SCHW option chain The Charles Schwab Corporation
Cboe delayed options data · as of 00:38 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 ±11.1% (97.96–122.36) · ATM IV 25.6% · P/C open interest 0.40
| 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 | |
| 52.10 | 54.75 | 160 | 57.3% | 0.99 | 0.0005 | 0.000 | 57.5 | 0 | 0.6100 | 184 | 64.9% | -0.01 | 0.0006 | -0.002 | ||
| 49.40 | 51.80 | 136 | 0.99 | 0.0006 | 0.000 | 60 | 0 | 0.4500 | 2 | 500 | 58.2% | -0.01 | 0.0007 | -0.003 | ||
| 46.90 | 49.85 | 519 | 42.5% | 0.99 | 0.0008 | 0.000 | 62.5 | 0 | 0.7100 | 502 | 59.2% | -0.01 | 0.0008 | -0.003 | ||
| 44.50 | 47.10 | 176 | 0.99 | 0.0010 | 0.000 | 65 | 0.0300 | 0.2300 | 2 | 1,657 | 47.3% | -0.01 | 0.0010 | -0.003 | ||
| 41.95 | 44.85 | 83 | 33.5% | 0.99 | 0.0012 | 0.000 | 67.5 | 0 | 0.6700 | 992 | 51.7% | -0.01 | 0.0012 | -0.004 | ||
| 39.25 | 43.05 | 104 | 45.7% | 0.99 | 0.0015 | 0.000 | 70 | 0 | 0.4600 | 1,269 | 45.3% | -0.01 | 0.0015 | -0.004 | ||
| 37.00 | 39.70 | 231 | 0.98 | 0.0018 | 0.000 | 72.5 | 0.0300 | 0.2300 | 535 | 38.7% | -0.02 | 0.0019 | -0.005 | |||
| 34.65 | 37.85 | 142 | 40.7% | 0.98 | 0.0023 | 0.000 | 75 | 0.1500 | 0.3200 | 395 | 39.6% | -0.02 | 0.0023 | -0.005 | ||
| 32.45 | 34.80 | 236 | 32.9% | 0.97 | 0.0029 | 0.000 | 77.5 | 0.1500 | 0.3300 | 662 | 36.9% | -0.03 | 0.0029 | -0.006 | ||
| 30.40 | 32.15 | 221 | 34.0% | 0.97 | 0.0036 | 0.000 | 80 | 0.2500 | 0.4300 | 5 | 1,005 | 36.4% | -0.03 | 0.0036 | -0.007 | |
| 27.60 | 29.90 | 135 | 29.8% | 0.96 | 0.0045 | -0.000 | 82.5 | 0.1600 | 0.5000 | 150 | 33.4% | -0.04 | 0.0045 | -0.009 | ||
| 25.20 | 27.80 | 172 | 31.7% | 0.95 | 0.0056 | -0.002 | 85 | 0.3600 | 0.5200 | 2 | 1,615 | 32.5% | -0.05 | 0.0056 | -0.010 | |
| 22.90 | 25.05 | 57 | 28.0% | 0.93 | 0.0069 | -0.005 | 87.5 | 0.5100 | 0.6600 | 456 | 31.6% | -0.07 | 0.0070 | -0.011 | ||
| 21.50 | 22.50 | 10 | 180 | 31.5% | 0.91 | 0.0086 | -0.007 | 90 | 0.6600 | 0.9800 | 1 | 794 | 31.3% | -0.09 | 0.0087 | -0.013 |
| 18.90 | 20.40 | 287 | 29.5% | 0.89 | 0.0105 | -0.010 | 92.5 | 0.9000 | 1.05 | 100 | 801 | 29.7% | -0.11 | 0.0106 | -0.015 | |
| 17.15 | 18.30 | 1 | 1,695 | 30.7% | 0.86 | 0.0127 | -0.013 | 95 | 1.15 | 1.38 | 3,987 | 28.9% | -0.14 | 0.0129 | -0.018 | |
| 14.80 | 16.00 | 159 | 28.2% | 0.83 | 0.0151 | -0.015 | 97.5 | 1.53 | 1.86 | 10 | 837 | 28.5% | -0.17 | 0.0154 | -0.020 | |
| 13.00 | 14.10 | 1 | 2,830 | 28.4% | 0.79 | 0.0177 | -0.018 | 100 | 2.00 | 2.33 | 18 | 1,158 | 27.8% | -0.21 | 0.0180 | -0.022 |
| 9.50 | 10.25 | 1 | 18.1K | 26.9% | 0.69 | 0.0226 | -0.023 | 105 | 3.30 | 3.55 | 12 | 857 | 26.2% | -0.32 | 0.0231 | -0.026 |
| 6.60 | 6.95 | 32 | 1,402 | 25.7% | 0.56 | 0.0258 | -0.026 | 110 | 5.30 | 5.55 | 22 | 567 | 25.6% | -0.44 | 0.0266 | -0.028 |
| 4.40 | 4.50 | 966 | 12.2K | 25.2% | 0.44 | 0.0263 | -0.026 | 115 | 7.75 | 8.50 | 13 | 151 | 25.2% | -0.58 | 0.0274 | -0.027 |
| 2.60 | 2.83 | 140 | 2,105 | 24.5% | 0.32 | 0.0240 | -0.024 | 120 | 11.00 | 12.80 | 17 | 26.9% | -0.71 | 0.0258 | -0.023 | |
| 1.60 | 1.86 | 23 | 18.4K | 25.1% | 0.22 | 0.0198 | -0.020 | 125 | 14.60 | 16.60 | 25.7% | -0.82 | 0.0229 | -0.019 | ||
| 0.8700 | 1.03 | 1 | 445 | 24.6% | 0.14 | 0.0151 | -0.015 | 130 | 18.95 | 21.15 | 26.4% | -0.91 | 0.0189 | -0.014 | ||
| 0.4300 | 0.6200 | 135 | 24.7% | 0.09 | 0.0108 | -0.011 | 135 | 22.75 | 26.65 | 25.8% | -0.98 | 0.0160 | -0.010 | |||
| 0.2300 | 0.4000 | 112 | 25.2% | 0.06 | 0.0074 | -0.008 | 140 | 28.10 | 31.30 | 29.4% | -1.00 | 0.0000 | -0.031 | |||
| 0.0800 | 0.2700 | 1,046 | 25.7% | 0.03 | 0.0049 | -0.005 | 145 | 32.95 | 36.35 | -1.00 | 0.0000 | -0.031 | ||||
| 0.0100 | 0.1500 | 46 | 25.4% | 0.02 | 0.0031 | -0.003 | 150 | 38.50 | 41.30 | 39.9% | -1.00 | 0.0000 | -0.031 | |||
| 0 | 0.5900 | 53 | 31.1% | 0.01 | 0.0020 | -0.002 | 155 | 43.15 | 46.30 | 39.9% | -1.00 | 0.0000 | -0.031 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs