SHAK option chain Shake Shack Inc.
Cboe delayed options data · as of 00:43 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 ±19.0% (58.18–85.48) · ATM IV 59.1% · P/C open interest 0.98
| 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 | |
| 31.10 | 33.60 | 2 | 80.6% | 0.98 | 0.0018 | -0.003 | 40 | 0.0500 | 0.2500 | 721 | 74.6% | -0.02 | 0.0018 | -0.007 | ||
| 26.00 | 28.60 | 4 | 61.2% | 0.97 | 0.0036 | -0.008 | 45 | 0 | 0.3000 | 366 | 67.1% | -0.03 | 0.0036 | -0.011 | ||
| 21.30 | 23.80 | 56 | 58.4% | 0.94 | 0.0064 | -0.016 | 50 | 0.4000 | 0.6000 | 2 | 292 | 62.9% | -0.06 | 0.0065 | -0.019 | |
| 16.80 | 19.50 | 184 | 58.8% | 0.89 | 0.0105 | -0.025 | 55 | 0.9000 | 1.20 | 50 | 480 | 61.1% | -0.11 | 0.0106 | -0.028 | |
| 12.90 | 15.10 | 62 | 56.4% | 0.82 | 0.0154 | -0.036 | 60 | 1.50 | 2.40 | 1 | 552 | 59.1% | -0.18 | 0.0156 | -0.038 | |
| 10.10 | 11.50 | 6 | 353 | 59.1% | 0.72 | 0.0203 | -0.045 | 65 | 3.00 | 3.40 | 221 | 56.0% | -0.28 | 0.0205 | -0.047 | |
| 7.50 | 8.50 | 447 | 59.3% | 0.60 | 0.0237 | -0.051 | 70 | 5.00 | 6.30 | 4 | 261 | 59.0% | -0.40 | 0.0240 | -0.052 | |
| 5.10 | 5.50 | 59 | 813 | 55.2% | 0.48 | 0.0247 | -0.053 | 75 | 7.80 | 8.10 | 104 | 55.1% | -0.52 | 0.0251 | -0.053 | |
| 3.40 | 3.80 | 10 | 312 | 55.1% | 0.37 | 0.0234 | -0.050 | 80 | 11.00 | 11.50 | 40 | 55.0% | -0.64 | 0.0240 | -0.050 | |
| 2.35 | 2.55 | 29 | 248 | 56.0% | 0.27 | 0.0205 | -0.044 | 85 | 14.40 | 16.30 | 29 | 58.1% | -0.73 | 0.0213 | -0.044 | |
| 1.25 | 1.90 | 29 | 146 | 55.4% | 0.20 | 0.0171 | -0.038 | 90 | 18.30 | 20.90 | 15 | 59.6% | -0.81 | 0.0179 | -0.037 | |
| 0.8000 | 1.20 | 185 | 55.3% | 0.15 | 0.0137 | -0.031 | 95 | 22.40 | 25.30 | 28 | 57.5% | -0.87 | 0.0147 | -0.030 | ||
| 0.3500 | 1.10 | 15 | 261 | 57.3% | 0.11 | 0.0107 | -0.025 | 100 | 27.30 | 30.00 | 20 | 61.1% | -0.91 | 0.0119 | -0.024 | |
| 0.1000 | 0.8000 | 28 | 57.0% | 0.08 | 0.0083 | -0.020 | 105 | 32.10 | 34.50 | 58.6% | -0.94 | 0.0095 | -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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs