% | -0.41 | 0.0516 | -0.038 | |||
| 3.10 | 3.30 | 25.1% | 0.55 | 0.0536 | -0.038 | 90 | 2.56 | 3.15 | 2 | 173 | 26.1% | -0.46 | 0.0535 | -0.038 | ||
| 2.60 | 2.94 | 25.5% | 0.49 | 0.0543 | -0.038 | 91 | 3.05 | 3.65 | 34 | 25.9% | -0.52 | 0.0543 | -0.038 | |||
| 2.00 | 2.58 | 11 | 25.1% | 0.44 | 0.0540 | -0.037 | 92 | 3.60 | 4.20 | 20 | 25.7% | -0.57 | 0.0540 | -0.037 | ||
| 1.76 | 2.14 | 1 | 2 | 25.4% | 0.39 | 0.0526 | -0.036 | 93 | 4.20 | 4.80 | 57 | 25.4% | -0.62 | 0.0527 | -0.036 | |
| 1.42 | 1.71 | 2 | 25.0% | 0.34 | 0.0503 | -0.034 | 94 | 4.70 | 5.55 | 522 | 25.0% | -0.67 | 0.0503 | -0.034 | ||
| 0.9400 | 1.50 | 5 | 43 | 24.3% | 0.29 | 0.0471 | -0.032 | 95 | 5.60 | 6.15 | 15 | 25.3% | -0.72 | 0.0471 | -0.031 | |
| 0.9000 | 1.26 | 1 | 9 | 25.4% | 0.25 | 0.0434 | -0.029 | 96 | 6.15 | 7.15 | 28 | 25.4% | -0.76 | 0.0433 | -0.029 | |
| 0.5300 | 1.10 | 1 | 42 | 24.7% | 0.21 | 0.0393 | -0.026 | 97 | 6.05 | 8.05 | 71 | 20.2% | -0.80 | 0.0391 | -0.026 | |
| 0.4600 | 0.9900 | 11 | 25.7% | 0.17 | 0.0352 | -0.024 | 98 | 6.90 | 8.95 | 6 | 20.1% | -0.83 | 0.0348 | -0.023 | ||
| 0.3200 | 1.73 | 31.4% | 0.15 | 0.0311 | -0.021 | 99 | 8.45 | 9.75 | 12 | 24.9% | -0.86 | 0.0306 | -0.020 | |||
| 0.1500 | 0.7200 | 2 | 5 | 25.3% | 0.12 | 0.0272 | -0.019 | 100 | 9.35 | 10.75 | 8 | 25.9% | -0.89 | 0.0266 | -0.017 | |
| 0.0900 | 1.66 | 4 | 33.6% | 0.10 | 0.0236 | -0.017 | 101 | 9.60 | 11.60 | -0.91 | 0.0229 | -0.015 | ||||
| 0 | 2.30 | 71 | 39.1% | 0.08 | 0.0203 | -0.014 | 102 | 10.55 | 12.80 | 19.4% | -0.92 | 0.0196 | -0.013 | |||
| 0 | 1.22 | 419 | 33.4% | 0.07 | 0.0174 | -0.013 | 103 | 11.50 | 13.75 | 1 | -0.94 | 0.0166 | -0.011 | |||
| 0 | 2.22 | 34 | 42.4% | 0.06 | 0.0148 | -0.011 | 104 | 12.35 | 14.70 | -0.95 | 0.0140 | -0.009 | ||||
| 0 | 2.20 | 362 | 44.1% | 0.05 | 0.0126 | -0.009 | 105 | 13.10 | 16.10 | -0.96 | 0.0119 | -0.007 | ||||
| 0 | 2.18 | 34 | 45.8% | 0.04 | 0.0106 | -0.008 | 106 | 14.30 | 16.80 | 1 | -0.97 | 0.0101 | -0.006 | |||
| 0 | 2.17 | 47.4% | 0.03 | 0.0090 | -0.007 | 107 | 15.25 | 17.75 | -0.97 | 0.0091 | -0.005 | |||||
| 0 | 2.16 | 49.1% | 0.03 | 0.0076 | -0.006 | 108 | 16.25 | 19.45 | 1 | 34.6% | -0.98 | 0.0098 | -0.005 | |||
| 0 | 0.7500 | 1 | 38.3% | 0.02 | 0.0064 | -0.005 | 109 | 17.05 | 20.50 | 33.7% | -0.99 | 0.0094 | -0.006 | |||
| 0 | 2.14 | 1 | 52.2% | 0.02 | 0.0054 | -0.004 | 110 | 18.05 | 21.70 | 1 | 38.2% | -0.99 | 0.0073 | -0.007 | ||
| 0 | 2.13 | 1 | 59.9% | 0.01 | 0.0024 | -0.002 | 115 | 23.05 | 26.55 | 42.9% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.7500 | 1 | 52.6% | 0.00 | 0.0011 | -0.001 | 120 | 28.05 | 31.25 | 40.9% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 1.00 | 61.9% | 0.00 | 0.0005 | -0.001 | 125 | 33.05 | 36.25 | 46.5% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 2.13 | 80.0% | 0.00 | 0.0002 | -0.000 | 130 | 38.05 | 41.35 | 56.4% | -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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs