TOST option chain Toast, Inc.
Cboe delayed options data · as of 15:44 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 ±24.5% (24.51–40.41) · ATM IV 48.5% · P/C open interest 0.58
| 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 | |
| 12.15 | 13.55 | 17 | 48.5% | 0.93 | 0.0102 | -0.004 | 20 | 0.2900 | 0.4800 | 67 | 57.9% | -0.06 | 0.0103 | -0.005 | ||
| 11.30 | 12.65 | 1 | 49.4% | 0.92 | 0.0123 | -0.004 | 21 | 0.3800 | 0.5900 | 3 | 56.7% | -0.08 | 0.0124 | -0.006 | ||
| 10.45 | 11.80 | 9 | 49.9% | 0.90 | 0.0146 | -0.005 | 22 | 0.4800 | 0.7300 | 23 | 55.6% | -0.10 | 0.0147 | -0.006 | ||
| 9.60 | 11.05 | 16 | 50.8% | 0.88 | 0.0170 | -0.006 | 23 | 0.6300 | 0.9000 | 100 | 55.0% | -0.12 | 0.0172 | -0.007 | ||
| 8.80 | 10.25 | 8 | 50.6% | 0.86 | 0.0196 | -0.007 | 24 | 0.7000 | 1.09 | 168 | 53.1% | -0.14 | 0.0198 | -0.008 | ||
| 8.05 | 9.35 | 11 | 49.2% | 0.83 | 0.0223 | -0.008 | 25 | 1.00 | 1.32 | 1,290 | 53.6% | -0.16 | 0.0226 | -0.009 | ||
| 7.35 | 8.60 | 27 | 49.3% | 0.80 | 0.0250 | -0.009 | 26 | 1.13 | 1.57 | 151 | 52.0% | -0.19 | 0.0253 | -0.010 | ||
| 6.75 | 7.85 | 7 | 49.5% | 0.77 | 0.0276 | -0.010 | 27 | 1.50 | 1.67 | 1 | 272 | 50.8% | -0.22 | 0.0280 | -0.011 | |
| 6.10 | 7.15 | 11 | 49.0% | 0.74 | 0.0302 | -0.011 | 28 | 1.79 | 2.18 | 59 | 51.6% | -0.26 | 0.0307 | -0.011 | ||
| 6.00 | 6.35 | 24 | 51.2% | 0.71 | 0.0325 | -0.011 | 29 | 2.13 | 2.31 | 325 | 49.4% | -0.29 | 0.0331 | -0.012 | ||
| 5.50 | 5.75 | 8 | 211 | 51.3% | 0.67 | 0.0346 | -0.012 | 30 | 2.50 | 2.71 | 3 | 213 | 48.9% | -0.33 | 0.0354 | -0.012 |
| 4.80 | 5.20 | 275 | 49.9% | 0.63 | 0.0364 | -0.012 | 31 | 2.91 | 3.15 | 10 | 141 | 48.4% | -0.37 | 0.0373 | -0.013 | |
| 3.90 | 4.75 | 55 | 47.5% | 0.60 | 0.0379 | -0.013 | 32 | 3.35 | 3.90 | 75 | 49.6% | -0.41 | 0.0389 | -0.013 | ||
| 3.75 | 4.20 | 84 | 48.7% | 0.56 | 0.0390 | -0.013 | 33 | 3.85 | 4.50 | 17 | 49.6% | -0.45 | 0.0402 | -0.013 | ||
| 3.10 | 3.80 | 186 | 47.2% | 0.52 | 0.0396 | -0.013 | 34 | 4.40 | 4.95 | 98 | 48.6% | -0.49 | 0.0410 | -0.013 | ||
| 2.91 | 3.30 | 2 | 323 | 47.6% | 0.48 | 0.0399 | -0.013 | 35 | 4.90 | 5.75 | 48 | 49.0% | -0.53 | 0.0415 | -0.013 | |
| 2.55 | 2.90 | 1,822 | 47.1% | 0.44 | 0.0398 | -0.013 | 36 | 5.60 | 6.15 | 104 | 47.8% | -0.56 | 0.0416 | -0.013 | ||
| 2.22 | 2.67 | 70 | 47.4% | 0.41 | 0.0393 | -0.012 | 37 | 6.20 | 7.10 | 21 | 48.8% | -0.60 | 0.0413 | -0.013 | ||
| 2.11 | 2.32 | 2 | 219 | 48.0% | 0.37 | 0.0385 | -0.012 | 38 | 6.95 | 7.50 | 44 | 47.0% | -0.64 | 0.0407 | -0.012 | |
| 1.45 | 1.79 | 12 | 1,746 | 46.3% | 0.31 | 0.0360 | -0.011 | 40 | 8.50 | 9.00 | 5 | 46.9% | -0.71 | 0.0387 | -0.011 | |
| 0.6800 | 1.02 | 361 | 46.5% | 0.18 | 0.0274 | -0.008 | 45 | 12.60 | 13.85 | 31 | 51.5% | -0.84 | 0.0314 | -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