ABBV option chain AbbVie Inc.
Cboe delayed options data · as of 09:33 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 ±6.3% (245.44–278.19) · ATM IV 25.0% · P/C open interest 0.16
| 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 | |
| 124.10 | 127.70 | 92.5% | 0.99 | 0.0002 | 0.000 | 135 | 0 | 2.13 | 119.0% | -0.00 | 0.0002 | -0.013 | ||||
| 119.10 | 122.65 | 84.9% | 0.99 | 0.0002 | 0.000 | 140 | 0 | 2.13 | 113.2% | -0.01 | 0.0002 | -0.013 | ||||
| 114.10 | 117.75 | 82.2% | 0.99 | 0.0003 | 0.000 | 145 | 0 | 2.13 | 107.6% | -0.01 | 0.0003 | -0.014 | ||||
| 109.15 | 112.70 | 76.6% | 0.99 | 0.0003 | 0.000 | 150 | 0 | 2.13 | 102.2% | -0.01 | 0.0003 | -0.014 | ||||
| 104.15 | 107.80 | 73.9% | 0.99 | 0.0003 | 0.000 | 155 | 0 | 2.13 | 97.0% | -0.01 | 0.0003 | -0.015 | ||||
| 99.20 | 102.80 | 69.9% | 0.99 | 0.0004 | 0.000 | 160 | 0 | 2.13 | 91.9% | -0.01 | 0.0004 | -0.015 | ||||
| 94.20 | 97.85 | 66.1% | 0.99 | 0.0004 | 0.000 | 165 | 0 | 2.13 | 86.9% | -0.01 | 0.0004 | -0.016 | ||||
| 89.25 | 92.80 | 61.2% | 0.99 | 0.0005 | 0.000 | 170 | 0 | 2.13 | 82.1% | -0.01 | 0.0005 | -0.017 | ||||
| 84.25 | 87.90 | 58.6% | 0.99 | 0.0006 | 0.000 | 175 | 0 | 2.13 | 77.4% | -0.01 | 0.0006 | -0.018 | ||||
| 79.25 | 82.85 | 52.9% | 0.99 | 0.0007 | 0.000 | 180 | 0 | 2.13 | 72.8% | -0.01 | 0.0007 | -0.019 | ||||
| 74.30 | 77.95 | 51.5% | 0.99 | 0.0008 | 0.000 | 185 | 0 | 2.13 | 68.4% | -0.01 | 0.0008 | -0.020 | ||||
| 69.35 | 72.95 | 48.0% | 0.98 | 0.0010 | 0.000 | 190 | 0 | 2.13 | 64.0% | -0.02 | 0.0010 | -0.021 | ||||
| 64.35 | 68.00 | 44.6% | 0.98 | 0.0012 | 0.000 | 195 | 0 | 2.14 | 59.7% | -0.02 | 0.0012 | -0.023 | ||||
| 59.40 | 63.00 | 41.3% | 0.98 | 0.0014 | 0.000 | 200 | 0 | 2.15 | 55.5% | -0.02 | 0.0014 | -0.024 | ||||
| 54.45 | 58.05 | 38.7% | 0.97 | 0.0018 | -0.003 | 205 | 0 | 2.17 | 51.4% | -0.03 | 0.0018 | -0.026 | ||||
| 49.50 | 53.10 | 36.0% | 0.97 | 0.0022 | -0.008 | 210 | 0 | 2.20 | 47.5% | -0.03 | 0.0022 | -0.029 | ||||
| 44.60 | 48.15 | 33.7% | 0.96 | 0.0028 | -0.013 | 215 | 0 | 2.25 | 43.6% | -0.04 | 0.0028 | -0.032 | ||||
| 39.90 | 43.30 | 33.3% | 0.95 | 0.0035 | -0.019 | 220 | 0 | 2.00 | 38.4% | -0.05 | 0.0036 | -0.036 | ||||
| 34.90 | 38.45 | 30.3% | 0.94 | 0.0046 | -0.026 | 225 | 0 | 2.46 | 4 | 36.3% | -0.06 | 0.0046 | -0.041 | |||
| 30.30 | 33.80 | 29.9% | 0.92 | 0.0060 | -0.035 | 230 | 0.0800 | 1.31 | 5 | 27.9% | -0.08 | 0.0061 | -0.048 | |||
| 25.65 | 29.25 | 28.6% | 0.89 | 0.0080 | -0.046 | 235 | 0.3300 | 1.83 | 3 | 27.1% | -0.11 | 0.0081 | -0.058 | |||
| 21.30 | 24.85 | 35 | 27.8% | 0.85 | 0.0105 | -0.060 | 240 | 0.9700 | 2.42 | 14 | 26.6% | -0.15 | 0.0106 | -0.070 | ||
| 17.75 | 20.75 | 1 | 28.2% | 0.79 | 0.0133 | -0.076 | 245 | 0.8300 | 3.55 | 2 | 6 | 24.4% | -0.21 | 0.0135 | -0.084 | |
| 13.40 | 16.90 | 26.3% | 0.72 | 0.0160 | -0.091 | 250 | 2.31 | 4.90 | 2 | 3 | 24.9% | -0.28 | 0.0162 | -0.098 | ||
| 10.55 | 13.70 | 4 | 26.9% | 0.63 | 0.0182 | -0.103 | 255 | 4.40 | 6.65 | 1 | 2 | 25.5% | -0.37 | 0.0185 | -0.108 | |
| 7.60 | 10.60 | 2 | 26.0% | 0.54 | 0.0194 | -0.109 | 260 | 6.30 | 8.25 | 24.0% | -0.47 | 0.0198 | -0.112 | |||
| 5.80 | 7.80 | 9 | 9 | 26.0% | 0.44 | 0.0195 | -0.109 | 265 | 8.70 | 11.15 | 2 | 23.8% | -0.57 | 0.0200 | -0.110 | |
| 3.70 | 5.85 | 1 | 20 | 25.4% | 0.35 | 0.0184 | -0.102 | 270 | 11.45 | 14.50 | 23.2% | -0.66 | 0.0190 | -0.102 | ||
| 2.72 | 4.05 | 1 | 122 | 25.5% | 0.27 | 0.0164 | -0.090 | 275 | 14.90 | 18.60 | 23.4% | -0.75 | 0.0171 | -0.088 | ||
| 1.51 | 2.80 | 18 | 14 | 24.8% | 0.20 | 0.0137 | -0.076 | 280 | 18.85 | 22.55 | 22.7% | -0.82 | 0.0146 | -0.073 | ||
| 0.8800 | 1.50 | 6 | 6 | 23.6% | 0.14 | 0.0110 | -0.062 | 285 | 23.40 | 26.85 | 22.5% | -0.88 | 0.0119 | -0.058 | ||
| 0.2700 | 1.71 | 23 | 25.5% | 0.10 | 0.0087 | -0.051 | 290 | 28.00 | 31.45 | -0.92 | 0.0093 | -0.044 | ||||
| 0.0300 | 2.11 | 9 | 29.0% | 0.08 | 0.0068 | -0.043 | 295 | 32.80 | 36.45 | -0.95 | 0.0084 | -0.031 | ||||
| 0 | 2.45 | 1 | 33.0% | 0.06 | 0.0054 | -0.038 | 300 | 37.80 | 41.70 | -0.97 | 0.0077 | -0.023 | ||||
| 0 | 2.32 | 35.4% | 0.05 | 0.0044 | -0.034 | 305 | 42.80 | 46.50 | -0.98 | 0.0058 | -0.032 | |||||
| 0 | 2.24 | 37.8% | 0.04 | 0.0037 | -0.032 | 310 | 47.75 | 51.50 | -0.99 | 0.0045 | -0.036 | |||||
| 0 | 2.20 | 40.2% | 0.04 | 0.0032 | -0.030 | 315 | 52.80 | 56.45 | -0.99 | 0.0036 | -0.038 | |||||
| 0 | 2.17 | 42.6% | 0.04 | 0.0027 | -0.029 | 320 | 57.75 | 61.50 | -0.99 | 0.0026 | -0.046 | |||||
| 0 | 2.14 | 44.9% | 0.03 | 0.0024 | -0.028 | 325 | 62.75 | 66.50 | -1.00 | 0.0018 | -0.054 | |||||
| 0 | 2.13 | 47.2% | 0.03 | 0.0021 | -0.026 | 330 | 67.75 | 71.45 | -1.00 | 0.0012 | -0.060 | |||||
| 0 | 2.13 | 49.6% | 0.03 | 0.0018 | -0.025 | 335 | 72.75 | 76.50 | -1.00 | 0.0007 | -0.066 | |||||
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 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs