ZM option chain Zoom Communications, Inc.
Cboe delayed options data · as of 15:47 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 ±22.5% (75.08–118.64) · ATM IV 44.1% · P/C open interest 0.80
| 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 | |
| 45.90 | 48.85 | 20 | 50.5% | 0.98 | 0.0012 | 0.000 | 50 | 0.0600 | 0.3600 | 9 | 53.1% | -0.02 | 0.0012 | -0.004 | ||
| 41.20 | 43.60 | 32 | 40.3% | 0.97 | 0.0020 | -0.002 | 55 | 0.1800 | 0.5400 | 32 | 50.9% | -0.03 | 0.0020 | -0.007 | ||
| 36.50 | 39.05 | 3 | 44.2% | 0.95 | 0.0031 | -0.006 | 60 | 0.4200 | 0.8500 | 355 | 49.6% | -0.05 | 0.0031 | -0.010 | ||
| 32.00 | 34.50 | 15 | 44.4% | 0.92 | 0.0044 | -0.010 | 65 | 0.8000 | 1.35 | 84 | 48.7% | -0.07 | 0.0045 | -0.013 | ||
| 29.85 | 32.35 | 2 | 44.8% | 0.91 | 0.0052 | -0.012 | 67.5 | 1.07 | 1.68 | 42 | 48.3% | -0.09 | 0.0053 | -0.015 | ||
| 28.00 | 30.25 | 64 | 46.1% | 0.89 | 0.0061 | -0.015 | 70 | 1.43 | 2.06 | 270 | 48.1% | -0.11 | 0.0061 | -0.018 | ||
| 25.95 | 28.10 | 2 | 45.4% | 0.87 | 0.0070 | -0.017 | 72.5 | 1.78 | 2.51 | 115 | 47.5% | -0.13 | 0.0070 | -0.020 | ||
| 24.00 | 26.15 | 50 | 45.4% | 0.85 | 0.0079 | -0.020 | 75 | 2.28 | 3.05 | 532 | 47.4% | -0.15 | 0.0080 | -0.022 | ||
| 22.10 | 24.25 | 15 | 45.2% | 0.82 | 0.0088 | -0.022 | 77.5 | 2.84 | 3.70 | 47 | 47.3% | -0.18 | 0.0089 | -0.025 | ||
| 20.25 | 22.30 | 41 | 44.6% | 0.79 | 0.0097 | -0.025 | 80 | 3.35 | 4.40 | 276 | 46.8% | -0.20 | 0.0098 | -0.027 | ||
| 18.40 | 20.50 | 70 | 44.0% | 0.76 | 0.0105 | -0.027 | 82.5 | 4.10 | 5.20 | 94 | 46.7% | -0.23 | 0.0107 | -0.029 | ||
| 17.40 | 18.90 | 164 | 45.6% | 0.73 | 0.0113 | -0.029 | 85 | 4.95 | 5.75 | 1 | 64 | 45.8% | -0.26 | 0.0115 | -0.031 | |
| 16.40 | 17.30 | 65 | 46.6% | 0.70 | 0.0120 | -0.031 | 87.5 | 5.80 | 7.10 | 15 | 46.5% | -0.30 | 0.0123 | -0.032 | ||
| 14.75 | 15.80 | 99 | 45.8% | 0.67 | 0.0126 | -0.032 | 90 | 6.90 | 8.05 | 34 | 46.4% | -0.33 | 0.0129 | -0.034 | ||
| 13.50 | 14.40 | 40 | 45.8% | 0.63 | 0.0131 | -0.034 | 92.5 | 7.95 | 9.40 | 36 | 46.6% | -0.37 | 0.0135 | -0.035 | ||
| 11.20 | 13.15 | 122 | 43.5% | 0.60 | 0.0135 | -0.035 | 95 | 9.10 | 10.70 | 103 | 46.5% | -0.40 | 0.0139 | -0.036 | ||
| 10.10 | 11.90 | 59 | 43.5% | 0.56 | 0.0138 | -0.035 | 97.5 | 10.40 | 11.15 | 29 | 44.6% | -0.44 | 0.0142 | -0.036 | ||
| 9.85 | 10.85 | 372 | 45.2% | 0.53 | 0.0140 | -0.036 | 100 | 11.70 | 13.60 | 350 | 46.6% | -0.47 | 0.0144 | -0.037 | ||
| 7.90 | 8.80 | 635 | 44.7% | 0.46 | 0.0140 | -0.036 | 105 | 14.80 | 15.60 | 559 | 44.4% | -0.54 | 0.0146 | -0.037 | ||
| 6.40 | 7.15 | 381 | 44.7% | 0.40 | 0.0136 | -0.035 | 110 | 18.15 | 18.95 | 94 | 44.3% | -0.61 | 0.0143 | -0.036 | ||
| 5.15 | 5.90 | 170 | 45.1% | 0.34 | 0.0130 | -0.034 | 115 | 21.80 | 23.70 | 11 | 46.6% | -0.67 | 0.0138 | -0.034 | ||
| 4.25 | 4.65 | 1 | 314 | 45.1% | 0.29 | 0.0121 | -0.032 | 120 | 25.75 | 26.55 | 31 | 44.3% | -0.72 | 0.0130 | -0.032 | |
| 3.50 | 4.00 | 2 | 140 | 46.1% | 0.25 | 0.0111 | -0.029 | 125 | 29.90 | 31.95 | 14 | 47.7% | -0.77 | 0.0122 | -0.029 | |
| 2.55 | 3.20 | 160 | 45.4% | 0.21 | 0.0100 | -0.027 | 130 | 34.25 | 36.25 | 7 | 48.2% | -0.81 | 0.0113 | -0.026 | ||
| 1.75 | 2.64 | 75 | 44.8% | 0.18 | 0.0090 | -0.024 | 135 | 38.70 | 41.15 | 36 | 50.1% | -0.85 | 0.0104 | -0.024 | ||
| 1.61 | 2.19 | 33 | 46.1% | 0.15 | 0.0080 | -0.021 | 140 | 43.30 | 45.60 | 5 | 50.5% | -0.88 | 0.0095 | -0.021 | ||
| 1.13 | 1.78 | 18 | 45.6% | 0.12 | 0.0070 | -0.019 | 145 | 48.00 | 50.55 | 52.5% | -0.91 | 0.0087 | -0.019 | |||
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 — Mar 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