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 ±14.4% (12.47–16.66) · ATM IV 55.1% · P/C open interest 1.01
| 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 | |
| 5.55 | 5.75 | 2 | 78.3% | 0.98 | 0.0125 | -0.001 | 9 | 0.0200 | 0.0400 | 77.5% | -0.02 | 0.0126 | -0.002 | |||
| 4.60 | 4.75 | 5 | 69.3% | 0.96 | 0.0247 | -0.003 | 10 | 0.0300 | 0.0500 | 931 | 127 | 66.0% | -0.04 | 0.0248 | -0.003 | |
| 4.15 | 4.25 | 126 | 66.7% | 0.95 | 0.0337 | -0.004 | 10.5 | 0.0600 | 0.0800 | 4 | 65.8% | -0.05 | 0.0338 | -0.004 | ||
| 3.65 | 3.80 | 3 | 62.9% | 0.93 | 0.0451 | -0.005 | 11 | 0.0900 | 0.1100 | 1 | 1,092 | 63.3% | -0.07 | 0.0454 | -0.005 | |
| 3.20 | 3.35 | 3 | 61.4% | 0.90 | 0.0590 | -0.006 | 11.5 | 0.1300 | 0.1600 | 550 | 61.5% | -0.10 | 0.0594 | -0.007 | ||
| 2.80 | 2.89 | 2 | 173 | 60.2% | 0.86 | 0.0752 | -0.008 | 12 | 0.2000 | 0.2300 | 630 | 60.5% | -0.14 | 0.0757 | -0.008 | |
| 2.39 | 2.47 | 41 | 58.5% | 0.82 | 0.0930 | -0.009 | 12.5 | 0.2900 | 0.3100 | 41 | 272 | 58.8% | -0.18 | 0.0936 | -0.009 | |
| 2.02 | 2.09 | 2 | 59 | 57.8% | 0.77 | 0.1112 | -0.011 | 13 | 0.4000 | 0.4400 | 10 | 897 | 57.9% | -0.24 | 0.1121 | -0.011 |
| 1.67 | 1.73 | 343 | 56.5% | 0.70 | 0.1282 | -0.012 | 13.5 | 0.5600 | 0.6000 | 24 | 1,075 | 57.5% | -0.30 | 0.1293 | -0.012 | |
| 1.36 | 1.41 | 3 | 773 | 55.5% | 0.63 | 0.1419 | -0.013 | 14 | 0.7400 | 0.7700 | 191 | 2,219 | 56.0% | -0.37 | 0.1434 | -0.013 |
| 1.10 | 1.14 | 92 | 390 | 55.2% | 0.56 | 0.1507 | -0.013 | 14.5 | 0.9600 | 0.9900 | 368 | 833 | 55.0% | -0.45 | 0.1525 | -0.013 |
| 0.8700 | 0.9200 | 92 | 646 | 55.1% | 0.48 | 0.1534 | -0.013 | 15 | 1.23 | 1.29 | 20 | 787 | 55.4% | -0.52 | 0.1557 | -0.013 |
| 0.6900 | 0.7000 | 285 | 449 | 54.5% | 0.41 | 0.1502 | -0.013 | 15.5 | 1.53 | 1.57 | 104 | 470 | 54.2% | -0.60 | 0.1528 | -0.013 |
| 0.5300 | 0.5400 | 73 | 755 | 54.2% | 0.34 | 0.1418 | -0.012 | 16 | 1.88 | 1.92 | 122 | 253 | 54.4% | -0.66 | 0.1450 | -0.012 |
| 0.4000 | 0.4200 | 181 | 569 | 54.2% | 0.28 | 0.1299 | -0.011 | 16.5 | 2.24 | 2.31 | 380 | 54.4% | -0.73 | 0.1336 | -0.011 | |
| 0.3100 | 0.3200 | 196 | 1,131 | 54.5% | 0.23 | 0.1160 | -0.010 | 17 | 2.59 | 2.73 | 3 | 131 | 53.1% | -0.78 | 0.1201 | -0.010 |
| 0.2300 | 0.2600 | 97 | 563 | 55.1% | 0.19 | 0.1017 | -0.009 | 17.5 | 3.05 | 3.20 | 43 | 66 | 56.2% | -0.82 | 0.1061 | -0.009 |
| 0.1800 | 0.1900 | 57 | 1,232 | 55.3% | 0.15 | 0.0878 | -0.008 | 18 | 3.50 | 3.65 | 32 | 52 | 57.2% | -0.86 | 0.0926 | -0.008 |
| 0.1400 | 0.1500 | 20 | 1,326 | 56.2% | 0.12 | 0.0752 | -0.007 | 18.5 | 3.95 | 4.10 | 1 | 20 | 56.9% | -0.89 | 0.0803 | -0.007 |
| 0.1100 | 0.1200 | 197 | 473 | 57.1% | 0.10 | 0.0639 | -0.006 | 19 | 4.45 | 4.55 | 31 | 58.2% | -0.92 | 0.0692 | -0.006 | |
| 0.0800 | 0.1000 | 11 | 43 | 57.8% | 0.08 | 0.0542 | -0.005 | 19.5 | 4.90 | 5.05 | 30 | 58.5% | -0.94 | 0.0597 | -0.005 | |
| 0.0600 | 0.0700 | 14 | 361 | 57.6% | 0.07 | 0.0458 | -0.005 | 20 | 5.40 | 5.55 | 61 | 62.4% | -0.95 | 0.0510 | -0.005 | |
| 0.0500 | 0.0800 | 11 | 15 | 61.0% | 0.06 | 0.0388 | -0.004 | 20.5 | 5.90 | 6.05 | 1 | 66.1% | -0.96 | 0.0449 | -0.004 | |
| 0.0400 | 0.0700 | 22 | 62.4% | 0.05 | 0.0329 | -0.004 | 21 | 6.40 | 6.50 | 4 | 29 | 63.8% | -0.98 | 0.0392 | -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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.