TOST option chain Toast, Inc.
Cboe delayed options data · as of 21:38 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 ±28.4% (24.20–43.40) · ATM IV 48.5% · P/C open interest 0.40
| 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 | |
| 13.25 | 16.45 | 1 | 54.2% | 0.94 | 0.0087 | -0.002 | 20 | 0.1600 | 0.8000 | 38 | 57.6% | -0.06 | 0.0088 | -0.004 | ||
| 12.15 | 15.95 | 55.7% | 0.93 | 0.0102 | -0.003 | 21 | 0.2500 | 0.9200 | 56.5% | -0.08 | 0.0104 | -0.005 | ||||
| 11.60 | 15.10 | 9 | 58.4% | 0.91 | 0.0119 | -0.004 | 22 | 0.3600 | 1.07 | 20 | 55.6% | -0.09 | 0.0121 | -0.006 | ||
| 10.70 | 14.35 | 1 | 57.3% | 0.89 | 0.0137 | -0.004 | 23 | 0.5000 | 1.06 | 84 | 52.8% | -0.11 | 0.0139 | -0.006 | ||
| 9.95 | 13.50 | 6 | 56.3% | 0.87 | 0.0156 | -0.005 | 24 | 0.7700 | 1.44 | 111 | 55.1% | -0.13 | 0.0159 | -0.007 | ||
| 8.90 | 12.75 | 1 | 53.3% | 0.85 | 0.0175 | -0.006 | 25 | 0.8400 | 1.67 | 43 | 53.4% | -0.15 | 0.0179 | -0.008 | ||
| 8.10 | 12.00 | 24 | 52.2% | 0.83 | 0.0195 | -0.007 | 26 | 1.05 | 1.62 | 137 | 50.4% | -0.17 | 0.0199 | -0.008 | ||
| 7.30 | 11.25 | 2 | 50.9% | 0.81 | 0.0214 | -0.008 | 27 | 1.39 | 1.98 | 94 | 51.3% | -0.20 | 0.0220 | -0.009 | ||
| 7.95 | 9.25 | 10 | 50.6% | 0.78 | 0.0234 | -0.008 | 28 | 1.63 | 2.21 | 31 | 50.1% | -0.22 | 0.0240 | -0.009 | ||
| 7.30 | 8.60 | 12 | 50.2% | 0.75 | 0.0252 | -0.009 | 29 | 1.96 | 2.85 | 315 | 51.7% | -0.25 | 0.0259 | -0.010 | ||
| 7.00 | 7.50 | 6 | 92 | 48.9% | 0.72 | 0.0269 | -0.009 | 30 | 2.29 | 2.92 | 178 | 49.3% | -0.28 | 0.0278 | -0.011 | |
| 6.10 | 7.35 | 8 | 49.3% | 0.69 | 0.0285 | -0.010 | 31 | 2.75 | 3.65 | 116 | 51.2% | -0.31 | 0.0295 | -0.011 | ||
| 5.75 | 6.40 | 34 | 48.0% | 0.66 | 0.0299 | -0.011 | 32 | 3.05 | 3.80 | 16 | 48.6% | -0.35 | 0.0310 | -0.011 | ||
| 5.10 | 6.25 | 57 | 49.0% | 0.63 | 0.0311 | -0.011 | 33 | 3.45 | 4.60 | 7 | 49.7% | -0.38 | 0.0324 | -0.012 | ||
| 4.75 | 5.40 | 65 | 47.5% | 0.60 | 0.0320 | -0.011 | 34 | 4.30 | 4.75 | 91 | 49.4% | -0.41 | 0.0335 | -0.012 | ||
| 4.40 | 4.95 | 8 | 293 | 47.9% | 0.57 | 0.0328 | -0.011 | 35 | 4.55 | 5.70 | 14 | 49.8% | -0.45 | 0.0344 | -0.012 | |
| 4.00 | 4.55 | 13 | 2,018 | 47.9% | 0.53 | 0.0332 | -0.011 | 36 | 5.05 | 5.90 | 103 | 47.3% | -0.48 | 0.0351 | -0.012 | |
| 3.40 | 4.20 | 57 | 46.8% | 0.50 | 0.0335 | -0.011 | 37 | 5.85 | 6.50 | 1 | 15 | 48.1% | -0.51 | 0.0356 | -0.012 | |
| 3.15 | 3.80 | 206 | 47.0% | 0.47 | 0.0335 | -0.011 | 38 | 6.40 | 7.30 | 44 | 48.3% | -0.55 | 0.0358 | -0.012 | ||
| 2.53 | 3.20 | 2 | 366 | 46.9% | 0.41 | 0.0329 | -0.011 | 40 | 7.80 | 8.95 | 4 | 49.8% | -0.61 | 0.0357 | -0.011 | |
| 1.44 | 2.01 | 326 | 46.6% | 0.29 | 0.0289 | -0.010 | 45 | 11.75 | 12.50 | 1 | 48.3% | -0.75 | 0.0329 | -0.010 | ||
| 0.8800 | 1.28 | 1 | 66 | 47.3% | 0.20 | 0.0233 | -0.008 | 50 | 15.65 | 17.35 | 48.8% | -0.86 | 0.0284 | -0.008 | ||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs