ABBV option chain AbbVie Inc.
Cboe delayed options data · as of 03:33 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 ±5.5% (247.44–276.00) · ATM IV 23.6% · P/C open interest 0.58
| 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 | |
| 124.95 | 128.90 | 1.00 | 0.0002 | 0.000 | 135 | 0 | 2.13 | 131.2% | -0.00 | 0.0002 | -0.013 | |||||
| 120.00 | 124.05 | 1.00 | 0.0002 | 0.000 | 140 | 0 | 2.13 | 124.8% | -0.00 | 0.0002 | -0.013 | |||||
| 115.00 | 119.10 | 0.99 | 0.0002 | 0.000 | 145 | 0 | 2.13 | 118.7% | -0.00 | 0.0002 | -0.013 | |||||
| 110.00 | 114.00 | 1 | 0.99 | 0.0002 | 0.000 | 150 | 0 | 2.13 | 112.8% | -0.01 | 0.0002 | -0.014 | ||||
| 105.05 | 109.15 | 0.99 | 0.0003 | -0.001 | 155 | 0 | 2.13 | 107.1% | -0.01 | 0.0003 | -0.014 | |||||
| 100.00 | 103.85 | 0.99 | 0.0003 | -0.002 | 160 | 0 | 2.13 | 101.5% | -0.01 | 0.0003 | -0.015 | |||||
| 95.00 | 99.05 | 0.99 | 0.0004 | -0.004 | 165 | 0 | 2.13 | 96.1% | -0.01 | 0.0004 | -0.016 | |||||
| 90.10 | 94.20 | 0.99 | 0.0004 | -0.005 | 170 | 0 | 2.13 | 90.8% | -0.01 | 0.0004 | -0.017 | |||||
| 85.10 | 88.80 | 0.99 | 0.0005 | -0.006 | 175 | 0 | 2.13 | 85.7% | -0.01 | 0.0005 | -0.017 | |||||
| 80.15 | 84.20 | 0.99 | 0.0006 | -0.008 | 180 | 0 | 2.13 | 80.6% | -0.01 | 0.0006 | -0.018 | |||||
| 75.10 | 79.00 | 0.99 | 0.0007 | -0.010 | 185 | 0 | 2.13 | 75.7% | -0.01 | 0.0007 | -0.019 | |||||
| 70.15 | 74.20 | 0.99 | 0.0008 | -0.012 | 190 | 0 | 2.13 | 70.9% | -0.01 | 0.0008 | -0.021 | |||||
| 65.20 | 69.15 | 0.98 | 0.0010 | -0.014 | 195 | 0 | 2.13 | 66.2% | -0.01 | 0.0010 | -0.022 | |||||
| 60.20 | 64.20 | 0.98 | 0.0012 | -0.016 | 200 | 0 | 2.13 | 1 | 61.6% | -0.02 | 0.0012 | -0.024 | ||||
| 55.25 | 59.15 | 0.98 | 0.0015 | -0.019 | 205 | 0 | 2.14 | 57.1% | -0.02 | 0.0015 | -0.026 | |||||
| 50.30 | 54.15 | 1 | 0.97 | 0.0019 | -0.022 | 210 | 0 | 2.16 | 1 | 52.7% | -0.02 | 0.0019 | -0.028 | |||
| 45.35 | 49.40 | 0.97 | 0.0024 | -0.025 | 215 | 0 | 2.19 | 4 | 48.4% | -0.03 | 0.0024 | -0.032 | ||||
| 40.45 | 44.40 | 1 | 0.96 | 0.0030 | -0.030 | 220 | 0 | 2.25 | 4 | 44.3% | -0.04 | 0.0031 | -0.035 | |||
| 35.55 | 39.30 | 5 | 0.95 | 0.0040 | -0.035 | 225 | 0 | 0.9800 | 16 | 33.0% | -0.05 | 0.0040 | -0.040 | |||
| 30.75 | 34.10 | 2 | 0.94 | 0.0053 | -0.042 | 230 | 0.0500 | 1.28 | 53 | 31.2% | -0.06 | 0.0053 | -0.047 | |||
| 26.00 | 28.90 | 1 | 0.92 | 0.0071 | -0.052 | 235 | 0.2000 | 1.20 | 1 | 147 | 27.5% | -0.09 | 0.0072 | -0.056 | ||
