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 ±9.9% (30.47–37.13) · ATM IV 43.5% · P/C open interest 0.54
| 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 | |
| 12.90 | 15.95 | 137.3% | 1.00 | 0.0014 | 0.000 | 20 | 0 | 0.2000 | 103.6% | -0.00 | 0.0014 | -0.001 | ||||
| 8.25 | 12.00 | 67.2% | 0.99 | 0.0062 | 0.000 | 24 | 0 | 2.16 | 137.2% | -0.01 | 0.0062 | -0.003 | ||||
| 7.75 | 11.00 | 84.6% | 0.98 | 0.0091 | 0.000 | 25 | 0 | 2.17 | 126.2% | -0.02 | 0.0091 | -0.004 | ||||
| 6.20 | 10.00 | 48.1% | 0.97 | 0.0132 | -0.002 | 26 | 0 | 1.39 | 97.5% | -0.03 | 0.0133 | -0.006 | ||||
| 5.45 | 9.05 | 58.8% | 0.96 | 0.0192 | -0.004 | 27 | 0 | 1.17 | 82.7% | -0.04 | 0.0193 | -0.007 | ||||
| 4.50 | 7.55 | 0.94 | 0.0275 | -0.007 | 28 | 0.0600 | 0.1900 | 47.1% | -0.07 | 0.0276 | -0.010 | |||||
| 4.95 | 6.75 | 6 | 72.3% | 0.90 | 0.0385 | -0.010 | 29 | 0.1500 | 0.4100 | 2 | 1 | 50.2% | -0.10 | 0.0388 | -0.013 | |
| 3.95 | 5.50 | 1 | 58.0% | 0.86 | 0.0522 | -0.014 | 30 | 0.2500 | 0.3500 | 10 | 91 | 43.5% | -0.14 | 0.0527 | -0.016 | |
| 3.05 | 3.95 | 20 | 40.4% | 0.80 | 0.0678 | -0.018 | 31 | 0.4200 | 0.7700 | 1 | 14 | 46.9% | -0.20 | 0.0685 | -0.020 | |
| 2.50 | 2.84 | 8 | 37.2% | 0.72 | 0.0831 | -0.022 | 32 | 0.6700 | 0.8100 | 90 | 29 | 42.2% | -0.28 | 0.0840 | -0.023 | |
| 1.83 | 2.38 | 37.0% | 0.63 | 0.0951 | -0.025 | 33 | 1.04 | 1.30 | 31 | 43.9% | -0.37 | 0.0963 | -0.026 | |||
| 1.33 | 1.95 | 2 | 24 | 41.7% | 0.53 | 0.1010 | -0.026 | 34 | 1.49 | 1.89 | 1 | 10 | 45.2% | -0.47 | 0.1026 | -0.027 |
| 0.8800 | 1.27 | 108 | 23 | 38.3% | 0.43 | 0.0999 | -0.026 | 35 | 1.92 | 2.56 | 20 | 37 | 44.8% | -0.57 | 0.1019 | -0.026 |
| 0.4800 | 0.8900 | 3 | 36.6% | 0.34 | 0.0927 | -0.025 | 36 | 2.57 | 3.15 | 23 | 43.8% | -0.67 | 0.0950 | -0.024 | ||
| 0.4700 | 0.6600 | 182 | 40.6% | 0.27 | 0.0815 | -0.022 | 37 | 3.15 | 3.95 | 42.4% | -0.75 | 0.0842 | -0.021 | |||
| 0.2900 | 0.4900 | 65 | 41.1% | 0.20 | 0.0688 | -0.019 | 38 | 3.75 | 6.35 | 65.2% | -0.81 | 0.0717 | -0.018 | |||
| 0.2100 | 0.3400 | 13 | 42.0% | 0.15 | 0.0563 | -0.016 | 39 | 4.25 | 7.25 | 62.7% | -0.87 | 0.0592 | -0.015 | |||
| 0.1500 | 0.2500 | 40 | 26 | 43.3% | 0.11 | 0.0450 | -0.014 | 40 | 5.10 | 8.15 | 64.5% | -0.91 | 0.0474 | -0.011 | ||
| 0.0900 | 0.3600 | 17 | 49.5% | 0.08 | 0.0355 | -0.011 | 41 | 6.00 | 8.80 | 61.0% | -0.93 | 0.0369 | -0.008 | |||
| 0.0100 | 0.3100 | 3 | 5 | 49.8% | 0.06 | 0.0278 | -0.009 | 42 | 6.95 | 8.60 | -0.96 | 0.0362 | -0.005 | |||
| 0 | 0.4200 | 2 | 57.5% | 0.05 | 0.0216 | -0.007 | 43 | 7.90 | 11.05 | 74.6% | -0.98 | 0.0288 | -0.006 | |||
| 0 | 1.19 | 81.6% | 0.03 | 0.0167 | -0.006 | 44 | 8.40 | 12.05 | 65.8% | -0.99 | 0.0172 | -0.010 | ||||
| 0 | 1.00 | 45 | 81.9% | 0.03 | 0.0129 | -0.005 | 45 | 9.15 | 13.05 | 59.0% | -1.00 | 0.0033 | -0.016 | |||
| 0 | 1.04 | 87.2% | 0.02 | 0.0100 | -0.004 | 46 | 10.35 | 14.05 | 72.2% | -1.00 | 0.0000 | -0.019 | ||||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs