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 ±16.7% (218.12–305.32) · ATM IV 28.7% · P/C open interest 1.23
| 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 | |
| 125.20 | 128.95 | 0.99 | 0.0003 | 0.000 | 135 | 0.1800 | 0.4200 | 11 | 42.1% | -0.01 | 0.0004 | -0.006 | ||||
| 120.30 | 123.95 | 0.99 | 0.0004 | 0.000 | 140 | 0.2300 | 0.8100 | 2 | 43.5% | -0.01 | 0.0005 | -0.007 | ||||
| 115.55 | 119.40 | 1 | 33.2% | 0.99 | 0.0005 | 0.000 | 145 | 0.1100 | 1.09 | 4 | 42.3% | -0.02 | 0.0006 | -0.008 | ||
| 111.10 | 114.30 | 6 | 37.2% | 0.98 | 0.0006 | 0.000 | 150 | 0.4000 | 0.9800 | 20 | 41.1% | -0.02 | 0.0007 | -0.010 | ||
| 106.30 | 109.30 | 3 | 5 | 35.8% | 0.98 | 0.0007 | 0.000 | 155 | 0.4900 | 1.16 | 14 | 40.2% | -0.03 | 0.0008 | -0.011 | |
| 101.35 | 104.20 | 6 | 32.0% | 0.97 | 0.0009 | 0.000 | 160 | 0.6100 | 1.28 | 47 | 39.1% | -0.03 | 0.0009 | -0.012 | ||
| 96.65 | 99.25 | 14 | 31.8% | 0.97 | 0.0010 | 0.000 | 165 | 0.7500 | 1.48 | 116 | 38.3% | -0.04 | 0.0011 | -0.014 | ||
| 91.95 | 95.05 | 16 | 34.8% | 0.96 | 0.0012 | 0.000 | 170 | 1.02 | 1.74 | 100 | 156 | 37.8% | -0.04 | 0.0013 | -0.016 | |
| 87.25 | 90.45 | 12 | 34.6% | 0.95 | 0.0014 | -0.001 | 175 | 1.15 | 2.10 | 229 | 37.0% | -0.05 | 0.0015 | -0.018 | ||
| 82.40 | 85.85 | 28 | 33.9% | 0.94 | 0.0017 | -0.004 | 180 | 1.26 | 2.81 | 788 | 36.9% | -0.06 | 0.0017 | -0.020 | ||
| 78.10 | 81.25 | 19 | 34.0% | 0.93 | 0.0019 | -0.007 | 185 | 1.51 | 3.20 | 95 | 36.0% | -0.07 | 0.0020 | -0.022 | ||
| 73.60 | 76.05 | 18 | 32.2% | 0.92 | 0.0022 | -0.010 | 190 | 2.03 | 3.20 | 174 | 34.8% | -0.08 | 0.0022 | -0.025 | ||
| 69.20 | 71.70 | 58 | 32.2% | 0.91 | 0.0025 | -0.014 | 195 | 2.93 | 3.45 | 6 | 328 | 34.5% | -0.09 | 0.0026 | -0.027 | |
| 65.00 | 67.95 | 75 | 33.1% | 0.89 | 0.0029 | -0.017 | 200 | 3.50 | 4.80 | 955 | 35.1% | -0.11 | 0.0029 | -0.029 | ||
| 56.55 | 59.35 | 147 | 32.0% | 0.86 | 0.0036 | -0.024 | 210 | 4.35 | 5.35 | 384 | 32.2% | -0.14 | 0.0037 | -0.035 | ||
| 48.10 | 51.35 | 1 | 165 | 30.7% | 0.82 | 0.0044 | -0.031 | 220 | 6.55 | 7.15 | 23 | 956 | 31.8% | -0.19 | 0.0045 | -0.040 |
| 40.75 | 43.80 | 128 | 30.1% | 0.77 | 0.0052 | -0.037 | 230 | 7.90 | 9.50 | 5 | 342 | 30.1% | -0.24 | 0.0054 | -0.045 | |
| 33.65 | 36.60 | 1,041 | 29.0% | 0.71 | 0.0060 | -0.043 | 240 | 10.85 | 13.35 | 13 | 593 | 30.2% | -0.30 | 0.0062 | -0.049 | |
| 27.60 | 30.10 | 11 | 233 | 28.5% | 0.64 | 0.0067 | -0.047 | 250 | 15.20 | 17.15 | 4 | 542 | 30.2% | -0.36 | 0.0069 | -0.051 |
| 22.25 | 24.40 | 14 | 443 | 28.0% | 0.57 | 0.0072 | -0.050 | 260 | 18.65 | 21.90 | 9 | 162 | 29.4% | -0.44 | 0.0074 | -0.052 |
| 17.55 | 19.85 | 9 | 308 | 27.8% | 0.50 | 0.0074 | -0.051 | 270 | 23.45 | 27.10 | 1 | 78 | 28.6% | -0.51 | 0.0077 | -0.052 |
| 12.95 | 15.95 | 2 | 960 | 27.1% | 0.43 | 0.0074 | -0.050 | 280 | 30.50 | 32.70 | 6 | 38 | 28.9% | -0.59 | 0.0078 | -0.049 |
| 9.50 | 12.25 | 1 | 610 | 26.5% | 0.36 | 0.0071 | -0.048 | 290 | 36.95 | 39.10 | 3 | 41 | 28.3% | -0.66 | 0.0076 | -0.046 |
| 7.45 | 9.85 | 13 | 342 | 26.9% | 0.30 | 0.0067 | -0.044 | 300 | 43.95 | 46.60 | 13 | 28.1% | -0.73 | 0.0072 | -0.041 | |
| 5.10 | 7.25 | 3 | 97 | 26.1% | 0.25 | 0.0061 | -0.040 | 310 | 51.95 | 55.15 | 1 | 4 | 28.6% | -0.79 | 0.0066 | -0.035 |
| 4.55 | 5.70 | 27 | 80 | 27.1% | 0.20 | 0.0054 | -0.035 | 320 | 60.10 | 63.50 | 28.3% | -0.84 | 0.0058 | -0.028 | ||
| 3.35 | 4.50 | 131 | 107 | 27.2% | 0.16 | 0.0047 | -0.030 | 330 | 69.05 | 72.20 | 2 | 28.4% | -0.88 | 0.0049 | -0.020 | |
| 2.18 | 3.80 | 33 | 27.3% | 0.13 | 0.0040 | -0.026 | 340 | 78.45 | 81.50 | 29.1% | -0.92 | 0.0040 | -0.012 | |||
| 1.36 | 3.10 | 28 | 27.3% | 0.10 | 0.0034 | -0.022 | 350 | 87.75 | 91.00 | 29.6% | -0.94 | 0.0031 | -0.004 | |||
| 0.5200 | 2.40 | 19 | 26.6% | 0.08 | 0.0028 | -0.019 | 360 | 97.25 | 100.70 | 30.2% | -0.96 | 0.0023 | 0.000 | |||
| 0.4400 | 1.93 | 22 | 27.7% | 0.06 | 0.0023 | -0.016 | 370 | 107.10 | 110.55 | 31.6% | -0.98 | 0.0029 | 0.000 | |||
| 0.2200 | 1.35 | 8 | 26.8% | 0.05 | 0.0019 | -0.013 | 380 | 116.90 | 120.40 | 32.4% | -0.99 | 0.0011 | -0.019 | |||
| 0.0500 | 1.31 | 6 | 28.3% | 0.04 | 0.0016 | -0.011 | 390 | 126.50 | 130.40 | 33.3% | -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