ADBE Options Chain
ADBE $258.62 · Updated Oct 26, 4:00 PM ET
ADBE is at $258.62. The nearest expiration, Oct 30, 2026 (4 days out), lists 58 strikes, with 5,092 calls and 4,892 puts traded in the latest session. At-the-money implied volatility is 0.8%. The at-the-money straddle prices a move of about $11.25 (4.4%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Feb 19, 2027
- Mar 19, 2027
- Apr 16, 2027
ATM IV
0.2%
260 strike
EXPECTED MOVE
$26.81
ATM straddle
MAX PAIN
$185.00
-28.5%
PUT/CALL VOLUME
1.38
134 / 97
DEC 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 185 | -0.000 | 0.0000 | -0.000 | 25.0% | 0.25 | 0.00 | 0.00 | |||||||||||
| 190 | -0.000 | 0.0000 | -0.000 | 25.0% | 10 | 0.55 | 0.00 | 0.00 | ||||||||||
| 200 | -0.000 | 0.0000 | -0.000 | 12.5% | 0.55 | 0.00 | 0.00 | |||||||||||
| 205 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.97 | 0.00 | 0.00 | ||||||||||
| 215 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 2.05 | 0.00 | 0.00 | ||||||||||
| 225 | -0.000 | 0.0001 | -0.000 | 12.5% | 27 | 3.50 | 0.00 | 0.00 | ||||||||||
| 230 | -0.000 | 0.0000 | -0.000 | 6.3% | 7 | 4.45 | 0.00 | 0.00 | ||||||||||
| 235 | -0.000 | 0.0000 | -0.000 | 6.3% | 4 | 5.84 | 0.00 | 0.00 | ||||||||||
| 240 | -0.000 | 0.0000 | -0.000 | 6.3% | 3 | 6.20 | 0.00 | 0.00 | ||||||||||
| 245 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 6.55 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 17.08 | 3 | 0.0% | 1.000 | 0.0000 | -0.031 | 250 | -0.000 | 0.0001 | -0.000 | 3.1% | 2 | 9.74 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 14.67 | 6 | 0.0% | 1.000 | 0.0000 | -0.031 | 255 | -0.000 | 0.0000 | -0.000 | 0.8% | 1 | 13.63 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.80 | 7 | 0.4% | 0.331 | 1.1003 | -0.012 | 260 | 0.032 | 0.0000 | -1.000 | 0.0% | 70 | 15.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.00 | 10 | 1.6% | 0.000 | 0.0002 | -0.000 | 265 | 0.033 | 0.0000 | -1.000 | 0.0% | 5 | 19.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.25 | 1 | 3.1% | 0.000 | 0.0001 | -0.000 | 270 | 0.033 | 0.0000 | -1.000 | 0.0% | 1 | 14.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.04 | 32 | 3.1% | 0.000 | 0.0000 | -0.000 | 275 | ||||||||||
| 0.00 | 0.00 | 6.54 | 5 | 6.3% | 0.000 | 0.0001 | -0.000 | 280 | ||||||||||
| 0.00 | 0.00 | 4.50 | 13 | 6.3% | 0.000 | 0.0000 | -0.000 | 285 | ||||||||||
| 0.00 | 0.00 | 4.20 | 3 | 6.3% | 0.000 | 0.0000 | -0.000 | 290 | ||||||||||
| 0.00 | 0.00 | 2.28 | 3 | 12.5% | 0.000 | 0.0001 | -0.000 | 300 | ||||||||||
| 0.00 | 0.00 | 2.48 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 305 | ||||||||||
| 0.00 | 0.00 | 1.50 | 5 | 12.5% | 0.000 | 0.0000 | -0.000 | 310 | ||||||||||
| 0.00 | 0.00 | 2.37 | 6 | 12.5% | 0.000 | 0.0000 | -0.000 | 315 | ||||||||||
| 0.00 | 0.00 | 1.70 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 320 | ||||||||||
| 0.00 | 0.00 | 1.95 | 12.5% | 0.000 | 0.0000 | -0.000 | 325 | |||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology