ZM option chain Zoom Communications, Inc.
Cboe delayed options data · as of 12:47 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 ±4.3% (93.06–101.50) · ATM IV 51.5% · P/C open interest 0.55
| 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 | |
| 40.80 | 44.65 | 281.4% | 1.00 | 0.0000 | -0.004 | 55 | 0 | 2.13 | 388.6% | 0.00 | 0.0000 | 0.000 | ||||
| 35.80 | 39.65 | 243.2% | 1.00 | 0.0000 | -0.004 | 60 | 0 | 0.2500 | 155.9% | 0.00 | 0.0000 | -0.000 | ||||
| 30.80 | 34.65 | 207.8% | 1.00 | 0.0000 | -0.004 | 65 | 0 | 0.2500 | 131.8% | -0.00 | 0.0000 | -0.000 | ||||
| 25.80 | 29.65 | 174.6% | 1.00 | 0.0000 | -0.004 | 70 | 0 | 0.5300 | 9 | 182.5% | -0.00 | 0.0002 | -0.001 | |||
| 20.80 | 24.65 | 143.2% | 1.00 | 0.0004 | -0.004 | 75 | 0 | 0.2500 | 13 | 131.0% | -0.00 | 0.0006 | -0.003 | |||
| 16.70 | 20.65 | 112.9% | 1.00 | 0.0017 | -0.007 | 79 | 0 | 0.9500 | 2 | 142.9% | -0.00 | 0.0016 | -0.008 | |||
| 15.80 | 19.65 | 2 | 113.2% | 1.00 | 0.0022 | -0.009 | 80 | 0 | 0.9500 | 29 | 136.2% | -0.01 | 0.0021 | -0.011 | ||
| 15.35 | 18.65 | 2 | 130.1% | 0.99 | 0.0029 | -0.012 | 81 | 0 | 0.9600 | 5 | 129.8% | -0.01 | 0.0028 | -0.014 | ||
| 14.35 | 17.60 | 1 | 121.8% | 0.99 | 0.0038 | -0.016 | 82 | 0 | 1.15 | 50 | 129.2% | -0.01 | 0.0036 | -0.017 | ||
| 12.75 | 16.00 | 1 | 1 | 0.99 | 0.0048 | -0.020 | 83 | 0 | 1.05 | 12 | 119.3% | -0.01 | 0.0047 | -0.022 | ||
| 11.85 | 15.00 | 1 | 1 | 0.98 | 0.0062 | -0.027 | 84 | 0 | 0.4800 | 4 | 35 | 92.9% | -0.02 | 0.0061 | -0.028 | |
| 11.50 | 14.00 | 3 | 2 | 86.3% | 0.98 | 0.0080 | -0.034 | 85 | 0 | 0.7500 | 10 | 62 | 96.8% | -0.02 | 0.0079 | -0.035 |
| 10.55 | 13.05 | 3 | 1 | 84.2% | 0.97 | 0.0103 | -0.044 | 86 | 0 | 0.1400 | 2 | 64 | 63.6% | -0.03 | 0.0102 | -0.045 |
| 9.45 | 12.70 | 3 | 77 | 94.2% | 0.96 | 0.0132 | -0.056 | 87 | 0 | 0.3800 | 1 | 179 | 71.3% | -0.04 | 0.0131 | -0.057 |
| 8.55 | 11.05 | 2 | 15 | 72.1% | 0.95 | 0.0169 | -0.070 | 88 | 0.0500 | 0.2400 | 3 | 113 | 61.9% | -0.05 | 0.0168 | -0.071 |
| 7.55 | 10.05 | 3 | 28 | 66.0% | 0.93 | 0.0216 | -0.088 | 89 | 0.0300 | 0.3200 | 3 | 161 | 58.8% | -0.07 | 0.0215 | -0.089 |
| 6.65 | 9.20 | 27 | 66.6% | 0.91 | 0.0272 | -0.109 | 90 | 0.1300 | 0.2300 | 22 | 460 | 53.5% | -0.09 | 0.0271 | -0.110 | |
| 5.70 | 8.25 | 19 | 62.3% | 0.88 | 0.0339 | -0.133 | 91 | 0.1800 | 0.3200 | 52 | 193 | 52.0% | -0.12 | 0.0338 | -0.134 | |
| 4.80 | 7.40 | 42 | 60.4% | 0.85 | 0.0415 | -0.160 | 92 | 0.1100 | 0.9000 | 8 | 260 | 57.4% | -0.15 | 0.0414 | -0.161 | |
| 3.95 | 6.55 | 5 | 22 | 58.4% | 0.81 | 0.0499 | -0.189 | 93 | 0.3100 | 0.6200 | 187 | 272 | 48.7% | -0.19 | 0.0497 | -0.189 |
| 3.50 | 4.85 | 4 | 53 | 48.1% | 0.76 | 0.0584 | -0.217 | 94 | 0.3300 | 0.9900 | 40 | 193 | 48.1% | -0.24 | 0.0582 | -0.217 |
| 2.75 | 4.25 | 38 | 135 | 49.5% | 0.69 | 0.0664 | -0.242 | 95 | 0.7500 | 1.17 | 17 | 154 | 48.8% | -0.31 | 0.0662 | -0.241 |
| 1.78 | 4.30 | 14 | 158 | 54.3% | 0.63 | 0.0729 | -0.261 | 96 | 1.29 | 1.40 | 5 | 31 | 49.7% | -0.37 | 0.0727 | -0.260 |
| 2.17 | 2.72 | 100 | 187 | 53.5% | 0.55 | 0.0769 | -0.271 | 97 | 1.65 | 1.89 | 240 | 286 | 49.5% | -0.45 | 0.0767 | -0.270 |
| 1.58 | 2.35 | 86 | 720 | 53.7% | 0.47 | 0.0779 | -0.271 | 98 | 1.93 | 2.44 | 65 | 47.2% | -0.53 | 0.0777 | -0.270 | |
| 1.29 | 1.79 | 118 | 150 | 53.6% | 0.40 | 0.0756 | -0.260 | 99 | 2.34 | 3.05 | 41 | 45.2% | -0.60 | 0.0755 | -0.259 | |
| 0.6900 | 1.33 | 117 | 1,369 | 48.7% | 0.33 | 0.0705 | -0.239 | 100 | 2.56 | 4.05 | 17 | 43.5% | -0.67 | 0.0704 | -0.239 | |
| 0.6600 | 0.9700 | 97 | 610 | 50.9% | 0.26 | 0.0634 | -0.213 | 101 | 3.05 | 5.35 | 9 | 48.0% | -0.74 | 0.0633 | -0.213 | |
| 0.4800 | 0.6500 | 44 | 142 | 49.9% | 0.21 | 0.0551 | -0.184 | 102 | 3.55 | 6.15 | 1 | 42.6% | -0.79 | 0.0550 | -0.184 | |
| 0.3700 | 0.4900 | 1 | 113 | 51.1% | 0.16 | 0.0466 | -0.155 | 103 | 4.45 | 7.00 | 1 | 42.8% | -0.84 | 0.0466 | -0.154 | |
| 0.0900 | 0.4600 | 32 | 56 | 49.8% | 0.12 | 0.0386 | -0.128 | 104 | 5.40 | 7.90 | 1 | 43.8% | -0.88 | 0.0385 | -0.127 | |
| 0.1000 | 0.2500 | 78 | 202 | 49.0% | 0.09 | 0.0313 | -0.104 | 105 | 6.35 | 8.80 | 1 | 42.8% | -0.90 | 0.0313 | -0.103 | |
| 0.1100 | 0.1900 | 19 | 147 | 51.9% | 0.07 | 0.0251 | -0.083 | 106 | 7.15 | 9.75 | 1 | 1 | -0.93 | 0.0251 | -0.082 | |
| 0.0300 | 0.4400 | 5 | 123 | 62.4% | 0.06 | 0.0200 | -0.066 | 107 | 8.75 | 10.75 | 1 | 2 | 64.6% | -0.94 | 0.0200 | -0.065 |
| 0 | 0.5600 | 30 | 69.9% | 0.04 | 0.0158 | -0.052 | 108 | 8.45 | 11.75 | 1 | 2 | -0.96 | 0.0158 | -0.051 | ||
| 0 | 0.3500 | 10 | 67.5% | 0.03 | 0.0124 | -0.041 | 109 | 9.45 | 12.75 | 1 | 1 | -0.97 | 0.0124 | -0.040 | ||
| 0 | 0.2700 | 4 | 35 | 68.2% | 0.02 | 0.0097 | -0.032 | 110 | 10.95 | 13.70 | -0.97 | 0.0097 | -0.031 | |||
| 0.0100 | 0.0900 | 4 | 385 | 74.2% | 0.01 | 0.0029 | -0.010 | 115 | 15.40 | 18.70 | -0.99 | 0.0029 | -0.008 | |||
| 0 | 0.2500 | 4 | 60 | 69.7% | 0.00 | 0.0009 | -0.003 | 120 | 20.95 | 23.70 | -1.00 | 0.0010 | -0.001 | |||
| 0 | 0.1000 | 5 | 3 | 96.4% | 0.00 | 0.0003 | -0.001 | 125 | 25.45 | 28.70 | -1.00 | 0.0004 | 0.000 | |||
| 0 | 0.0100 | 1 | 1 | 93.4% | 0.00 | 0.0001 | -0.000 | 130 | 30.40 | 33.70 | -1.00 | 0.0002 | 0.000 | |||
| 0 | 0.0100 | 1 | 2 | 104.4% | 0.00 | 0.0000 | -0.000 | 135 | 35.65 | 39.35 | 126.8% | -1.00 | 0.0001 | 0.000 | ||
| 0 | 0.5100 | 3 | 2 | 122.1% | 0.00 | 0.0000 | -0.000 | 140 | 40.60 | 44.35 | 123.6% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 0.2500 | 2 | 2 | 124.8% | 0.00 | 0.0000 | 0.000 | 145 | 45.45 | 49.35 | -1.00 | 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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs