ABBV option chain AbbVie Inc.
Cboe delayed options data · as of 21:33 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 ±14.7% (241.11–324.01) · ATM IV 28.6% · P/C open interest 1.45
| 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 | |
| 138.30 | 141.45 | 1 | 55.2% | 0.99 | 0.0002 | 0.000 | 145 | 0 | 0.8000 | 4 | 50.2% | -0.01 | 0.0002 | -0.005 | ||
| 133.40 | 136.45 | 5 | 52.6% | 0.99 | 0.0002 | 0.000 | 150 | 0 | 0.4400 | 21 | 44.2% | -0.01 | 0.0003 | -0.006 | ||
| 128.50 | 131.60 | 7 | 51.0% | 0.99 | 0.0003 | 0.000 | 155 | 0 | 0.4700 | 4 | 29 | 42.5% | -0.01 | 0.0003 | -0.007 | |
| 123.65 | 126.60 | 6 | 48.8% | 0.99 | 0.0004 | 0.000 | 160 | 0.0800 | 0.5700 | 2 | 80 | 42.3% | -0.01 | 0.0004 | -0.007 | |
| 118.75 | 121.80 | 15 | 47.4% | 0.99 | 0.0004 | 0.000 | 165 | 0.1100 | 0.6500 | 121 | 41.2% | -0.01 | 0.0005 | -0.008 | ||
| 113.85 | 116.85 | 15 | 45.3% | 0.99 | 0.0005 | 0.000 | 170 | 0.1000 | 0.8400 | 252 | 40.5% | -0.02 | 0.0006 | -0.009 | ||
| 108.95 | 111.95 | 12 | 43.4% | 0.98 | 0.0006 | 0.000 | 175 | 0.1200 | 0.7500 | 232 | 38.1% | -0.02 | 0.0006 | -0.010 | ||
| 104.10 | 107.10 | 30 | 42.0% | 0.98 | 0.0007 | 0.000 | 180 | 0.3400 | 0.7800 | 5 | 845 | 37.6% | -0.02 | 0.0008 | -0.012 | |
| 99.10 | 102.30 | 1 | 19 | 40.1% | 0.98 | 0.0009 | 0.000 | 185 | 0.3800 | 1.10 | 101 | 37.5% | -0.03 | 0.0009 | -0.013 | |
| 94.45 | 97.55 | 18 | 39.6% | 0.97 | 0.0010 | -0.000 | 190 | 0.3500 | 1.06 | 1 | 209 | 35.2% | -0.03 | 0.0011 | -0.015 | |
| 89.65 | 92.70 | 58 | 38.1% | 0.96 | 0.0012 | -0.003 | 195 | 0.6300 | 1.26 | 10 | 548 | 35.1% | -0.04 | 0.0013 | -0.017 | |
| 84.95 | 87.95 | 74 | 37.1% | 0.96 | 0.0015 | -0.006 | 200 | 0.7000 | 1.40 | 1,202 | 33.8% | -0.04 | 0.0015 | -0.019 | ||
| 75.75 | 79.00 | 148 | 36.3% | 0.94 | 0.0020 | -0.013 | 210 | 1.32 | 2.08 | 1,282 | 33.3% | -0.06 | 0.0020 | -0.025 | ||
| 66.70 | 70.00 | 171 | 34.8% | 0.91 | 0.0027 | -0.020 | 220 | 2.19 | 2.82 | 3 | 1,796 | 32.4% | -0.09 | 0.0027 | -0.031 | |
| 58.00 | 61.00 | 166 | 33.0% | 0.88 | 0.0035 | -0.029 | 230 | 3.05 | 4.40 | 1,844 | 31.7% | -0.12 | 0.0036 | -0.038 | ||
| 49.75 | 52.75 | 2 | 1,118 | 32.3% | 0.84 | 0.0044 | -0.037 | 240 | 4.75 | 5.60 | 2 | 2,152 | 30.6% | -0.17 | 0.0045 | -0.045 |
| 42.30 | 45.25 | 272 | 31.7% | 0.79 | 0.0053 | -0.046 | 250 | 6.85 | 7.65 | 26 | 1,073 | 29.9% | -0.22 | 0.0055 | -0.053 | |
| 34.75 | 38.00 | 5 | 648 | 30.5% | 0.73 | 0.0062 | -0.053 | 260 | 8.75 | 11.00 | 76 | 699 | 29.2% | -0.28 | 0.0064 | -0.059 |
| 28.75 | 31.40 | 4 | 536 | 30.1% | 0.66 | 0.0070 | -0.059 | 270 | 12.50 | 13.70 | 16 | 431 | 28.4% | -0.35 | 0.0073 | -0.063 |
| 23.20 | 25.95 | 1 | 1,844 | 29.9% | 0.59 | 0.0076 | -0.062 | 280 | 15.75 | 18.00 | 45 | 284 | 27.3% | -0.43 | 0.0079 | -0.066 |
| 18.25 | 20.10 | 932 | 28.8% | 0.51 | 0.0079 | -0.064 | 290 | 21.50 | 23.25 | 24 | 160 | 27.6% | -0.51 | 0.0082 | -0.066 | |
| 14.10 | 15.25 | 19 | 859 | 28.0% | 0.43 | 0.0079 | -0.063 | 300 | 26.30 | 29.30 | 49 | 26.7% | -0.59 | 0.0082 | -0.063 | |
| 10.10 | 11.75 | 4 | 462 | 27.3% | 0.36 | 0.0076 | -0.059 | 310 | 32.85 | 36.05 | 4 | 26.4% | -0.66 | 0.0079 | -0.058 | |
| 7.60 | 8.75 | 14 | 1,129 | 27.0% | 0.29 | 0.0070 | -0.054 | 320 | 40.20 | 42.80 | 1 | 25.7% | -0.73 | 0.0075 | -0.053 | |
| 5.80 | 6.65 | 98 | 405 | 27.2% | 0.23 | 0.0063 | -0.049 | 330 | 48.35 | 51.05 | 1 | 25.7% | -0.80 | 0.0070 | -0.047 | |
| 3.70 | 5.50 | 11 | 213 | 27.2% | 0.19 | 0.0055 | -0.042 | 340 | 56.95 | 59.55 | 25.2% | -0.86 | 0.0067 | -0.044 | ||
| 2.84 | 4.10 | 10 | 80 | 27.4% | 0.15 | 0.0046 | -0.036 | 350 | 65.95 | 69.10 | 25.0% | -0.91 | 0.0066 | -0.039 | ||
| 2.23 | 2.90 | 23 | 27.5% | 0.11 | 0.0039 | -0.030 | 360 | 75.40 | 78.50 | -0.96 | 0.0062 | -0.043 | ||||
| 1.52 | 2.75 | 42 | 28.4% | 0.09 | 0.0032 | -0.026 | 370 | 85.10 | 88.30 | -0.99 | 0.0027 | -0.045 | ||||
| 1.00 | 2.35 | 13 | 28.9% | 0.07 | 0.0026 | -0.022 | 380 | 95.05 | 98.35 | -1.00 | 0.0000 | -0.045 | ||||
| 0.0300 | 2.15 | 6 | 28.3% | 0.06 | 0.0022 | -0.018 | 390 | 105.35 | 108.35 | -1.00 | 0.0000 | -0.045 | ||||
| 0.0600 | 1.50 | 16 | 28.3% | 0.04 | 0.0018 | -0.016 | 400 | 115.20 | 118.35 | -1.00 | 0.0000 | -0.045 | ||||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs