STLD option chain Steel Dynamics, 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 ±11.7% (206.35–261.15) · ATM IV 41.6% · 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 | |
| 123.30 | 127.40 | 1.00 | 0.0000 | 0.000 | 120 | 0 | 4.90 | 163.3% | -0.00 | 0.0000 | -0.000 | |||||
| 118.30 | 122.40 | 1.00 | 0.0000 | 0.000 | 125 | 0 | 4.90 | 3 | 155.3% | -0.00 | 0.0000 | -0.000 | ||||
| 113.50 | 117.50 | 1 | 1.00 | 0.0000 | 0.000 | 130 | 0 | 4.90 | 147.6% | -0.00 | 0.0000 | -0.001 | ||||
| 108.40 | 112.50 | 1 | 1.00 | 0.0000 | 0.000 | 135 | 0 | 2.15 | 6 | 117.7% | -0.00 | 0.0000 | -0.001 | |||
| 103.40 | 107.50 | 1.00 | 0.0000 | 0.000 | 140 | 0 | 2.15 | 1 | 111.5% | -0.00 | 0.0000 | -0.001 | ||||
| 98.60 | 102.50 | 1.00 | 0.0001 | 0.000 | 145 | 0 | 2.15 | 7 | 105.5% | -0.00 | 0.0001 | -0.002 | ||||
| 93.50 | 97.50 | 1.00 | 0.0001 | 0.000 | 150 | 0 | 2.15 | 16 | 99.6% | -0.00 | 0.0001 | -0.003 | ||||
| 88.70 | 92.50 | 1 | 1.00 | 0.0002 | 0.000 | 155 | 0 | 2.20 | 8 | 94.4% | -0.00 | 0.0002 | -0.004 | |||
| 83.70 | 87.70 | 1 | 1.00 | 0.0002 | 0.000 | 160 | 0 | 5.00 | 2 | 15 | 59.0% | -0.00 | 0.0002 | -0.006 | ||
| 78.60 | 82.70 | 1 | 1.00 | 0.0004 | 0.000 | 165 | 0 | 2.45 | 25 | 85.4% | -0.00 | 0.0004 | -0.008 | |||
| 73.60 | 77.50 | 2 | 0.99 | 0.0005 | -0.002 | 170 | 0.0500 | 2.25 | 214 | 79.0% | -0.01 | 0.0005 | -0.011 | |||
| 68.70 | 72.70 | 0.99 | 0.0007 | -0.007 | 175 | 0 | 2.30 | 3 | 73.9% | -0.01 | 0.0007 | -0.015 | ||||
| 64.00 | 68.00 | 43.0% | 0.99 | 0.0010 | -0.013 | 180 | 0.0500 | 0.4000 | 5 | 24 | 53.6% | -0.01 | 0.0010 | -0.021 | ||
| 59.80 | 62.80 | 1 | 50.5% | 0.98 | 0.0014 | -0.020 | 185 | 0 | 0.5500 | 3 | 7 | 48.8% | -0.02 | 0.0014 | -0.028 | |
| 54.90 | 57.90 | 8 | 48.1% | 0.97 | 0.0020 | -0.029 | 190 | 0.3500 | 0.5500 | 64 | 34 | 48.8% | -0.03 | 0.0020 | -0.036 | |
| 50.10 | 53.10 | 27 | 47.1% | 0.96 | 0.0026 | -0.041 | 195 | 0.4000 | 0.8000 | 8 | 95 | 47.5% | -0.04 | 0.0026 | -0.047 | |
| 45.30 | 48.40 | 1 | 7 | 45.9% | 0.94 | 0.0034 | -0.054 | 200 | 0.7500 | 0.9000 | 84 | 82 | 46.2% | -0.06 | 0.0035 | -0.060 |
| 36.10 | 39.20 | 2 | 14 | 44.0% | 0.90 | 0.0056 | -0.087 | 210 | 1.35 | 1.70 | 105 | 106 | 44.2% | -0.11 | 0.0056 | -0.092 |
| 27.50 | 30.80 | 3 | 29 | 42.9% | 0.82 | 0.0081 | -0.125 | 220 | 2.95 | 3.30 | 70 | 599 | 43.3% | -0.18 | 0.0082 | -0.129 |
| 21.00 | 22.30 | 10 | 124 | 42.4% | 0.73 | 0.0107 | -0.160 | 230 | 4.70 | 6.80 | 45 | 428 | 40.9% | -0.28 | 0.0108 | -0.164 |
| 14.60 | 16.10 | 106 | 587 | 41.9% | 0.61 | 0.0126 | -0.183 | 240 | 8.70 | 10.00 | 138 | 774 | 42.3% | -0.40 | 0.0128 | -0.187 |
| 9.80 | 10.90 | 107 | 508 | 41.6% | 0.48 | 0.0131 | -0.188 | 250 | 14.00 | 15.50 | 22 | 617 | 43.3% | -0.53 | 0.0134 | -0.192 |
| 6.30 | 7.30 | 173 | 167 | 41.3% | 0.35 | 0.0123 | -0.175 | 260 | 18.90 | 22.40 | 25 | 19 | 41.5% | -0.66 | 0.0127 | -0.179 |
| 4.00 | 4.60 | 125 | 419 | 42.2% | 0.25 | 0.0105 | -0.148 | 270 | 26.50 | 29.90 | 2 | 1 | 41.6% | -0.77 | 0.0109 | -0.152 |
| 0.6000 | 3.10 | 90 | 318 | 41.9% | 0.17 | 0.0082 | -0.117 | 280 | 35.00 | 38.10 | 22 | 41.1% | -0.85 | 0.0088 | -0.121 | |
| 1.25 | 1.70 | 128 | 153 | 42.1% | 0.11 | 0.0060 | -0.087 | 290 | 44.10 | 47.20 | 40.8% | -0.92 | 0.0067 | -0.092 | ||
| 0.5500 | 0.9000 | 94 | 14 | 41.1% | 0.07 | 0.0042 | -0.061 | 300 | 53.60 | 56.70 | -0.96 | 0.0051 | -0.067 | |||
| 0.3500 | 0.5500 | 47 | 85 | 42.4% | 0.04 | 0.0028 | -0.042 | 310 | 63.40 | 67.50 | 49.6% | -0.99 | 0.0025 | -0.046 | ||
| 0.1500 | 0.7500 | 3 | 347 | 47.1% | 0.03 | 0.0019 | -0.028 | 320 | 73.30 | 77.50 | 53.9% | -1.00 | 0.0000 | -0.040 | ||
| 0 | 2.35 | 10 | 45 | 61.5% | 0.02 | 0.0012 | -0.019 | 330 | 83.30 | 87.50 | 58.8% | -1.00 | 0.0000 | -0.040 | ||
| 0.0500 | 4.50 | 318 | 8 | 43.8% | 0.01 | 0.0008 | -0.012 | 340 | 93.30 | 97.50 | 63.4% | -1.00 | 0.0000 | -0.040 | ||
| 0 | 2.20 | 17 | 69.9% | 0.01 | 0.0005 | -0.008 | 350 | 103.30 | 107.50 | 67.9% | -1.00 | 0.0000 | -0.040 | |||
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