STLD option chain Steel Dynamics, Inc.
Cboe delayed options data · as of 18:43 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 ±10.2% (219.54–269.14) · ATM IV 42.7% · 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 | |
| 118.10 | 122.00 | 109.3% | 1.00 | 0.0000 | 0.000 | 125 | 0 | 2.15 | 3 | 130.0% | -0.00 | 0.0000 | -0.001 | |||
| 113.10 | 116.80 | 1 | 97.9% | 1.00 | 0.0000 | 0.000 | 130 | 0 | 2.15 | 123.4% | -0.00 | 0.0000 | -0.001 | |||
| 108.10 | 112.00 | 1 | 96.2% | 1.00 | 0.0000 | 0.000 | 135 | 0 | 2.15 | 6 | 116.9% | -0.00 | 0.0000 | -0.001 | ||
| 103.20 | 107.00 | 92.0% | 1.00 | 0.0001 | 0.000 | 140 | 0 | 1.60 | 1 | 104.8% | -0.00 | 0.0001 | -0.002 | |||
| 98.20 | 102.10 | 87.9% | 1.00 | 0.0001 | 0.000 | 145 | 0 | 2.15 | 7 | 104.7% | -0.00 | 0.0001 | -0.002 | |||
| 93.20 | 97.10 | 82.1% | 1.00 | 0.0001 | 0.000 | 150 | 0 | 2.15 | 16 | 98.9% | -0.00 | 0.0001 | -0.003 | |||
| 88.30 | 91.90 | 1 | 74.8% | 1.00 | 0.0002 | 0.000 | 155 | 0 | 2.20 | 8 | 93.7% | -0.00 | 0.0002 | -0.005 | ||
| 83.30 | 86.60 | 1 | 62.3% | 1.00 | 0.0003 | 0.000 | 160 | 0 | 2.15 | 2 | 15 | 87.7% | -0.00 | 0.0003 | -0.007 | |
| 78.40 | 81.50 | 1 | 56.9% | 0.99 | 0.0004 | 0.000 | 165 | 0 | 2.25 | 25 | 83.2% | -0.01 | 0.0004 | -0.009 | ||
| 73.40 | 77.30 | 2 | 66.4% | 0.99 | 0.0006 | -0.004 | 170 | 0 | 2.25 | 214 | 77.9% | -0.01 | 0.0006 | -0.012 | ||
| 68.50 | 72.00 | 58.9% | 0.99 | 0.0008 | -0.009 | 175 | 0 | 2.30 | 3 | 73.1% | -0.01 | 0.0008 | -0.017 | |||
| 63.60 | 66.90 | 54.0% | 0.98 | 0.0011 | -0.015 | 180 | 0.0500 | 0.6000 | 2 | 24 | 53.6% | -0.02 | 0.0011 | -0.022 | ||
| 58.70 | 62.00 | 1 | 51.7% | 0.98 | 0.0015 | -0.022 | 185 | 0.0500 | 0.5000 | 1 | 7 | 48.2% | -0.02 | 0.0016 | -0.030 | |
| 53.90 | 57.50 | 8 | 53.1% | 0.97 | 0.0021 | -0.032 | 190 | 0.3500 | 0.6000 | 21 | 34 | 48.6% | -0.03 | 0.0021 | -0.039 | |
| 49.60 | 52.50 | 27 | 52.7% | 0.95 | 0.0028 | -0.044 | 195 | 0.4000 | 0.9000 | 1 | 95 | 47.2% | -0.05 | 0.0028 | -0.050 | |
| 44.30 | 47.80 | 7 | 47.8% | 0.94 | 0.0036 | -0.057 | 200 | 0.6500 | 1.05 | 29 | 82 | 45.5% | -0.06 | 0.0036 | -0.063 | |
| 35.20 | 38.30 | 14 | 44.1% | 0.89 | 0.0058 | -0.090 | 210 | 1.55 | 2.00 | 22 | 106 | 44.5% | -0.11 | 0.0058 | -0.095 | |
| 26.80 | 30.00 | 1 | 29 | 43.4% | 0.82 | 0.0084 | -0.127 | 220 | 3.00 | 3.80 | 29 | 599 | 43.7% | -0.19 | 0.0085 | -0.131 |
| 20.50 | 22.30 | 2 | 124 | 44.3% | 0.71 | 0.0110 | -0.161 | 230 | 5.50 | 6.40 | 21 | 428 | 42.9% | -0.29 | 0.0111 | -0.165 |
| 14.40 | 15.80 | 81 | 587 | 43.2% | 0.59 | 0.0127 | -0.183 | 240 | 9.00 | 10.40 | 37 | 774 | 42.1% | -0.41 | 0.0129 | -0.185 |
| 9.50 | 11.30 | 32 | 508 | 43.4% | 0.46 | 0.0131 | -0.186 | 250 | 14.00 | 16.50 | 7 | 617 | 43.2% | -0.54 | 0.0133 | -0.188 |
| 5.90 | 7.20 | 108 | 167 | 42.2% | 0.34 | 0.0121 | -0.171 | 260 | 20.50 | 22.80 | 24 | 19 | 43.0% | -0.67 | 0.0124 | -0.173 |
| 3.50 | 4.10 | 61 | 419 | 41.0% | 0.24 | 0.0102 | -0.144 | 270 | 28.10 | 30.40 | 2 | 1 | 43.3% | -0.77 | 0.0105 | -0.146 |
| 2.05 | 2.45 | 21 | 318 | 41.2% | 0.16 | 0.0079 | -0.114 | 280 | 35.70 | 39.10 | 22 | 42.0% | -0.85 | 0.0083 | -0.115 | |
| 1.20 | 1.40 | 35 | 153 | 41.5% | 0.10 | 0.0058 | -0.084 | 290 | 44.80 | 48.20 | 42.2% | -0.91 | 0.0063 | -0.086 | ||
| 0.6500 | 1.10 | 19 | 14 | 43.5% | 0.07 | 0.0041 | -0.060 | 300 | 54.60 | 57.80 | 45.0% | -0.95 | 0.0045 | -0.061 | ||
| 0.3500 | 0.5500 | 7 | 85 | 43.0% | 0.04 | 0.0028 | -0.042 | 310 | 64.10 | 67.60 | 44.0% | -0.98 | 0.0034 | -0.039 | ||
| 0.0500 | 0.7500 | 1 | 347 | 46.7% | 0.03 | 0.0018 | -0.029 | 320 | 74.30 | 77.50 | 50.2% | -1.00 | 0.0013 | -0.027 | ||
| 0.0500 | 1.10 | 10 | 45 | 54.3% | 0.02 | 0.0012 | -0.019 | 330 | 84.10 | 87.40 | -1.00 | 0.0000 | -0.027 | |||
| 0.0500 | 1.05 | 11 | 8 | 58.2% | 0.01 | 0.0008 | -0.013 | 340 | 93.50 | 97.50 | -1.00 | 0.0000 | -0.027 | |||
| 0 | 2.20 | 17 | 70.5% | 0.01 | 0.0005 | -0.009 | 350 | 103.80 | 107.50 | -1.00 | 0.0000 | -0.027 | ||||
| 0 | 2.20 | 3 | 74.8% | 0.00 | 0.0004 | -0.006 | 360 | 114.30 | 117.50 | 67.7% | -1.00 | 0.0000 | -0.027 | |||
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