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 ±37.1% (47.75–104.05) · ATM IV 41.4% · P/C open interest 0.99
| 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 | |
| 38.40 | 40.15 | 1 | 120 | 41.2% | 0.95 | 0.0028 | 0.000 | 40 | 0.9800 | 1.39 | 96 | 46.5% | -0.05 | 0.0028 | -0.004 | |
| 36.25 | 38.20 | 1,141 | 41.6% | 0.94 | 0.0033 | 0.000 | 42.5 | 1.20 | 1.67 | 1,565 | 45.4% | -0.07 | 0.0034 | -0.005 | ||
| 34.20 | 36.95 | 374 | 44.6% | 0.93 | 0.0038 | -0.000 | 45 | 1.33 | 2.08 | 462 | 44.2% | -0.08 | 0.0040 | -0.006 | ||
| 32.85 | 35.50 | 100 | 47.9% | 0.91 | 0.0044 | -0.001 | 47.5 | 1.71 | 2.58 | 152 | 44.0% | -0.10 | 0.0046 | -0.007 | ||
| 30.80 | 32.25 | 15 | 433 | 42.6% | 0.89 | 0.0051 | -0.003 | 50 | 2.17 | 2.69 | 4 | 1,233 | 42.5% | -0.12 | 0.0053 | -0.007 |
| 27.45 | 30.50 | 33 | 138 | 47.2% | 0.85 | 0.0063 | -0.005 | 55 | 3.35 | 4.00 | 2 | 529 | 42.4% | -0.16 | 0.0067 | -0.009 |
| 24.50 | 27.00 | 11 | 409 | 46.4% | 0.81 | 0.0076 | -0.007 | 60 | 4.15 | 6.40 | 10 | 3,949 | 42.6% | -0.20 | 0.0081 | -0.011 |
| 22.10 | 23.65 | 119 | 40.7% | 0.79 | 0.0081 | -0.008 | 62.5 | 5.00 | 6.60 | 1 | 137 | 41.1% | -0.23 | 0.0088 | -0.011 | |
| 21.40 | 24.00 | 37 | 189 | 45.4% | 0.76 | 0.0087 | -0.009 | 65 | 6.75 | 7.15 | 21 | 2,407 | 41.8% | -0.26 | 0.0094 | -0.012 |
| 19.60 | 21.90 | 97 | 43.1% | 0.74 | 0.0092 | -0.009 | 67.5 | 6.75 | 8.20 | 207 | 39.9% | -0.28 | 0.0100 | -0.012 | ||
| 18.60 | 20.30 | 25 | 531 | 43.0% | 0.71 | 0.0097 | -0.010 | 70 | 8.55 | 9.85 | 2,064 | 42.0% | -0.31 | 0.0106 | -0.013 | |
| 16.60 | 19.00 | 458 | 41.5% | 0.68 | 0.0101 | -0.011 | 72.5 | 9.65 | 11.35 | 799 | 42.2% | -0.34 | 0.0112 | -0.013 | ||
| 16.15 | 16.90 | 38 | 709 | 41.1% | 0.66 | 0.0105 | -0.011 | 75 | 10.90 | 12.35 | 10 | 2,915 | 41.7% | -0.37 | 0.0117 | -0.014 |
| 14.65 | 15.80 | 17 | 267 | 40.4% | 0.63 | 0.0108 | -0.012 | 77.5 | 11.60 | 14.30 | 55 | 41.6% | -0.40 | 0.0121 | -0.014 | |
| 13.90 | 15.35 | 1,340 | 41.7% | 0.60 | 0.0110 | -0.012 | 80 | 13.60 | 14.65 | 2,362 | 40.8% | -0.43 | 0.0125 | -0.014 | ||
| 12.70 | 13.90 | 3 | 164 | 40.6% | 0.58 | 0.0112 | -0.013 | 82.5 | 13.00 | 16.75 | 1,126 | 38.6% | -0.46 | 0.0129 | -0.014 | |
| 11.75 | 12.95 | 1 | 545 | 40.4% | 0.55 | 0.0114 | -0.013 | 85 | 15.65 | 19.50 | 1,125 | 42.0% | -0.49 | 0.0132 | -0.014 | |
| 11.00 | 11.85 | 1 | 391 | 40.2% | 0.53 | 0.0115 | -0.013 | 87.5 | 17.20 | 19.20 | 71 | 39.0% | -0.52 | 0.0135 | -0.014 | |
| 10.15 | 12.00 | 2,497 | 41.4% | 0.50 | 0.0115 | -0.013 | 90 | 19.85 | 21.15 | 159 | 40.8% | -0.55 | 0.0137 | -0.014 | ||
| 9.20 | 11.05 | 1,352 | 40.8% | 0.48 | 0.0115 | -0.013 | 92.5 | 20.60 | 23.05 | 165 | 39.5% | -0.58 | 0.0139 | -0.014 | ||
| 8.00 | 10.15 | 820 | 39.7% | 0.45 | 0.0115 | -0.013 | 95 | 21.50 | 25.10 | 89 | 38.4% | -0.61 | 0.0140 | -0.014 | ||
| 8.00 | 9.40 | 1,370 | 655 | 40.5% | 0.43 | 0.0114 | -0.013 | 97.5 | 25.10 | 26.05 | 163 | 39.7% | -0.64 | 0.0142 | -0.014 | |
| 6.15 | 8.50 | 8 | 1,934 | 38.2% | 0.41 | 0.0112 | -0.013 | 100 | 27.20 | 28.60 | 485 | 41.0% | -0.66 | 0.0142 | -0.014 | |
| 6.55 | 7.40 | 1,100 | 40.4% | 0.37 | 0.0109 | -0.013 | 105 | 30.15 | 34.00 | 114 | 41.7% | -0.72 | 0.0143 | -0.013 | ||
| 5.20 | 7.15 | 4 | 582 | 40.8% | 0.33 | 0.0105 | -0.012 | 110 | 34.75 | 36.35 | 38 | 38.9% | -0.77 | 0.0144 | -0.013 | |
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 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.