SHAK option chain Shake Shack Inc.
Cboe delayed options data · as of 09:38 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 ±4.6% (66.10–72.50) · ATM IV 38.8% · P/C open interest 0.24
| 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 | |
| 32.70 | 35.60 | 1 | 1.00 | 0.0000 | 0.000 | 35 | 0 | 2.15 | 349.0% | -0.00 | 0.0000 | -0.000 | ||||
| 27.70 | 30.40 | 1.00 | 0.0001 | 0.000 | 40 | 0 | 2.15 | 291.8% | -0.00 | 0.0001 | -0.001 | |||||
| 22.60 | 26.40 | 1 | 150.6% | 1.00 | 0.0003 | 0.000 | 45 | 0 | 0.9500 | 195.6% | -0.00 | 0.0003 | -0.001 | |||
| 17.70 | 20.40 | 1.00 | 0.0010 | 0.000 | 50 | 0 | 0.7500 | 147.6% | -0.00 | 0.0010 | -0.003 | |||||
| 16.70 | 19.30 | 1.00 | 0.0012 | 0.000 | 51 | 0 | 0.7500 | 140.3% | -0.00 | 0.0012 | -0.004 | |||||
| 15.70 | 18.20 | 1.00 | 0.0016 | 0.000 | 52 | 0 | 0.7500 | 1 | 133.2% | -0.00 | 0.0016 | -0.005 | ||||
| 14.70 | 17.20 | 1.00 | 0.0020 | 0.000 | 53 | 0 | 2.15 | 168.5% | -0.01 | 0.0020 | -0.006 | |||||
| 13.80 | 16.30 | 0.99 | 0.0026 | 0.000 | 54 | 0 | 1.35 | 138.8% | -0.01 | 0.0026 | -0.007 | |||||
| 12.70 | 15.30 | 0.99 | 0.0033 | -0.001 | 55 | 0 | 1.15 | 125.4% | -0.01 | 0.0033 | -0.008 | |||||
| 11.70 | 14.40 | 1 | 0.99 | 0.0043 | -0.004 | 56 | 0 | 1.35 | 123.5% | -0.01 | 0.0043 | -0.010 | ||||
| 10.70 | 13.30 | 0.99 | 0.0056 | -0.006 | 57 | 0 | 1.35 | 116.0% | -0.01 | 0.0056 | -0.012 | |||||
| 9.70 | 12.30 | 0.98 | 0.0073 | -0.009 | 58 | 0 | 2.15 | 1 | 126.7% | -0.02 | 0.0073 | -0.015 | ||||
| 9.40 | 11.40 | 41.4% | 0.98 | 0.0095 | -0.013 | 59 | 0 | 2.15 | 1 | 118.5% | -0.02 | 0.0096 | -0.018 | |||
| 7.80 | 10.30 | 1 | 0.97 | 0.0126 | -0.017 | 60 | 0 | 2.15 | 13 | 110.3% | -0.03 | 0.0126 | -0.022 | |||
| 7.00 | 9.40 | 0.96 | 0.0167 | -0.022 | 61 | 0 | 0.3500 | 47 | 59.0% | -0.04 | 0.0168 | -0.026 | ||||
| 6.40 | 8.40 | 1 | 1 | 25.9% | 0.95 | 0.0222 | -0.029 | 62 | 0 | 0.3500 | 4 | 53.1% | -0.06 | 0.0223 | -0.033 | |
| 5.40 | 7.50 | 36.3% | 0.93 | 0.0296 | -0.037 | 63 | 0 | 0.2500 | 1 | 10 | 43.6% | -0.07 | 0.0297 | -0.040 | ||
| 4.40 | 6.40 | 7 | 8 | 0.90 | 0.0392 | -0.046 | 64 | 0 | 0.3000 | 1 | 73 | 39.6% | -0.10 | 0.0394 | -0.049 | |
| 3.60 | 5.70 | 1 | 39.0% | 0.86 | 0.0514 | -0.057 | 65 | 0.0500 | 0.4000 | 6 | 37.8% | -0.14 | 0.0518 | -0.059 | ||
| 3.30 | 4.40 | 2 | 8 | 40.2% | 0.81 | 0.0660 | -0.068 | 66 | 0 | 0.7500 | 66 | 37.5% | -0.19 | 0.0665 | -0.070 | |
| 2.60 | 4.00 | 9 | 46.1% | 0.74 | 0.0817 | -0.080 | 67 | 0.1000 | 0.8500 | 12 | 14 | 33.4% | -0.26 | 0.0824 | -0.082 | |
| 2.05 | 3.20 | 3 | 45.3% | 0.65 | 0.0955 | -0.090 | 68 | 0.0500 | 1.65 | 11 | 49 | 35.5% | -0.35 | 0.0964 | -0.091 | |
| 1.45 | 2.50 | 41 | 43.1% | 0.55 | 0.1035 | -0.096 | 69 | 0.1000 | 2.35 | 1 | 13 | 34.5% | -0.45 | 0.1045 | -0.097 | |
| 0.2000 | 1.90 | 20 | 45 | 32.2% | 0.45 | 0.1031 | -0.097 | 70 | 1.60 | 2.25 | 3 | 38.8% | -0.55 | 0.1040 | -0.098 | |
| 0.6000 | 1.55 | 3 | 6 | 42.4% | 0.36 | 0.0950 | -0.093 | 71 | 1.60 | 2.95 | 31.5% | -0.65 | 0.0958 | -0.093 | ||
| 0.0500 | 2.25 | 5 | 15 | 52.9% | 0.28 | 0.0825 | -0.085 | 72 | 2.65 | 3.70 | 36.3% | -0.73 | 0.0831 | -0.084 | ||
| 0 | 0.8500 | 2 | 902 | 38.7% | 0.21 | 0.0689 | -0.076 | 73 | 3.40 | 4.60 | 1 | 5 | 37.1% | -0.79 | 0.0693 | -0.074 |
| 0.1000 | 0.6500 | 1 | 80 | 43.0% | 0.16 | 0.0563 | -0.066 | 74 | 4.10 | 6.20 | 48.8% | -0.84 | 0.0564 | -0.064 | ||
| 0 | 0.8000 | 29 | 49.7% | 0.13 | 0.0455 | -0.058 | 75 | 4.10 | 7.60 | 41.7% | -0.88 | 0.0454 | -0.055 | |||
| 0.0500 | 0.5500 | 100 | 50.7% | 0.10 | 0.0367 | -0.050 | 76 | 5.80 | 8.50 | 60.6% | -0.91 | 0.0370 | -0.046 | |||
| 0 | 0.6500 | 1 | 57.0% | 0.08 | 0.0296 | -0.043 | 77 | 6.80 | 8.70 | 44.3% | -0.93 | 0.0309 | -0.039 | |||
| 0 | 0.4000 | 1 | 54.8% | 0.06 | 0.0240 | -0.037 | 78 | 7.80 | 10.40 | 69.3% | -0.94 | 0.0265 | -0.033 | |||
| 0 | 0.3500 | 19 | 57.4% | 0.05 | 0.0195 | -0.032 | 79 | 8.70 | 11.30 | 69.5% | -0.96 | 0.0231 | -0.029 | |||
| 0 | 0.3000 | 7 | 59.7% | 0.04 | 0.0160 | -0.028 | 80 | 9.80 | 12.30 | 76.8% | -0.97 | 0.0202 | -0.025 | |||
| 0 | 0.7500 | 78.6% | 0.03 | 0.0132 | -0.024 | 81 | 10.80 | 12.70 | 60.6% | -0.98 | 0.0168 | -0.025 | ||||
| 0 | 0.9000 | 2 | 87.1% | 0.03 | 0.0110 | -0.021 | 82 | 11.80 | 14.30 | 86.1% | -0.98 | 0.0136 | -0.024 | |||
| 0 | 0.7500 | 1 | 87.5% | 0.02 | 0.0092 | -0.019 | 83 | 12.60 | 14.70 | -0.99 | 0.0110 | -0.024 | ||||
| 0 | 2.15 | 1 | 123.8% | 0.02 | 0.0077 | -0.017 | 84 | 13.70 | 16.30 | 92.0% | -0.99 | 0.0080 | -0.026 | |||
| 0 | 0.5500 | 3 | 89.3% | 0.02 | 0.0065 | -0.015 | 85 | 14.70 | 17.30 | 96.1% | -0.99 | 0.0058 | -0.028 | |||
| 0 | 2.15 | 133.4% | 0.01 | 0.0055 | -0.013 | 86 | 15.80 | 17.70 | 78.9% | -1.00 | 0.0040 | -0.029 | ||||
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 — Sep 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs