TOST option chain Toast, Inc.
Cboe delayed options data · as of 12:41 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 ±14.5% (27.34–36.66) · ATM IV 54.0% · P/C open interest 0.62
| 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 | |
| 10.60 | 13.65 | 98.2% | 0.97 | 0.0076 | -0.006 | 20 | 0 | 1.60 | 129.4% | -0.03 | 0.0076 | -0.006 | ||||
| 9.60 | 12.70 | 91.3% | 0.97 | 0.0099 | -0.007 | 21 | 0 | 1.75 | 122.7% | -0.04 | 0.0100 | -0.007 | ||||
| 9.05 | 11.70 | 96.2% | 0.95 | 0.0129 | -0.009 | 22 | 0 | 0.7500 | 2 | 86.5% | -0.05 | 0.0130 | -0.009 | |||
| 8.20 | 10.15 | 76.1% | 0.94 | 0.0167 | -0.010 | 23 | 0 | 1.15 | 89.1% | -0.06 | 0.0168 | -0.010 | ||||
| 6.90 | 9.80 | 77.3% | 0.92 | 0.0214 | -0.012 | 24 | 0 | 0.8300 | 72.6% | -0.08 | 0.0215 | -0.012 | ||||
| 6.35 | 8.85 | 79.5% | 0.90 | 0.0271 | -0.014 | 25 | 0 | 1.23 | 73.8% | -0.10 | 0.0272 | -0.014 | ||||
| 5.15 | 7.65 | 62.7% | 0.87 | 0.0337 | -0.017 | 26 | 0.1600 | 0.9500 | 1 | 63.0% | -0.14 | 0.0339 | -0.017 | |||
| 5.00 | 6.75 | 1 | 71.0% | 0.83 | 0.0411 | -0.019 | 27 | 0.4500 | 0.7200 | 2 | 5 | 56.1% | -0.17 | 0.0414 | -0.019 | |
| 3.40 | 5.75 | 1 | 52.3% | 0.78 | 0.0488 | -0.021 | 28 | 0.5300 | 0.9900 | 1 | 2 | 53.8% | -0.22 | 0.0492 | -0.021 | |
| 2.92 | 4.50 | 5 | 47.6% | 0.73 | 0.0562 | -0.024 | 29 | 0.8100 | 1.44 | 14 | 55.6% | -0.28 | 0.0567 | -0.024 | ||
| 2.96 | 4.30 | 24 | 62.2% | 0.66 | 0.0625 | -0.025 | 30 | 1.40 | 1.75 | 2 | 25 | 57.4% | -0.34 | 0.0632 | -0.026 | |
| 2.38 | 2.86 | 12 | 50.9% | 0.60 | 0.0672 | -0.027 | 31 | 1.79 | 2.16 | 1 | 56.2% | -0.41 | 0.0681 | -0.027 | ||
| 1.91 | 2.44 | 1 | 52.0% | 0.53 | 0.0696 | -0.027 | 32 | 2.28 | 2.68 | 3 | 56.0% | -0.48 | 0.0707 | -0.028 | ||
| 1.52 | 2.03 | 52.4% | 0.46 | 0.0697 | -0.027 | 33 | 2.79 | 3.80 | 61.6% | -0.55 | 0.0709 | -0.028 | ||||
| 1.22 | 1.69 | 5 | 5 | 53.3% | 0.40 | 0.0676 | -0.026 | 34 | 3.25 | 3.90 | 53.0% | -0.61 | 0.0690 | -0.027 | ||
| 0.8100 | 1.27 | 2 | 36 | 50.3% | 0.34 | 0.0637 | -0.025 | 35 | 3.95 | 4.60 | 2 | 52.8% | -0.67 | 0.0654 | -0.025 | |
| 0.6600 | 1.02 | 51.3% | 0.28 | 0.0587 | -0.023 | 36 | 4.40 | 5.95 | 56.8% | -0.73 | 0.0606 | -0.024 | ||||
| 0.5100 | 0.9800 | 1 | 54.4% | 0.24 | 0.0531 | -0.021 | 37 | 4.55 | 7.05 | 51.5% | -0.78 | 0.0552 | -0.022 | |||
| 0.3600 | 0.6500 | 1 | 1 | 51.8% | 0.20 | 0.0473 | -0.019 | 38 | 5.05 | 8.00 | 46.2% | -0.82 | 0.0496 | -0.020 | ||
| 0.0800 | 1.10 | 59.6% | 0.16 | 0.0416 | -0.017 | 39 | 5.90 | 9.65 | 60.8% | -0.85 | 0.0441 | -0.018 | ||||
| 0 | 1.55 | 70.5% | 0.14 | 0.0363 | -0.015 | 40 | 6.80 | 10.20 | 53.7% | -0.88 | 0.0390 | -0.017 | ||||
| 0 | 1.35 | 1 | 71.6% | 0.11 | 0.0314 | -0.014 | 41 | 8.25 | 11.00 | 63.8% | -0.91 | 0.0341 | -0.015 | |||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs