SCHW option chain The Charles Schwab Corporation
Cboe delayed options data · as of 18:38 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 ±14.6% (94.21–126.51) · ATM IV 27.1% · P/C open interest 1.60
| 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 | |
| 49.30 | 52.20 | 43.9% | 0.98 | 0.0011 | 0.000 | 60 | 0 | 0.2700 | 42.6% | -0.01 | 0.0011 | -0.003 | ||||
| 44.45 | 47.40 | 41.9% | 0.98 | 0.0015 | 0.000 | 65 | 0.0300 | 0.3300 | 33 | 39.3% | -0.02 | 0.0016 | -0.004 | |||
| 39.65 | 42.20 | 34.3% | 0.97 | 0.0022 | 0.000 | 70 | 0.1300 | 0.4300 | 100 | 37.1% | -0.03 | 0.0023 | -0.005 | |||
| 34.80 | 37.45 | 2 | 32.4% | 0.96 | 0.0032 | -0.000 | 75 | 0.2700 | 0.5800 | 27 | 34.9% | -0.04 | 0.0033 | -0.007 | ||
| 30.15 | 32.75 | 31.5% | 0.94 | 0.0046 | -0.003 | 80 | 0.5200 | 0.8100 | 156 | 33.2% | -0.06 | 0.0048 | -0.009 | |||
| 25.60 | 28.15 | 9 | 30.2% | 0.91 | 0.0066 | -0.006 | 85 | 0.8800 | 1.19 | 502 | 31.6% | -0.09 | 0.0067 | -0.011 | ||
| 21.15 | 23.75 | 28.8% | 0.87 | 0.0091 | -0.010 | 90 | 1.27 | 1.79 | 346 | 29.9% | -0.13 | 0.0093 | -0.014 | |||
| 17.15 | 19.60 | 9 | 28.2% | 0.82 | 0.0121 | -0.013 | 95 | 2.13 | 2.67 | 144 | 29.1% | -0.18 | 0.0123 | -0.017 | ||
| 15.25 | 17.60 | 1 | 27.7% | 0.78 | 0.0136 | -0.015 | 97.5 | 2.69 | 3.25 | 79 | 28.7% | -0.22 | 0.0139 | -0.018 | ||
| 14.00 | 15.60 | 29 | 28.2% | 0.75 | 0.0152 | -0.017 | 100 | 3.30 | 3.95 | 32 | 28.3% | -0.26 | 0.0154 | -0.019 | ||
| 10.75 | 12.25 | 60 | 27.5% | 0.66 | 0.0179 | -0.020 | 105 | 4.85 | 5.65 | 61 | 27.6% | -0.34 | 0.0182 | -0.021 | ||
| 8.10 | 9.35 | 231 | 27.1% | 0.56 | 0.0197 | -0.022 | 110 | 7.00 | 7.85 | 50 | 27.2% | -0.44 | 0.0201 | -0.022 | ||
| 5.85 | 6.90 | 165 | 26.6% | 0.47 | 0.0202 | -0.022 | 115 | 9.30 | 10.65 | 19 | 26.4% | -0.54 | 0.0208 | -0.022 | ||
| 4.00 | 4.95 | 179 | 25.9% | 0.37 | 0.0194 | -0.021 | 120 | 12.55 | 13.95 | 4 | 26.5% | -0.64 | 0.0202 | -0.020 | ||
| 2.74 | 3.55 | 46 | 25.9% | 0.29 | 0.0175 | -0.019 | 125 | 16.10 | 17.75 | 26.5% | -0.73 | 0.0187 | -0.018 | |||
| 1.84 | 2.39 | 23 | 25.6% | 0.22 | 0.0151 | -0.016 | 130 | 19.80 | 22.60 | 27.7% | -0.81 | 0.0168 | -0.015 | |||
| 1.22 | 1.76 | 21 | 26.0% | 0.16 | 0.0125 | -0.014 | 135 | 24.10 | 26.95 | 28.0% | -0.87 | 0.0152 | -0.012 | |||
| 0.8000 | 1.11 | 23 | 25.7% | 0.12 | 0.0100 | -0.011 | 140 | 28.95 | 31.75 | 30.3% | -0.93 | 0.0132 | -0.010 | |||
| 0.5300 | 0.8200 | 54 | 26.2% | 0.08 | 0.0078 | -0.009 | 145 | 33.05 | 36.70 | 29.5% | -0.98 | 0.0127 | -0.004 | |||
| 0.3400 | 0.6300 | 85 | 26.7% | 0.06 | 0.0060 | -0.007 | 150 | 38.90 | 41.75 | 36.4% | -1.00 | 0.0005 | -0.014 | |||
| 0.2100 | 0.5100 | 34 | 27.4% | 0.04 | 0.0045 | -0.005 | 155 | 43.85 | 46.70 | 38.9% | -1.00 | 0.0000 | -0.014 | |||
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