SOFI option chain SoFi Technologies, Inc.
Cboe delayed options data · as of 00:44 UTC
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 ±17.3% (11.81–16.75) · ATM IV 53.5% · P/C open interest 0.50
| 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 | |
| 6.25 | 6.45 | 135 | 74.7% | 0.98 | 0.0100 | -0.001 | 8 | 0.0200 | 0.0400 | 1 | 2,898 | 74.2% | -0.02 | 0.0101 | -0.002 | |
| 5.35 | 5.45 | 1 | 170 | 58.6% | 0.97 | 0.0187 | -0.002 | 9 | 0.0400 | 0.0600 | 1,102 | 66.7% | -0.03 | 0.0189 | -0.002 | |
| 4.40 | 4.55 | 6 | 619 | 61.1% | 0.94 | 0.0328 | -0.003 | 10 | 0.0900 | 0.1000 | 54 | 3,833 | 61.8% | -0.06 | 0.0330 | -0.004 |
| 3.50 | 3.60 | 216 | 55.7% | 0.89 | 0.0536 | -0.005 | 11 | 0.1800 | 0.1900 | 49 | 1,874 | 58.3% | -0.11 | 0.0540 | -0.005 | |
| 2.71 | 2.78 | 8 | 425 | 55.7% | 0.82 | 0.0802 | -0.007 | 12 | 0.3500 | 0.3600 | 114 | 6,764 | 56.2% | -0.18 | 0.0810 | -0.007 |
| 2.00 | 2.05 | 52 | 626 | 54.2% | 0.72 | 0.1075 | -0.009 | 13 | 0.6200 | 0.6400 | 180 | 7,061 | 54.7% | -0.28 | 0.1088 | -0.009 |
| 1.42 | 1.45 | 274 | 2,651 | 53.4% | 0.60 | 0.1265 | -0.010 | 14 | 1.02 | 1.05 | 1,220 | 6,371 | 53.7% | -0.41 | 0.1286 | -0.010 |
| 0.9700 | 1.00 | 877 | 7,482 | 53.1% | 0.47 | 0.1307 | -0.010 | 15 | 1.57 | 1.61 | 1,231 | 17.6K | 53.7% | -0.54 | 0.1336 | -0.010 |
| 0.6500 | 0.6700 | 380 | 4,965 | 53.2% | 0.35 | 0.1209 | -0.009 | 16 | 2.24 | 2.29 | 163 | 9,942 | 53.9% | -0.66 | 0.1247 | -0.009 |
| 0.4300 | 0.4500 | 761 | 6,081 | 53.8% | 0.26 | 0.1036 | -0.008 | 17 | 3.00 | 3.10 | 300 | 6,214 | 54.7% | -0.75 | 0.1082 | -0.009 |
| 0.2800 | 0.3000 | 1,170 | 12.5K | 54.4% | 0.19 | 0.0848 | -0.007 | 18 | 3.85 | 3.95 | 302 | 25.2K | 55.1% | -0.82 | 0.0902 | -0.007 |
| 0.1900 | 0.2200 | 1,535 | 7,674 | 56.2% | 0.14 | 0.0680 | -0.006 | 19 | 4.80 | 4.90 | 8 | 3,175 | 59.5% | -0.88 | 0.0740 | -0.006 |
| 0.1400 | 0.1500 | 986 | 24.0K | 57.8% | 0.11 | 0.0541 | -0.005 | 20 | 5.75 | 5.85 | 227 | 7,002 | 62.1% | -0.91 | 0.0604 | -0.005 |
| 0.1000 | 0.1100 | 361 | 5,708 | 59.4% | 0.08 | 0.0431 | -0.004 | 21 | 6.70 | 6.80 | 30 | 802 | 62.5% | -0.94 | 0.0495 | -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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs