Cintas (CTAS) Options Chain

NASDAQ: CTASIndustrialsGarments and ClothingUSD

202.41+1.29 (+0.64%)

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

Expiration date

Expiration: Jan 21, 2028
Days to expiration: 468
Share price: $202.41
Put/call ratio (OI): 3.78
Put/call ratio (volume): 1.21
ATM implied volatility: 28.5%
Expected move: ±$65.39
Open interest (C / P): 629 / 2.38K

CTAS options summary

The CTAS options chain for the January 21, 2028 expiration lists 32 call and 25 put contracts, with 468 days until expiration. Open interest stands at 629 calls and 2,380 puts, a put/call ratio of 3.78, which is more bearish, with puts outnumbering calls. At-the-money implied volatility near the $200.00 strike is 28.5%, which implies the market expects a move of about ±$65.39 (32.3%) in Cintas stock by expiration.

The most open interest sits at the $150.00 call (107 contracts) and the $175.00 put (622 contracts).

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

CTAS options chain · January 21, 2028

CTAS 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
—	—	—	—	—	—	85.00	0.00	0.00	1.96	12.5%	—	0
—	—	—	—	—	—	90.00	0.00	0.00	2.16	12.5%	—	0
0	—	—	113.00	0.00	0.00	95.00	—	—	—	—	—	—
42	1	54.3%	103.14	103.50	112.00	100.00	0.00	0.00	3.00	12.5%	10	0
1	—	45.6%	92.50	91.00	101.00	105.00	—	—	—	—	—	—
6	—	—	87.39	81.00	90.00	110.00	0.00	0.00	4.04	12.5%	—	0
1	1	50.8%	62.10	83.00	92.00	125.00	0.00	0.00	5.49	6.3%	60	0
0	2	—	57.50	0.00	0.00	130.00	0.00	0.00	7.75	6.3%	2	0
1	1	55.0%	71.11	78.00	88.00	135.00	0.05	9.80	8.29	44.5%	190	282
9	2	52.7%	47.44	74.00	83.00	140.00	1.40	4.90	4.00	32.0%	1	403
9	2	50.4%	53.26	69.00	79.00	145.00	1.10	7.40	8.30	34.8%	4	229
107	5	47.4%	69.80	59.00	69.00	150.00	1.00	10.30	5.50	37.4%	3	161
0	1	—	45.29	0.00	0.00	155.00	2.00	9.60	7.20	33.7%	5	16
11	1	42.4%	57.20	52.80	59.60	160.00	3.80	8.30	6.20	29.2%	8	69
10	1	52.3%	60.00	54.00	64.00	165.00	6.30	8.20	7.30	26.7%	1	39
11	1	39.7%	58.21	45.00	51.80	170.00	0.00	0.00	11.81	3.1%	2	0
43	2	39.4%	44.73	41.90	48.80	175.00	7.30	11.80	10.60	27.1%	16	622
3	1	37.1%	59.00	38.00	44.30	180.00	8.60	13.70	13.50	27.0%	1	106
16	14	36.3%	29.40	33.00	41.00	185.00	9.40	15.30	15.50	26.3%	2	23
52	45	44.5%	44.20	38.00	45.60	190.00	14.30	18.70	18.60	27.6%	9	84
16	2	37.9%	32.60	29.30	37.60	195.00	15.00	17.80	19.28	23.8%	4	66
55	2	34.0%	30.24	29.30	32.00	200.00	17.00	19.70	21.28	23.0%	1	166
CTAS $202.41
0	1	33.6%	25.05	22.60	27.50	210.00	23.10	28.80	29.48	26.7%	78	105
49	1	32.1%	20.47	19.10	22.50	220.00	0.00	0.00	32.00	—	2	0
15	1	41.6%	22.28	19.40	28.00	230.00	33.00	43.00	41.10	27.8%	2	5
6	1	33.3%	11.81	10.70	17.60	240.00	37.00	47.00	46.50	23.7%	4	2
19	1	31.4%	11.00	9.70	13.50	250.00	45.70	54.10	54.40	22.5%	4	2
5	3	32.8%	9.80	7.70	12.60	260.00	—	—	—	—	—	—
3	2	32.4%	6.65	6.20	10.50	270.00	—	—	—	—	—	—
67	132	37.2%	5.70	5.50	12.60	280.00	—	—	—	—	—	—
0	2	6.3%	8.32	0.00	0.00	290.00	—	—	—	—	—	—
0	51	6.3%	6.47	0.00	0.00	300.00	—	—	—	—	—	—
5	2	31.8%	3.55	2.35	5.20	310.00	—	—	—	—	—	—
67	57	32.0%	2.55	0.90	4.50	320.00	—	—	—	—	—	—

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 CTAS put/call ratio?

For the January 21, 2028 expiration, the CTAS put/call ratio based on open interest is 3.78 (2,380 puts vs 629 calls), and 1.21 based on today's volume. A ratio above 1 means more puts than calls.

What is CTAS's implied volatility?

At-the-money implied volatility for CTAS options expiring January 21, 2028 is about 28.5%, an annualized estimate of how much the market expects Cintas stock to move.

How many CTAS option expiration dates are there?

CTAS has 15 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.