SCHW option chain The Charles Schwab Corporation
Cboe delayed options data · as of 12:43 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 ±26.5% (65.91–113.45) · ATM IV 30.1% · P/C open interest 1.51
| 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 | |
| 44.75 | 48.50 | 88 | 43.3% | 0.97 | 0.0018 | 0.000 | 45 | 0.4100 | 0.5500 | 37 | 38.6% | -0.03 | 0.0018 | -0.003 | ||
| 43.10 | 46.50 | 96 | 45.7% | 0.97 | 0.0021 | 0.000 | 47.5 | 0.4000 | 0.8500 | 79 | 38.0% | -0.04 | 0.0022 | -0.003 | ||
| 40.30 | 42.60 | 1 | 19 | 31.5% | 0.96 | 0.0025 | 0.000 | 50 | 0.6100 | 1.02 | 44 | 37.7% | -0.05 | 0.0026 | -0.004 | |
| 37.00 | 38.85 | 305 | 38.6% | 0.94 | 0.0035 | -0.000 | 55 | 0.9600 | 1.23 | 1,019 | 35.2% | -0.07 | 0.0036 | -0.005 | ||
| 31.00 | 34.65 | 5 | 230 | 30.7% | 0.91 | 0.0047 | -0.002 | 60 | 1.47 | 1.78 | 1,257 | 34.1% | -0.09 | 0.0049 | -0.006 | |
| 28.30 | 29.95 | 742 | 32.0% | 0.88 | 0.0062 | -0.004 | 65 | 1.93 | 2.66 | 504 | 32.8% | -0.13 | 0.0064 | -0.007 | ||
| 25.05 | 26.25 | 276 | 32.6% | 0.84 | 0.0077 | -0.005 | 70 | 3.00 | 3.40 | 4 | 837 | 31.8% | -0.17 | 0.0081 | -0.008 | |
| 20.90 | 23.75 | 2 | 70 | 32.4% | 0.80 | 0.0094 | -0.007 | 75 | 4.30 | 4.95 | 1 | 3,130 | 31.7% | -0.22 | 0.0100 | -0.010 |
| 18.65 | 22.00 | 8 | 30.9% | 0.77 | 0.0102 | -0.008 | 77.5 | 4.35 | 5.70 | 148 | 30.3% | -0.25 | 0.0109 | -0.010 | ||
| 17.85 | 20.40 | 83 | 31.7% | 0.74 | 0.0109 | -0.008 | 80 | 5.75 | 6.70 | 2,582 | 31.2% | -0.28 | 0.0118 | -0.011 | ||
| 16.80 | 18.30 | 40 | 31.2% | 0.71 | 0.0117 | -0.009 | 82.5 | 6.60 | 8.00 | 197 | 31.4% | -0.31 | 0.0126 | -0.011 | ||
| 15.30 | 16.90 | 80 | 30.8% | 0.68 | 0.0123 | -0.010 | 85 | 7.55 | 8.95 | 15 | 1,670 | 31.0% | -0.34 | 0.0135 | -0.012 | |
| 14.00 | 14.80 | 8 | 225 | 29.5% | 0.65 | 0.0129 | -0.010 | 87.5 | 8.65 | 10.15 | 141 | 30.9% | -0.38 | 0.0142 | -0.012 | |
| 12.60 | 14.05 | 855 | 29.8% | 0.62 | 0.0134 | -0.010 | 90 | 9.75 | 11.15 | 51 | 722 | 30.4% | -0.41 | 0.0150 | -0.012 | |
| 11.45 | 12.05 | 2 | 738 | 28.5% | 0.58 | 0.0138 | -0.011 | 92.5 | 10.90 | 11.85 | 2,420 | 29.3% | -0.45 | 0.0156 | -0.012 | |
| 10.10 | 10.95 | 520 | 28.0% | 0.55 | 0.0141 | -0.011 | 95 | 12.25 | 13.15 | 871 | 29.0% | -0.49 | 0.0161 | -0.012 | ||
| 8.50 | 9.90 | 3 | 605 | 27.1% | 0.52 | 0.0143 | -0.011 | 97.5 | 13.75 | 15.15 | 20 | 685 | 29.6% | -0.53 | 0.0166 | -0.013 |
| 8.00 | 9.35 | 6 | 622 | 28.0% | 0.49 | 0.0144 | -0.011 | 100 | 15.10 | 16.70 | 2 | 226 | 29.2% | -0.57 | 0.0170 | -0.013 |
| 5.90 | 7.40 | 351 | 26.8% | 0.42 | 0.0142 | -0.011 | 105 | 18.15 | 19.15 | 230 | 27.3% | -0.65 | 0.0177 | -0.012 | ||
| 3.90 | 6.30 | 11 | 454 | 26.0% | 0.36 | 0.0137 | -0.011 | 110 | 21.95 | 23.25 | 3,734 | 27.8% | -0.72 | 0.0181 | -0.012 | |
| 3.60 | 5.50 | 4 | 337 | 27.5% | 0.31 | 0.0130 | -0.010 | 115 | 26.05 | 26.90 | 62 | 26.9% | -0.80 | 0.0177 | -0.012 | |
| 3.50 | 4.30 | 15 | 685 | 28.2% | 0.26 | 0.0120 | -0.009 | 120 | 29.50 | 32.80 | 121 | 28.2% | -0.86 | 0.0159 | -0.010 | |
| 2.72 | 3.25 | 6 | 1,163 | 27.6% | 0.22 | 0.0109 | -0.008 | 125 | 33.90 | 36.65 | 203 | -0.92 | 0.0154 | -0.006 | ||
| 2.00 | 2.76 | 200 | 1,943 | 27.6% | 0.19 | 0.0098 | -0.008 | 130 | 38.00 | 41.90 | 76 | -0.97 | 0.0125 | -0.007 | ||
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs