SOFI option chain SoFi Technologies, Inc.
Cboe delayed options data · as of 03:43 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 ±49.7% (7.19–21.39) · ATM IV 55.5% · P/C open interest 0.35
| 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 | |
| 7.35 | 7.55 | 53 | 2,242 | 58.6% | 0.91 | 0.0178 | -0.001 | 8 | 0.5200 | 0.6000 | 6 | 5,396 | 58.2% | -0.10 | 0.0186 | -0.002 |
| 6.05 | 6.20 | 100 | 7,094 | 57.7% | 0.84 | 0.0267 | -0.002 | 10 | 1.12 | 1.15 | 462 | 5,691 | 57.4% | -0.17 | 0.0283 | -0.003 |
| 4.45 | 4.60 | 153 | 6,631 | 56.7% | 0.72 | 0.0378 | -0.003 | 13 | 2.35 | 2.40 | 410 | 3,930 | 56.1% | -0.30 | 0.0411 | -0.003 |
| 3.60 | 3.70 | 1,205 | 39.4K | 55.6% | 0.64 | 0.0424 | -0.003 | 15 | 3.40 | 3.50 | 564 | 29.8K | 55.4% | -0.39 | 0.0472 | -0.004 |
| 2.50 | 2.70 | 139 | 14.0K | 54.0% | 0.53 | 0.0451 | -0.004 | 18 | 5.25 | 5.50 | 106 | 10.7K | 54.4% | -0.52 | 0.0526 | -0.004 |
| 2.20 | 2.23 | 417 | 34.9K | 55.5% | 0.46 | 0.0447 | -0.004 | 20 | 6.90 | 7.00 | 254 | 5,900 | 55.7% | -0.60 | 0.0541 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs