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
$9.64
ATM straddle
MAX PAIN
$75.00
-27.0%
PUT/CALL VOLUME
1.28
143 / 112
NOV 27, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 88 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.36 | 0.00 | 0.00 | ||||||||||
| 89 | -0.000 | 0.0000 | -0.000 | 12.5% | 49 | 0.44 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 10.00 | 1 | 0.0% | 1.000 | 0.0000 | -0.011 | 90 | -0.000 | 0.0001 | -0.000 | 12.5% | 41 | 0.54 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.00 | 4 | 0.0% | 1.000 | 0.0000 | -0.011 | 91 | -0.000 | 0.0003 | -0.000 | 12.5% | 2 | 0.69 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.85 | 10 | 0.0% | 1.000 | 0.0000 | -0.011 | 92 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 0.96 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.00 | 1 | 0.0% | 1.000 | 0.0000 | -0.011 | 93 | -0.000 | 0.0000 | -0.000 | 6.3% | 18 | 1.43 | 0.00 | 0.00 | ||
| 94 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 2.72 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 8.50 | 2 | 0.0% | 1.000 | 0.0000 | -0.012 | 95 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 1.39 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.70 | 1 | 0.0% | 1.000 | 0.0000 | -0.012 | 96 | -0.000 | 0.0001 | -0.000 | 6.3% | 1 | 1.69 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.15 | 1 | 0.0% | 1.000 | 0.0000 | -0.012 | 97 | -0.000 | 0.0009 | -0.000 | 6.3% | 2 | 2.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.00 | 1 | 0.0% | 1.000 | 0.0000 | -0.012 | 98 | -0.000 | 0.0000 | -0.000 | 3.1% | 2 | 2.23 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.85 | 2 | 0.0% | 1.000 | 0.0000 | -0.012 | 99 | -0.000 | 0.0000 | -0.000 | 3.1% | 2 | 3.11 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.53 | 5 | 0.0% | 1.000 | 0.0000 | -0.012 | 100 | -0.000 | 0.0017 | -0.000 | 3.1% | 1 | 3.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.95 | 31 | 0.0% | 1.000 | 0.0000 | -0.012 | 101 | -0.000 | 0.0000 | -0.000 | 1.6% | 4.33 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 4.09 | 2 | 0.0% | 1.000 | 0.0000 | -0.013 | 102 | ||||||||||
| 0.00 | 0.00 | 3.24 | 4 | 0.4% | 0.779 | 2.5058 | -0.010 | 103 | 0.000 | 0.0000 | 0.000 | 0.0% | 6.40 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 2.08 | 1.6% | 0.028 | 0.1378 | -0.001 | 104 | |||||||||||
| 0.00 | 0.00 | 2.77 | 1 | 1.6% | 0.000 | 0.0003 | -0.000 | 105 | ||||||||||
| 0.00 | 0.00 | 2.44 | 16 | 3.1% | 0.001 | 0.0044 | -0.000 | 106 | ||||||||||
| 0.00 | 0.00 | 2.10 | 2 | 3.1% | 0.000 | 0.0001 | -0.000 | 107 | ||||||||||
| 0.00 | 0.00 | 1.78 | 2 | 3.1% | 0.000 | 0.0000 | -0.000 | 108 | ||||||||||
| 0.00 | 0.00 | 1.64 | 1 | 6.3% | 0.001 | 0.0022 | -0.000 | 109 | ||||||||||
| 0.00 | 0.00 | 1.28 | 5 | 6.3% | 0.000 | 0.0004 | -0.000 | 110 | ||||||||||
| 0.00 | 0.00 | 1.12 | 19 | 6.3% | 0.000 | 0.0001 | -0.000 | 111 | ||||||||||
| 0.00 | 0.00 | 0.54 | 1 | 6.3% | 0.000 | 0.0000 | -0.000 | 115 | ||||||||||
| 0.00 | 0.00 | 0.14 | 12.5% | 0.000 | 0.0000 | -0.000 | 120 | |||||||||||
| 0.00 | 0.00 | 0.10 | 12.5% | 0.000 | 0.0000 | -0.000 | 125 | |||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology