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 ±18.6% (55.25–80.55) · ATM IV 49.0% · P/C open interest 1.14
| 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 | |
| 32.90 | 35.30 | 2 | 81.6% | 1.00 | 0.0014 | -0.001 | 35 | 0 | 0.3000 | 1 | 29 | 74.2% | -0.01 | 0.0014 | -0.004 | |
| 28.00 | 30.60 | 80.5% | 0.98 | 0.0028 | -0.004 | 40 | 0 | 0.4000 | 31 | 64.1% | -0.02 | 0.0028 | -0.007 | |||
| 23.60 | 25.90 | 2 | 70.8% | 0.96 | 0.0053 | -0.010 | 45 | 0.2500 | 0.4500 | 15 | 218 | 58.0% | -0.05 | 0.0054 | -0.012 | |
| 19.10 | 21.30 | 1 | 69 | 64.1% | 0.92 | 0.0090 | -0.017 | 50 | 0.5500 | 1.10 | 427 | 57.0% | -0.09 | 0.0091 | -0.019 | |
| 14.90 | 17.30 | 10 | 61.8% | 0.85 | 0.0137 | -0.025 | 55 | 1.35 | 1.95 | 15 | 259 | 55.8% | -0.16 | 0.0140 | -0.026 | |
| 11.30 | 13.20 | 31 | 57.2% | 0.76 | 0.0188 | -0.032 | 60 | 2.15 | 3.90 | 294 | 55.4% | -0.25 | 0.0192 | -0.034 | ||
| 7.50 | 10.40 | 1 | 64 | 54.3% | 0.65 | 0.0229 | -0.038 | 65 | 3.20 | 6.20 | 1,464 | 52.7% | -0.36 | 0.0236 | -0.039 | |
| 4.40 | 6.70 | 202 | 46.6% | 0.53 | 0.0250 | -0.040 | 70 | 6.30 | 7.90 | 89 | 51.4% | -0.49 | 0.0260 | -0.042 | ||
| 4.00 | 4.80 | 75 | 533 | 52.2% | 0.41 | 0.0246 | -0.039 | 75 | 9.10 | 11.40 | 100 | 51.3% | -0.61 | 0.0260 | -0.041 | |
| 2.55 | 3.20 | 6 | 143 | 51.0% | 0.31 | 0.0222 | -0.035 | 80 | 12.10 | 15.80 | 3 | 51.4% | -0.72 | 0.0240 | -0.037 | |
| 1.35 | 2.30 | 1 | 120 | 50.1% | 0.23 | 0.0189 | -0.030 | 85 | 16.10 | 19.50 | 2 | 48.2% | -0.81 | 0.0210 | -0.032 | |
| 1.05 | 1.65 | 11 | 153 | 52.3% | 0.17 | 0.0153 | -0.025 | 90 | 20.50 | 23.00 | 11 | -0.88 | 0.0174 | -0.027 | ||
| 0.3500 | 1.15 | 3 | 1,227 | 50.2% | 0.12 | 0.0121 | -0.020 | 95 | 25.20 | 27.50 | -0.94 | 0.0149 | -0.022 | |||
| 0.4000 | 0.9000 | 16 | 54.0% | 0.09 | 0.0094 | -0.016 | 100 | 30.00 | 32.30 | -0.98 | 0.0123 | -0.019 | ||||
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