SHAK option chain Shake Shack Inc.
Cboe delayed options data · as of 18:38 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 ±50.5% (33.60–102.20) · ATM IV 53.9% · P/C open interest 0.45
| 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 | |
| 35.50 | 40.00 | 9 | 52.2% | 0.94 | 0.0031 | -0.002 | 35 | 1.80 | 2.65 | 51 | 57.8% | -0.08 | 0.0033 | -0.007 | ||
| 32.00 | 36.50 | 28 | 53.5% | 0.91 | 0.0041 | -0.004 | 40 | 1.00 | 4.00 | 197 | 51.3% | -0.11 | 0.0043 | -0.008 | ||
| 28.50 | 32.70 | 9 | 51.7% | 0.87 | 0.0051 | -0.006 | 45 | 4.10 | 5.00 | 24 | 55.3% | -0.15 | 0.0054 | -0.010 | ||
| 27.00 | 29.50 | 93 | 55.2% | 0.84 | 0.0061 | -0.008 | 50 | 5.60 | 6.50 | 3 | 124 | 54.0% | -0.19 | 0.0065 | -0.011 | |
| 22.50 | 27.00 | 198 | 51.9% | 0.79 | 0.0070 | -0.010 | 55 | 7.40 | 9.60 | 3 | 19 | 55.7% | -0.23 | 0.0075 | -0.013 | |
| 21.50 | 24.00 | 266 | 53.9% | 0.75 | 0.0078 | -0.011 | 60 | 9.30 | 11.70 | 137 | 54.4% | -0.28 | 0.0085 | -0.014 | ||
| 18.20 | 22.00 | 2 | 200 | 52.4% | 0.71 | 0.0085 | -0.012 | 65 | 11.50 | 14.10 | 40 | 53.4% | -0.33 | 0.0094 | -0.015 | |
| 17.00 | 20.00 | 269 | 53.9% | 0.66 | 0.0091 | -0.013 | 70 | 14.10 | 17.50 | 38 | 54.0% | -0.38 | 0.0102 | -0.015 | ||
| 15.00 | 17.60 | 173 | 52.6% | 0.62 | 0.0096 | -0.014 | 75 | 16.90 | 19.70 | 42 | 52.2% | -0.43 | 0.0109 | -0.016 | ||
| 13.10 | 15.70 | 107 | 51.7% | 0.57 | 0.0099 | -0.014 | 80 | 19.80 | 23.50 | 25 | 52.4% | -0.48 | 0.0115 | -0.016 | ||
| 11.50 | 13.20 | 48 | 49.9% | 0.53 | 0.0101 | -0.015 | 85 | 23.00 | 27.00 | 47 | 52.1% | -0.53 | 0.0120 | -0.016 | ||
| 10.00 | 12.20 | 8 | 116 | 50.1% | 0.49 | 0.0101 | -0.015 | 90 | 26.30 | 30.00 | 24 | 50.5% | -0.58 | 0.0124 | -0.016 | |
| 7.70 | 12.00 | 78 | 49.8% | 0.45 | 0.0101 | -0.015 | 95 | 29.90 | 33.00 | 56 | 48.7% | -0.63 | 0.0127 | -0.016 | ||
| 8.00 | 11.00 | 433 | 52.0% | 0.42 | 0.0100 | -0.014 | 100 | 33.80 | 38.00 | 62 | 50.3% | -0.68 | 0.0129 | -0.016 | ||
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs