UBER option chain Uber Technologies, Inc.
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 ±9.7% (63.47–77.06) · ATM IV 46.2% · P/C open interest 1.95
| 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 | |
| 18.85 | 22.55 | 80.9% | 0.98 | 0.0033 | -0.005 | 50 | 0 | 0.1300 | 1 | 4 | 62.8% | -0.02 | 0.0033 | -0.008 | ||
| 14.50 | 16.70 | 55.4% | 0.97 | 0.0074 | -0.011 | 55 | 0 | 0.5000 | 1 | 60.6% | -0.03 | 0.0075 | -0.014 | |||
| 12.60 | 14.75 | 52.4% | 0.95 | 0.0107 | -0.016 | 57 | 0.0400 | 0.3000 | 302 | 49.2% | -0.05 | 0.0108 | -0.018 | |||
| 12.40 | 13.55 | 60.2% | 0.94 | 0.0129 | -0.019 | 58 | 0.1900 | 0.2900 | 1 | 21 | 49.4% | -0.06 | 0.0130 | -0.021 | ||
| 10.75 | 12.95 | 2 | 52.1% | 0.93 | 0.0154 | -0.022 | 59 | 0.2900 | 0.3500 | 4 | 87 | 49.2% | -0.07 | 0.0155 | -0.024 | |
| 10.35 | 11.75 | 12 | 54.3% | 0.91 | 0.0183 | -0.026 | 60 | 0.3500 | 0.4300 | 14 | 194 | 48.0% | -0.09 | 0.0184 | -0.028 | |
| 9.85 | 11.25 | 5 | 62.0% | 0.89 | 0.0216 | -0.031 | 61 | 0.4300 | 0.5600 | 5,367 | 47.4% | -0.11 | 0.0217 | -0.033 | ||
| 8.30 | 9.85 | 2 | 46.7% | 0.86 | 0.0251 | -0.036 | 62 | 0.5400 | 0.7000 | 5 | 21 | 46.8% | -0.14 | 0.0253 | -0.037 | |
| 7.95 | 9.00 | 2 | 51.3% | 0.84 | 0.0288 | -0.041 | 63 | 0.7300 | 0.8200 | 11 | 147 | 46.2% | -0.17 | 0.0290 | -0.042 | |
| 7.10 | 8.10 | 49.1% | 0.80 | 0.0324 | -0.046 | 64 | 0.9200 | 1.03 | 20 | 117 | 46.0% | -0.20 | 0.0327 | -0.047 | ||
| 6.35 | 7.50 | 30 | 50.0% | 0.77 | 0.0359 | -0.051 | 65 | 1.15 | 1.29 | 20 | 239 | 45.9% | -0.23 | 0.0362 | -0.052 | |
| 5.85 | 6.55 | 10 | 49.4% | 0.73 | 0.0392 | -0.055 | 66 | 1.42 | 1.56 | 2 | 106 | 45.5% | -0.27 | 0.0395 | -0.056 | |
| 5.15 | 5.55 | 8 | 46.4% | 0.69 | 0.0419 | -0.059 | 67 | 1.79 | 1.91 | 32 | 295 | 45.8% | -0.32 | 0.0423 | -0.060 | |
| 4.55 | 4.90 | 88 | 46.2% | 0.64 | 0.0442 | -0.062 | 68 | 2.18 | 2.29 | 3 | 92 | 45.9% | -0.36 | 0.0446 | -0.063 | |
| 3.95 | 4.30 | 139 | 45.7% | 0.59 | 0.0459 | -0.065 | 69 | 2.60 | 2.72 | 8 | 358 | 45.8% | -0.41 | 0.0463 | -0.066 | |
| 3.50 | 3.80 | 6 | 80 | 46.4% | 0.55 | 0.0469 | -0.066 | 70 | 3.05 | 3.25 | 1 | 78 | 46.0% | -0.46 | 0.0474 | -0.067 |
| 3.00 | 3.30 | 50 | 42 | 46.0% | 0.50 | 0.0472 | -0.067 | 71 | 3.45 | 3.75 | 2 | 34 | 44.9% | -0.50 | 0.0478 | -0.068 |
| 2.62 | 2.81 | 113 | 119 | 45.9% | 0.45 | 0.0470 | -0.066 | 72 | 4.00 | 4.40 | 15 | 45.3% | -0.55 | 0.0476 | -0.067 | |
| 2.25 | 2.35 | 14 | 96 | 45.5% | 0.41 | 0.0461 | -0.065 | 73 | 4.60 | 4.95 | 12 | 44.7% | -0.60 | 0.0468 | -0.066 | |
| 1.90 | 2.05 | 18 | 78 | 45.7% | 0.37 | 0.0447 | -0.063 | 74 | 5.30 | 5.65 | 7 | 45.2% | -0.64 | 0.0455 | -0.063 | |
| 1.61 | 1.70 | 75 | 269 | 45.5% | 0.32 | 0.0427 | -0.060 | 75 | 5.95 | 6.35 | 11 | 44.8% | -0.68 | 0.0436 | -0.060 | |
| 1.33 | 1.45 | 5 | 85 | 45.4% | 0.28 | 0.0404 | -0.056 | 76 | 6.80 | 7.30 | 1 | 47.2% | -0.72 | 0.0414 | -0.057 | |
| 1.11 | 1.25 | 60 | 189 | 45.7% | 0.25 | 0.0378 | -0.052 | 77 | 7.10 | 7.95 | 3 | 42.0% | -0.76 | 0.0388 | -0.053 | |
| 0.8900 | 1.04 | 5 | 142 | 45.4% | 0.22 | 0.0349 | -0.048 | 78 | 7.85 | 9.00 | 1 | 43.5% | -0.79 | 0.0360 | -0.049 | |
| 0.7400 | 0.8800 | 6 | 76 | 45.6% | 0.19 | 0.0319 | -0.044 | 79 | 8.70 | 9.95 | 20 | 44.6% | -0.82 | 0.0331 | -0.044 | |
| 0.6300 | 0.7100 | 16 | 199 | 45.7% | 0.16 | 0.0289 | -0.040 | 80 | 9.55 | 10.55 | 40.9% | -0.85 | 0.0301 | -0.040 | ||
| 0.5200 | 0.5700 | 50 | 2,051 | 45.6% | 0.14 | 0.0259 | -0.036 | 81 | 10.20 | 11.95 | 2 | 44.3% | -0.88 | 0.0272 | -0.036 | |
| 0.2400 | 0.2800 | 8 | 127 | 46.7% | 0.07 | 0.0160 | -0.023 | 85 | 13.95 | 15.70 | 44.1% | -0.94 | 0.0173 | -0.023 | ||
| 0 | 0.3100 | 6 | 51.9% | 0.04 | 0.0086 | -0.014 | 90 | 18.10 | 21.60 | 56.0% | -0.98 | 0.0095 | -0.013 | |||
| 0 | 0.5000 | 66.4% | 0.02 | 0.0049 | -0.009 | 95 | 22.65 | 26.60 | -1.00 | 0.0027 | -0.011 | |||||
| 0 | 0.5500 | 76.5% | 0.01 | 0.0030 | -0.006 | 100 | 28.05 | 31.60 | 72.4% | -1.00 | 0.0002 | -0.011 | ||||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.