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 ±12.3% (78.92–101.02) · ATM IV 26.4% · P/C open interest 0.92
| 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 | |
| 33.95 | 37.30 | 43.8% | 0.99 | 0.0015 | 0.000 | 55 | 0 | 0.4300 | 46.0% | -0.01 | 0.0016 | -0.003 | ||||
| 29.00 | 32.20 | 1 | 31.3% | 0.98 | 0.0027 | -0.000 | 60 | 0.1200 | 0.4000 | 39.9% | -0.02 | 0.0029 | -0.004 | |||
| 24.90 | 27.40 | 39.6% | 0.96 | 0.0046 | -0.003 | 65 | 0.2200 | 0.6100 | 96 | 36.9% | -0.04 | 0.0049 | -0.006 | |||
| 19.90 | 22.65 | 33.2% | 0.93 | 0.0078 | -0.006 | 70 | 0.3800 | 0.6400 | 1 | 105 | 31.6% | -0.07 | 0.0082 | -0.009 | ||
| 15.90 | 18.15 | 2 | 33.2% | 0.88 | 0.0125 | -0.011 | 75 | 0.9000 | 1.07 | 8 | 297 | 30.0% | -0.12 | 0.0129 | -0.013 | |
| 12.30 | 13.05 | 67 | 29.5% | 0.81 | 0.0186 | -0.015 | 80 | 1.73 | 1.90 | 7 | 216 | 28.7% | -0.20 | 0.0190 | -0.017 | |
| 8.80 | 9.35 | 1 | 9 | 28.4% | 0.70 | 0.0248 | -0.019 | 85 | 3.05 | 3.20 | 54 | 669 | 27.4% | -0.31 | 0.0252 | -0.020 |
| 7.10 | 7.55 | 26.9% | 0.63 | 0.0273 | -0.021 | 87.5 | 3.95 | 4.25 | 1 | 19 | 27.2% | -0.38 | 0.0279 | -0.021 | ||
| 5.85 | 6.00 | 2 | 7 | 26.5% | 0.56 | 0.0290 | -0.021 | 90 | 5.00 | 5.25 | 21 | 378 | 26.4% | -0.45 | 0.0299 | -0.022 |
| 4.60 | 4.95 | 21 | 26.4% | 0.49 | 0.0297 | -0.021 | 92.5 | 6.30 | 6.80 | 126 | 170 | 26.7% | -0.53 | 0.0309 | -0.022 | |
| 3.60 | 3.95 | 17 | 32 | 26.3% | 0.42 | 0.0293 | -0.021 | 95 | 7.75 | 8.25 | 1 | 254 | 26.2% | -0.61 | 0.0310 | -0.022 |
| 2.78 | 2.92 | 44 | 59 | 25.7% | 0.35 | 0.0279 | -0.020 | 97.5 | 9.30 | 10.00 | 101 | 25.9% | -0.68 | 0.0300 | -0.020 | |
| 2.11 | 2.23 | 66 | 489 | 25.5% | 0.29 | 0.0257 | -0.018 | 100 | 9.95 | 11.85 | 52 | 21.9% | -0.74 | 0.0280 | -0.019 | |
| 1.16 | 1.28 | 25 | 775 | 25.4% | 0.19 | 0.0202 | -0.014 | 105 | 14.60 | 16.00 | 164 | 22.1% | -0.85 | 0.0218 | -0.014 | |
| 0.6000 | 0.7100 | 58 | 357 | 25.3% | 0.12 | 0.0147 | -0.011 | 110 | 18.75 | 20.80 | 158 | -0.93 | 0.0144 | -0.008 | ||
| 0.2000 | 0.5900 | 66 | 481 | 26.2% | 0.07 | 0.0101 | -0.007 | 115 | 23.65 | 26.65 | 20 | 28.9% | -0.98 | 0.0139 | -0.006 | |
| 0.1200 | 0.3400 | 42 | 209 | 26.8% | 0.05 | 0.0068 | -0.005 | 120 | 28.20 | 31.75 | 1 | -1.00 | 0.0000 | -0.012 | ||
| 0 | 0.4300 | 79 | 29.5% | 0.03 | 0.0045 | -0.004 | 125 | 33.20 | 36.70 | -1.00 | 0.0000 | -0.012 | ||||
| 0 | 0.3600 | 73 | 31.5% | 0.02 | 0.0030 | -0.003 | 130 | 38.20 | 41.65 | -1.00 | 0.0000 | -0.012 | ||||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs