W option chain Wayfair Inc.
Cboe delayed options data · as of Sep 03, 21:55 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 ±32.3% (65.78–128.43) · ATM IV 59.8% · P/C open interest 0.26
| 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 | |
| 48.35 | 50.15 | 69.2% | 0.96 | 0.0020 | -0.002 | 50 | 0.5000 | 1.08 | 65.1% | -0.04 | 0.0020 | -0.011 | ||||
| 43.85 | 46.60 | 1 | 71.7% | 0.94 | 0.0027 | -0.006 | 55 | 0.9400 | 1.58 | 10 | 64.0% | -0.06 | 0.0028 | -0.014 | ||
| 39.55 | 42.25 | 68.5% | 0.92 | 0.0037 | -0.011 | 60 | 1.37 | 2.28 | 25 | 62.2% | -0.08 | 0.0037 | -0.018 | |||
| 35.70 | 37.80 | 65.9% | 0.89 | 0.0047 | -0.017 | 65 | 2.32 | 3.20 | 3 | 62.2% | -0.11 | 0.0047 | -0.023 | |||
| 31.85 | 34.35 | 2 | 65.6% | 0.85 | 0.0057 | -0.022 | 70 | 3.15 | 4.40 | 14 | 61.0% | -0.15 | 0.0058 | -0.028 | ||
| 28.45 | 30.20 | 3 | 63.3% | 0.81 | 0.0067 | -0.028 | 75 | 4.55 | 5.80 | 4 | 60.7% | -0.19 | 0.0068 | -0.032 | ||
| 26.60 | 29.05 | 1 | 63.8% | 0.79 | 0.0071 | -0.030 | 77.5 | 5.00 | 6.65 | 59.8% | -0.21 | 0.0073 | -0.034 | |||
| 25.00 | 27.30 | 63.1% | 0.77 | 0.0076 | -0.032 | 80 | 5.75 | 7.55 | 21 | 59.5% | -0.24 | 0.0077 | -0.036 | |||
| 23.45 | 25.65 | 62.5% | 0.74 | 0.0080 | -0.034 | 82.5 | 6.95 | 8.50 | 1 | 60.1% | -0.26 | 0.0082 | -0.038 | |||
| 22.20 | 24.20 | 62.7% | 0.72 | 0.0084 | -0.036 | 85 | 7.40 | 9.55 | 1 | 58.8% | -0.28 | 0.0086 | -0.039 | |||
| 20.50 | 22.80 | 1 | 61.8% | 0.70 | 0.0087 | -0.038 | 87.5 | 8.30 | 10.65 | 1 | 58.4% | -0.31 | 0.0090 | -0.041 | ||
| 19.10 | 21.45 | 61.4% | 0.67 | 0.0091 | -0.039 | 90 | 10.00 | 11.80 | 1 | 59.5% | -0.33 | 0.0093 | -0.042 | |||
| 18.15 | 19.90 | 38 | 61.2% | 0.65 | 0.0093 | -0.040 | 92.5 | 10.55 | 13.05 | 1 | 58.1% | -0.36 | 0.0096 | -0.043 | ||
| 17.00 | 19.05 | 1 | 61.8% | 0.62 | 0.0096 | -0.042 | 95 | 12.40 | 14.45 | 5 | 59.4% | -0.38 | 0.0099 | -0.044 | ||
| 15.75 | 17.60 | 60.8% | 0.60 | 0.0098 | -0.042 | 97.5 | 13.65 | 15.65 | 1 | 58.9% | -0.41 | 0.0101 | -0.044 | |||
| 14.75 | 16.55 | 13 | 60.9% | 0.57 | 0.0099 | -0.043 | 100 | 15.10 | 17.05 | 14 | 58.8% | -0.43 | 0.0103 | -0.045 | ||
| 12.70 | 14.65 | 3 | 60.6% | 0.53 | 0.0101 | -0.044 | 105 | 18.25 | 20.00 | 1 | 58.8% | -0.48 | 0.0105 | -0.045 | ||
| 10.65 | 12.90 | 4 | 59.8% | 0.48 | 0.0101 | -0.044 | 110 | 21.35 | 23.35 | 5 | 58.7% | -0.53 | 0.0106 | -0.044 | ||
| 9.35 | 11.40 | 77 | 60.1% | 0.44 | 0.0100 | -0.044 | 115 | 24.75 | 26.85 | 12 | 58.5% | -0.58 | 0.0106 | -0.043 | ||
| 8.00 | 10.05 | 8 | 60.0% | 0.40 | 0.0098 | -0.043 | 120 | 28.20 | 30.30 | 1 | 57.6% | -0.62 | 0.0104 | -0.042 | ||
| 6.60 | 8.85 | 70 | 59.4% | 0.36 | 0.0095 | -0.042 | 125 | 32.30 | 34.10 | 58.0% | -0.66 | 0.0102 | -0.040 | |||
| 5.85 | 7.80 | 2 | 59.9% | 0.32 | 0.0091 | -0.040 | 130 | 35.95 | 38.40 | 1 | 57.9% | -0.70 | 0.0099 | -0.038 | ||
| 4.80 | 6.85 | 191 | 59.4% | 0.29 | 0.0087 | -0.038 | 135 | 40.55 | 42.40 | 58.5% | -0.74 | 0.0096 | -0.036 | |||
| 4.25 | 6.10 | 3 | 59.9% | 0.26 | 0.0082 | -0.036 | 140 | 44.10 | 46.75 | 56.9% | -0.77 | 0.0092 | -0.033 | |||
| 3.45 | 5.45 | 59.7% | 0.23 | 0.0078 | -0.034 | 145 | 48.40 | 50.90 | 55.8% | -0.80 | 0.0088 | -0.031 | ||||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs