TOST option chain Toast, Inc.
Cboe delayed options data · as of 00:38 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 ±5.1% (32.09–35.51) · ATM IV 42.4% · P/C open interest 0.11
| 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 | |
| 13.10 | 15.90 | 283.5% | 1.00 | 0.0001 | 0.000 | 20 | 0 | 0.0500 | 158.7% | -0.00 | 0.0001 | -0.000 | ||||
| 10.00 | 13.90 | 1.00 | 0.0003 | 0.000 | 22 | 0 | 0.0500 | 132.8% | -0.00 | 0.0003 | -0.000 | |||||
| 9.00 | 12.90 | 1.00 | 0.0005 | 0.000 | 23 | 0 | 2.13 | 280.0% | -0.00 | 0.0005 | -0.000 | |||||
| 8.15 | 11.90 | 121.3% | 1.00 | 0.0009 | 0.000 | 24 | 0 | 2.13 | 258.0% | -0.00 | 0.0009 | -0.001 | ||||
| 7.40 | 10.90 | 85 | 138.4% | 1.00 | 0.0016 | 0.000 | 25 | 0 | 2.13 | 236.8% | -0.00 | 0.0016 | -0.001 | |||
| 6.15 | 9.90 | 96.1% | 1.00 | 0.0028 | 0.000 | 26 | 0 | 2.13 | 1 | 216.1% | -0.00 | 0.0028 | -0.002 | |||
| 5.35 | 8.40 | 2 | 0.99 | 0.0051 | 0.000 | 27 | 0 | 0.3400 | 130 | 109.1% | -0.01 | 0.0051 | -0.003 | |||
| 5.70 | 6.20 | 4 | 0.99 | 0.0095 | -0.001 | 28 | 0 | 2.14 | 31 | 176.5% | -0.01 | 0.0095 | -0.004 | |||
| 4.70 | 5.20 | 4 | 0.98 | 0.0182 | -0.005 | 29 | 0 | 2.15 | 10 | 157.2% | -0.02 | 0.0182 | -0.007 | |||
| 3.60 | 4.10 | 2 | 14 | 0.96 | 0.0350 | -0.010 | 30 | 0 | 0.1200 | 27 | 53.1% | -0.04 | 0.0351 | -0.012 | ||
| 3.30 | 3.75 | 77 | 1 | 44.2% | 0.94 | 0.0482 | -0.014 | 30.5 | 0.0100 | 0.1600 | 2 | 28 | 51.3% | -0.06 | 0.0485 | -0.016 |
| 1.53 | 4.30 | 2 | 0.92 | 0.0658 | -0.019 | 31 | 0.0500 | 0.1900 | 377 | 49.5% | -0.08 | 0.0662 | -0.021 | |||
| 2.31 | 2.82 | 77 | 38.8% | 0.88 | 0.0882 | -0.025 | 31.5 | 0.1100 | 0.2500 | 1 | 4 | 48.9% | -0.12 | 0.0887 | -0.026 | |
| 0.7200 | 3.70 | 32 | 31 | 45.5% | 0.84 | 0.1147 | -0.032 | 32 | 0.1400 | 0.2300 | 369 | 212 | 42.2% | -0.16 | 0.1155 | -0.033 |
| 1.51 | 1.90 | 2 | 113 | 37.5% | 0.77 | 0.1433 | -0.039 | 32.5 | 0.2400 | 0.3400 | 1,818 | 252 | 42.1% | -0.23 | 0.1444 | -0.040 |
| 1.17 | 1.55 | 1 | 13 | 38.9% | 0.70 | 0.1698 | -0.045 | 33 | 0.3800 | 0.5700 | 8 | 90 | 44.4% | -0.31 | 0.1712 | -0.046 |
| 0.8800 | 1.14 | 1 | 169 | 37.2% | 0.61 | 0.1888 | -0.050 | 33.5 | 0.4800 | 0.7100 | 39 | 33 | 40.7% | -0.40 | 0.1904 | -0.050 |
| 0.7000 | 0.9900 | 41 | 212 | 42.4% | 0.51 | 0.1961 | -0.052 | 34 | 0.6900 | 1.04 | 20 | 84 | 42.5% | -0.49 | 0.1978 | -0.052 |
| 0.4300 | 0.6800 | 5 | 38 | 38.8% | 0.41 | 0.1904 | -0.051 | 34.5 | 0.9700 | 1.35 | 1 | 34 | 43.1% | -0.59 | 0.1921 | -0.051 |
| 0.3600 | 0.5000 | 59 | 504 | 41.3% | 0.33 | 0.1740 | -0.047 | 35 | 1.32 | 1.72 | 1 | 195 | 45.0% | -0.68 | 0.1754 | -0.047 |
| 0.2100 | 0.5300 | 28 | 79 | 39.6% | 0.25 | 0.1513 | -0.042 | 35.5 | 1.66 | 2.10 | 4 | 10 | 44.9% | -0.75 | 0.1522 | -0.042 |
| 0.1500 | 0.3000 | 101 | 283 | 43.2% | 0.19 | 0.1265 | -0.036 | 36 | 1.76 | 3.50 | 1 | 71 | 67.2% | -0.81 | 0.1269 | -0.036 |
| 0.0700 | 0.1500 | 3 | 33 | 39.4% | 0.14 | 0.1027 | -0.030 | 36.5 | 0.9500 | 4.10 | 1 | 7 | -0.86 | 0.1026 | -0.029 | |
| 0.0800 | 0.1300 | 161 | 12.2K | 43.5% | 0.11 | 0.0817 | -0.025 | 37 | 2.72 | 4.60 | 1 | 41 | 83.4% | -0.90 | 0.0821 | -0.024 |
| 0.0300 | 0.1200 | 4 | 159 | 45.2% | 0.08 | 0.0641 | -0.020 | 37.5 | 3.25 | 5.05 | 1 | 2 | 89.4% | -0.93 | 0.0674 | -0.018 |
| 0.0100 | 0.1100 | 4 | 354 | 47.4% | 0.06 | 0.0499 | -0.016 | 38 | 3.65 | 6.05 | 6 | 108.3% | -0.95 | 0.0573 | -0.015 | |
| 0 | 0.0900 | 63 | 48.9% | 0.04 | 0.0386 | -0.013 | 38.5 | 3.60 | 6.55 | 2 | 97.0% | -0.97 | 0.0492 | -0.012 | ||
| 0.0200 | 0.1100 | 9 | 75 | 56.8% | 0.03 | 0.0298 | -0.010 | 39 | 4.40 | 7.05 | 6 | 113.0% | -0.98 | 0.0374 | -0.012 | |
| 0 | 1.46 | 1 | 8 | 120.6% | 0.03 | 0.0230 | -0.008 | 39.5 | 4.85 | 7.50 | 1 | 115.5% | -0.99 | 0.0258 | -0.013 | |
| 0.0100 | 0.0300 | 13 | 22 | 53.1% | 0.02 | 0.0178 | -0.007 | 40 | 5.30 | 8.05 | 121.1% | -0.99 | 0.0146 | -0.014 | ||
| 0 | 2.13 | 52 | 153.6% | 0.01 | 0.0137 | -0.005 | 40.5 | 5.45 | 8.55 | 113.4% | -1.00 | 0.0074 | -0.015 | |||
| 0 | 0.8700 | 13 | 375 | 115.1% | 0.01 | 0.0107 | -0.004 | 41 | 5.95 | 7.90 | 2 | -1.00 | 0.0025 | -0.017 | ||
| 0 | 2.13 | 1 | 23 | 170.4% | 0.01 | 0.0065 | -0.003 | 42 | 6.95 | 10.05 | 128.3% | -1.00 | 0.0001 | -0.018 | ||
| 0 | 2.13 | 125 | 180.9% | 0.00 | 0.0040 | -0.002 | 43 | 7.95 | 9.95 | -1.00 | 0.0000 | -0.019 | ||||
| 0 | 2.13 | 190.9% | 0.00 | 0.0025 | -0.001 | 44 | 8.95 | 12.05 | 146.4% | -1.00 | 0.0000 | -0.019 | ||||
| 0 | 2.13 | 200.4% | 0.00 | 0.0016 | -0.001 | 45 | 9.95 | 13.05 | 155.0% | -1.00 | 0.0000 | -0.019 | ||||
| 0 | 2.13 | 209.6% | 0.00 | 0.0010 | -0.001 | 46 | 10.50 | 14.20 | 147.7% | -1.00 | 0.0000 | -0.020 | ||||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs