ZM option chain Zoom Communications, Inc.
Cboe delayed options data · as of 00:40 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 ±14.5% (82.55–110.55) · ATM IV 38.9% · P/C open interest 0.18
| 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 | |
| 45.40 | 48.15 | 3 | 78.3% | 1.00 | 0.0004 | 0.000 | 50 | 0 | 0.2000 | 6 | 64.8% | -0.00 | 0.0004 | -0.002 | ||
| 39.70 | 43.20 | 1 | 0.99 | 0.0009 | 0.000 | 55 | 0 | 0.6400 | 22 | 67.6% | -0.01 | 0.0009 | -0.003 | |||
| 35.55 | 38.30 | 10 | 60.7% | 0.99 | 0.0016 | -0.001 | 60 | 0 | 0.3500 | 174 | 52.7% | -0.01 | 0.0016 | -0.005 | ||
| 30.00 | 33.45 | 4 | 43.2% | 0.97 | 0.0029 | -0.005 | 65 | 0 | 0.4500 | 83 | 46.9% | -0.03 | 0.0029 | -0.008 | ||
| 27.60 | 31.05 | 1 | 42.6% | 0.97 | 0.0038 | -0.007 | 67.5 | 0 | 0.9900 | 453 | 50.4% | -0.04 | 0.0038 | -0.010 | ||
| 25.75 | 28.70 | 10 | 48.0% | 0.95 | 0.0050 | -0.010 | 70 | 0.3200 | 0.4700 | 1 | 120 | 44.0% | -0.05 | 0.0050 | -0.012 | |
| 22.95 | 26.70 | 2 | 45.1% | 0.94 | 0.0064 | -0.013 | 72.5 | 0.1600 | 0.8700 | 138 | 42.5% | -0.06 | 0.0064 | -0.015 | ||
| 21.40 | 24.45 | 97 | 48.8% | 0.92 | 0.0080 | -0.016 | 75 | 0.5000 | 1.07 | 5 | 212 | 42.8% | -0.08 | 0.0081 | -0.018 | |
| 19.00 | 21.65 | 4 | 42.7% | 0.89 | 0.0099 | -0.020 | 77.5 | 0.5300 | 1.39 | 174 | 40.8% | -0.11 | 0.0100 | -0.022 | ||
| 17.00 | 19.75 | 68 | 43.7% | 0.86 | 0.0119 | -0.024 | 80 | 0.8600 | 1.65 | 903 | 39.7% | -0.14 | 0.0121 | -0.026 | ||
| 14.25 | 18.25 | 32 | 41.9% | 0.83 | 0.0141 | -0.028 | 82.5 | 1.29 | 2.30 | 53 | 411 | 40.2% | -0.18 | 0.0143 | -0.030 | |
| 13.25 | 15.10 | 54 | 40.1% | 0.79 | 0.0162 | -0.032 | 85 | 1.85 | 2.50 | 5 | 1,863 | 38.4% | -0.22 | 0.0164 | -0.034 | |
| 11.55 | 13.30 | 2 | 25 | 40.0% | 0.74 | 0.0181 | -0.036 | 87.5 | 2.55 | 3.25 | 4 | 120 | 38.4% | -0.27 | 0.0185 | -0.037 |
| 9.95 | 11.60 | 10 | 566 | 39.7% | 0.69 | 0.0198 | -0.039 | 90 | 3.35 | 4.10 | 22 | 322 | 38.1% | -0.32 | 0.0203 | -0.040 |
| 8.60 | 10.00 | 1 | 724 | 39.7% | 0.64 | 0.0212 | -0.041 | 92.5 | 4.35 | 5.60 | 273 | 39.6% | -0.37 | 0.0217 | -0.043 | |
| 7.35 | 8.60 | 3 | 439 | 39.7% | 0.58 | 0.0220 | -0.043 | 95 | 5.50 | 6.35 | 104 | 38.3% | -0.43 | 0.0226 | -0.045 | |
| 6.20 | 7.40 | 178 | 39.7% | 0.53 | 0.0224 | -0.044 | 97.5 | 6.75 | 7.65 | 182 | 38.1% | -0.49 | 0.0231 | -0.045 | ||
| 5.20 | 6.10 | 6 | 9,995 | 39.1% | 0.47 | 0.0223 | -0.044 | 100 | 8.20 | 9.10 | 192 | 38.1% | -0.54 | 0.0232 | -0.046 | |
| 3.55 | 4.65 | 1 | 473 | 40.1% | 0.37 | 0.0210 | -0.043 | 105 | 11.35 | 13.15 | 2 | 136 | 39.8% | -0.65 | 0.0221 | -0.044 |
| 2.38 | 3.15 | 24 | 9,704 | 39.7% | 0.29 | 0.0186 | -0.039 | 110 | 14.95 | 17.15 | 84 | 40.0% | -0.74 | 0.0199 | -0.040 | |
| 1.78 | 2.50 | 13 | 403 | 42.0% | 0.22 | 0.0158 | -0.034 | 115 | 19.05 | 21.40 | 251 | 40.3% | -0.81 | 0.0172 | -0.035 | |
| 0.9600 | 1.88 | 863 | 41.8% | 0.16 | 0.0130 | -0.029 | 120 | 22.65 | 26.60 | 1 | 39.8% | -0.87 | 0.0145 | -0.030 | ||
| 0.7100 | 1.01 | 10 | 1,002 | 40.8% | 0.12 | 0.0105 | -0.024 | 125 | 27.75 | 31.25 | 22 | 43.1% | -0.92 | 0.0122 | -0.024 | |
| 0.5000 | 1.11 | 1 | 7,818 | 44.5% | 0.09 | 0.0083 | -0.019 | 130 | 32.15 | 35.25 | 2 | -0.95 | 0.0102 | -0.021 | ||
| 0.2600 | 0.8600 | 1,705 | 44.8% | 0.07 | 0.0065 | -0.016 | 135 | 37.45 | 40.20 | 3 | -0.98 | 0.0088 | -0.020 | |||
| 0.1500 | 0.6800 | 12 | 100 | 45.7% | 0.05 | 0.0051 | -0.013 | 140 | 42.40 | 45.20 | -1.00 | 0.0025 | -0.010 | |||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs