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
0.4%
105 strike
EXPECTED MOVE
$13.88
ATM straddle
MAX PAIN
$50.00
-51.3%
PUT/CALL VOLUME
0.54
216 / 401
FEB 19, 2027 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 45 | -0.008 | 0.0009 | -0.017 | 78.4% | 41 | 1 | 0.21 | 0.71 | 0.00 | |||||||||
| 0.00 | 0.00 | 42.00 | 1 | 0.0% | 1.000 | 0.0000 | -0.006 | 50 | -0.007 | 0.0011 | -0.016 | 67.0% | 137 | 1 | 0.10 | 0.58 | 0.00 | |
| 55 | -0.000 | 0.0000 | -0.000 | 25.0% | 28 | 0.12 | 0.00 | 0.00 | ||||||||||
| 60 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 0.15 | 0.00 | 0.00 | ||||||||||
| 41.30 | 45.25 | 35.33 | 1 | 3 | 102.2% | 0.866 | 0.0037 | -0.061 | 65 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.32 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 39.22 | 5 | 0.0% | 1.000 | 0.0000 | -0.009 | 70 | -0.000 | 0.0000 | -0.000 | 12.5% | 115 | 0.28 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 32.32 | 1 | 0.0% | 1.000 | 0.0000 | -0.009 | 75 | -0.000 | 0.0000 | -0.000 | 12.5% | 3 | 0.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 23.00 | 10 | 0.0% | 1.000 | 0.0000 | -0.010 | 80 | -0.000 | 0.0000 | -0.000 | 12.5% | 11 | 0.78 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 20.00 | 4 | 0.0% | 1.000 | 0.0000 | -0.010 | 85 | -0.000 | 0.0000 | -0.000 | 6.3% | 3 | 1.28 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 13.78 | 20 | 0.0% | 1.000 | 0.0000 | -0.011 | 90 | -0.000 | 0.0000 | -0.000 | 6.3% | 2 | 2.29 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.00 | 11 | 0.0% | 1.000 | 0.0000 | -0.012 | 95 | -0.000 | 0.0000 | -0.000 | 3.1% | 13 | 3.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.40 | 3 | 0.0% | 1.000 | 0.0000 | -0.012 | 100 | -0.000 | 0.0000 | -0.000 | 1.6% | 3 | 5.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.69 | 60 | 0.8% | 0.035 | 0.1708 | -0.001 | 105 | 0.013 | 0.0000 | -1.000 | 0.0% | 16 | 8.19 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.98 | 181 | 3.1% | 0.001 | 0.0019 | -0.000 | 110 | 0.013 | 0.0000 | -1.000 | 0.0% | 10 | 21.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.61 | 28 | 6.3% | 0.003 | 0.0022 | -0.000 | 115 | 0.014 | 0.0000 | -1.000 | 0.0% | 1 | 12.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.75 | 41 | 6.3% | 0.000 | 0.0000 | -0.000 | 120 | 0.015 | 0.0000 | -1.000 | 0.0% | 3 | 20.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.06 | 2 | 6.3% | 0.000 | 0.0000 | -0.000 | 125 | ||||||||||
| 0.00 | 0.00 | 0.56 | 5 | 12.5% | 0.001 | 0.0004 | -0.000 | 130 | 0.016 | 0.0000 | -1.000 | 0.0% | 1 | 30.85 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.32 | 1 | 12.5% | 0.000 | 0.0001 | -0.000 | 135 | ||||||||||
| 0.00 | 0.00 | 0.26 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 140 | 0.017 | 0.0000 | -1.000 | 0.0% | 1 | 32.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.14 | 7 | 12.5% | 0.000 | 0.0000 | -0.000 | 145 | ||||||||||
| 0.00 | 0.00 | 0.06 | 12 | 12.5% | 0.000 | 0.0000 | -0.000 | 150 | 0.018 | 0.0000 | -1.000 | 0.0% | 1 | 52.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.09 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 155 | ||||||||||
| 0.00 | 0.00 | 0.13 | 6 | 12.5% | 0.000 | 0.0000 | -0.000 | 160 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology