STLD option chain Steel Dynamics, Inc.
Cboe delayed options data · as of 09:42 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 ±10.7% (214.89–266.19) · ATM IV 43.0% · P/C open interest 1.07
| 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 | |
| 114.20 | 117.70 | 1.00 | 0.0000 | -0.001 | 125 | 0 | 2.15 | 3 | 122.5% | -0.00 | 0.0000 | -0.001 | ||||
| 109.80 | 113.00 | 1 | 84.9% | 1.00 | 0.0001 | -0.002 | 130 | 0 | 2.15 | 116.1% | -0.00 | 0.0001 | -0.002 | |||
| 104.30 | 107.80 | 1 | 1.00 | 0.0001 | -0.003 | 135 | 0 | 0.5500 | 6 | 87.8% | -0.00 | 0.0001 | -0.003 | |||
| 99.00 | 103.00 | 1.00 | 0.0001 | -0.003 | 140 | 0 | 2.15 | 1 | 104.0% | -0.00 | 0.0001 | -0.003 | ||||
| 94.10 | 98.00 | 1.00 | 0.0002 | -0.004 | 145 | 0 | 2.15 | 7 | 98.2% | -0.00 | 0.0002 | -0.004 | ||||
| 89.10 | 93.10 | 1.00 | 0.0002 | -0.006 | 150 | 0 | 2.15 | 16 | 92.6% | -0.00 | 0.0002 | -0.006 | ||||
| 84.20 | 88.20 | 1 | 1.00 | 0.0003 | -0.008 | 155 | 0 | 2.15 | 8 | 87.2% | -0.00 | 0.0003 | -0.008 | |||
| 79.50 | 82.90 | 1 | 0.99 | 0.0004 | -0.010 | 160 | 0 | 0.3500 | 15 | 60.5% | -0.01 | 0.0004 | -0.010 | |||
| 74.50 | 78.10 | 1 | 0.99 | 0.0006 | -0.013 | 165 | 0 | 0.4000 | 19 | 6 | 57.5% | -0.01 | 0.0006 | -0.014 | ||
| 69.60 | 73.30 | 2 | 38.5% | 0.99 | 0.0008 | -0.018 | 170 | 0.0500 | 0.4500 | 10 | 204 | 55.3% | -0.01 | 0.0008 | -0.018 | |
| 64.70 | 68.20 | 0.98 | 0.0011 | -0.023 | 175 | 0 | 0.4500 | 3 | 50.5% | -0.02 | 0.0011 | -0.023 | ||||
| 59.80 | 63.50 | 44.6% | 0.98 | 0.0015 | -0.029 | 180 | 0.1000 | 0.5500 | 24 | 49.4% | -0.02 | 0.0015 | -0.029 | |||
| 54.90 | 58.70 | 1 | 44.7% | 0.97 | 0.0020 | -0.037 | 185 | 0.0500 | 0.8500 | 1 | 7 | 48.1% | -0.03 | 0.0020 | -0.037 | |
| 50.50 | 53.60 | 8 | 45.3% | 0.96 | 0.0026 | -0.047 | 190 | 0.2500 | 1.00 | 34 | 46.9% | -0.05 | 0.0027 | -0.047 | ||
| 45.40 | 49.00 | 27 | 43.1% | 0.94 | 0.0034 | -0.058 | 195 | 0 | 1.45 | 95 | 44.0% | -0.06 | 0.0035 | -0.059 | ||
| 41.00 | 44.30 | 2 | 7 | 43.7% | 0.92 | 0.0044 | -0.071 | 200 | 0.9500 | 1.55 | 17 | 82 | 45.2% | -0.08 | 0.0044 | -0.072 |
| 32.50 | 35.50 | 1 | 13 | 44.0% | 0.86 | 0.0066 | -0.102 | 210 | 1.85 | 2.65 | 17 | 98 | 43.0% | -0.14 | 0.0067 | -0.103 |
| 23.80 | 27.50 | 29 | 41.5% | 0.78 | 0.0093 | -0.134 | 220 | 3.00 | 4.60 | 103 | 527 | 40.5% | -0.22 | 0.0094 | -0.135 | |
| 17.70 | 20.60 | 3 | 121 | 42.8% | 0.67 | 0.0116 | -0.161 | 230 | 6.90 | 7.90 | 64 | 404 | 42.5% | -0.33 | 0.0117 | -0.163 |
| 12.60 | 14.20 | 53 | 583 | 42.2% | 0.55 | 0.0129 | -0.175 | 240 | 10.70 | 13.80 | 9 | 769 | 43.9% | -0.46 | 0.0131 | -0.177 |
| 6.70 | 9.20 | 122 | 417 | 38.3% | 0.42 | 0.0128 | -0.172 | 250 | 15.90 | 18.10 | 23 | 612 | 40.6% | -0.59 | 0.0131 | -0.176 |
| 3.50 | 6.70 | 19 | 160 | 39.1% | 0.31 | 0.0114 | -0.154 | 260 | 22.40 | 26.20 | 19 | 42.1% | -0.70 | 0.0118 | -0.160 | |
| 1.35 | 3.80 | 10 | 415 | 36.9% | 0.22 | 0.0094 | -0.129 | 270 | 30.40 | 34.00 | 1 | 42.2% | -0.80 | 0.0099 | -0.136 | |
| 1.20 | 2.90 | 39 | 306 | 41.2% | 0.15 | 0.0073 | -0.102 | 280 | 39.00 | 42.70 | 22 | 42.3% | -0.87 | 0.0078 | -0.110 | |
| 0.2000 | 1.85 | 2 | 153 | 40.0% | 0.10 | 0.0054 | -0.078 | 290 | 48.40 | 52.00 | 43.7% | -0.92 | 0.0059 | -0.086 | ||
| 0 | 1.10 | 14 | 40.1% | 0.07 | 0.0039 | -0.058 | 300 | 58.00 | 61.60 | 44.5% | -0.96 | 0.0041 | -0.064 | |||
| 0 | 1.05 | 85 | 44.5% | 0.04 | 0.0027 | -0.043 | 310 | 67.60 | 71.60 | 45.1% | -0.98 | 0.0025 | -0.039 | |||
| 0 | 2.40 | 347 | 57.4% | 0.03 | 0.0019 | -0.031 | 320 | 77.40 | 81.60 | 39.4% | -0.99 | 0.0013 | -0.018 | |||
| 0 | 2.25 | 45 | 61.3% | 0.02 | 0.0014 | -0.022 | 330 | 87.40 | 91.60 | 43.0% | -1.00 | 0.0005 | -0.005 | |||
| 0 | 2.20 | 8 | 65.5% | 0.01 | 0.0009 | -0.016 | 340 | 97.60 | 101.50 | 55.5% | -1.00 | 0.0002 | -0.001 | |||
| 0 | 2.20 | 17 | 69.8% | 0.01 | 0.0007 | -0.012 | 350 | 107.60 | 111.50 | 59.4% | -1.00 | 0.0000 | -0.000 | |||
| 0 | 2.15 | 3 | 73.6% | 0.01 | 0.0005 | -0.009 | 360 | 117.60 | 121.60 | 65.8% | -1.00 | 0.0000 | 0.000 | |||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs