XYZ option chain Block, Inc.
Cboe delayed options data · as of 12:43 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 ±12.4% (68.48–87.83) · ATM IV 64.9% · P/C open interest 1.00
| 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 | |
| 30.90 | 34.30 | 2 | 0.99 | 0.0007 | -0.004 | 45 | 0 | 2.14 | 174.0% | -0.00 | 0.0007 | -0.004 | ||||
| 25.95 | 29.55 | 0.99 | 0.0017 | -0.009 | 50 | 0 | 2.16 | 147.0% | -0.01 | 0.0017 | -0.009 | |||||
| 21.05 | 24.60 | 1 | 0.97 | 0.0040 | -0.019 | 55 | 0 | 2.22 | 10 | 122.8% | -0.02 | 0.0040 | -0.019 | |||
| 16.25 | 19.45 | 0.94 | 0.0084 | -0.036 | 60 | 0.0700 | 0.4900 | 44 | 69.4% | -0.06 | 0.0084 | -0.036 | ||||
| 15.00 | 17.15 | 55.7% | 0.92 | 0.0109 | -0.045 | 62 | 0.1200 | 0.8100 | 3 | 70.1% | -0.08 | 0.0109 | -0.045 | |||
| 14.15 | 16.15 | 56.5% | 0.91 | 0.0123 | -0.050 | 63 | 0.2000 | 0.8300 | 14 | 16 | 68.1% | -0.09 | 0.0123 | -0.050 | ||
| 13.30 | 15.25 | 58.5% | 0.89 | 0.0138 | -0.055 | 64 | 0.2700 | 0.8400 | 6 | 65.6% | -0.10 | 0.0138 | -0.055 | |||
| 12.45 | 14.45 | 60.9% | 0.88 | 0.0154 | -0.061 | 65 | 0.6400 | 0.9400 | 203 | 68.4% | -0.12 | 0.0155 | -0.061 | |||
| 11.60 | 13.55 | 60.6% | 0.86 | 0.0171 | -0.066 | 66 | 0.7300 | 1.13 | 52 | 67.8% | -0.14 | 0.0172 | -0.066 | |||
| 10.80 | 12.70 | 1 | 61.1% | 0.84 | 0.0189 | -0.072 | 67 | 0.8200 | 1.38 | 2 | 207 | 67.5% | -0.16 | 0.0189 | -0.072 | |
| 10.00 | 11.90 | 1 | 61.4% | 0.82 | 0.0206 | -0.078 | 68 | 0.8600 | 1.62 | 12 | 251 | 66.0% | -0.18 | 0.0207 | -0.078 | |
| 9.25 | 11.15 | 62.1% | 0.80 | 0.0224 | -0.083 | 69 | 1.29 | 1.75 | 3 | 13 | 67.0% | -0.20 | 0.0224 | -0.084 | ||
| 8.50 | 10.10 | 3 | 59.4% | 0.77 | 0.0241 | -0.089 | 70 | 1.61 | 1.89 | 44 | 219 | 66.4% | -0.23 | 0.0242 | -0.089 | |
| 7.90 | 9.90 | 1 | 13 | 65.1% | 0.75 | 0.0258 | -0.094 | 71 | 1.81 | 2.17 | 89 | 399 | 65.5% | -0.25 | 0.0259 | -0.094 |
| 7.55 | 8.70 | 31 | 63.6% | 0.72 | 0.0274 | -0.098 | 72 | 2.06 | 2.48 | 216 | 469 | 64.9% | -0.28 | 0.0275 | -0.099 | |
| 6.85 | 7.75 | 1 | 68 | 61.0% | 0.69 | 0.0288 | -0.102 | 73 | 2.46 | 2.95 | 13 | 367 | 66.2% | -0.31 | 0.0289 | -0.103 |
| 6.50 | 7.30 | 1 | 64.3% | 0.66 | 0.0301 | -0.106 | 74 | 2.84 | 3.25 | 59 | 48 | 65.5% | -0.34 | 0.0302 | -0.106 | |
| 6.20 | 6.70 | 7 | 11 | 66.2% | 0.63 | 0.0312 | -0.109 | 75 | 3.05 | 3.60 | 14 | 170 | 63.6% | -0.37 | 0.0314 | -0.109 |
| 5.60 | 6.15 | 3 | 179 | 65.8% | 0.59 | 0.0322 | -0.111 | 76 | 3.35 | 4.40 | 1 | 29 | 65.0% | -0.40 | 0.0323 | -0.112 |
| 4.65 | 5.45 | 24 | 35 | 61.6% | 0.56 | 0.0328 | -0.113 | 77 | 3.55 | 4.90 | 229 | 318 | 63.2% | -0.44 | 0.0330 | -0.113 |
| 4.55 | 4.90 | 8 | 434 | 63.7% | 0.53 | 0.0333 | -0.113 | 78 | 4.60 | 5.30 | 74 | 216 | 66.0% | -0.47 | 0.0334 | -0.114 |
| 3.60 | 4.45 | 19 | 41 | 60.4% | 0.50 | 0.0335 | -0.113 | 79 | 4.95 | 6.10 | 1 | 231 | 66.4% | -0.50 | 0.0336 | -0.114 |
| 3.20 | 4.20 | 224 | 764 | 61.6% | 0.46 | 0.0335 | -0.112 | 80 | 5.60 | 6.10 | 41 | 429 | 62.9% | -0.54 | 0.0336 | -0.113 |
| 3.00 | 3.90 | 6 | 330 | 63.5% | 0.43 | 0.0332 | -0.111 | 81 | 5.65 | 7.30 | 2 | 63.1% | -0.57 | 0.0334 | -0.111 | |
| 2.92 | 3.20 | 78 | 125 | 63.0% | 0.40 | 0.0327 | -0.108 | 82 | 6.80 | 7.40 | 62.8% | -0.60 | 0.0329 | -0.109 | ||
| 2.59 | 2.86 | 5 | 174 | 62.9% | 0.37 | 0.0320 | -0.106 | 83 | 7.35 | 8.55 | 65.3% | -0.63 | 0.0322 | -0.106 | ||
| 2.19 | 2.57 | 3 | 115 | 62.2% | 0.34 | 0.0311 | -0.102 | 84 | 8.20 | 9.40 | 1 | 67.5% | -0.66 | 0.0313 | -0.103 | |
| 1.96 | 2.32 | 44 | 255 | 62.6% | 0.31 | 0.0300 | -0.098 | 85 | 8.75 | 9.95 | 65.0% | -0.69 | 0.0302 | -0.099 | ||
| 1.56 | 2.13 | 8 | 61 | 61.8% | 0.28 | 0.0288 | -0.094 | 86 | 9.10 | 11.05 | 64.6% | -0.72 | 0.0290 | -0.095 | ||
| 1.48 | 1.80 | 81 | 118 | 62.0% | 0.26 | 0.0275 | -0.089 | 87 | 9.70 | 11.85 | 63.4% | -0.75 | 0.0278 | -0.090 | ||
| 1.29 | 1.45 | 118 | 233 | 60.8% | 0.23 | 0.0261 | -0.084 | 88 | 10.60 | 12.60 | 63.9% | -0.77 | 0.0264 | -0.085 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 89 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.8400 | 1.21 | 58 | 488 | 60.4% | 0.19 | 0.0231 | -0.074 | 90 | 12.20 | 14.30 | 2 | 63.8% | -0.81 | 0.0234 | -0.075 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 91 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1400 | 1.00 | 12 | 191 | 62.7% | 0.11 | 0.0158 | -0.050 | 95 | 16.80 | 18.80 | 67.4% | -0.90 | 0.0162 | -0.051 | ||
| 0.0100 | 0.5500 | 23 | 63.2% | 0.06 | 0.0098 | -0.031 | 100 | 21.60 | 23.70 | 74.7% | -0.95 | 0.0102 | -0.032 | |||
| 0.0100 | 0.7500 | 10 | 77.2% | 0.03 | 0.0056 | -0.018 | 105 | 25.75 | 29.20 | 78.5% | -0.98 | 0.0058 | -0.018 | |||
| 0 | 0.1500 | 3 | 3 | 65.9% | 0.01 | 0.0031 | -0.010 | 110 | 30.85 | 34.20 | 90.1% | -0.99 | 0.0028 | -0.008 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 115 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
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 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs