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 ±11.8% (12.84–16.28) · ATM IV 66.3% · 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 | |
| 5.50 | 5.70 | 97.0% | 0.99 | 0.0098 | -0.002 | 9 | 0.0100 | 0.0200 | 1 | 3 | 101.5% | -0.01 | 0.0098 | -0.003 | ||
| 4.55 | 4.70 | 1 | 22 | 92.9% | 0.97 | 0.0204 | -0.004 | 10 | 0.0200 | 0.0600 | 58 | 96.0% | -0.03 | 0.0205 | -0.005 | |
| 3.55 | 3.70 | 2 | 11 | 71.5% | 0.94 | 0.0406 | -0.008 | 11 | 0.0500 | 0.0600 | 16 | 162 | 80.3% | -0.06 | 0.0407 | -0.008 |
| 3.10 | 3.25 | 13 | 76.1% | 0.92 | 0.0558 | -0.010 | 11.5 | 0.0700 | 0.0900 | 8 | 26 | 76.2% | -0.08 | 0.0559 | -0.010 | |
| 2.66 | 2.76 | 55 | 71.8% | 0.89 | 0.0750 | -0.012 | 12 | 0.1200 | 0.1300 | 5 | 912 | 73.9% | -0.11 | 0.0753 | -0.013 | |
| 2.23 | 2.32 | 285 | 69.9% | 0.85 | 0.0983 | -0.015 | 12.5 | 0.1800 | 0.2000 | 19 | 933 | 71.6% | -0.15 | 0.0986 | -0.015 | |
| 1.82 | 1.92 | 1 | 222 | 68.4% | 0.79 | 0.1242 | -0.018 | 13 | 0.2700 | 0.2900 | 36 | 1,300 | 69.4% | -0.21 | 0.1248 | -0.018 |
| 1.48 | 1.55 | 2 | 610 | 68.4% | 0.72 | 0.1503 | -0.020 | 13.5 | 0.4100 | 0.4200 | 86 | 2,496 | 68.4% | -0.28 | 0.1510 | -0.021 |
| 1.16 | 1.21 | 28 | 783 | 66.9% | 0.64 | 0.1724 | -0.022 | 14 | 0.5800 | 0.6000 | 144 | 4,224 | 67.3% | -0.36 | 0.1733 | -0.022 |
| 0.8900 | 0.9300 | 184 | 858 | 66.2% | 0.55 | 0.1859 | -0.023 | 14.5 | 0.7900 | 0.8300 | 27 | 3,448 | 66.3% | -0.45 | 0.1872 | -0.023 |
| 0.6700 | 0.6900 | 117 | 2,262 | 65.6% | 0.46 | 0.1880 | -0.023 | 15 | 1.07 | 1.10 | 114 | 7,559 | 66.0% | -0.55 | 0.1896 | -0.023 |
| 0.4900 | 0.5100 | 2,544 | 4,545 | 65.4% | 0.37 | 0.1789 | -0.022 | 15.5 | 1.37 | 1.42 | 35 | 6,211 | 65.0% | -0.64 | 0.1806 | -0.022 |
| 0.3500 | 0.3700 | 342 | 3,762 | 65.3% | 0.29 | 0.1614 | -0.020 | 16 | 1.73 | 1.77 | 69 | 4,490 | 64.3% | -0.71 | 0.1634 | -0.020 |
| 0.2500 | 0.2600 | 204 | 2,298 | 65.4% | 0.23 | 0.1399 | -0.018 | 16.5 | 2.14 | 2.19 | 38 | 1,894 | 66.2% | -0.78 | 0.1419 | -0.018 |
| 0.1800 | 0.1900 | 272 | 3,620 | 66.3% | 0.18 | 0.1178 | -0.015 | 17 | 2.57 | 2.63 | 23 | 421 | 67.8% | -0.83 | 0.1199 | -0.015 |
| 0.1300 | 0.1400 | 615 | 3,227 | 67.5% | 0.14 | 0.0974 | -0.013 | 17.5 | 3.00 | 3.10 | 13 | 289 | 69.0% | -0.87 | 0.0996 | -0.013 |
| 0.0900 | 0.1000 | 203 | 3,958 | 68.1% | 0.11 | 0.0797 | -0.011 | 18 | 3.45 | 3.60 | 10 | 238 | 72.2% | -0.90 | 0.0821 | -0.011 |
| 0.0700 | 0.0800 | 159 | 2,206 | 70.5% | 0.08 | 0.0649 | -0.009 | 18.5 | 3.95 | 4.05 | 137 | 74.1% | -0.93 | 0.0675 | -0.009 | |
| 0.0500 | 0.0600 | 101 | 2,996 | 71.5% | 0.07 | 0.0529 | -0.008 | 19 | 4.40 | 4.55 | 99 | 74.3% | -0.94 | 0.0554 | -0.008 | |
| 0.0400 | 0.0500 | 36 | 1,605 | 74.1% | 0.05 | 0.0432 | -0.007 | 19.5 | 4.90 | 5.05 | 5 | 79.9% | -0.96 | 0.0458 | -0.007 | |
| 0.0300 | 0.0400 | 76 | 2,149 | 75.7% | 0.04 | 0.0354 | -0.006 | 20 | 5.40 | 5.55 | 2 | 128 | 85.3% | -0.97 | 0.0381 | -0.006 |
| 0.0200 | 0.0300 | 7 | 393 | 76.1% | 0.03 | 0.0292 | -0.005 | 20.5 | 5.90 | 6.00 | 81.1% | -0.98 | 0.0321 | -0.005 | ||
| 0.0200 | 0.0400 | 2 | 957 | 82.9% | 0.03 | 0.0242 | -0.004 | 21 | 6.35 | 6.55 | 1 | 28 | 85.8% | -0.98 | 0.0267 | -0.004 |
| 0.0200 | 0.0300 | 1 | 187 | 84.8% | 0.02 | 0.0202 | -0.004 | 21.5 | 6.85 | 7.05 | 1 | 90.3% | -0.99 | 0.0223 | -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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.