ABBV option chain AbbVie Inc.
Cboe delayed options data · as of 06:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±4.6% (249.72–273.72) · ATM IV 22.6% · P/C open interest 0.50
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 124.90 | 128.65 | 1.00 | 0.0001 | 0.000 | 135 | 0 | 2.13 | 149.6% | -0.00 | 0.0001 | -0.013 | |||||
| 119.85 | 124.00 | 1.00 | 0.0002 | 0.000 | 140 | 0 | 2.13 | 142.4% | -0.00 | 0.0002 | -0.013 | |||||
| 114.85 | 119.05 | 1.00 | 0.0002 | -0.001 | 145 | 0 | 2.13 | 135.4% | -0.00 | 0.0002 | -0.014 | |||||
| 109.95 | 113.80 | 1.00 | 0.0002 | -0.002 | 150 | 0 | 2.13 | 128.7% | -0.00 | 0.0002 | -0.014 | |||||
| 104.90 | 108.80 | 1.00 | 0.0002 | -0.003 | 155 | 0 | 2.13 | 122.1% | -0.00 | 0.0002 | -0.015 | |||||
| 100.05 | 103.95 | 0.99 | 0.0003 | -0.004 | 160 | 0 | 2.13 | 115.8% | -0.01 | 0.0003 | -0.015 | |||||
| 95.00 | 99.10 | 0.99 | 0.0003 | -0.005 | 165 | 0 | 2.13 | 109.6% | -0.01 | 0.0003 | -0.016 | |||||
| 90.00 | 94.05 | 0.99 | 0.0004 | -0.006 | 170 | 0 | 2.13 | 103.6% | -0.01 | 0.0004 | -0.016 | |||||
| 85.05 | 89.00 | 0.99 | 0.0004 | -0.008 | 175 | 0 | 2.13 | 97.7% | -0.01 | 0.0004 | -0.017 | |||||
| 80.00 | 84.00 | 0.99 | 0.0005 | -0.009 | 180 | 0 | 0.2000 | 1 | 63.4% | -0.01 | 0.0005 | -0.018 | ||||
| 75.15 | 79.05 | 0.99 | 0.0006 | -0.011 | 185 | 0 | 1.80 | 83.4% | -0.01 | 0.0006 | -0.019 | |||||
| 70.15 | 74.20 | 0.99 | 0.0007 | -0.012 | 190 | 0 | 0.1900 | 54.8% | -0.01 | 0.0007 | -0.020 | |||||
| 65.10 | 69.20 | 0.99 | 0.0008 | -0.014 | 195 | 0 | 2.14 | 75.5% | -0.01 | 0.0009 | -0.021 | |||||
| 60.10 | 64.10 | 1 | 0.99 | 0.0010 | -0.016 | 200 | 0 | 2.15 | 70.3% | -0.01 | 0.0010 | -0.023 | ||||
| 55.10 | 58.85 | 0.98 | 0.0013 | -0.018 | 205 | 0 | 2.17 | 65.2% | -0.02 | 0.0013 | -0.025 | |||||
| 50.20 | 54.15 | 0.98 | 0.0016 | -0.021 | 210 | 0 | 2.19 | 2 | 60.2% | -0.02 | 0.0016 | -0.027 | ||||
| 45.25 | 48.90 | 0.98 | 0.0020 | -0.024 | 215 | 0 | 2.20 | 55.2% | -0.02 | 0.0020 | -0.030 | |||||
| 40.30 | 43.45 | 1 | 0.97 | 0.0026 | -0.028 | 220 | 0 | 0.3700 | 12 | 35.4% | -0.03 | 0.0026 | -0.033 | |||
| 35.45 | 38.65 | 1 | 0.96 | 0.0034 | -0.033 | 225 | 0 | 0.5000 | 12 | 33.1% | -0.04 | 0.0034 | -0.037 | |||
| 30.55 | 34.05 | 5 | 0.95 | 0.0046 | -0.039 | 230 | 0 | 1.50 | 22 | 36.4% | -0.05 | 0.0047 | -0.043 | |||
| 25.65 | 28.25 | 2 | 0.94 | 0.0064 | -0.048 | 235 | 0.0600 | 1.20 | 63 | 30.4% | -0.06 | 0.0065 | -0.052 | |||
