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 ±27.1% (52.38–91.28) · ATM IV 53.5% · P/C open interest 1.03
| 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 | |
| 31.80 | 34.60 | 1 | 64.1% | 0.95 | 0.0033 | -0.004 | 40 | 0.4500 | 0.7500 | 26 | 62.2% | -0.05 | 0.0033 | -0.009 | ||
| 27.90 | 30.00 | 64.1% | 0.92 | 0.0050 | -0.009 | 45 | 1.00 | 1.25 | 65 | 60.9% | -0.08 | 0.0051 | -0.013 | |||
| 24.20 | 25.50 | 1 | 7 | 62.2% | 0.88 | 0.0072 | -0.014 | 50 | 1.60 | 2.20 | 5 | 97 | 59.5% | -0.12 | 0.0073 | -0.017 |
| 19.30 | 21.90 | 69 | 56.8% | 0.83 | 0.0095 | -0.019 | 55 | 2.50 | 3.10 | 5 | 169 | 56.6% | -0.17 | 0.0096 | -0.022 | |
| 15.90 | 18.10 | 55 | 55.0% | 0.77 | 0.0118 | -0.023 | 60 | 3.80 | 4.70 | 39 | 55.8% | -0.23 | 0.0120 | -0.026 | ||
| 12.90 | 15.50 | 39 | 56.0% | 0.69 | 0.0138 | -0.027 | 65 | 5.70 | 6.30 | 33 | 54.4% | -0.31 | 0.0141 | -0.029 | ||
| 10.60 | 12.00 | 1,046 | 53.9% | 0.62 | 0.0152 | -0.030 | 70 | 7.80 | 8.50 | 1,097 | 53.1% | -0.39 | 0.0157 | -0.031 | ||
| 8.60 | 10.10 | 27 | 55.1% | 0.54 | 0.0160 | -0.031 | 75 | 9.50 | 11.40 | 21 | 14 | 50.5% | -0.47 | 0.0166 | -0.032 | |
| 6.90 | 7.90 | 33 | 54.3% | 0.46 | 0.0162 | -0.031 | 80 | 13.50 | 15.50 | 13 | 55.4% | -0.55 | 0.0169 | -0.032 | ||
| 5.20 | 7.00 | 31 | 55.6% | 0.39 | 0.0157 | -0.030 | 85 | 16.90 | 19.40 | 56.3% | -0.62 | 0.0167 | -0.030 | |||
| 3.70 | 5.20 | 84 | 52.8% | 0.33 | 0.0149 | -0.028 | 90 | 20.10 | 23.10 | 54.4% | -0.69 | 0.0160 | -0.028 | |||
| 3.10 | 3.80 | 106 | 52.5% | 0.27 | 0.0137 | -0.026 | 95 | 23.80 | 26.70 | 51.8% | -0.75 | 0.0150 | -0.025 | |||
| 2.15 | 3.30 | 10 | 5 | 52.8% | 0.23 | 0.0123 | -0.024 | 100 | 28.70 | 30.80 | 53.5% | -0.80 | 0.0139 | -0.022 | ||
| 1.65 | 2.25 | 11 | 51.3% | 0.19 | 0.0110 | -0.021 | 105 | 33.00 | 35.40 | 53.7% | -0.85 | 0.0127 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs