ULTA option chain Ulta Beauty, Inc.
Cboe delayed options data · as of 15:45 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 ±14.2% (508.52–677.33) · ATM IV 36.1% · P/C open interest 0.67
| 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 | |
| 292.00 | 300.20 | 1,447 | 60.5% | 1.00 | 0.0000 | 0.000 | 300 | 0 | 0.6500 | 30 | 58.8% | -0.00 | 0.0000 | -0.003 | ||
| 282.00 | 290.50 | 3 | 58.5% | 1.00 | 0.0000 | 0.000 | 310 | 0 | 0.8500 | 37 | 58.1% | -0.00 | 0.0000 | -0.004 | ||
| 272.60 | 280.90 | 7 | 60.9% | 1.00 | 0.0000 | 0.000 | 320 | 0 | 0.7000 | 47 | 54.2% | -0.00 | 0.0000 | -0.005 | ||
| 262.70 | 270.80 | 4 | 57.0% | 1.00 | 0.0001 | 0.000 | 330 | 0 | 0.7500 | 66 | 52.2% | -0.00 | 0.0001 | -0.007 | ||
| 252.90 | 260.70 | 3 | 53.6% | 0.99 | 0.0001 | 0.000 | 340 | 0 | 0.8000 | 44 | 50.2% | -0.00 | 0.0001 | -0.009 | ||
| 243.00 | 251.10 | 17 | 52.6% | 0.99 | 0.0001 | 0.000 | 350 | 0 | 0.8500 | 48 | 48.3% | -0.01 | 0.0001 | -0.011 | ||
| 233.00 | 241.10 | 7 | 48.9% | 0.99 | 0.0001 | 0.000 | 360 | 0 | 0.9500 | 524 | 46.7% | -0.01 | 0.0002 | -0.014 | ||
| 223.40 | 230.80 | 9 | 45.9% | 0.99 | 0.0002 | 0.000 | 370 | 0 | 1.05 | 16 | 45.0% | -0.01 | 0.0002 | -0.018 | ||
| 213.70 | 221.80 | 13 | 48.1% | 0.99 | 0.0002 | -0.003 | 380 | 0.0500 | 1.20 | 72 | 43.8% | -0.01 | 0.0003 | -0.022 | ||
| 204.00 | 212.00 | 4 | 46.6% | 0.98 | 0.0003 | -0.009 | 390 | 0.2000 | 1.35 | 165 | 43.0% | -0.02 | 0.0003 | -0.027 | ||
| 194.30 | 202.00 | 12 | 44.4% | 0.98 | 0.0004 | -0.016 | 400 | 0.3500 | 1.65 | 577 | 42.4% | -0.02 | 0.0004 | -0.033 | ||
| 184.10 | 192.20 | 101 | 41.4% | 0.97 | 0.0005 | -0.024 | 410 | 0.5500 | 1.95 | 228 | 41.7% | -0.03 | 0.0005 | -0.041 | ||
| 175.10 | 182.90 | 15 | 42.7% | 0.97 | 0.0006 | -0.033 | 420 | 0.9000 | 2.45 | 247 | 41.6% | -0.03 | 0.0006 | -0.049 | ||
| 165.70 | 173.30 | 14 | 41.9% | 0.96 | 0.0007 | -0.043 | 430 | 1.20 | 2.95 | 161 | 40.9% | -0.04 | 0.0007 | -0.058 | ||
| 156.30 | 163.90 | 31 | 41.1% | 0.95 | 0.0009 | -0.053 | 440 | 1.50 | 3.70 | 392 | 40.4% | -0.05 | 0.0009 | -0.068 | ||
| 147.00 | 154.80 | 358 | 40.6% | 0.94 | 0.0010 | -0.065 | 450 | 2.20 | 4.40 | 302 | 40.1% | -0.06 | 0.0010 | -0.079 | ||
| 137.70 | 145.40 | 14 | 39.5% | 0.93 | 0.0012 | -0.078 | 460 | 2.80 | 5.30 | 255 | 39.6% | -0.07 | 0.0012 | -0.091 | ||
| 129.00 | 136.40 | 46 | 39.3% | 0.91 | 0.0014 | -0.091 | 470 | 3.90 | 6.40 | 257 | 39.5% | -0.09 | 0.0014 | -0.104 | ||
| 119.90 | 127.70 | 14 | 38.6% | 0.89 | 0.0016 | -0.105 | 480 | 4.80 | 7.70 | 138 | 39.0% | -0.11 | 0.0016 | -0.117 | ||
| 111.40 | 119.00 | 534 | 38.2% | 0.87 | 0.0018 | -0.120 | 490 | 6.30 | 9.10 | 73 | 38.8% | -0.13 | 0.0018 | -0.131 | ||
| 103.00 | 109.00 | 162 | 36.6% | 0.85 | 0.0020 | -0.135 | 500 | 8.20 | 9.80 | 157 | 38.0% | -0.15 | 0.0021 | -0.145 | ||
| 87.40 | 93.80 | 58 | 36.8% | 0.80 | 0.0025 | -0.164 | 520 | 12.30 | 13.60 | 114 | 37.4% | -0.20 | 0.0026 | -0.173 | ||
| 72.90 | 79.10 | 453 | 36.4% | 0.74 | 0.0030 | -0.190 | 540 | 17.30 | 18.90 | 9 | 117 | 36.9% | -0.26 | 0.0030 | -0.199 | |
| 60.20 | 65.60 | 125 | 36.2% | 0.68 | 0.0033 | -0.211 | 560 | 23.50 | 25.50 | 44 | 36.2% | -0.33 | 0.0034 | -0.220 | ||
| 50.00 | 53.10 | 217 | 36.2% | 0.61 | 0.0036 | -0.226 | 580 | 32.10 | 33.70 | 10 | 116 | 36.1% | -0.40 | 0.0037 | -0.234 | |
| 39.70 | 43.90 | 637 | 36.4% | 0.53 | 0.0038 | -0.233 | 600 | 41.80 | 43.40 | 56 | 35.8% | -0.48 | 0.0039 | -0.240 | ||
| 31.60 | 33.40 | 301 | 35.6% | 0.46 | 0.0038 | -0.231 | 620 | 51.70 | 56.60 | 23 | 35.7% | -0.55 | 0.0040 | -0.238 | ||
| 24.40 | 26.40 | 328 | 35.5% | 0.39 | 0.0037 | -0.221 | 640 | 65.60 | 69.30 | 18 | 36.0% | -0.63 | 0.0039 | -0.229 | ||
| 18.50 | 19.80 | 273 | 35.0% | 0.32 | 0.0035 | -0.206 | 660 | 78.20 | 85.00 | 19 | 35.8% | -0.70 | 0.0037 | -0.213 | ||
| 13.90 | 15.10 | 717 | 34.9% | 0.26 | 0.0032 | -0.186 | 680 | 93.50 | 100.50 | 18 | 35.6% | -0.76 | 0.0034 | -0.194 | ||
| 10.20 | 11.40 | 212 | 34.8% | 0.21 | 0.0028 | -0.163 | 700 | 109.60 | 117.00 | 9 | 35.3% | -0.82 | 0.0031 | -0.173 | ||
| 7.50 | 8.50 | 260 | 34.8% | 0.16 | 0.0024 | -0.140 | 720 | 126.70 | 134.90 | 35.3% | -0.87 | 0.0028 | -0.150 | |||
| 3.70 | 7.10 | 232 | 34.0% | 0.13 | 0.0020 | -0.118 | 740 | 145.00 | 152.70 | 34.8% | -0.91 | 0.0024 | -0.129 | |||
| 2.50 | 5.60 | 88 | 34.4% | 0.10 | 0.0017 | -0.098 | 760 | 164.00 | 171.70 | 34.9% | -0.95 | 0.0021 | -0.109 | |||
| 2.00 | 4.20 | 30 | 34.9% | 0.07 | 0.0014 | -0.079 | 780 | 183.00 | 191.60 | 34.8% | -0.98 | 0.0017 | -0.087 | |||
| 0.9500 | 3.20 | 26 | 34.5% | 0.06 | 0.0011 | -0.064 | 800 | 203.00 | 211.00 | -0.99 | 0.0006 | -0.049 | ||||
| 0.3500 | 2.60 | 11 | 34.6% | 0.04 | 0.0009 | -0.050 | 820 | 223.10 | 231.00 | -1.00 | 0.0000 | -0.049 | ||||
| 0.6500 | 1.70 | 14 | 35.3% | 0.03 | 0.0007 | -0.040 | 840 | 243.00 | 251.00 | -1.00 | 0.0000 | -0.049 | ||||
| 0.2000 | 1.40 | 21 | 35.1% | 0.02 | 0.0005 | -0.031 | 860 | 263.10 | 271.00 | -1.00 | 0.0000 | -0.049 | ||||
| 0.0500 | 1.20 | 193 | 35.7% | 0.02 | 0.0004 | -0.024 | 880 | 283.00 | 291.00 | -1.00 | 0.0000 | -0.049 | ||||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs