Strive (ASST) Options Chain

NASDAQ: ASSTFinanceFinance: Consumer ServicesUSD

27.80-0.43 (-1.52%)

At close: Oct 9, 4:00 PM ET · Delayed 15 min

Expiration date

Expiration: Oct 30, 2026
Days to expiration: 19
Share price: $27.80
Put/call ratio (OI): 0.50
Put/call ratio (volume): 5.39
ATM implied volatility: 75.8%
Expected move: ±$4.81
Open interest (C / P): 6.20K / 3.10K

ASST options summary

The ASST options chain for the October 30, 2026 expiration lists 27 call and 33 put contracts, with 19 days until expiration. Open interest stands at 6,197 calls and 3,101 puts, a put/call ratio of 0.50, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $28.00 strike is 75.8%, which implies the market expects a move of about ±$4.81 (17.3%) in Strive stock by expiration.

The most open interest sits at the $30.00 call (2.03K contracts) and the $25.00 put (600 contracts).

Summary generated from market data by MetaCap's automated system. Methodology

ASST options chain · October 30, 2026

ASST calls and puts by strike price. Shaded cells are in the money.
Calls							Puts
OI	Vol	IV	Last	Bid	Ask	Strike	Bid	Ask	Last	IV	Vol	OI
6	2	139.4%	14.75	11.30	14.45	15.00	0.00	0.28	0.03	156.3%	23	124
0	1	120.3%	13.06	9.35	12.45	17.00	0.00	0.35	0.10	135.0%	10	2
—	—	—	—	—	—	18.00	0.00	0.37	0.06	123.2%	1	17
—	—	—	—	—	—	19.00	0.00	0.39	0.10	111.9%	2	8
40	1	111.3%	10.35	7.00	9.20	20.00	0.01	0.12	0.12	78.9%	3,648	431
—	—	—	—	—	—	21.00	0.07	0.21	0.11	80.9%	2	11
—	—	—	—	—	—	21.50	0.01	0.27	0.19	75.4%	2	18
—	—	—	—	—	—	22.00	0.10	0.33	0.25	78.1%	51	93
—	—	—	—	—	—	22.50	0.15	0.41	0.19	78.1%	2	36
24	—	100.2%	6.85	4.90	6.10	23.00	0.11	0.49	0.39	73.7%	16	24
5	—	98.5%	6.65	4.45	5.75	23.50	0.31	0.58	0.45	77.6%	12	20
14	2	97.7%	6.27	4.10	5.35	24.00	0.41	0.69	0.45	77.3%	3	288
—	—	—	—	—	—	24.50	0.24	0.87	0.72	70.9%	33	42
58	42	92.8%	3.92	3.35	4.55	25.00	0.67	0.93	0.82	76.3%	15	600
22	2	90.2%	3.50	3.00	4.15	25.50	0.69	1.15	0.92	74.3%	7	51
54	40	90.0%	3.55	2.74	3.80	26.00	0.93	1.31	1.06	75.2%	17	109
4	1	89.0%	4.90	2.47	3.45	26.50	1.06	1.51	0.83	73.6%	1	14
91	22	80.3%	2.51	2.30	2.65	27.00	1.23	1.76	1.41	73.1%	2	204
49	9	79.4%	2.26	2.05	2.35	27.50	1.57	2.01	1.85	75.1%	43	121
ASST $27.80
316	49	78.9%	1.98	1.77	2.14	28.00	1.68	2.31	2.11	72.8%	7	224
40	14	86.2%	2.01	1.51	2.35	28.50	1.94	2.63	1.92	73.0%	2	23
175	27	81.5%	1.65	1.27	1.95	29.00	2.18	2.92	2.40	71.4%	11	257
120	6	85.5%	1.70	1.13	1.94	29.50	2.29	3.25	2.75	67.1%	4	13
2,029	15	80.8%	1.28	1.00	1.50	30.00	3.10	3.65	3.25	77.7%	1	291
135	1	86.2%	1.21	0.87	1.60	30.50	3.30	3.95	3.22	73.2%	1	10
117	24	77.3%	0.95	0.73	1.05	31.00	3.20	4.35	3.35	62.9%	2	4
74	1	79.8%	0.82	0.44	1.22	31.50	—	—	—	—	—	—
680	18	78.3%	0.74	0.51	0.88	32.00	4.10	5.15	3.45	64.5%	1	27
151	19	78.8%	0.57	0.36	0.70	33.00	4.85	6.00	3.72	59.8%	1	1
161	1	87.5%	0.60	0.29	0.79	34.00	5.70	6.90	5.45	55.1%	3	4
211	25	83.4%	0.34	0.23	0.48	35.00	6.45	7.80	7.23	98.6%	—	2
167	50	81.6%	0.35	0.04	0.45	36.00	7.35	8.75	7.80	102.9%	—	1
61	1	83.0%	0.26	0.13	0.26	37.00	8.15	9.70	8.07	106.6%	—	30
1,393	355	83.6%	0.08	0.03	0.13	40.00	11.05	12.65	10.58	121.7%	—	1

In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.

Frequently asked questions

What is the ASST put/call ratio?

For the October 30, 2026 expiration, the ASST put/call ratio based on open interest is 0.50 (3,101 puts vs 6,197 calls), and 5.39 based on today's volume. A ratio above 1 means more puts than calls.

What is ASST's implied volatility?

At-the-money implied volatility for ASST options expiring October 30, 2026 is about 75.8%, an annualized estimate of how much the market expects Strive stock to move.

How many ASST option expiration dates are there?

ASST has 11 listed expiration dates, from Oct 16, 2026 to Jan 19, 2029.

What does "in the money" mean?

A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.