SBUX Options Chain
SBUX $102.69 · Updated Oct 26, 4:00 PM ET
SBUX is at $102.69. The nearest expiration, Oct 30, 2026 (4 days out), lists 42 strikes, with 1,475 calls and 2,520 puts traded in the latest session. At-the-money implied volatility is 0.4%. The at-the-money straddle prices a move of about $6.05 (5.9%) 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%
103 strike
EXPECTED MOVE
$8.55
ATM straddle
MAX PAIN
$70.00
-31.8%
PUT/CALL VOLUME
2.58
291 / 113
NOV 13, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 0.00 | 0.00 | 12.40 | 2 | 0.0% | 1.000 | 0.0000 | -0.011 | 88 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 0.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 13.10 | 1 | 0.0% | 1.000 | 0.0000 | -0.011 | 89 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.54 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.22 | 1 | 0.0% | 1.000 | 0.0000 | -0.011 | 90 | -0.000 | 0.0000 | -0.000 | 12.5% | 15 | 0.36 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.39 | 4 | 0.0% | 1.000 | 0.0000 | -0.011 | 91 | -0.000 | 0.0000 | -0.000 | 12.5% | 25 | 0.66 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.82 | 1 | 0.0% | 1.000 | 0.0000 | -0.011 | 92 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 1.33 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.22 | 4 | 0.0% | 1.000 | 0.0000 | -0.011 | 93 | -0.000 | 0.0002 | -0.000 | 12.5% | 1 | 1.03 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.50 | 1 | 0.0% | 1.000 | 0.0000 | -0.012 | 94 | -0.000 | 0.0006 | -0.000 | 12.5% | 1 | 1.23 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.49 | 1 | 0.0% | 1.000 | 0.0000 | -0.012 | 95 | -0.000 | 0.0000 | -0.000 | 6.3% | 29 | 0.81 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.71 | 1 | 0.0% | 1.000 | 0.0000 | -0.012 | 96 | -0.000 | 0.0000 | -0.000 | 6.3% | 2 | 1.19 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.71 | 1 | 0.0% | 1.000 | 0.0000 | -0.012 | 97 | -0.000 | 0.0000 | -0.000 | 6.3% | 3 | 2.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.22 | 1 | 0.0% | 1.000 | 0.0000 | -0.012 | 98 | -0.000 | 0.0005 | -0.000 | 6.3% | 3 | 2.61 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.48 | 3 | 0.0% | 1.000 | 0.0000 | -0.012 | 99 | -0.000 | 0.0000 | -0.000 | 3.1% | 69 | 3.04 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.75 | 4 | 0.0% | 1.000 | 0.0000 | -0.012 | 100 | -0.000 | 0.0001 | -0.000 | 3.1% | 19 | 2.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.25 | 1 | 0.0% | 1.000 | 0.0000 | -0.012 | 101 | -0.000 | 0.0000 | -0.000 | 1.6% | 3.68 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 3.78 | 9 | 0.0% | 1.000 | 0.0000 | -0.013 | 102 | -0.000 | 0.0000 | -0.000 | 0.8% | 1 | 3.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.35 | 2 | 0.4% | 0.165 | 2.8066 | -0.003 | 103 | 0.013 | 0.0000 | -1.000 | 0.0% | 20 | 5.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.91 | 1 | 1.6% | 0.001 | 0.0107 | -0.000 | 104 | 0.013 | 0.0000 | -1.000 | 0.0% | 5 | 6.71 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.53 | 25 | 3.1% | 0.002 | 0.0080 | -0.000 | 105 | ||||||||||
| 0.00 | 0.00 | 1.95 | 22 | 3.1% | 0.000 | 0.0001 | -0.000 | 106 | ||||||||||
| 0.00 | 0.00 | 1.20 | 7 | 6.3% | 0.002 | 0.0052 | -0.000 | 107 | 0.013 | 0.0000 | -1.000 | 0.0% | 1 | 13.12 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.35 | 6.3% | 0.000 | 0.0006 | -0.000 | 108 | |||||||||||
| 0.00 | 0.00 | 1.22 | 17 | 6.3% | 0.000 | 0.0000 | -0.000 | 110 | ||||||||||
| 0.00 | 0.00 | 0.44 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 115 | ||||||||||
| 0.00 | 0.00 | 0.13 | 12.5% | 0.000 | 0.0000 | -0.000 | 120 | |||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology