SHAK option chain Shake Shack Inc.
Cboe delayed options data · as of 06:42 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 ±15.2% (60.88–82.78) · ATM IV 64.5% · P/C open interest 0.92
| 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 | |
| 30.90 | 33.30 | 36 | 100.8% | 0.99 | 0.0011 | -0.002 | 40 | 0 | 0.4000 | 113 | 106.5% | -0.01 | 0.0011 | -0.005 | ||
| 26.00 | 28.40 | 5 | 89.3% | 0.98 | 0.0026 | -0.008 | 45 | 0.1000 | 0.2000 | 582 | 83.4% | -0.02 | 0.0026 | -0.011 | ||
| 21.10 | 23.50 | 69 | 76.4% | 0.96 | 0.0054 | -0.018 | 50 | 0.2000 | 0.3500 | 593 | 75.0% | -0.04 | 0.0054 | -0.021 | ||
| 17.00 | 18.30 | 2 | 128 | 71.4% | 0.92 | 0.0101 | -0.034 | 55 | 0.5000 | 0.6500 | 7 | 652 | 69.7% | -0.08 | 0.0101 | -0.036 |
| 13.00 | 15.10 | 66.1% | 0.86 | 0.0151 | -0.049 | 59 | 0.9500 | 1.95 | 75.1% | -0.14 | 0.0152 | -0.051 | ||||
| 11.90 | 14.30 | 303 | 63.2% | 0.84 | 0.0165 | -0.053 | 60 | 1.00 | 1.55 | 10 | 426 | 67.5% | -0.16 | 0.0166 | -0.055 | |
| 11.00 | 13.60 | 63.1% | 0.82 | 0.0179 | -0.057 | 61 | 1.35 | 1.65 | 1 | 67.6% | -0.18 | 0.0180 | -0.058 | |||
| 10.20 | 12.70 | 61.7% | 0.80 | 0.0192 | -0.061 | 62 | 1.35 | 2.00 | 66.5% | -0.20 | 0.0193 | -0.062 | ||||
| 9.50 | 12.10 | 63.4% | 0.78 | 0.0206 | -0.064 | 63 | 1.25 | 2.45 | 65.0% | -0.22 | 0.0207 | -0.066 | ||||
| 8.80 | 12.10 | 68.9% | 0.76 | 0.0219 | -0.068 | 64 | 1.85 | 2.45 | 1 | 65.2% | -0.24 | 0.0220 | -0.069 | |||
| 8.80 | 10.50 | 3 | 248 | 67.0% | 0.73 | 0.0232 | -0.071 | 65 | 2.35 | 2.70 | 36 | 1,724 | 66.1% | -0.27 | 0.0233 | -0.072 |
| 8.80 | 9.60 | 69.7% | 0.71 | 0.0244 | -0.074 | 66 | 2.00 | 3.10 | 61.6% | -0.29 | 0.0245 | -0.075 | ||||
| 6.40 | 9.10 | 58.6% | 0.68 | 0.0254 | -0.077 | 67 | 2.50 | 4.00 | 66.1% | -0.32 | 0.0256 | -0.078 | ||||
| 7.10 | 8.60 | 1 | 67.7% | 0.65 | 0.0264 | -0.079 | 68 | 3.10 | 3.80 | 63.5% | -0.35 | 0.0265 | -0.080 | |||
| 6.90 | 8.20 | 70.9% | 0.63 | 0.0272 | -0.081 | 69 | 3.50 | 4.20 | 63.1% | -0.37 | 0.0274 | -0.082 | ||||
| 6.20 | 6.90 | 15 | 972 | 65.2% | 0.60 | 0.0279 | -0.083 | 70 | 4.20 | 4.70 | 154 | 64.8% | -0.40 | 0.0280 | -0.084 | |
| 5.50 | 6.70 | 65.8% | 0.57 | 0.0284 | -0.084 | 71 | 4.80 | 5.70 | 1 | 68.5% | -0.43 | 0.0286 | -0.085 | |||
| 5.40 | 5.90 | 66.1% | 0.54 | 0.0287 | -0.085 | 72 | 4.90 | 5.70 | 2 | 62.9% | -0.46 | 0.0289 | -0.086 | |||
| 4.10 | 5.80 | 63.2% | 0.51 | 0.0289 | -0.085 | 73 | 5.10 | 6.20 | 2 | 60.5% | -0.49 | 0.0291 | -0.086 | |||
| 4.20 | 5.00 | 64.0% | 0.48 | 0.0290 | -0.085 | 74 | 5.40 | 6.80 | 59.0% | -0.52 | 0.0292 | -0.086 | ||||
| 3.50 | 4.60 | 9 | 802 | 62.1% | 0.46 | 0.0288 | -0.085 | 75 | 6.40 | 8.00 | 137 | 64.9% | -0.55 | 0.0291 | -0.085 | |
| 2.90 | 4.30 | 61.1% | 0.43 | 0.0286 | -0.084 | 76 | 7.10 | 8.90 | 66.9% | -0.57 | 0.0288 | -0.084 | ||||
| 3.10 | 4.40 | 67.0% | 0.40 | 0.0281 | -0.082 | 77 | 7.20 | 8.70 | 58.2% | -0.60 | 0.0284 | -0.083 | ||||
| 3.10 | 4.00 | 68.5% | 0.38 | 0.0276 | -0.081 | 78 | 8.90 | 9.70 | 66.5% | -0.63 | 0.0279 | -0.081 | ||||
| 2.80 | 3.70 | 68.5% | 0.35 | 0.0270 | -0.079 | 79 | 9.10 | 10.20 | 62.0% | -0.65 | 0.0273 | -0.079 | ||||
| 2.10 | 3.70 | 1 | 634 | 67.6% | 0.33 | 0.0262 | -0.077 | 80 | 9.90 | 11.80 | 22 | 68.0% | -0.68 | 0.0266 | -0.077 | |
| 1.55 | 3.40 | 65.3% | 0.30 | 0.0254 | -0.075 | 81 | 10.70 | 12.00 | 64.8% | -0.70 | 0.0258 | -0.075 | ||||
| 1.50 | 2.70 | 63.4% | 0.28 | 0.0245 | -0.072 | 82 | 11.40 | 12.40 | 61.7% | -0.72 | 0.0249 | -0.072 | ||||
| 1.45 | 2.40 | 2 | 63.8% | 0.26 | 0.0236 | -0.070 | 83 | 12.10 | 14.50 | 70.4% | -0.74 | 0.0240 | -0.070 | |||
| 1.00 | 2.00 | 55 | 157 | 62.9% | 0.23 | 0.0216 | -0.064 | 85 | 13.70 | 16.10 | 70.4% | -0.78 | 0.0220 | -0.064 | ||
| 0.5500 | 1.15 | 15 | 226 | 61.8% | 0.15 | 0.0166 | -0.051 | 90 | 17.50 | 19.70 | 58.5% | -0.86 | 0.0171 | -0.050 | ||
| 0.2500 | 0.6000 | 12 | 1,230 | 61.6% | 0.10 | 0.0122 | -0.038 | 95 | 22.30 | 24.40 | 60.3% | -0.91 | 0.0128 | -0.037 | ||
| 0 | 0.4500 | 19 | 61.8% | 0.07 | 0.0088 | -0.028 | 100 | 27.10 | 29.70 | 70.8% | -0.94 | 0.0094 | -0.027 | |||
| 0 | 0.3500 | 6 | 66.1% | 0.04 | 0.0062 | -0.021 | 105 | 31.80 | 34.30 | -0.97 | 0.0069 | -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