| 21.90 | 24.40 | 1 | 4 | 22.2% | 0.88 | 0.0096 | -0.064 | 240 | 0.4400 | 2.34 | 2 | 54 | 28.4% | -0.12 | 0.0097 | -0.068 |
| 17.60 | 20.25 | 2 | 23.6% | 0.83 | 0.0128 | -0.080 | 245 | 1.76 | 3.90 | 69 | 31.1% | -0.17 | 0.0129 | -0.083 | ||
| 13.60 | 16.25 | 2 | 9 | 23.5% | 0.76 | 0.0162 | -0.096 | 250 | 2.47 | 4.25 | 2 | 26 | 27.8% | -0.24 | 0.0165 | -0.099 |
| 9.45 | 12.70 | 1 | 10 | 22.3% | 0.67 | 0.0194 | -0.110 | 255 | 2.28 | 5.75 | 1 | 24 | 24.2% | -0.33 | 0.0198 | -0.113 |
| 7.15 | 9.40 | 5 | 27 | 23.1% | 0.57 | 0.0216 | -0.118 | 260 | 5.20 | 6.80 | 10 | 24.1% | -0.43 | 0.0221 | -0.120 | |
| 3.80 | 6.90 | 35 | 135 | 21.5% | 0.46 | 0.0222 | -0.118 | 265 | 7.90 | 9.45 | 18 | 24.4% | -0.55 | 0.0228 | -0.120 | |
| 2.93 | 4.95 | 221 | 23.1% | 0.35 | 0.0209 | -0.110 | 270 | 10.50 | 13.35 | 2 | 24.9% | -0.66 | 0.0216 | -0.113 | ||
| 1.75 | 3.75 | 3 | 117 | 23.9% | 0.26 | 0.0182 | -0.096 | 275 | 14.60 | 17.25 | 26.6% | -0.75 | 0.0191 | -0.099 | ||
| 0.2400 | 2.13 | 2 | 130 | 20.9% | 0.19 | 0.0148 | -0.080 | 280 | 18.50 | 21.35 | 26.9% | -0.83 | 0.0157 | -0.083 | ||
| 0.8000 | 1.47 | 1 | 55 | 24.4% | 0.13 | 0.0115 | -0.066 | 285 | 22.80 | 25.85 | 27.8% | -0.89 | 0.0124 | -0.067 | ||
| 0.1300 | 2.64 | 6 | 29.5% | 0.10 | 0.0089 | -0.055 | 290 | 27.10 | 30.45 | 27.6% | -0.93 | 0.0100 | -0.056 | |||
| 0 | 1.12 | 7 | 26.4% | 0.08 | 0.0069 | -0.048 | 295 | 31.35 | 35.50 | 29.8% | -0.95 | 0.0083 | -0.056 | |||
| 0.0600 | 2.35 | 10 | 35.0% | 0.06 | 0.0056 | -0.044 | 300 | 36.65 | 40.45 | 32.6% | -0.96 | 0.0074 | -0.055 | |||
| 0 | 2.26 | 37.5% | 0.05 | 0.0046 | -0.042 | 305 | 41.60 | 45.55 | 36.9% | -0.97 | 0.0061 | -0.049 | ||||
| 0 | 2.21 | 40.3% | 0.05 | 0.0039 | -0.040 | 310 | 46.50 | 50.45 | 38.5% | -0.98 | 0.0050 | -0.045 | ||||
| 0 | 2.19 | 43.0% | 0.04 | 0.0033 | -0.038 | 315 | 51.35 | 55.45 | 41.3% | -0.98 | 0.0040 | -0.045 | ||||
| 0 | 2.17 | 45.7% | 0.04 | 0.0029 | -0.037 | 320 | 56.75 | 60.55 | 44.4% | -0.99 | 0.0033 | -0.046 | ||||
| 0 | 2.16 | 48.4% | 0.03 | 0.0025 | -0.035 | 325 | 61.55 | 65.50 | 47.0% | -0.99 | 0.0026 | -0.043 | ||||
| 0 | 2.15 | 50.9% | 0.03 | 0.0022 | -0.034 | 330 | 66.80 | 70.50 | 49.6% | -0.99 | 0.0021 | -0.038 | ||||
| 0 | 2.14 | 53.4% | 0.03 | 0.0020 | -0.033 | 335 | 71.40 | 75.50 | 48.8% | -0.99 | 0.0017 | -0.032 | ||||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs