SOFI option chain SoFi Technologies, Inc.
Cboe delayed options data · as of 15:38 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 ±7.8% (16.77–19.61) · ATM IV 47.7% · P/C open interest 0.46
| 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 | |
| 8.20 | 8.30 | 3 | 781 | 147.1% | 1.00 | 0.0015 | 0.000 | 10 | 0 | 0.0100 | 6,954 | 114.8% | -0.00 | 0.0015 | -0.001 | |
| 7.20 | 7.30 | 16 | 286 | 125.0% | 1.00 | 0.0029 | 0.000 | 11 | 0.0100 | 0.0200 | 17.8K | 112.0% | -0.00 | 0.0029 | -0.001 | |
| 6.20 | 6.30 | 5 | 2,774 | 104.7% | 0.99 | 0.0058 | 0.000 | 12 | 0.0100 | 0.0200 | 594 | 11.1K | 94.6% | -0.01 | 0.0058 | -0.002 |
| 5.20 | 5.30 | 2 | 606 | 86.1% | 0.99 | 0.0115 | -0.000 | 13 | 0.0100 | 0.0200 | 12 | 8,105 | 78.4% | -0.01 | 0.0115 | -0.003 |
| 4.70 | 4.80 | 1 | 6 | 77.2% | 0.98 | 0.0163 | -0.001 | 13.5 | 0.0100 | 0.0200 | 3 | 309 | 70.6% | -0.02 | 0.0164 | -0.004 |
| 4.20 | 4.30 | 2 | 998 | 68.7% | 0.97 | 0.0232 | -0.003 | 14 | 0.0200 | 0.0300 | 26 | 6,310 | 68.5% | -0.03 | 0.0232 | -0.005 |
| 3.70 | 3.85 | 7 | 69.0% | 0.96 | 0.0330 | -0.004 | 14.5 | 0.0200 | 0.0300 | 2 | 30 | 60.7% | -0.04 | 0.0331 | -0.006 | |
| 3.20 | 3.35 | 59 | 4,191 | 60.3% | 0.95 | 0.0468 | -0.006 | 15 | 0.0400 | 0.0500 | 250 | 15.9K | 59.3% | -0.05 | 0.0470 | -0.008 |
| 2.76 | 2.84 | 2 | 1,008 | 57.1% | 0.93 | 0.0662 | -0.008 | 15.5 | 0.0500 | 0.0600 | 90 | 934 | 53.5% | -0.08 | 0.0665 | -0.010 |
| 2.29 | 2.36 | 105 | 4,528 | 52.2% | 0.89 | 0.0925 | -0.011 | 16 | 0.0800 | 0.0900 | 452 | 15.7K | 50.4% | -0.11 | 0.0929 | -0.012 |
| 1.85 | 1.92 | 5 | 106 | 50.2% | 0.84 | 0.1263 | -0.014 | 16.5 | 0.1400 | 0.1500 | 190 | 5,295 | 49.0% | -0.16 | 0.1270 | -0.015 |
| 1.46 | 1.51 | 234 | 14.0K | 49.3% | 0.77 | 0.1656 | -0.017 | 17 | 0.2300 | 0.2500 | 1,215 | 24.3K | 47.9% | -0.23 | 0.1665 | -0.018 |
| 1.11 | 1.14 | 144 | 1,576 | 48.1% | 0.68 | 0.2032 | -0.020 | 17.5 | 0.3800 | 0.3900 | 476 | 2,616 | 47.4% | -0.32 | 0.2045 | -0.021 |
| 0.8100 | 0.8400 | 1,479 | 18.9K | 47.7% | 0.57 | 0.2276 | -0.022 | 18 | 0.5900 | 0.6000 | 461 | 18.6K | 47.7% | -0.43 | 0.2292 | -0.022 |
| 0.5800 | 0.6000 | 1,719 | 2,048 | 47.9% | 0.46 | 0.2297 | -0.022 | 18.5 | 0.8300 | 0.8600 | 338 | 1,160 | 46.9% | -0.55 | 0.2316 | -0.023 |
| 0.4000 | 0.4100 | 2,173 | 33.0K | 47.9% | 0.35 | 0.2109 | -0.021 | 19 | 1.16 | 1.19 | 110 | 16.9K | 47.8% | -0.65 | 0.2131 | -0.021 |
| 0.2700 | 0.2900 | 1,654 | 3,378 | 48.8% | 0.27 | 0.1807 | -0.020 | 19.5 | 1.52 | 1.57 | 28 | 254 | 48.2% | -0.74 | 0.1830 | -0.019 |
| 0.1900 | 0.2000 | 4,806 | 47.9K | 50.2% | 0.20 | 0.1486 | -0.017 | 20 | 1.93 | 1.98 | 74 | 15.4K | 48.8% | -0.80 | 0.1507 | -0.017 |
| 0.1300 | 0.1400 | 720 | 2,834 | 51.5% | 0.15 | 0.1196 | -0.015 | 20.5 | 2.37 | 2.45 | 4 | 5 | 51.4% | -0.85 | 0.1215 | -0.014 |
| 0.1000 | 0.1100 | 1,772 | 15.9K | 54.5% | 0.12 | 0.0956 | -0.013 | 21 | 2.81 | 2.90 | 20 | 1,114 | 50.1% | -0.89 | 0.0971 | -0.012 |
| 0.0700 | 0.0800 | 131 | 1,187 | 56.0% | 0.09 | 0.0765 | -0.011 | 21.5 | 3.30 | 3.40 | 6 | 55.2% | -0.91 | 0.0775 | -0.010 | |
| 0.0500 | 0.0600 | 853 | 150.4K | 57.7% | 0.07 | 0.0615 | -0.010 | 22 | 3.80 | 3.85 | 64 | 23.8K | 54.8% | -0.93 | 0.0630 | -0.008 |
| 0.0400 | 0.0500 | 55 | 988 | 60.5% | 0.06 | 0.0498 | -0.009 | 22.5 | 4.25 | 4.35 | 1 | 5 | -0.95 | 0.0518 | -0.006 | |
| 0.0300 | 0.0400 | 176 | 18.7K | 62.5% | 0.05 | 0.0406 | -0.007 | 23 | 4.75 | 4.85 | 5 | 705 | -0.96 | 0.0451 | -0.005 | |
| 0.0300 | 0.0400 | 114 | 267 | 67.1% | 0.04 | 0.0334 | -0.007 | 23.5 | 5.25 | 5.35 | 1 | -0.97 | 0.0392 | -0.004 | ||
| 0.0200 | 0.0300 | 215 | 4,791 | 67.8% | 0.03 | 0.0278 | -0.006 | 24 | 5.75 | 5.85 | 7 | 82 | -0.98 | 0.0334 | -0.004 | |
| 0.0200 | 0.0300 | 878 | 37.4K | 75.9% | 0.02 | 0.0196 | -0.005 | 25 | 6.75 | 6.85 | 9 | 13.4K | -0.99 | 0.0237 | -0.004 | |
| 0.0200 | 0.0300 | 362 | 2,344 | 83.6% | 0.02 | 0.0142 | -0.004 | 26 | 7.75 | 7.85 | 1 | 10 | -0.99 | 0.0142 | -0.005 | |
| 0.0100 | 0.0200 | 77 | 13.4K | 84.8% | 0.01 | 0.0106 | -0.003 | 27 | 8.75 | 8.85 | 2 | 56 | -1.00 | 0.0078 | -0.006 | |
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 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