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 ±10.7% (62.74–77.79) · ATM IV 41.0% · P/C open interest 1.43
| 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 | |
| 19.60 | 22.70 | 79.2% | 0.98 | 0.0037 | -0.005 | 50 | 0 | 0.1300 | 1 | 50.6% | -0.02 | 0.0037 | -0.007 | |||
| 14.75 | 16.75 | 47.6% | 0.96 | 0.0086 | -0.011 | 55 | 0.1500 | 0.2400 | 18 | 50 | 46.4% | -0.04 | 0.0086 | -0.012 | ||
| 12.80 | 14.80 | 43.5% | 0.94 | 0.0120 | -0.015 | 57 | 0 | 0.7700 | 52 | 47.8% | -0.06 | 0.0121 | -0.016 | |||
| 12.25 | 13.65 | 45.4% | 0.92 | 0.0141 | -0.017 | 58 | 0.3400 | 0.3900 | 16 | 12 | 44.1% | -0.08 | 0.0142 | -0.018 | ||
| 11.05 | 12.95 | 43.5% | 0.91 | 0.0165 | -0.020 | 59 | 0.1800 | 0.6000 | 2 | 41.9% | -0.09 | 0.0166 | -0.021 | |||
| 10.20 | 11.85 | 40.9% | 0.89 | 0.0191 | -0.023 | 60 | 0.4900 | 0.6300 | 14 | 33 | 43.1% | -0.11 | 0.0192 | -0.024 | ||
| 9.50 | 11.10 | 43.7% | 0.87 | 0.0218 | -0.026 | 61 | 0.6500 | 0.7500 | 2 | 7 | 42.8% | -0.13 | 0.0220 | -0.027 | ||
| 8.85 | 10.15 | 1 | 43.8% | 0.84 | 0.0247 | -0.029 | 62 | 0.7000 | 0.8900 | 2 | 30 | 41.3% | -0.16 | 0.0249 | -0.030 | |
| 8.25 | 9.00 | 42.3% | 0.81 | 0.0276 | -0.032 | 63 | 0.9900 | 1.10 | 30 | 77 | 42.1% | -0.19 | 0.0278 | -0.033 | ||
| 7.45 | 8.45 | 43.4% | 0.78 | 0.0305 | -0.035 | 64 | 1.16 | 1.27 | 16 | 38 | 41.0% | -0.22 | 0.0307 | -0.036 | ||
| 6.65 | 7.35 | 40.2% | 0.75 | 0.0332 | -0.038 | 65 | 1.37 | 1.65 | 4 | 67 | 41.3% | -0.25 | 0.0335 | -0.039 | ||
| 6.20 | 6.80 | 1 | 42.6% | 0.71 | 0.0357 | -0.041 | 66 | 1.61 | 1.93 | 2 | 15 | 40.6% | -0.29 | 0.0361 | -0.042 | |
| 5.50 | 6.15 | 60 | 42.1% | 0.68 | 0.0379 | -0.043 | 67 | 1.98 | 2.21 | 33 | 88 | 40.3% | -0.33 | 0.0384 | -0.044 | |
| 4.90 | 5.55 | 16 | 8 | 42.1% | 0.64 | 0.0398 | -0.045 | 68 | 2.34 | 2.61 | 2 | 21 | 40.1% | -0.37 | 0.0403 | -0.046 |
| 4.40 | 4.95 | 2 | 41 | 42.2% | 0.59 | 0.0412 | -0.046 | 69 | 2.76 | 3.05 | 3 | 31 | 40.0% | -0.41 | 0.0418 | -0.047 |
| 3.85 | 4.40 | 40 | 41.8% | 0.55 | 0.0422 | -0.047 | 70 | 3.20 | 3.60 | 2 | 31 | 40.2% | -0.45 | 0.0429 | -0.048 | |
| 3.40 | 3.65 | 54 | 40.4% | 0.51 | 0.0426 | -0.048 | 71 | 3.65 | 4.25 | 9 | 40.5% | -0.50 | 0.0434 | -0.048 | ||
| 2.87 | 3.45 | 23 | 24 | 41.2% | 0.47 | 0.0426 | -0.047 | 72 | 4.30 | 4.65 | 58 | 40.0% | -0.54 | 0.0434 | -0.048 | |
| 2.51 | 2.96 | 5 | 17 | 40.9% | 0.43 | 0.0421 | -0.047 | 73 | 4.70 | 5.25 | 60 | 38.8% | -0.58 | 0.0430 | -0.048 | |
| 2.25 | 2.60 | 1 | 7 | 41.4% | 0.39 | 0.0411 | -0.045 | 74 | 5.55 | 6.15 | 41.4% | -0.62 | 0.0421 | -0.046 | ||
| 1.92 | 2.18 | 39 | 57 | 40.7% | 0.35 | 0.0398 | -0.044 | 75 | 5.95 | 6.65 | 4 | 38.6% | -0.66 | 0.0409 | -0.045 | |
| 1.63 | 1.95 | 5 | 5 | 41.0% | 0.31 | 0.0381 | -0.042 | 76 | 7.00 | 7.50 | 41.3% | -0.70 | 0.0393 | -0.043 | ||
| 1.39 | 1.56 | 4 | 17 | 40.2% | 0.28 | 0.0361 | -0.040 | 77 | 7.40 | 8.15 | 64 | 38.3% | -0.73 | 0.0374 | -0.041 | |
| 1.15 | 1.42 | 4 | 76 | 40.6% | 0.25 | 0.0339 | -0.037 | 78 | 8.35 | 9.40 | 42.6% | -0.76 | 0.0354 | -0.038 | ||
| 0.9900 | 1.12 | 8 | 40.1% | 0.22 | 0.0316 | -0.035 | 79 | 9.35 | 10.20 | 44.0% | -0.80 | 0.0331 | -0.036 | |||
| 0.8700 | 1.00 | 5 | 55 | 40.8% | 0.19 | 0.0292 | -0.032 | 80 | 9.80 | 10.75 | 38.6% | -0.82 | 0.0308 | -0.033 | ||
| 0.7300 | 0.9500 | 1 | 15 | 41.7% | 0.17 | 0.0268 | -0.030 | 81 | 10.65 | 12.15 | 43.3% | -0.85 | 0.0285 | -0.031 | ||
| 0.3200 | 0.4900 | 7 | 64 | 41.4% | 0.10 | 0.0182 | -0.021 | 85 | 14.05 | 15.60 | 37.4% | -0.92 | 0.0202 | -0.022 | ||
| 0.1600 | 0.3000 | 1 | 31 | 44.6% | 0.05 | 0.0108 | -0.014 | 90 | 19.00 | 20.45 | -0.97 | 0.0132 | -0.015 | |||
| 0.0100 | 0.2600 | 47.5% | 0.03 | 0.0067 | -0.010 | 95 | 23.05 | 26.60 | 53.8% | -0.99 | 0.0052 | -0.007 | ||||
| 0.0100 | 0.1700 | 1 | 1 | 50.8% | 0.02 | 0.0043 | -0.007 | 100 | 27.70 | 31.60 | -1.00 | 0.0002 | -0.007 | |||
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.