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 ±12.9% (12.68–16.44) · ATM IV 61.6% · P/C open interest 0.87
| 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 | 5 | 82.9% | 0.99 | 0.0094 | -0.001 | 9 | 0.0100 | 0.0400 | 93.3% | -0.01 | 0.0094 | -0.002 | |||
| 4.55 | 4.70 | 4 | 78.8% | 0.97 | 0.0206 | -0.003 | 10 | 0.0200 | 0.0400 | 26 | 52 | 77.6% | -0.03 | 0.0206 | -0.004 | |
| 3.60 | 3.75 | 101 | 142 | 74.1% | 0.94 | 0.0416 | -0.006 | 11 | 0.0500 | 0.1100 | 278 | 74.3% | -0.06 | 0.0417 | -0.006 | |
| 3.15 | 3.25 | 2 | 69.1% | 0.92 | 0.0569 | -0.008 | 11.5 | 0.1000 | 0.1100 | 1 | 119 | 69.5% | -0.08 | 0.0571 | -0.008 | |
| 2.70 | 2.81 | 174 | 140 | 67.3% | 0.88 | 0.0757 | -0.010 | 12 | 0.1500 | 0.1600 | 17 | 893 | 67.1% | -0.12 | 0.0759 | -0.010 |
| 2.27 | 2.39 | 4 | 149 | 65.4% | 0.84 | 0.0972 | -0.012 | 12.5 | 0.2300 | 0.2500 | 26 | 501 | 66.5% | -0.16 | 0.0975 | -0.012 |
| 1.93 | 1.98 | 181 | 146 | 65.6% | 0.78 | 0.1199 | -0.014 | 13 | 0.3300 | 0.3600 | 929 | 2,254 | 64.9% | -0.22 | 0.1204 | -0.014 |
| 1.55 | 1.62 | 50 | 104 | 63.4% | 0.71 | 0.1414 | -0.016 | 13.5 | 0.4700 | 0.4900 | 37 | 2,146 | 63.2% | -0.29 | 0.1422 | -0.016 |
| 1.26 | 1.30 | 338 | 658 | 63.3% | 0.63 | 0.1589 | -0.018 | 14 | 0.6500 | 0.6800 | 259 | 2,847 | 62.6% | -0.37 | 0.1598 | -0.018 |
| 0.9800 | 1.02 | 287 | 965 | 62.1% | 0.55 | 0.1694 | -0.018 | 14.5 | 0.8700 | 0.8900 | 783 | 1,920 | 61.1% | -0.45 | 0.1705 | -0.018 |
| 0.7500 | 0.7900 | 45 | 1,782 | 61.6% | 0.47 | 0.1714 | -0.018 | 15 | 1.14 | 1.17 | 73 | 2,349 | 60.9% | -0.54 | 0.1729 | -0.018 |
| 0.5600 | 0.5900 | 106 | 2,195 | 60.7% | 0.39 | 0.1652 | -0.017 | 15.5 | 1.44 | 1.53 | 39 | 2,048 | 61.7% | -0.62 | 0.1670 | -0.018 |
| 0.4200 | 0.4400 | 156 | 2,069 | 60.7% | 0.31 | 0.1525 | -0.016 | 16 | 1.80 | 1.85 | 45 | 1,290 | 60.7% | -0.69 | 0.1546 | -0.016 |
| 0.3100 | 0.3200 | 420 | 1,620 | 60.6% | 0.25 | 0.1357 | -0.015 | 16.5 | 2.18 | 2.27 | 12 | 513 | 61.8% | -0.76 | 0.1380 | -0.015 |
| 0.2300 | 0.2400 | 62 | 2,116 | 61.3% | 0.20 | 0.1174 | -0.013 | 17 | 2.59 | 2.71 | 3 | 368 | 63.0% | -0.81 | 0.1199 | -0.013 |
| 0.1600 | 0.1700 | 104 | 1,666 | 60.9% | 0.15 | 0.0995 | -0.011 | 17.5 | 3.00 | 3.15 | 8 | 180 | 62.2% | -0.85 | 0.1020 | -0.011 |
| 0.1200 | 0.1300 | 61 | 2,108 | 62.1% | 0.12 | 0.0830 | -0.009 | 18 | 3.45 | 3.60 | 3 | 232 | 62.0% | -0.89 | 0.0857 | -0.009 |
| 0.0900 | 0.1000 | 28 | 951 | 63.2% | 0.10 | 0.0686 | -0.008 | 18.5 | 3.95 | 4.10 | 59 | 67.7% | -0.91 | 0.0716 | -0.008 | |
| 0.0700 | 0.0800 | 11 | 977 | 64.9% | 0.07 | 0.0563 | -0.007 | 19 | 4.40 | 4.55 | 162 | 64.0% | -0.93 | 0.0596 | -0.006 | |
| 0.0500 | 0.0600 | 13 | 447 | 65.4% | 0.06 | 0.0462 | -0.006 | 19.5 | 4.90 | 5.05 | 25 | 68.9% | -0.95 | 0.0494 | -0.005 | |
| 0.0400 | 0.0500 | 9 | 674 | 67.2% | 0.05 | 0.0378 | -0.005 | 20 | 5.40 | 5.55 | 1 | 68 | 73.5% | -0.96 | 0.0409 | -0.004 |
| 0.0300 | 0.0400 | 11 | 1,395 | 68.3% | 0.04 | 0.0310 | -0.004 | 20.5 | 5.90 | 6.05 | 78.0% | -0.97 | 0.0350 | -0.004 | ||
| 0.0300 | 0.0400 | 18 | 242 | 72.2% | 0.03 | 0.0256 | -0.004 | 21 | 6.35 | 6.55 | 5 | 74.3% | -0.98 | 0.0290 | -0.003 | |
| 0.0100 | 0.0600 | 286 | 75.9% | 0.02 | 0.0211 | -0.003 | 21.5 | 6.85 | 7.05 | 78.2% | -0.99 | 0.0233 | -0.002 | |||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.