Charles Schwab (SCHW) Options Chain

NYSE: SCHWFinanceInvestment Bankers/Brokers/ServiceUSD

96.70-0.17 (-0.18%)

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

Expiration date

Expiration: Jun 17, 2027
Days to expiration: 249
Share price: $96.70
Put/call ratio (OI): 1.32
Put/call ratio (volume): 0.59
ATM implied volatility: 28.4%
Expected move: ±$22.71
Open interest (C / P): 21.04K / 27.83K

SCHW options summary

The SCHW options chain for the June 17, 2027 expiration lists 33 call and 28 put contracts, with 249 days until expiration. Open interest stands at 21,043 calls and 27,834 puts, a put/call ratio of 1.32, which is more bearish, with puts outnumbering calls. At-the-money implied volatility near the $97.50 strike is 28.4%, which implies the market expects a move of about ±$22.71 (23.5%) in Charles Schwab stock by expiration.

The most open interest sits at the $85.00 call (7.71K contracts) and the $70.00 put (5.60K contracts).

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

SCHW options chain · June 17, 2027

SCHW 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
13	22	139.2%	52.30	62.50	67.50	40.00	0.00	0.28	0.14	55.1%	1	279
8	12	136.6%	49.85	61.00	65.45	42.50	0.00	0.36	0.06	53.9%	6	24
21	5	63.5%	55.50	51.15	54.45	45.00	0.00	0.39	0.10	51.3%	5	17
12	7	—	50.30	0.00	0.00	47.50	0.00	0.32	0.10	46.3%	6	14
13	1	53.7%	49.90	46.35	48.90	50.00	0.00	0.37	0.20	44.5%	22	192
34	1	153.0%	47.28	57.70	61.75	55.00	0.16	0.46	0.30	40.5%	1	284
53	1	58.1%	36.87	37.30	39.75	60.00	0.39	0.63	0.51	37.5%	5	540
0	1	—	45.26	0.00	0.00	65.00	0.59	0.85	0.77	34.6%	2	1,053
174	2	47.2%	28.13	27.70	30.35	70.00	0.99	1.32	0.82	33.2%	3	5,604
138	100	111.3%	25.10	42.00	44.95	72.50	1.02	1.59	1.59	32.3%	6	474
30	20	42.6%	24.60	24.55	25.80	75.00	1.48	1.87	1.70	31.1%	1	432
138	1	41.8%	24.23	22.05	23.90	77.50	1.83	2.16	2.04	29.9%	39	769
291	2	41.0%	22.12	20.15	22.05	80.00	2.30	2.62	2.76	29.2%	20	1,683
45	19	81.3%	29.80	30.40	32.25	82.50	2.67	3.20	3.35	28.8%	2	320
7,712	2	37.1%	18.39	16.55	17.90	85.00	3.20	4.25	3.70	29.8%	1	1,407
476	1	36.1%	17.07	14.85	16.15	87.50	3.80	5.00	4.40	29.2%	3	2,719
231	1	35.4%	13.21	13.10	14.55	90.00	4.80	5.70	5.15	28.1%	3	683
337	1	34.1%	12.03	11.95	12.85	92.50	5.75	6.25	6.00	26.3%	9	1,399
331	1	35.3%	10.50	10.00	12.00	95.00	6.95	8.10	7.15	28.3%	9	1,776
SCHW $96.70
583	1	31.4%	8.95	9.35	9.65	97.50	8.10	8.55	8.20	25.5%	2	1,813
1,540	6	33.6%	7.65	8.20	9.30	100.00	9.20	10.00	9.68	25.4%	1	3,264
446	10	33.2%	6.35	5.45	7.35	105.00	12.05	13.55	12.10	26.5%	14	921
1,548	54	30.3%	4.88	4.35	5.00	110.00	15.30	16.40	16.94	23.7%	1	1,550
859	2	32.2%	3.45	2.99	4.35	115.00	19.10	20.45	13.30	23.8%	2	329
3,270	4	29.8%	2.50	2.27	2.78	120.00	23.15	24.45	18.75	22.2%	3	265
673	1	29.4%	1.84	1.65	2.00	125.00	27.35	29.05	19.80	22.3%	4	20
294	2	29.4%	1.29	1.08	1.47	130.00	32.20	34.30	24.73	26.5%	1	3
1,156	1	29.8%	0.98	0.85	1.14	135.00	—	—	—	—	—	—
189	3	29.9%	1.12	0.65	0.85	140.00	—	—	—	—	—	—
85	4	30.3%	1.75	0.47	0.66	145.00	—	—	—	—	—	—
86	3	30.9%	0.40	0.30	0.54	150.00	—	—	—	—	—	—
257	2	31.6%	0.50	0.25	0.45	155.00	64.50	69.50	60.50	72.1%	—	0
0	1	12.5%	1.21	0.00	0.00	160.00	—	—	—	—	—	—

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 SCHW put/call ratio?

For the June 17, 2027 expiration, the SCHW put/call ratio based on open interest is 1.32 (27,834 puts vs 21,043 calls), and 0.59 based on today's volume. A ratio above 1 means more puts than calls.

What is SCHW's implied volatility?

At-the-money implied volatility for SCHW options expiring June 17, 2027 is about 28.4%, an annualized estimate of how much the market expects Charles Schwab stock to move.

How many SCHW option expiration dates are there?

SCHW 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.