UBER option chain Uber Technologies, Inc.
Cboe delayed options data · as of 06:38 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 ±16.8% (63.21–88.71) · ATM IV 39.0% · P/C open interest 1.09
| 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 | |
| 35.35 | 37.90 | 725 | 57.8% | 0.99 | 0.0010 | 0.000 | 40 | 0 | 0.2500 | 122 | 2,280 | 59.1% | -0.01 | 0.0010 | -0.002 | |
| 32.85 | 35.45 | 174 | 52.3% | 0.99 | 0.0013 | 0.000 | 42.5 | 0 | 0.1300 | 16 | 936 | 49.4% | -0.01 | 0.0013 | -0.003 | |
| 30.40 | 33.00 | 88 | 48.9% | 0.99 | 0.0018 | 0.000 | 45 | 0 | 0.2200 | 1,757 | 48.5% | -0.01 | 0.0018 | -0.003 | ||
| 28.00 | 31.00 | 65 | 55.1% | 0.98 | 0.0026 | 0.000 | 47.5 | 0.1000 | 0.2700 | 1,642 | 48.1% | -0.02 | 0.0026 | -0.004 | ||
| 25.85 | 27.30 | 676 | 0.97 | 0.0036 | 0.000 | 50 | 0.1500 | 0.2900 | 4 | 3,457 | 45.0% | -0.03 | 0.0036 | -0.005 | ||
| 23.35 | 25.35 | 1 | 233 | 38.6% | 0.96 | 0.0049 | -0.000 | 52.5 | 0.1700 | 0.4200 | 1,092 | 43.0% | -0.04 | 0.0049 | -0.007 | |
| 22.00 | 22.70 | 2 | 136 | 46.0% | 0.94 | 0.0066 | -0.003 | 55 | 0.4000 | 0.4900 | 156 | 3,345 | 42.1% | -0.06 | 0.0067 | -0.009 |
| 18.85 | 20.45 | 360 | 36.7% | 0.92 | 0.0087 | -0.006 | 57.5 | 0.5900 | 0.7600 | 88 | 4,526 | 41.7% | -0.08 | 0.0088 | -0.012 | |
| 17.15 | 18.05 | 504 | 39.1% | 0.89 | 0.0111 | -0.010 | 60 | 0.8900 | 1.05 | 44 | 9,710 | 41.1% | -0.11 | 0.0112 | -0.015 | |
| 15.15 | 16.00 | 131 | 39.5% | 0.86 | 0.0137 | -0.013 | 62.5 | 1.16 | 1.46 | 334 | 1,909 | 40.0% | -0.15 | 0.0139 | -0.018 | |
| 13.15 | 14.05 | 5 | 630 | 39.1% | 0.81 | 0.0163 | -0.017 | 65 | 1.72 | 1.92 | 75 | 8,121 | 39.6% | -0.19 | 0.0166 | -0.021 |
| 11.10 | 12.15 | 411 | 37.7% | 0.77 | 0.0189 | -0.020 | 67.5 | 2.44 | 2.57 | 61 | 2,070 | 39.5% | -0.24 | 0.0193 | -0.023 | |
| 9.90 | 10.70 | 11 | 1,285 | 40.1% | 0.71 | 0.0212 | -0.023 | 70 | 3.15 | 3.50 | 58 | 4,311 | 39.4% | -0.29 | 0.0218 | -0.026 |
| 8.40 | 8.95 | 2 | 1,508 | 39.1% | 0.65 | 0.0231 | -0.025 | 72.5 | 3.95 | 4.40 | 3,299 | 38.4% | -0.35 | 0.0238 | -0.027 | |
| 7.05 | 7.70 | 177 | 5,160 | 39.3% | 0.59 | 0.0245 | -0.027 | 75 | 5.25 | 5.50 | 189 | 3,352 | 38.7% | -0.42 | 0.0253 | -0.029 |
| 5.90 | 6.60 | 208 | 1,427 | 39.6% | 0.53 | 0.0252 | -0.028 | 77.5 | 6.50 | 6.75 | 21 | 2,608 | 38.3% | -0.48 | 0.0262 | -0.029 |
| 4.95 | 5.20 | 797 | 9,406 | 38.9% | 0.47 | 0.0253 | -0.028 | 80 | 7.70 | 8.25 | 119 | 6,432 | 37.6% | -0.55 | 0.0265 | -0.029 |
| 4.00 | 4.40 | 64 | 1,759 | 38.8% | 0.41 | 0.0248 | -0.028 | 82.5 | 9.30 | 9.85 | 822 | 37.4% | -0.61 | 0.0261 | -0.028 | |
| 3.25 | 3.50 | 58 | 3,508 | 38.4% | 0.36 | 0.0237 | -0.026 | 85 | 11.00 | 12.00 | 536 | 38.5% | -0.67 | 0.0253 | -0.026 | |
| 2.55 | 2.84 | 21 | 1,407 | 38.1% | 0.30 | 0.0223 | -0.025 | 87.5 | 12.00 | 14.05 | 1 | 1,907 | 35.8% | -0.72 | 0.0241 | -0.024 |
| 2.20 | 2.32 | 1,609 | 6,656 | 38.8% | 0.26 | 0.0206 | -0.023 | 90 | 15.10 | 16.05 | 819 | 40.0% | -0.77 | 0.0225 | -0.022 | |
| 1.67 | 1.91 | 5 | 1,937 | 38.6% | 0.22 | 0.0187 | -0.021 | 92.5 | 17.00 | 18.25 | 303 | 39.8% | -0.81 | 0.0209 | -0.019 | |
| 1.40 | 1.52 | 56 | 2,559 | 38.9% | 0.19 | 0.0168 | -0.019 | 95 | 19.10 | 20.70 | 323 | 41.0% | -0.85 | 0.0192 | -0.017 | |
| 1.04 | 1.76 | 1,347 | 41.2% | 0.16 | 0.0149 | -0.018 | 97.5 | 21.35 | 22.60 | 1,124 | 39.1% | -0.88 | 0.0175 | -0.015 | ||
| 0.9100 | 1.05 | 253 | 14.4K | 39.6% | 0.13 | 0.0132 | -0.016 | 100 | 23.85 | 25.20 | 964 | 42.6% | -0.91 | 0.0156 | -0.012 | |
| 0.6000 | 0.7000 | 67 | 1,667 | 40.2% | 0.09 | 0.0101 | -0.013 | 105 | 28.25 | 29.85 | 100 | -0.96 | 0.0141 | -0.006 | ||
| 0.3400 | 0.5300 | 45 | 1,599 | 40.8% | 0.07 | 0.0077 | -0.010 | 110 | 32.90 | 35.25 | 4 | 43.2% | -0.99 | 0.0071 | -0.012 | |
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs