NOW Options Chain
NOW $158.18 · Updated Oct 26, 4:00 PM ET
NOW is at $158.18. The nearest expiration, Oct 30, 2026 (4 days out), lists 70 strikes, with 10,152 calls and 8,973 puts traded in the latest session. At-the-money implied volatility is 0.8%. The at-the-money straddle prices a move of about $16.05 (10.1%) 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
ATM IV
0.4%
160 strike
EXPECTED MOVE
$25.09
ATM straddle
MAX PAIN
$100.00
-36.8%
PUT/CALL VOLUME
4.49
723 / 161
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 |
| 134 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 3.39 | 0.00 | 0.00 | ||||||||||
| 135 | -0.000 | 0.0000 | -0.000 | 12.5% | 11 | 3.65 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 23.47 | 3 | 0.0% | 1.000 | 0.0000 | -0.017 | 138 | -0.000 | 0.0001 | -0.000 | 12.5% | 23 | 4.25 | 0.00 | 0.00 | ||
| 139 | -0.000 | 0.0000 | -0.000 | 6.3% | 12 | 4.57 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 21.89 | 0.0% | 1.000 | 0.0000 | -0.017 | 140 | -0.000 | 0.0000 | -0.000 | 6.3% | 11 | 4.93 | 0.00 | 0.00 | |||
| 141 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 5.04 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 22.20 | 1 | 0.0% | 1.000 | 0.0000 | -0.017 | 142 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 5.32 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 17.95 | 1 | 0.0% | 1.000 | 0.0000 | -0.018 | 144 | -0.000 | 0.0000 | -0.000 | 6.3% | 2 | 6.24 | 0.00 | 0.00 | ||
| 145 | -0.000 | 0.0000 | -0.000 | 6.3% | 7 | 6.55 | 0.00 | 0.00 | ||||||||||
| 146 | -0.000 | 0.0000 | -0.000 | 6.3% | 27 | 6.90 | 0.00 | 0.00 | ||||||||||
| 148 | -0.000 | 0.0003 | -0.000 | 6.3% | 58 | 7.64 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 15.85 | 3 | 0.0% | 1.000 | 0.0000 | -0.018 | 149 | ||||||||||
| 0.00 | 0.00 | 16.90 | 4 | 0.0% | 1.000 | 0.0000 | -0.018 | 150 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 8.48 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 14.55 | 2 | 0.0% | 1.000 | 0.0000 | -0.019 | 152.5 | ||||||||||
| 0.00 | 0.00 | 13.40 | 3 | 0.0% | 1.000 | 0.0000 | -0.019 | 155 | -0.000 | 0.0000 | -0.000 | 1.6% | 5 | 11.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.87 | 14 | 0.0% | 1.000 | 0.0000 | -0.019 | 157.5 | ||||||||||
| 0.00 | 0.00 | 10.89 | 2 | 0.8% | 0.004 | 0.0319 | -0.000 | 160 | 0.020 | 0.0000 | -1.000 | 0.0% | 14.20 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 10.30 | 1 | 1.6% | 0.000 | 0.0000 | -0.000 | 162.5 | 0.020 | 0.0000 | -1.000 | 0.0% | 15.70 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 9.30 | 3 | 3.1% | 0.000 | 0.0003 | -0.000 | 165 | ||||||||||
| 0.00 | 0.00 | 8.85 | 2 | 3.1% | 0.000 | 0.0000 | -0.000 | 167.5 | ||||||||||
| 0.00 | 0.00 | 6.55 | 42 | 6.3% | 0.000 | 0.0005 | -0.000 | 170 | ||||||||||
| 0.00 | 0.00 | 6.45 | 6.3% | 0.000 | 0.0000 | -0.000 | 172.5 | |||||||||||
| 0.00 | 0.00 | 6.11 | 10 | 6.3% | 0.000 | 0.0000 | -0.000 | 175 | ||||||||||
| 0.00 | 0.00 | 5.22 | 6.3% | 0.000 | 0.0000 | -0.000 | 177.5 | |||||||||||
| 0.00 | 0.00 | 4.20 | 59 | 6.3% | 0.000 | 0.0000 | -0.000 | 180 | ||||||||||
| 0.00 | 0.00 | 3.60 | 3 | 12.5% | 0.000 | 0.0001 | -0.000 | 185 | 0.023 | 0.0000 | -1.000 | 0.0% | 1 | 33.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.98 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 195 | ||||||||||
| 0.00 | 0.00 | 1.75 | 4 | 12.5% | 0.000 | 0.0000 | -0.000 | 200 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology