# COST 24-Dec-26 1095 C Price and Volatility History > Price, volume, open interest, and implied volatility history for COST Dec 24, 2026 1,095.00 Call. Data as of Nov 11, 2026 (end of day). | Field | Value | |---|---| | OCC Symbol | `COST 261224C01095000` | | Underlying | COST | | Expiration | Dec 24, 2026 | | Type | Call | | Strike | 1,095.00 | Listed COST expirations: 2026-11-13, 2026-11-20, 2026-11-27, 2026-12-04, 2026-12-11, 2026-12-18, 2026-12-24, 2027-01-15, 2027-02-19, 2027-03-19, 2027-04-16, 2027-05-21, 2027-06-17, 2027-08-20, 2027-09-17, 2027-12-17, 2028-01-21, 2028-06-16, 2028-09-15, 2028-12-15, 2029-01-19. Change the view with query parameters: `optsym` (an OCC symbol), or `under`, `expiry` (YYYY-MM-DD), `strike` and `pc` (C or P) for the nearest listed contract; `from` and `to` (YYYY-MM-DD) for the history range. Example: `/quotes/option-prices.md?under=COST&expiry=2026-12-24&strike=1095&pc=P`. The strikes of each expiration are on the [option chain](https://www.optionistics.com/quotes/stock-option-chains/COST.md). Latest session (Nov 11, 2026): Theoretical Price 38.19, Delta 0.5022, Theta -0.4517, Gamma 0.0046, Vega 1.4885, Rho 0.6043. ## Price history 5 sessions from Nov 5, 2026 to Nov 11, 2026 (at most 60); stored history runs 2026-11-05 to 2026-11-11. | Date | Bid | Ask | Last | Charted Price* | Volume | Open Int | Impl Vol | Delta | Stock | |---|---:|---:|---:|---:|---:|---:|---:|---:|---:| | Nov 11, 2026 | 29.10 | 37.50 | 28.39 | 33.30 | 10 | 2 | 0.2332 | 0.5022 | 1,087.61 | | Nov 10, 2026 | 20.15 | 29.00 | 36.92 | 24.58 | 0 | 2 | 0.2473 | 0.3971 | 1,066.14 | | Nov 9, 2026 | 21.00 | 29.10 | 36.92 | 25.05 | 0 | 2 | 0.2477 | 0.3990 | 1,066.18 | | Nov 6, 2026 | 18.35 | 26.95 | 36.92 | 22.65 | 0 | 2 | 0.2558 | 0.3588 | 1,053.56 | | Nov 5, 2026 | 26.00 | 34.15 | 36.92 | 30.08 | 2 | 0 | 0.2718 | 0.4146 | 1,065.59 | \* Last Price is the last trade price; Charted Price the split between the bid and ask; Theoretical Price is derived using the historical volatility of the underlying stock or index. Note: Theoretical prices are used for option contracts on stocks that had large intra-day price swings, are new issues, are lightly traded, or are deep in the money or deep out of the money. Theoretical prices do not necessarily represent prices that may be available in an actual market. This chart is for informational purposes only and should not be used as the basis for any investment decision. ## More for COST - [Quote](https://www.optionistics.com/quotes/stock-quotes/COST.md) - [Option chain](https://www.optionistics.com/quotes/stock-option-chains/COST.md) - [Price history](https://www.optionistics.com/quotes/stock-prices/COST.md) - [10 day snapshot](https://www.optionistics.com/snapshot.md?symbol=COST) - [Strike Pegger (max pain)](https://www.optionistics.com/quotes/strike-pegger/COST.md) - [Volatility skew](https://www.optionistics.com/screener/volatility-skew/COST.md) - [Put/call ratio](https://www.optionistics.com/screener/put-call-ratio/COST.md) - [Trade finder](https://www.optionistics.com/screener/stock-trade-finder/COST.md) --- From [Optionistics](https://www.optionistics.com), options analytics since 2005. Site map for AI agents: https://www.optionistics.com/llms.txt