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 ±10.4% (13.05–16.07) · ATM IV 74.2% · P/C open interest 0.63
| 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 | |
| 5.50 | 5.65 | 36 | 0.99 | 0.0056 | -0.001 | 9 | 0 | 0.0200 | 3 | 57 | 122.2% | -0.01 | 0.0056 | -0.002 | ||
| 4.55 | 4.65 | 1 | 188 | 111.0% | 0.99 | 0.0138 | -0.003 | 10 | 0.0100 | 0.0200 | 10 | 327 | 103.9% | -0.01 | 0.0139 | -0.004 |
| 3.55 | 3.65 | 13 | 133 | 85.2% | 0.96 | 0.0326 | -0.007 | 11 | 0.0200 | 0.0300 | 5 | 178 | 87.7% | -0.04 | 0.0326 | -0.008 |
| 3.05 | 3.20 | 2 | 105 | 85.2% | 0.95 | 0.0485 | -0.010 | 11.5 | 0.0400 | 0.0500 | 28 | 108 | 85.0% | -0.05 | 0.0487 | -0.011 |
| 2.52 | 2.70 | 25 | 143 | 66.4% | 0.92 | 0.0705 | -0.014 | 12 | 0.0700 | 0.0800 | 92 | 1,487 | 81.7% | -0.08 | 0.0707 | -0.014 |
| 2.07 | 2.25 | 1 | 292 | 69.2% | 0.88 | 0.0989 | -0.018 | 12.5 | 0.1200 | 0.1300 | 56 | 1,759 | 79.1% | -0.12 | 0.0992 | -0.019 |
| 1.74 | 1.81 | 15 | 832 | 75.5% | 0.82 | 0.1325 | -0.023 | 13 | 0.2000 | 0.2100 | 686 | 2,248 | 77.3% | -0.18 | 0.1329 | -0.024 |
| 1.39 | 1.44 | 9 | 932 | 76.9% | 0.74 | 0.1675 | -0.028 | 13.5 | 0.3200 | 0.3300 | 142 | 3,445 | 75.9% | -0.26 | 0.1681 | -0.028 |
| 1.05 | 1.09 | 104 | 2,062 | 74.4% | 0.65 | 0.1970 | -0.032 | 14 | 0.4800 | 0.5000 | 1,562 | 8,475 | 74.7% | -0.35 | 0.1978 | -0.032 |
| 0.7900 | 0.8100 | 943 | 2,637 | 74.6% | 0.54 | 0.2138 | -0.033 | 14.5 | 0.7000 | 0.7200 | 1,658 | 7,335 | 73.9% | -0.46 | 0.2146 | -0.034 |
| 0.5600 | 0.5700 | 1,154 | 5,489 | 73.1% | 0.44 | 0.2134 | -0.033 | 15 | 0.9700 | 0.9900 | 786 | 19.9K | 72.8% | -0.56 | 0.2143 | -0.033 |
| 0.3900 | 0.4000 | 1,587 | 11.1K | 73.1% | 0.34 | 0.1974 | -0.031 | 15.5 | 1.29 | 1.32 | 69 | 9,870 | 72.3% | -0.66 | 0.1983 | -0.031 |
| 0.2600 | 0.2700 | 3,115 | 20.6K | 72.7% | 0.26 | 0.1716 | -0.027 | 16 | 1.67 | 1.69 | 229 | 11.8K | 72.3% | -0.74 | 0.1725 | -0.027 |
| 0.1700 | 0.1800 | 766 | 10.9K | 72.8% | 0.19 | 0.1425 | -0.023 | 16.5 | 2.05 | 2.14 | 75 | 5,298 | 73.0% | -0.81 | 0.1434 | -0.023 |
| 0.1100 | 0.1200 | 1,215 | 12.8K | 73.4% | 0.14 | 0.1148 | -0.019 | 17 | 2.50 | 2.59 | 180 | 3,661 | 75.3% | -0.86 | 0.1159 | -0.019 |
| 0.0800 | 0.0900 | 558 | 10.5K | 76.4% | 0.11 | 0.0908 | -0.016 | 17.5 | 2.96 | 3.10 | 38 | 1,564 | 81.8% | -0.90 | 0.0921 | -0.016 |
| 0.0600 | 0.0700 | 939 | 14.0K | 79.8% | 0.08 | 0.0712 | -0.013 | 18 | 3.45 | 3.55 | 50 | 1,720 | 83.6% | -0.92 | 0.0726 | -0.013 |
| 0.0400 | 0.0500 | 303 | 6,975 | 81.1% | 0.06 | 0.0557 | -0.011 | 18.5 | 3.90 | 4.00 | 1 | 296 | 73.3% | -0.94 | 0.0572 | -0.010 |
| 0.0300 | 0.0400 | 606 | 6,980 | 84.1% | 0.05 | 0.0437 | -0.009 | 19 | 4.40 | 4.50 | 269 | 79.9% | -0.96 | 0.0452 | -0.008 | |
| 0.0200 | 0.0300 | 52 | 2,084 | 85.6% | 0.04 | 0.0344 | -0.007 | 19.5 | 4.90 | 5.10 | 128 | 106.5% | -0.97 | 0.0360 | -0.007 | |
| 0.0200 | 0.0300 | 1,121 | 6,964 | 91.6% | 0.03 | 0.0272 | -0.006 | 20 | 5.40 | 5.55 | 180 | 104.8% | -0.98 | 0.0289 | -0.005 | |
| 0.0100 | 0.0200 | 5 | 1,038 | 90.3% | 0.02 | 0.0217 | -0.005 | 20.5 | 5.85 | 6.05 | 1 | 7 | 98.4% | -0.98 | 0.0233 | -0.004 |
| 0.0100 | 0.0200 | 92 | 2,271 | 95.6% | 0.02 | 0.0174 | -0.004 | 21 | 6.40 | 6.65 | 42 | 134.3% | -0.99 | 0.0184 | -0.004 | |
| 0.0100 | 0.0200 | 247 | 100.8% | 0.01 | 0.0141 | -0.003 | 21.5 | 6.90 | 7.15 | 140.8% | -0.99 | 0.0146 | -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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.