ZM option chain Zoom Communications, Inc.

Expiration Cboe delayed options data · as of 00:47 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 ±9.7% (87.81–106.77) · ATM IV 41.1% · P/C open interest 0.20

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
45.85	49.90		4	116.2%	1.00	0.0000	0.000	50	0	2.13		6	157.3%	-0.00	0.0000	-0.000
41.50	44.80		1	116.1%	1.00	0.0001	0.000	55	0	2.13		21	138.3%	-0.00	0.0001	-0.001
36.55	39.85		10	102.2%	1.00	0.0003	0.000	60	0	2.08		174	120.1%	-0.00	0.0003	-0.001
31.55	34.90		4	88.0%	0.99	0.0008	0.000	65	0	2.14		55	104.8%	-0.00	0.0008	-0.003
28.45	32.40		1	67.8%	0.99	0.0012	-0.001	67.5	0	1.15		454	83.3%	-0.01	0.0013	-0.004
26.65	29.85		12	74.8%	0.99	0.0019	-0.003	70	0.0200	0.2000	6	95	56.0%	-0.01	0.0020	-0.006
24.25	27.45		2	71.0%	0.98	0.0030	-0.006	72.5	0.0600	0.3900		217	57.6%	-0.02	0.0030	-0.009
21.70	25.05		98	64.9%	0.97	0.0044	-0.010	75	0.0400	0.5800	14	204	55.5%	-0.03	0.0044	-0.013
19.45	21.60		4	48.0%	0.96	0.0064	-0.015	77.5	0	0.5300	4	325	48.2%	-0.04	0.0064	-0.018
16.40	20.25		61	50.7%	0.94	0.0091	-0.022	80	0.1900	0.7300	3	954	48.5%	-0.06	0.0091	-0.024
15.50	19.35			50.4%	0.93	0.0103	-0.025	81	0	0.8800			45.6%	-0.07	0.0104	-0.027
14.55	18.25			47.3%	0.92	0.0117	-0.029	82	0	1.06			45.4%	-0.08	0.0117	-0.030
14.10	17.95		57	48.5%	0.91	0.0124	-0.030	82.5	0.1200	0.7400	8	564	41.9%	-0.09	0.0124	-0.032
14.15	16.70			45.3%	0.90	0.0131	-0.032	83	0.2400	0.9700			44.6%	-0.10	0.0132	-0.034
13.40	16.05			48.1%	0.89	0.0147	-0.036	84	0	1.45	1		44.4%	-0.11	0.0147	-0.037
12.70	15.15		61	48.5%	0.87	0.0163	-0.039	85	0.7000	1.32	28	2,192	46.6%	-0.13	0.0164	-0.041
11.65	14.30			46.4%	0.85	0.0180	-0.043	86	0	1.46	1		39.5%	-0.15	0.0180	-0.045
10.85	13.50			46.3%	0.83	0.0197	-0.047	87	0	2.39			43.9%	-0.17	0.0198	-0.048
10.45	12.85		271	44.5%	0.82	0.0205	-0.049	87.5	1.00	1.62	7	1,250	44.0%	-0.18	0.0207	-0.050
10.05	12.70			45.9%	0.81	0.0214	-0.051	88	0.0100	2.00			38.5%	-0.19	0.0215	-0.052
9.25	12.50			48.7%	0.79	0.0231	-0.054	89	0.2400	2.53	1		40.7%	-0.21	0.0233	-0.056
9.20	10.85	808	1,054	47.2%	0.76	0.0248	-0.058	90	1.50	2.37	25	568	44.1%	-0.24	0.0250	-0.059
7.75	11.05			47.8%	0.74	0.0264	-0.061	91	0.7600	3.65			43.8%	-0.26	0.0266	-0.063
7.05	9.70			44.1%	0.71	0.0279	-0.064	92	1.04	3.85	1		42.9%	-0.29	0.0281	-0.066
7.20	9.20	13	780	45.5%	0.69	0.0286	-0.066	92.5	1.50	3.95	212	414	44.0%	-0.31	0.0288	-0.067
6.40	9.80			47.6%	0.68	0.0292	-0.067	93	1.37	4.00			41.8%	-0.32	0.0294	-0.068
5.85	9.20			47.8%	0.65	0.0304	-0.070	94	1.74	4.85			44.0%	-0.35	0.0306	-0.070
5.90	6.80	1,329	1,118	42.3%	0.62	0.0314	-0.071	95	2.87	4.35	205	624	43.0%	-0.38	0.0316	-0.072
4.25	8.00	1		45.1%	0.58	0.0321	-0.073	96	3.00	5.20	2		43.4%	-0.42	0.0324	-0.074
3.75	6.15	1		39.4%	0.55	0.0327	-0.074	97	2.70	5.65			39.8%	-0.45	0.0329	-0.075
4.80	5.30	11	448	42.4%	0.54	0.0328	-0.074	97.5	2.95	5.90	2	226	39.8%	-0.47	0.0331	-0.075
3.25	6.95	1		44.9%	0.52	0.0330	-0.074	98	3.20	5.25			35.8%	-0.48	0.0333	-0.075
2.80	6.50			44.9%	0.49	0.0330	-0.074	99	4.05	6.65			40.8%	-0.52	0.0334	-0.075
3.65	4.20	381	10.7K	42.3%	0.45	0.0329	-0.074	100	5.70	7.20	3	539	45.4%	-0.55	0.0332	-0.075
2.22	3.75	2		37.4%	0.42	0.0325	-0.073	101	5.20	7.80			40.5%	-0.58	0.0329	-0.074
1.83	4.45			41.9%	0.39	0.0319	-0.072	102	5.55	8.45			39.1%	-0.61	0.0323	-0.072
1.37	4.45	5		42.9%	0.36	0.0311	-0.070	103	6.50	9.05			40.1%	-0.64	0.0315	-0.070
1.44	4.10	8		44.4%	0.33	0.0301	-0.068	104	6.30	9.75			35.6%	-0.67	0.0306	-0.068
2.04	2.30	113	4,501	41.3%	0.31	0.0290	-0.066	105	7.55	10.50		138	38.1%	-0.70	0.0296	-0.066
0.8900	3.10			42.1%	0.28	0.0278	-0.063	106	8.30	11.25			38.0%	-0.72	0.0284	-0.063
1.33	2.00			41.0%	0.25	0.0265	-0.060	107	9.35	12.00			39.2%	-0.75	0.0271	-0.060
0.5400	2.97	3		44.3%	0.23	0.0252	-0.057	108	10.15	12.80			39.0%	-0.77	0.0258	-0.057
0.8100	1.20	699	11.2K	39.5%	0.19	0.0223	-0.051	110	12.20	14.45		86	41.3%	-0.82	0.0230	-0.051
0.5500	0.7200	88	4,614	42.6%	0.11	0.0155	-0.036	115	16.35	19.45		251	43.8%	-0.90	0.0163	-0.036
0.0500	0.5400	35	1,045	42.4%	0.06	0.0100	-0.024	120	21.15	23.85		2	40.8%	-0.95	0.0110	-0.024
0.1000	0.4500	53	873	48.2%	0.04	0.0061	-0.015	125	25.75	29.40			50.4%	-0.98	0.0074	-0.014
0.0400	0.1800	3	7,105	46.6%	0.02	0.0036	-0.009	130	30.40	33.75				-1.00	0.0026	-0.008
0	0.9000	1	1,614	65.6%	0.01	0.0021	-0.005	135	35.40	39.35				-1.00	0.0000	-0.008
0	0.7000		271	68.0%	0.01	0.0012	-0.003	140	40.40	44.35				-1.00	0.0000	-0.008
0.0100	0.1200		454	57.0%	0.00	0.0007	-0.002	145	46.15	49.35			80.3%	-1.00	0.0000	-0.008

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

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Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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ZM option chain Zoom Communications, Inc.

Volatility smile — Nov 20, 2026

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