SMH option chain VanEck Semiconductor ETF
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 ±3.8% (532.05–573.65) · ATM IV 25.8% · P/C open interest 0.09
| 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 | |
| 67.15 | 70.65 | 39.9% | 0.96 | 0.0019 | -0.090 | 485 | 0.2300 | 0.8100 | 3 | 1 | 40.1% | -0.04 | 0.0019 | -0.124 | ||
| 62.30 | 65.75 | 38.8% | 0.96 | 0.0022 | -0.105 | 490 | 0.3800 | 0.9800 | 3 | 1 | 39.4% | -0.04 | 0.0022 | -0.137 | ||
| 57.50 | 61.15 | 39.0% | 0.95 | 0.0027 | -0.122 | 495 | 0.4400 | 1.12 | 37.8% | -0.05 | 0.0027 | -0.152 | ||||
| 52.60 | 56.20 | 5 | 36.8% | 0.94 | 0.0032 | -0.142 | 500 | 0.5000 | 1.30 | 1 | 5 | 36.1% | -0.06 | 0.0032 | -0.169 | |
| 47.80 | 51.55 | 35.9% | 0.93 | 0.0038 | -0.165 | 505 | 0.7500 | 1.45 | 1 | 34.8% | -0.07 | 0.0038 | -0.189 | |||
| 43.05 | 46.75 | 34.3% | 0.91 | 0.0046 | -0.191 | 510 | 0.9800 | 1.73 | 33.6% | -0.09 | 0.0046 | -0.213 | ||||
| 38.40 | 41.60 | 31.7% | 0.89 | 0.0056 | -0.220 | 515 | 1.31 | 2.15 | 1 | 32.7% | -0.11 | 0.0056 | -0.240 | |||
| 33.85 | 37.25 | 31.3% | 0.87 | 0.0067 | -0.253 | 520 | 1.73 | 2.62 | 1 | 35 | 31.6% | -0.13 | 0.0068 | -0.270 | ||
| 29.40 | 32.40 | 29.4% | 0.84 | 0.0081 | -0.288 | 525 | 2.23 | 2.82 | 7 | 4 | 29.7% | -0.16 | 0.0081 | -0.303 | ||
| 25.20 | 27.95 | 2 | 28.3% | 0.80 | 0.0095 | -0.325 | 530 | 2.85 | 3.85 | 2 | 2 | 29.2% | -0.20 | 0.0096 | -0.338 | |
| 21.25 | 23.75 | 27.5% | 0.75 | 0.0111 | -0.362 | 535 | 3.45 | 5.00 | 28.1% | -0.25 | 0.0111 | -0.372 | ||||
| 17.55 | 19.85 | 2 | 26.8% | 0.70 | 0.0126 | -0.395 | 540 | 5.10 | 6.25 | 2 | 10 | 28.1% | -0.30 | 0.0126 | -0.403 | |
| 14.30 | 16.50 | 12 | 11 | 26.7% | 0.63 | 0.0139 | -0.420 | 545 | 6.65 | 8.00 | 2 | 39 | 27.7% | -0.37 | 0.0140 | -0.426 |
| 11.40 | 13.05 | 7 | 862 | 26.0% | 0.56 | 0.0148 | -0.433 | 550 | 8.55 | 10.00 | 3 | 27.3% | -0.44 | 0.0149 | -0.438 | |
| 8.80 | 10.30 | 242 | 25.6% | 0.49 | 0.0153 | -0.433 | 555 | 10.10 | 12.40 | 1 | 26.0% | -0.52 | 0.0154 | -0.436 | ||
| 6.55 | 8.55 | 5 | 15 | 26.0% | 0.41 | 0.0151 | -0.416 | 560 | 13.25 | 15.20 | 26.3% | -0.59 | 0.0153 | -0.418 | ||
| 4.80 | 6.45 | 54 | 1 | 25.6% | 0.34 | 0.0143 | -0.385 | 565 | 16.40 | 18.55 | 3 | 1 | 26.4% | -0.67 | 0.0146 | -0.385 |
| 3.40 | 4.50 | 11 | 24.9% | 0.27 | 0.0131 | -0.341 | 570 | 19.45 | 22.20 | 25.8% | -0.74 | 0.0133 | -0.339 | |||
| 2.24 | 3.30 | 4 | 24.6% | 0.20 | 0.0114 | -0.289 | 575 | 23.25 | 25.95 | 25.4% | -0.80 | 0.0116 | -0.285 | |||
| 1.43 | 2.31 | 1 | 24.3% | 0.15 | 0.0096 | -0.237 | 580 | 27.50 | 30.10 | 25.6% | -0.85 | 0.0098 | -0.229 | |||
| 0.8600 | 1.81 | 7 | 24.7% | 0.11 | 0.0077 | -0.190 | 585 | 31.25 | 34.55 | 24.1% | -0.90 | 0.0079 | -0.178 | |||
| 0.5200 | 1.20 | 1 | 24.5% | 0.08 | 0.0061 | -0.153 | 590 | 36.10 | 39.20 | 25.1% | -0.93 | 0.0065 | -0.136 | |||
| 0.3200 | 1.18 | 2 | 26.1% | 0.06 | 0.0048 | -0.126 | 595 | 40.45 | 43.95 | 22.7% | -0.95 | 0.0058 | -0.109 | |||
| 0.1600 | 0.6600 | 4 | 25.2% | 0.05 | 0.0038 | -0.105 | 600 | 45.85 | 48.80 | 26.8% | -0.97 | 0.0049 | -0.103 | |||
| 0.0100 | 0.8100 | 27.2% | 0.04 | 0.0031 | -0.090 | 605 | 50.40 | 53.80 | -0.98 | 0.0041 | -0.099 | |||||
| 0.0100 | 0.6900 | 28.5% | 0.03 | 0.0025 | -0.079 | 610 | 55.55 | 58.75 | 26.8% | -0.98 | 0.0030 | -0.114 | ||||
| 0.0100 | 0.6200 | 1 | 29.9% | 0.03 | 0.0021 | -0.070 | 615 | 60.55 | 63.75 | 28.6% | -0.99 | 0.0022 | -0.124 | |||
| 0.0100 | 0.5800 | 31.5% | 0.02 | 0.0017 | -0.062 | 620 | 65.55 | 68.75 | 30.4% | -0.99 | 0.0016 | -0.134 | ||||
| 0.0100 | 0.5500 | 33.1% | 0.02 | 0.0015 | -0.057 | 625 | 70.35 | 73.75 | -1.00 | 0.0010 | -0.149 | |||||
| 0.0100 | 0.5300 | 34.7% | 0.02 | 0.0012 | -0.051 | 630 | 75.20 | 78.75 | -1.00 | 0.0007 | -0.158 | |||||
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 — Sep 15, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs