AAPL341.34+4.70 (+1.40%) session● PRIOR SESSION CLOSE
the options chain — greeks, IV skew & expected move
The full options chain with greeks and implied volatility
The ATM term structure, the put/call implied-volatility skew, the expected move and the strikes where open interest is concentrated — over every strike's call and put with Black-Scholes greeks and implied volatility. Quotes, implied volatility, greeks and open interest are sourced from the options feed.
AAPLspot $341.34ATM IV 26.4%Downside skew (puts bid up) · RR -3.2pt · 1ddelayed option quotes · front expiry
Individual · $49 a month5 more expiries on this chain
The front expiry is free: every strike and greek, served from a two-minute cache and labelled delayed. Further expiries, the ATM term structure across them and 60-second refresh require a seat.
Start checkout →Expected move (priced in to 2026-10-14)±1.8%$335.36 – $347.32ATM IV 26.7% · 1dMax pain $335.00
largest OI335.00P · 7,860340.00C · 3,150350.00C · 2,831335.00C · 2,522
13 strikes
| CALLS | Strike | PUTS | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Price | IV | Δ | OI | OI | Δ | IV | Price | Ask | Bid | |
| 12.50 | 14.35 | 13.60 | — | — | 124 | 327.50 | 1,696 | -0.04 | 34.0 | 0.12 | 0.12 | 0.11 |
| 11.00 | 11.55 | 11.24 | — | — | 230 | 330.00 | 1,817 | -0.06 | 32.1 | 0.20 | 0.20 | 0.19 |
| 8.15 | 9.90 | 9.00 | 23.1 | 0.95 | 693 | 332.50 | 1,874 | -0.10 | 30.6 | 0.35 | 0.37 | 0.35 |
| 6.55 | 7.00 | 6.80 | 24.4 | 0.88 | 2,522 | 335.00 | 7,860 | -0.17 | 29.3 | 0.63 | 0.67 | 0.63 |
| 4.65 | 4.95 | 4.80 | 25.0 | 0.75 | 978 | 337.50 | 955 | -0.28 | 28.7 | 1.17 | 1.22 | 1.14 |
| 3.10 | 3.20 | 3.13 | 25.2 | 0.60 | 3,150 | 340.00 | 1,062 | -0.41 | 28.3 | 1.99 | 2.06 | 1.99 |
| 1.86 | 1.93 | 1.89 | 25.3 | 0.43 | 1,091 | 342.50 | 80 | -0.56 | 28.1 | 3.30 | 3.35 | 3.15 |
| 1.03 | 1.05 | 1.05 | 25.5 | 0.28 | 2,154 | 345.00 | 12 | -0.70 | 28.8 | 5.00 | 5.00 | 4.80 |
| 0.53 | 0.55 | 0.53 | 26.1 | 0.16 | 1,314 | 347.50 | 37 | -0.75 | 37.3 | 6.40 | 8.00 | 6.75 |
| 0.26 | 0.27 | 0.26 | 26.8 | 0.09 | 2,831 | 350.00 | 13 | -0.81 | 40.2 | 9.77 | 10.20 | 8.95 |
| 0.13 | 0.14 | 0.14 | 27.9 | 0.05 | 1,084 | 352.50 | 6 | -0.82 | 50.3 | 12.50 | 13.40 | 11.15 |
| 0.06 | 0.08 | 0.08 | 29.4 | 0.03 | 777 | 355.00 | 5 | -0.85 | 54.1 | 15.36 | 15.85 | 13.30 |
| 0.03 | 0.04 | 0.04 | 30.8 | 0.01 | 698 | 357.50 | 3 | -0.87 | 59.2 | 17.85 | 18.35 | 15.65 |
Δ delta · Γ gamma · Θ theta · V vega · IV implied vol % · OI open interest · Vol session volume · price = last trade, else mid. — = not published by the feed, or implied volatility/greeks not solvable for the contract; distinct from zero.
AAPL's option chain near $341.34 implies a +1.75% (~1-sigma) move by 1 day out, with a downside (put) skew — crash insurance is bid up. Every greek — delta, gamma, theta, vega — is on the chain below, from the options feed. Your decisions, your risk.
Each card walks one piece of the chain — what it shows, what the greek means, and what it suggests. Quotes, implied volatility, greeks and open interest are real, from the options feed.
What is an options chain?
AAPL trades near $341.34. The grid lists every strike for an expiry, with a CALL (right to buy) and a PUT (right to sell) side-by-side.
→ The at-the-money strike is $342.50.
Delta — how much does the option move?
The at-the-money call has a delta of 0.4315 and the put -0.5617.
→ Higher delta = behaves more like the stock itself.
Gamma, Theta & Vega — the other greeks
ATM gamma 0.06659, theta $-0.69/day, vega $0.09.
→ Time decay (theta) accelerates as expiry approaches.
More on this screen (2)
Expected move — how far might it travel?
By 1 day out, the options imply a one-standard-deviation move of about $5.98 (+1.75%), i.e. roughly $335.36–$347.32.
→ About a 2-in-3 chance of finishing inside that range.
The volatility skew — what is the fear gauge?
Out-of-the-money puts price at 34.0% IV and out-of-the-money calls at 30.8%, against 26.7% at-the-money on the 1-day expiry — a -3.2pt risk reversal (calls minus puts), a downside (put) skew — crash insurance is bid up.
→ Demand for downside protection is elevated.
Reference — greeks & chain fields
- Call / Put
- A call is the right to buy at the strike; a put is the right to sell at the strike.
- Strike
- The fixed price at which the option lets you buy (call) or sell (put).
- Delta
- Dollar move of the option per $1 move in the underlying (and ~probability of finishing in-the-money).
- Gamma
- How fast delta changes as the stock moves — the curvature of the option.
- Theta
- Daily time decay: value lost per day, all else equal.
- Vega
- Price change for a 1-point rise in implied volatility.
- Rho
- Price change for a 1% change in interest rates.
- Implied volatility (IV)
- The market's forecast of future swings, baked into the option price.
- Expected move
- spot x IV x sqrt(time) — the ~68% (one sigma) range by expiry.
- Skew / Smile
- How implied vol varies across strikes; a downside put skew signals demand for crash protection.