ZM option chain Zoom Communications, Inc.
Cboe delayed options data · as of 06:45 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 ±26.9% (71.17–123.42) · ATM IV 44.1% · P/C open interest 1.62
| 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 | |
| 47.85 | 51.35 | 57.0% | 0.97 | 0.0015 | 0.000 | 50 | 0 | 1.65 | 59.1% | -0.02 | 0.0015 | -0.005 | ||||
| 43.25 | 46.75 | 53.9% | 0.96 | 0.0023 | 0.000 | 55 | 0 | 2.11 | 55.2% | -0.04 | 0.0023 | -0.007 | ||||
| 38.75 | 42.25 | 1 | 51.3% | 0.94 | 0.0032 | -0.001 | 60 | 0.3800 | 1.66 | 1 | 48.0% | -0.06 | 0.0033 | -0.010 | ||
| 34.05 | 37.95 | 48.0% | 0.91 | 0.0044 | -0.005 | 65 | 0.9200 | 2.29 | 28 | 47.3% | -0.09 | 0.0045 | -0.013 | |||
| 29.95 | 33.85 | 47.1% | 0.88 | 0.0057 | -0.009 | 70 | 1.50 | 3.25 | 1 | 46.5% | -0.12 | 0.0058 | -0.016 | |||
| 26.50 | 30.05 | 47.5% | 0.84 | 0.0070 | -0.013 | 75 | 2.60 | 4.55 | 2 | 46.8% | -0.16 | 0.0072 | -0.019 | |||
| 24.25 | 28.20 | 46.0% | 0.82 | 0.0077 | -0.015 | 77.5 | 3.40 | 5.10 | 46.7% | -0.18 | 0.0079 | -0.021 | ||||
| 23.10 | 26.15 | 46.4% | 0.79 | 0.0083 | -0.017 | 80 | 3.60 | 5.80 | 45.2% | -0.21 | 0.0086 | -0.022 | ||||
| 21.00 | 24.45 | 45.1% | 0.77 | 0.0090 | -0.019 | 82.5 | 3.95 | 6.85 | 5 | 44.7% | -0.24 | 0.0093 | -0.024 | |||
| 19.85 | 22.75 | 45.6% | 0.74 | 0.0096 | -0.021 | 85 | 4.80 | 7.65 | 44.4% | -0.26 | 0.0099 | -0.025 | ||||
| 18.25 | 21.25 | 45.3% | 0.72 | 0.0101 | -0.022 | 87.5 | 5.80 | 8.65 | 20 | 44.5% | -0.29 | 0.0105 | -0.026 | |||
| 16.85 | 19.75 | 4 | 45.0% | 0.69 | 0.0106 | -0.024 | 90 | 6.85 | 9.65 | 44.4% | -0.32 | 0.0110 | -0.027 | |||
| 15.50 | 18.25 | 44.6% | 0.66 | 0.0110 | -0.025 | 92.5 | 7.85 | 10.70 | 44.0% | -0.35 | 0.0115 | -0.028 | ||||
| 14.20 | 17.10 | 44.7% | 0.63 | 0.0113 | -0.026 | 95 | 9.05 | 11.85 | 2 | 43.8% | -0.38 | 0.0119 | -0.029 | |||
| 13.00 | 15.95 | 44.7% | 0.60 | 0.0116 | -0.027 | 97.5 | 10.35 | 12.95 | 5 | 2 | 43.5% | -0.41 | 0.0122 | -0.029 | ||
| 11.80 | 14.80 | 4 | 44.4% | 0.57 | 0.0118 | -0.028 | 100 | 11.90 | 14.50 | 2 | 44.1% | -0.44 | 0.0125 | -0.029 | ||
| 9.80 | 12.50 | 43.8% | 0.52 | 0.0120 | -0.028 | 105 | 14.90 | 17.40 | 44.0% | -0.50 | 0.0129 | -0.029 | ||||
| 8.05 | 10.60 | 14 | 43.5% | 0.46 | 0.0120 | -0.029 | 110 | 17.70 | 20.60 | 43.2% | -0.56 | 0.0130 | -0.029 | |||
| 6.55 | 9.35 | 43.9% | 0.41 | 0.0117 | -0.028 | 115 | 21.25 | 24.05 | 43.1% | -0.62 | 0.0129 | -0.028 | ||||
| 5.30 | 8.10 | 3 | 43.9% | 0.36 | 0.0113 | -0.027 | 120 | 24.95 | 27.90 | 43.2% | -0.67 | 0.0126 | -0.026 | |||
| 4.20 | 6.90 | 43.7% | 0.32 | 0.0107 | -0.026 | 125 | 28.90 | 31.95 | 43.3% | -0.72 | 0.0122 | -0.025 | ||||
| 3.25 | 5.90 | 13 | 43.5% | 0.28 | 0.0101 | -0.025 | 130 | 33.05 | 36.40 | 44.0% | -0.77 | 0.0118 | -0.023 | |||
| 2.85 | 4.65 | 43.2% | 0.24 | 0.0094 | -0.023 | 135 | 37.40 | 40.70 | 44.1% | -0.81 | 0.0113 | -0.021 | ||||
| 1.80 | 4.80 | 44.1% | 0.21 | 0.0087 | -0.022 | 140 | 41.25 | 45.60 | 43.6% | -0.85 | 0.0107 | -0.018 | ||||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs