SCHW option chain The Charles Schwab Corporation
Cboe delayed options data · as of 06:42 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 ±26.1% (66.28–113.08) · ATM IV 28.9% · P/C open interest —
| 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 | |
| 41.65 | 46.50 | 37.1% | 0.96 | 0.0022 | 0.000 | 47.5 | 0 | 2.94 | 45.4% | -0.04 | 0.0022 | -0.003 | ||||
| 39.50 | 44.50 | 37.6% | 0.96 | 0.0026 | 0.000 | 50 | 0 | 3.05 | 42.9% | -0.05 | 0.0027 | -0.004 | ||||
| 35.00 | 40.00 | 34.3% | 0.94 | 0.0035 | 0.000 | 55 | 0 | 3.30 | 38.4% | -0.07 | 0.0037 | -0.005 | ||||
| 31.00 | 36.00 | 34.2% | 0.91 | 0.0047 | -0.002 | 60 | 0.3100 | 3.60 | 35.1% | -0.10 | 0.0049 | -0.006 | ||||
| 27.00 | 32.00 | 33.0% | 0.88 | 0.0061 | -0.003 | 65 | 0.9000 | 4.10 | 33.0% | -0.13 | 0.0064 | -0.007 | ||||
| 23.50 | 28.00 | 32.1% | 0.84 | 0.0076 | -0.005 | 70 | 1.00 | 5.45 | 31.1% | -0.17 | 0.0080 | -0.008 | ||||
| 20.50 | 24.50 | 32.1% | 0.79 | 0.0092 | -0.006 | 75 | 2.26 | 6.55 | 30.2% | -0.22 | 0.0097 | -0.009 | ||||
| 17.75 | 21.50 | 32.4% | 0.74 | 0.0107 | -0.008 | 80 | 3.60 | 8.50 | 1 | 30.0% | -0.28 | 0.0115 | -0.010 | |||
| 14.40 | 18.50 | 30.9% | 0.68 | 0.0120 | -0.009 | 85 | 6.35 | 10.50 | 30.8% | -0.34 | 0.0131 | -0.011 | ||||
| 12.65 | 17.00 | 29.9% | 0.65 | 0.0126 | -0.009 | 87.5 | 6.50 | 11.15 | 28.7% | -0.38 | 0.0139 | -0.011 | ||||
| 11.30 | 15.15 | 1 | 28.7% | 0.62 | 0.0130 | -0.010 | 90 | 8.00 | 12.35 | 29.0% | -0.41 | 0.0145 | -0.012 | |||
| 10.25 | 13.85 | 28.5% | 0.59 | 0.0134 | -0.010 | 92.5 | 10.05 | 13.20 | 29.3% | -0.45 | 0.0152 | -0.012 | ||||
| 8.85 | 11.70 | 26.6% | 0.55 | 0.0137 | -0.010 | 95 | 11.70 | 13.25 | 27.8% | -0.49 | 0.0157 | -0.012 | ||||
| 8.00 | 12.50 | 29.0% | 0.52 | 0.0139 | -0.011 | 97.5 | 12.00 | 16.65 | 28.7% | -0.52 | 0.0162 | -0.012 | ||||
| 7.00 | 9.95 | 26.7% | 0.49 | 0.0140 | -0.011 | 100 | 13.50 | 16.50 | 26.3% | -0.56 | 0.0166 | -0.012 | ||||
| 5.30 | 10.00 | 28.6% | 0.43 | 0.0139 | -0.011 | 105 | 16.50 | 21.50 | 27.8% | -0.64 | 0.0173 | -0.012 | ||||
| 4.60 | 7.45 | 1 | 27.8% | 0.37 | 0.0135 | -0.010 | 110 | 20.50 | 25.00 | 27.8% | -0.71 | 0.0178 | -0.012 | |||
| 2.75 | 6.60 | 27.1% | 0.32 | 0.0128 | -0.010 | 115 | 24.50 | 29.00 | 27.5% | -0.79 | 0.0177 | -0.011 | ||||
| 1.99 | 6.50 | 28.4% | 0.27 | 0.0119 | -0.009 | 120 | 28.50 | 33.50 | 27.0% | -0.85 | 0.0162 | -0.010 | ||||
| 1.00 | 5.00 | 26.9% | 0.23 | 0.0109 | -0.008 | 125 | 33.00 | 38.00 | 25.8% | -0.91 | 0.0148 | -0.006 | ||||
| 0 | 4.40 | 26.2% | 0.20 | 0.0099 | -0.008 | 130 | 38.00 | 43.00 | 28.1% | -0.96 | 0.0149 | -0.003 | ||||
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 18, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs