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 ±45.7% (9.70–26.00) · ATM IV 58.0% · P/C open interest 2.57
| 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 | |
| 8.30 | 10.30 | 2 | 37 | 69.1% | 0.91 | 0.0149 | -0.002 | 10 | 0.5500 | 0.7500 | 120 | 351 | 61.1% | -0.10 | 0.0153 | -0.003 |
| 7.00 | 8.00 | 5 | 48 | 69.4% | 0.82 | 0.0241 | -0.003 | 13 | 1.46 | 1.56 | 4 | 267 | 59.8% | -0.19 | 0.0252 | -0.004 |
| 5.80 | 5.95 | 55 | 220 | 58.7% | 0.76 | 0.0295 | -0.004 | 15 | 2.14 | 2.37 | 6 | 227 | 58.1% | -0.26 | 0.0311 | -0.004 |
| 4.75 | 5.00 | 26 | 176 | 57.7% | 0.69 | 0.0336 | -0.004 | 17 | 3.20 | 3.35 | 20 | 1,536 | 58.4% | -0.33 | 0.0359 | -0.005 |
| 3.70 | 3.90 | 66 | 301 | 58.5% | 0.58 | 0.0370 | -0.005 | 20 | 4.95 | 5.15 | 13 | 237 | 58.1% | -0.44 | 0.0405 | -0.005 |
| 3.15 | 3.30 | 18 | 946 | 58.8% | 0.52 | 0.0377 | -0.005 | 22 | 6.35 | 6.55 | 4 | 58.6% | -0.51 | 0.0421 | -0.005 | |
| 2.40 | 2.60 | 104 | 653 | 58.8% | 0.43 | 0.0369 | -0.005 | 25 | 8.55 | 8.80 | 10 | 21 | 58.3% | -0.61 | 0.0427 | -0.005 |
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.