SOFI option chain SoFi Technologies, Inc.
Cboe delayed options data · as of 00:38 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 ±3.2% (17.27–18.42) · ATM IV 52.7% · P/C open interest 0.46
| 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 | |
| 8.80 | 10.00 | 3 | 17 | 853.5% | 1.00 | 0.0001 | 0.000 | 9 | 0 | 0.0100 | 41 | 356.6% | -0.00 | 0.0001 | -0.000 | |
| 6.95 | 8.35 | 3 | 51 | 1.00 | 0.0002 | 0.000 | 10 | 0 | 0.0100 | 1 | 83 | 305.4% | -0.00 | 0.0002 | -0.000 | |
| 5.50 | 7.95 | 1 | 30 | 1.00 | 0.0005 | 0.000 | 11 | 0 | 0.0100 | 41 | 258.9% | -0.00 | 0.0005 | -0.000 | ||
| 3.90 | 7.55 | 11 | 44 | 1.00 | 0.0012 | 0.000 | 12 | 0 | 0.0100 | 120 | 216.1% | -0.00 | 0.0012 | -0.001 | ||
| 5.20 | 6.45 | 4 | 391 | 494.2% | 1.00 | 0.0018 | 0.000 | 12.5 | 0 | 0.0100 | 352 | 195.8% | -0.00 | 0.0018 | -0.001 | |
| 4.40 | 5.05 | 4 | 30 | 1.00 | 0.0028 | -0.000 | 13 | 0 | 0.0100 | 5 | 477 | 176.2% | -0.00 | 0.0028 | -0.001 | |
| 3.30 | 5.70 | 8 | 42 | 290.5% | 1.00 | 0.0043 | -0.001 | 13.5 | 0 | 0.0100 | 707 | 157.3% | -0.00 | 0.0043 | -0.001 | |
| 3.10 | 5.00 | 19 | 534 | 282.9% | 1.00 | 0.0070 | -0.002 | 14 | 0 | 0.0100 | 3 | 766 | 138.8% | -0.00 | 0.0070 | -0.002 |
| 3.00 | 3.50 | 106 | 42 | 0.99 | 0.0116 | -0.003 | 14.5 | 0 | 0.0100 | 716 | 120.8% | -0.01 | 0.0116 | -0.003 | ||
| 2.57 | 2.91 | 84 | 663 | 0.99 | 0.0200 | -0.004 | 15 | 0 | 0.0100 | 89 | 1,584 | 103.2% | -0.01 | 0.0200 | -0.004 | |
| 2.25 | 3.55 | 158 | 292 | 290.2% | 0.98 | 0.0357 | -0.007 | 15.5 | 0 | 0.0100 | 181 | 5,559 | 86.0% | -0.02 | 0.0358 | -0.007 |
| 1.80 | 1.95 | 291 | 1,246 | 92.6% | 0.97 | 0.0671 | -0.012 | 16 | 0 | 0.0200 | 621 | 3,795 | 76.6% | -0.03 | 0.0672 | -0.012 |
| 1.35 | 1.40 | 436 | 347 | 71.1% | 0.94 | 0.1326 | -0.021 | 16.5 | 0.0100 | 0.0200 | 4,399 | 8,421 | 62.6% | -0.06 | 0.1328 | -0.021 |
| 0.8800 | 0.9200 | 5,566 | 3,168 | 59.3% | 0.87 | 0.2702 | -0.039 | 17 | 0.0400 | 0.0500 | 14.4K | 13.2K | 56.6% | -0.13 | 0.2710 | -0.039 |
| 0.4700 | 0.4900 | 17.1K | 7,619 | 51.7% | 0.70 | 0.4988 | -0.066 | 17.5 | 0.1300 | 0.1400 | 11.4K | 14.9K | 52.3% | -0.30 | 0.5029 | -0.067 |
| 0.2100 | 0.2200 | 22.8K | 13.3K | 53.5% | 0.42 | 0.5737 | -0.076 | 18 | 0.3500 | 0.3700 | 5,331 | 10.0K | 51.9% | -0.58 | 0.5818 | -0.077 |
| 0.0700 | 0.0900 | 13.7K | 19.2K | 56.9% | 0.21 | 0.3758 | -0.054 | 18.5 | 0.7100 | 0.7400 | 1,809 | 7,789 | 52.5% | -0.80 | 0.3793 | -0.055 |
| 0.0300 | 0.0400 | 9,244 | 25.6K | 62.4% | 0.10 | 0.2080 | -0.033 | 19 | 1.16 | 1.21 | 682 | 2,938 | 58.2% | -0.90 | 0.2086 | -0.032 |
| 0.0100 | 0.0200 | 1,210 | 15.0K | 67.9% | 0.06 | 0.1171 | -0.020 | 19.5 | 1.63 | 1.69 | 85 | 827 | -0.95 | 0.1171 | -0.019 | |
| 0.0100 | 0.0200 | 5,612 | 21.9K | 83.2% | 0.03 | 0.0694 | -0.013 | 20 | 2.12 | 3.10 | 13 | 406 | 222.9% | -0.97 | 0.0689 | -0.012 |
| 0 | 0.0100 | 2,080 | 12.2K | 83.0% | 0.02 | 0.0434 | -0.009 | 20.5 | 1.82 | 3.50 | 2 | 151 | -0.98 | 0.0422 | -0.008 | |
| 0 | 0.0100 | 576 | 13.5K | 95.3% | 0.01 | 0.0284 | -0.006 | 21 | 2.69 | 4.10 | 3 | 66 | 212.5% | -0.99 | 0.0267 | -0.006 |
| 0 | 0.0100 | 741 | 4,071 | 107.1% | 0.01 | 0.0193 | -0.004 | 21.5 | 3.15 | 4.05 | 2 | 141 | -0.99 | 0.0173 | -0.005 | |
| 0 | 0.0100 | 271 | 9,937 | 118.4% | 0.01 | 0.0136 | -0.003 | 22 | 3.65 | 4.90 | 1 | 1 | 205.7% | -1.00 | 0.0115 | -0.004 |
| 0 | 0.0100 | 2 | 810 | 129.4% | 0.01 | 0.0098 | -0.003 | 22.5 | 3.45 | 5.50 | 1 | 1 | -1.00 | 0.0077 | -0.004 | |
| 0 | 0.0100 | 58 | 3,278 | 140.0% | 0.00 | 0.0072 | -0.002 | 23 | 4.20 | 6.10 | 9 | 40 | -1.00 | 0.0053 | -0.003 | |
| 0 | 0.0100 | 155 | 150.2% | 0.00 | 0.0055 | -0.002 | 23.5 | 4.40 | 6.50 | 10 | 1 | -1.00 | 0.0036 | -0.003 | ||
| 0 | 0.0100 | 3,276 | 160.2% | 0.00 | 0.0042 | -0.001 | 24 | 5.85 | 7.10 | 343.9% | -1.00 | 0.0026 | -0.003 | |||
| 0 | 0.0100 | 14 | 587 | 179.2% | 0.00 | 0.0026 | -0.001 | 25 | 5.70 | 7.25 | -1.00 | 0.0013 | -0.003 | |||
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs