SCHW option chain The Charles Schwab Corporation

Expiration 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 ±15.8% (92.03–126.53) · ATM IV 27.0% · P/C open interest 0.78

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
53.60	56.90		1	48.6%	0.99	0.0008	-0.003	55	0	0.2500		36	44.1%	-0.01	0.0009	-0.003
48.40	52.45		2	45.3%	0.98	0.0012	-0.004	60	0.0100	0.3100		159	40.5%	-0.02	0.0012	-0.004
44.15	46.90		1	40.1%	0.98	0.0018	-0.004	65	0.2600	0.3300		615	39.5%	-0.02	0.0018	-0.005
39.65	42.10		2	39.5%	0.97	0.0025	-0.006	70	0.3800	0.5100		289	37.5%	-0.04	0.0026	-0.006
35.00	37.30		13	36.6%	0.95	0.0036	-0.007	75	0.5100	0.6600		465	34.6%	-0.05	0.0037	-0.007
32.70	35.05			35.9%	0.94	0.0043	-0.008	77.5	0.6500	0.8500		12	34.1%	-0.06	0.0044	-0.008
30.45	32.75		7	34.9%	0.93	0.0051	-0.009	80	0.8600	1.03		225	33.5%	-0.07	0.0052	-0.009
28.55	30.55		170	35.4%	0.91	0.0060	-0.010	82.5	0.9700	1.16		346	32.0%	-0.09	0.0061	-0.011
26.15	27.45		334	30.6%	0.90	0.0070	-0.011	85	1.28	1.43		822	31.7%	-0.10	0.0072	-0.012
23.80	26.15		86	32.0%	0.88	0.0082	-0.013	87.5	1.49	1.75		657	30.8%	-0.12	0.0083	-0.013
21.95	24.05		64	31.9%	0.85	0.0094	-0.014	90	1.84	2.11		883	30.2%	-0.15	0.0096	-0.014
19.90	22.00		142	31.1%	0.83	0.0107	-0.015	92.5	2.34	2.55	2	527	29.9%	-0.17	0.0109	-0.016
18.70	20.30		239	32.6%	0.80	0.0120	-0.017	95	2.84	2.98		645	29.2%	-0.20	0.0123	-0.017
16.05	18.45		214	30.3%	0.77	0.0133	-0.018	97.5	3.40	3.60	12	354	28.7%	-0.24	0.0137	-0.018
14.60	15.65		447	28.4%	0.73	0.0146	-0.019	100	4.10	4.30		594	28.3%	-0.28	0.0151	-0.019
11.40	12.35		1,088	27.5%	0.65	0.0168	-0.021	105	5.80	6.05		241	27.6%	-0.36	0.0175	-0.021
8.90	9.30	1	2,969	26.9%	0.56	0.0183	-0.022	110	8.00	8.30		233	27.2%	-0.45	0.0193	-0.023
6.60	6.95		767	26.3%	0.47	0.0188	-0.021	115	10.60	10.85		65	26.3%	-0.55	0.0201	-0.023
4.85	5.10	15	872	26.0%	0.38	0.0182	-0.020	120	13.65	14.30			26.2%	-0.64	0.0199	-0.022
3.35	3.65	35	370	25.6%	0.30	0.0168	-0.018	125	16.60	18.05			24.8%	-0.73	0.0192	-0.021
2.42	2.59		1,088	25.6%	0.24	0.0149	-0.016	130	20.45	21.95			23.2%	-0.81	0.0183	-0.020
1.64	1.94	1	136	25.8%	0.18	0.0126	-0.014	135	25.20	26.75			24.9%	-0.89	0.0174	-0.019
1.17	1.53		68	26.4%	0.13	0.0104	-0.011	140	29.45	31.75				-0.95	0.0134	-0.018
0.8300	1.13		49	26.7%	0.10	0.0084	-0.009	145	33.70	37.65				-0.99	0.0056	-0.003
0.5600	0.7000		111	26.3%	0.07	0.0066	-0.007	150	39.25	42.65			33.2%	-1.00	0.0008	0.000
0.3800	0.5500		13	26.8%	0.05	0.0051	-0.006	155	44.25	47.65			35.8%	-1.00	0.0000	0.000
0.2500	0.3800		20	26.8%	0.04	0.0039	-0.004	160	49.25	52.65			38.3%	-1.00	0.0000	0.000

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 — Mar 19, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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SCHW option chain The Charles Schwab Corporation

Volatility smile — Mar 19, 2027

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