SCHW option chain The Charles Schwab Corporation
Cboe delayed options data · as of 18:42 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% (81.19–98.75) · ATM IV 24.7% · P/C open interest 1.10
| 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 | |
| 43.45 | 46.75 | 19 | 1.00 | 0.0002 | 0.000 | 45 | 0 | 0.1100 | 472 | 60.3% | -0.00 | 0.0002 | -0.001 | |||
| 40.95 | 44.25 | 7 | 1.00 | 0.0003 | 0.000 | 47.5 | 0 | 0.2200 | 104 | 61.4% | -0.00 | 0.0003 | -0.001 | |||
| 38.45 | 41.80 | 46 | 1.00 | 0.0004 | 0.000 | 50 | 0 | 0.1200 | 1,328 | 52.5% | -0.00 | 0.0004 | -0.001 | |||
| 36.10 | 39.35 | 2 | 1.00 | 0.0006 | 0.000 | 52.5 | 0 | 0.2300 | 259 | 53.1% | -0.00 | 0.0006 | -0.001 | |||
| 33.65 | 36.75 | 50 | 186 | 0.99 | 0.0009 | 0.000 | 55 | 0 | 0.2300 | 2,378 | 49.1% | -0.01 | 0.0009 | -0.002 | ||
| 31.40 | 34.40 | 28 | 44.4% | 0.99 | 0.0012 | 0.000 | 57.5 | 0 | 0.2600 | 739 | 46.0% | -0.01 | 0.0012 | -0.002 | ||
| 28.75 | 32.15 | 59 | 41.9% | 0.99 | 0.0017 | -0.000 | 60 | 0 | 0.2900 | 2,095 | 43.0% | -0.01 | 0.0018 | -0.003 | ||
| 26.20 | 29.50 | 39 | 0.98 | 0.0024 | -0.001 | 62.5 | 0 | 0.3300 | 1,058 | 40.1% | -0.02 | 0.0025 | -0.004 | |||
| 24.05 | 27.25 | 137 | 39.8% | 0.98 | 0.0034 | -0.002 | 65 | 0.0400 | 0.3000 | 885 | 36.6% | -0.02 | 0.0034 | -0.005 | ||
| 21.35 | 24.65 | 101 | 29.6% | 0.97 | 0.0047 | -0.004 | 67.5 | 0 | 0.3600 | 2,646 | 33.4% | -0.03 | 0.0048 | -0.006 | ||
| 20.00 | 22.25 | 319 | 40.1% | 0.96 | 0.0065 | -0.006 | 70 | 0.0800 | 0.5500 | 2,032 | 33.3% | -0.04 | 0.0066 | -0.007 | ||
| 17.85 | 19.90 | 9,736 | 38.8% | 0.94 | 0.0089 | -0.008 | 72.5 | 0.1800 | 0.5900 | 2,884 | 31.0% | -0.06 | 0.0090 | -0.009 | ||
| 15.55 | 17.60 | 257 | 36.4% | 0.91 | 0.0119 | -0.010 | 75 | 0.3500 | 0.6200 | 13 | 2,257 | 28.8% | -0.09 | 0.0121 | -0.012 | |
| 13.25 | 15.15 | 185 | 32.9% | 0.88 | 0.0157 | -0.013 | 77.5 | 0.7500 | 0.8300 | 27 | 2,170 | 28.7% | -0.12 | 0.0160 | -0.014 | |
| 11.20 | 12.20 | 408 | 28.0% | 0.84 | 0.0201 | -0.016 | 80 | 1.09 | 1.13 | 239 | 2,130 | 27.6% | -0.17 | 0.0205 | -0.017 | |
| 9.10 | 9.95 | 312 | 25.9% | 0.78 | 0.0248 | -0.019 | 82.5 | 1.53 | 1.61 | 203 | 1,264 | 26.7% | -0.22 | 0.0255 | -0.020 | |
| 7.65 | 7.90 | 52 | 3,084 | 25.9% | 0.71 | 0.0295 | -0.021 | 85 | 2.16 | 2.25 | 194 | 5,053 | 26.0% | -0.29 | 0.0305 | -0.023 |
| 6.05 | 6.25 | 6 | 717 | 25.5% | 0.64 | 0.0335 | -0.023 | 87.5 | 2.88 | 3.10 | 17 | 1,618 | 25.0% | -0.37 | 0.0348 | -0.025 |
| 4.65 | 4.80 | 87 | 1,912 | 25.0% | 0.55 | 0.0361 | -0.024 | 90 | 3.90 | 4.20 | 148 | 11.4K | 24.5% | -0.46 | 0.0378 | -0.025 |
| 3.45 | 3.60 | 139 | 939 | 24.6% | 0.46 | 0.0367 | -0.024 | 92.5 | 5.35 | 5.55 | 12 | 2,213 | 24.5% | -0.56 | 0.0389 | -0.025 |
| 2.44 | 2.64 | 520 | 1,816 | 24.1% | 0.37 | 0.0354 | -0.023 | 95 | 6.85 | 7.40 | 25 | 6,077 | 24.9% | -0.65 | 0.0377 | -0.024 |
| 1.71 | 1.89 | 174 | 1,887 | 24.0% | 0.29 | 0.0323 | -0.020 | 97.5 | 8.65 | 9.20 | 7 | 1,667 | 24.8% | -0.74 | 0.0343 | -0.021 |
| 1.18 | 1.33 | 533 | 8,453 | 23.9% | 0.22 | 0.0280 | -0.018 | 100 | 10.05 | 11.40 | 4,930 | 23.1% | -0.81 | 0.0294 | -0.018 | |
| 0.5400 | 0.6500 | 268 | 7,725 | 24.1% | 0.12 | 0.0189 | -0.012 | 105 | 14.55 | 15.75 | 4 | 1,140 | 21.8% | -0.91 | 0.0182 | -0.010 |
| 0.2500 | 0.3500 | 26 | 4,089 | 25.0% | 0.06 | 0.0115 | -0.008 | 110 | 19.25 | 20.70 | 1,563 | -0.97 | 0.0118 | -0.005 | ||
| 0.0200 | 0.1400 | 29 | 4,151 | 23.4% | 0.03 | 0.0066 | -0.005 | 115 | 23.10 | 26.90 | 32 | -1.00 | 0.0000 | -0.008 | ||
| 0 | 0.3900 | 8,272 | 30.9% | 0.02 | 0.0037 | -0.003 | 120 | 28.20 | 31.70 | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.1900 | 3 | 868 | 30.8% | 0.01 | 0.0021 | -0.002 | 125 | 33.20 | 36.75 | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.3000 | 1,382 | 36.2% | 0.01 | 0.0012 | -0.001 | 130 | 38.20 | 41.55 | -1.00 | 0.0000 | -0.008 | ||||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs