SHAK option chain Shake Shack Inc.
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 ±16.4% (58.54–81.44) · ATM IV 66.5% · P/C open interest 0.93
| 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 | |
| 33.80 | 37.00 | 2 | 124.6% | 1.00 | 0.0007 | -0.003 | 35 | 0 | 0.2000 | 28 | 106.6% | -0.00 | 0.0007 | -0.003 | ||
| 28.90 | 31.70 | 36 | 92.8% | 0.99 | 0.0016 | -0.007 | 40 | 0 | 0.2000 | 113 | 88.0% | -0.01 | 0.0016 | -0.007 | ||
| 24.70 | 26.20 | 5 | 84.8% | 0.97 | 0.0036 | -0.014 | 45 | 0.1000 | 0.3000 | 582 | 80.3% | -0.03 | 0.0036 | -0.015 | ||
| 19.70 | 21.60 | 69 | 75.6% | 0.94 | 0.0070 | -0.026 | 50 | 0.3500 | 0.4500 | 5 | 588 | 73.7% | -0.06 | 0.0070 | -0.026 | |
| 15.20 | 17.00 | 128 | 70.3% | 0.89 | 0.0122 | -0.041 | 55 | 0.7000 | 1.05 | 56 | 643 | 70.3% | -0.11 | 0.0123 | -0.041 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 59 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 11.20 | 13.70 | 303 | 74.9% | 0.80 | 0.0187 | -0.058 | 60 | 1.60 | 1.95 | 8 | 424 | 67.8% | -0.20 | 0.0188 | -0.059 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 61 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 62 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 63 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 64 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.80 | 8.90 | 76 | 172 | 63.8% | 0.69 | 0.0247 | -0.073 | 65 | 2.40 | 3.60 | 10 | 1,724 | 62.6% | -0.32 | 0.0249 | -0.073 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 66 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 67 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 68 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 69 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.60 | 6.10 | 6 | 972 | 66.7% | 0.55 | 0.0281 | -0.080 | 70 | 5.20 | 6.00 | 154 | 66.3% | -0.45 | 0.0284 | -0.080 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 71 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 72 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 73 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 74 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.50 | 4.00 | 17 | 796 | 64.9% | 0.41 | 0.0278 | -0.078 | 75 | 8.30 | 9.00 | 137 | 66.9% | -0.59 | 0.0282 | -0.079 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 76 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 77 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 78 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 79 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.95 | 2.65 | 23 | 626 | 64.2% | 0.29 | 0.0246 | -0.069 | 80 | 11.60 | 12.60 | 22 | 65.1% | -0.71 | 0.0250 | -0.070 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 81 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 82 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 83 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.25 | 1.55 | 157 | 64.5% | 0.20 | 0.0199 | -0.056 | 85 | 14.50 | 16.70 | 54.1% | -0.81 | 0.0205 | -0.058 | |||
| 0.6000 | 1.05 | 226 | 64.6% | 0.14 | 0.0152 | -0.044 | 90 | 18.90 | 21.50 | 53.0% | -0.87 | 0.0158 | -0.046 | |||
| 0.1500 | 0.5500 | 3 | 1,233 | 60.7% | 0.09 | 0.0112 | -0.033 | 95 | 23.70 | 26.30 | -0.92 | 0.0119 | -0.036 | |||
| 0.1000 | 0.9500 | 1 | 19 | 74.5% | 0.06 | 0.0081 | -0.025 | 100 | 28.50 | 31.00 | -0.95 | 0.0087 | -0.027 | |||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs