SHAK option chain Shake Shack Inc.
Cboe delayed options data · as of 12:43 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 ±20.7% (56.98–86.68) · ATM IV 53.1% · P/C open interest 0.66
| 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 | |
| 31.30 | 33.70 | 40 | 67.2% | 0.98 | 0.0023 | -0.001 | 40 | 0.2000 | 0.4500 | 220 | 71.0% | -0.02 | 0.0023 | -0.007 | ||
| 26.30 | 29.20 | 15 | 62.4% | 0.95 | 0.0042 | -0.007 | 45 | 0.2500 | 0.5500 | 10 | 438 | 61.3% | -0.04 | 0.0042 | -0.012 | |
| 21.80 | 24.50 | 161 | 58.6% | 0.92 | 0.0069 | -0.013 | 50 | 0.6500 | 1.00 | 425 | 59.5% | -0.08 | 0.0070 | -0.018 | ||
| 17.50 | 19.90 | 269 | 54.3% | 0.87 | 0.0104 | -0.021 | 55 | 1.00 | 2.00 | 645 | 57.3% | -0.13 | 0.0105 | -0.024 | ||
| 14.60 | 15.50 | 4 | 345 | 55.9% | 0.80 | 0.0143 | -0.029 | 60 | 1.80 | 2.85 | 14 | 508 | 53.3% | -0.20 | 0.0144 | -0.031 |
| 11.50 | 12.20 | 1 | 363 | 56.3% | 0.71 | 0.0179 | -0.035 | 65 | 3.70 | 4.30 | 29 | 111 | 53.5% | -0.29 | 0.0181 | -0.037 |
| 7.80 | 9.60 | 7 | 361 | 53.2% | 0.61 | 0.0205 | -0.039 | 70 | 5.80 | 6.50 | 2 | 460 | 53.1% | -0.40 | 0.0208 | -0.041 |
| 5.80 | 6.90 | 37 | 317 | 52.3% | 0.50 | 0.0216 | -0.041 | 75 | 8.50 | 8.90 | 131 | 51.7% | -0.50 | 0.0221 | -0.041 | |
| 4.00 | 5.10 | 459 | 219 | 51.9% | 0.40 | 0.0211 | -0.039 | 80 | 11.40 | 12.50 | 20 | 520 | 51.7% | -0.61 | 0.0218 | -0.039 |
| 2.70 | 3.80 | 25 | 115 | 52.0% | 0.31 | 0.0194 | -0.036 | 85 | 14.40 | 17.30 | 64 | 53.5% | -0.70 | 0.0203 | -0.035 | |
| 1.95 | 2.50 | 529 | 51.5% | 0.24 | 0.0169 | -0.031 | 90 | 18.80 | 21.30 | 159 | 55.1% | -0.78 | 0.0180 | -0.030 | ||
| 1.00 | 1.85 | 192 | 50.3% | 0.18 | 0.0142 | -0.026 | 95 | 23.10 | 24.90 | 51.4% | -0.85 | 0.0155 | -0.025 | |||
| 0.5500 | 1.50 | 443 | 51.3% | 0.13 | 0.0115 | -0.021 | 100 | 27.50 | 29.60 | 2 | 51.1% | -0.90 | 0.0131 | -0.020 | ||
| 0.3500 | 1.00 | 91 | 51.1% | 0.10 | 0.0092 | -0.017 | 105 | 32.10 | 35.10 | 57.5% | -0.94 | 0.0109 | -0.015 | |||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs