SOFI option chain SoFi Technologies, Inc.
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 ±10.9% (15.90–19.80) · ATM IV 47.4% · P/C open interest 0.86
| 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 | |
| 6.85 | 10.60 | 4 | 1 | 1.00 | 0.0012 | 0.000 | 9 | 0 | 0.0300 | 2 | 105.9% | -0.00 | 0.0012 | -0.000 | ||
| 6.55 | 8.20 | 1 | 3 | 1.00 | 0.0026 | 0.000 | 10 | 0.0100 | 0.0300 | 94.7% | -0.00 | 0.0026 | -0.001 | |||
| 6.10 | 7.60 | 1 | 0.99 | 0.0054 | -0.000 | 11 | 0.0100 | 0.0400 | 5 | 4 | 83.4% | -0.01 | 0.0054 | -0.001 | ||
| 5.10 | 6.90 | 2 | 1 | 90.9% | 0.99 | 0.0107 | -0.001 | 12 | 0.0100 | 0.0300 | 1 | 67.8% | -0.01 | 0.0107 | -0.002 | |
| 4.15 | 6.80 | 3 | 2 | 77.8% | 0.98 | 0.0149 | -0.002 | 12.5 | 0.0200 | 0.0500 | 67.5% | -0.02 | 0.0150 | -0.003 | ||
| 4.60 | 6.10 | 5 | 116.1% | 0.97 | 0.0207 | -0.003 | 13 | 0.0300 | 0.0600 | 3 | 2 | 64.0% | -0.03 | 0.0208 | -0.003 | |
| 4.25 | 4.70 | 1 | 63.1% | 0.96 | 0.0284 | -0.004 | 13.5 | 0.0400 | 0.0500 | 2 | 30 | 57.6% | -0.04 | 0.0285 | -0.004 | |
| 3.80 | 4.25 | 4 | 63.9% | 0.95 | 0.0385 | -0.005 | 14 | 0.0600 | 0.0700 | 34 | 140 | 55.5% | -0.06 | 0.0388 | -0.005 | |
| 2.85 | 4.75 | 83.2% | 0.92 | 0.0516 | -0.006 | 14.5 | 0.0900 | 0.1000 | 15 | 274 | 53.6% | -0.08 | 0.0519 | -0.007 | ||
| 2.90 | 3.20 | 1 | 9 | 52.1% | 0.90 | 0.0677 | -0.008 | 15 | 0.1300 | 0.1400 | 86 | 1,076 | 51.6% | -0.11 | 0.0682 | -0.008 |
| 2.18 | 2.72 | 6 | 8 | 32.1% | 0.86 | 0.0868 | -0.009 | 15.5 | 0.1800 | 0.2000 | 255 | 904 | 49.6% | -0.14 | 0.0875 | -0.010 |
| 1.47 | 2.87 | 52 | 94 | 47.1% | 0.81 | 0.1081 | -0.011 | 16 | 0.2800 | 0.2900 | 483 | 2,743 | 49.2% | -0.19 | 0.1090 | -0.012 |
| 1.79 | 1.86 | 8 | 41 | 48.7% | 0.75 | 0.1295 | -0.013 | 16.5 | 0.4000 | 0.4100 | 296 | 2,565 | 48.3% | -0.26 | 0.1307 | -0.013 |
| 1.45 | 1.52 | 263 | 443 | 48.1% | 0.68 | 0.1485 | -0.014 | 17 | 0.5600 | 0.5800 | 428 | 3,117 | 48.1% | -0.33 | 0.1501 | -0.015 |
| 1.17 | 1.22 | 311 | 917 | 48.1% | 0.60 | 0.1620 | -0.015 | 17.5 | 0.7500 | 0.7900 | 431 | 921 | 47.6% | -0.41 | 0.1640 | -0.016 |
| 0.9200 | 0.9500 | 1,495 | 502 | 47.6% | 0.51 | 0.1676 | -0.016 | 18 | 0.9900 | 1.04 | 643 | 1,586 | 47.3% | -0.49 | 0.1701 | -0.016 |
| 0.7000 | 0.7300 | 538 | 1,107 | 47.0% | 0.43 | 0.1650 | -0.016 | 18.5 | 1.27 | 1.34 | 99 | 700 | 47.2% | -0.57 | 0.1680 | -0.016 |
| 0.5400 | 0.5800 | 904 | 2,352 | 47.9% | 0.36 | 0.1554 | -0.015 | 19 | 1.60 | 1.68 | 12 | 325 | 47.5% | -0.65 | 0.1587 | -0.015 |
| 0.4100 | 0.4300 | 892 | 841 | 47.8% | 0.29 | 0.1410 | -0.014 | 19.5 | 1.96 | 2.04 | 24 | 98 | 47.2% | -0.72 | 0.1446 | -0.014 |
| 0.3100 | 0.3200 | 2,127 | 2,573 | 48.1% | 0.24 | 0.1244 | -0.013 | 20 | 2.36 | 2.45 | 11 | 134 | 47.9% | -0.77 | 0.1283 | -0.013 |
| 0.2300 | 0.2500 | 395 | 801 | 48.8% | 0.19 | 0.1076 | -0.011 | 20.5 | 2.65 | 2.97 | 7 | 46.8% | -0.82 | 0.1116 | -0.011 | |
| 0.1800 | 0.1900 | 420 | 1,023 | 49.8% | 0.15 | 0.0919 | -0.010 | 21 | 2.83 | 4.20 | 58 | 67.0% | -0.86 | 0.0957 | -0.010 | |
| 0.1400 | 0.1500 | 138 | 951 | 50.9% | 0.13 | 0.0778 | -0.009 | 21.5 | 3.60 | 4.00 | 56.1% | -0.89 | 0.0816 | -0.009 | ||
| 0.1100 | 0.1200 | 617 | 1,758 | 52.1% | 0.10 | 0.0656 | -0.008 | 22 | 4.05 | 4.55 | 24 | 60.8% | -0.91 | 0.0695 | -0.008 | |
| 0.0900 | 0.1000 | 51 | 219 | 53.8% | 0.08 | 0.0553 | -0.007 | 22.5 | 4.50 | 5.85 | 1 | 93.6% | -0.93 | 0.0604 | -0.007 | |
| 0.0700 | 0.0800 | 176 | 1,148 | 54.7% | 0.07 | 0.0466 | -0.006 | 23 | 4.20 | 6.15 | 7 | 51.4% | -0.95 | 0.0523 | -0.006 | |
| 0.0600 | 0.0700 | 7 | 57 | 56.6% | 0.06 | 0.0394 | -0.005 | 23.5 | 4.30 | 7.15 | 2 | 64.6% | -0.96 | 0.0469 | -0.006 | |
| 0.0500 | 0.0600 | 115 | 927 | 58.2% | 0.05 | 0.0334 | -0.005 | 24 | 5.25 | 6.40 | 1 | 6 | -0.97 | 0.0430 | -0.005 | |
| 0.0400 | 0.0500 | 446 | 582 | 62.3% | 0.03 | 0.0242 | -0.004 | 25 | 5.65 | 7.45 | 2 | 5 | -0.99 | 0.0268 | -0.004 | |
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.