| 21.05 | 23.80 | 5 | 15.5% | 0.91 | 0.0092 | -0.061 | 240 | 0.3200 | 1.38 | 21 | 74 | 28.0% | -0.09 | 0.0092 | -0.065 | |
| 16.50 | 19.55 | 26 | 21.2% | 0.86 | 0.0130 | -0.080 | 245 | 0.8300 | 1.89 | 21 | 61 | 26.7% | -0.14 | 0.0131 | -0.083 | |
| 12.80 | 15.20 | 29 | 22.6% | 0.79 | 0.0175 | -0.102 | 250 | 1.45 | 3.95 | 1 | 64 | 28.3% | -0.21 | 0.0177 | -0.105 | |
| 8.90 | 11.10 | 41 | 21.3% | 0.69 | 0.0219 | -0.122 | 255 | 2.84 | 4.00 | 56 | 24.9% | -0.31 | 0.0223 | -0.124 | ||
| 5.60 | 8.30 | 13 | 71 | 21.6% | 0.57 | 0.0251 | -0.133 | 260 | 4.15 | 5.95 | 17 | 23.5% | -0.43 | 0.0255 | -0.136 | |
| 3.50 | 5.95 | 1 | 160 | 22.4% | 0.45 | 0.0258 | -0.132 | 265 | 6.75 | 8.65 | 1 | 23.8% | -0.56 | 0.0263 | -0.135 | |
| 2.42 | 3.70 | 80 | 22.9% | 0.32 | 0.0236 | -0.119 | 270 | 9.90 | 12.65 | 2 | 2 | 25.3% | -0.69 | 0.0244 | -0.122 | |
| 1.27 | 2.34 | 10 | 126 | 22.9% | 0.22 | 0.0194 | -0.099 | 275 | 13.90 | 16.40 | 26.1% | -0.79 | 0.0202 | -0.102 | ||
| 0.7400 | 1.24 | 2 | 117 | 22.7% | 0.15 | 0.0147 | -0.080 | 280 | 17.85 | 21.00 | 27.3% | -0.87 | 0.0156 | -0.082 | ||
| 0.2400 | 1.45 | 76 | 25.8% | 0.11 | 0.0110 | -0.068 | 285 | 22.65 | 25.60 | 29.6% | -0.91 | 0.0120 | -0.071 | |||
| 0 | 2.43 | 10 | 32.6% | 0.09 | 0.0084 | -0.062 | 290 | 26.70 | 30.45 | 29.9% | -0.93 | 0.0095 | -0.065 | |||
| 0 | 2.29 | 11 | 35.9% | 0.07 | 0.0068 | -0.060 | 295 | 31.50 | 35.45 | 31.5% | -0.95 | 0.0079 | -0.066 | |||
| 0 | 2.21 | 14 | 39.2% | 0.06 | 0.0056 | -0.058 | 300 | 36.60 | 40.45 | 37.1% | -0.96 | 0.0066 | -0.067 | |||
| 0 | 2.18 | 42.6% | 0.06 | 0.0047 | -0.056 | 305 | 41.60 | 45.45 | 39.2% | -0.96 | 0.0057 | -0.066 | ||||
| 0 | 2.15 | 45.8% | 0.05 | 0.0040 | -0.054 | 310 | 46.65 | 50.45 | 45.1% | -0.97 | 0.0049 | -0.066 | ||||
| 0 | 2.14 | 49.0% | 0.04 | 0.0034 | -0.053 | 315 | 51.40 | 55.45 | 46.0% | -0.97 | 0.0042 | -0.063 | ||||
| 0 | 1.06 | 45.2% | 0.04 | 0.0030 | -0.051 | 320 | 56.40 | 60.45 | 51.5% | -0.98 | 0.0036 | -0.060 | ||||
| 0 | 2.13 | 55.2% | 0.04 | 0.0026 | -0.049 | 325 | 61.60 | 65.45 | 52.0% | -0.98 | 0.0031 | -0.058 | ||||
| 0 | 2.08 | 57.9% | 0.03 | 0.0023 | -0.048 | 330 | 66.60 | 70.45 | 55.3% | -0.98 | 0.0028 | -0.055 | ||||
| 0 | 2.13 | 61.1% | 0.03 | 0.0021 | -0.046 | 335 | 71.50 | 75.45 | 60.4% | -0.99 | 0.0024 | -0.052 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs