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 ±21.9% (220.57–344.62) · ATM IV 29.3% · P/C open interest 1.14
| 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 | |
| 138.45 | 142.00 | 2 | 40.2% | 0.98 | 0.0005 | 0.000 | 145 | 0.2200 | 1.96 | 59 | 40.5% | -0.02 | 0.0005 | -0.009 | ||
| 134.20 | 137.50 | 20 | 41.5% | 0.98 | 0.0006 | 0.000 | 150 | 0.5000 | 1.91 | 122 | 39.5% | -0.03 | 0.0006 | -0.009 | ||
| 129.60 | 133.00 | 3 | 41.2% | 0.97 | 0.0006 | 0.000 | 155 | 0.5500 | 2.11 | 56 | 38.5% | -0.03 | 0.0007 | -0.010 | ||
| 124.95 | 128.45 | 21 | 40.4% | 0.97 | 0.0008 | 0.000 | 160 | 0.9300 | 1.60 | 366 | 36.4% | -0.04 | 0.0008 | -0.011 | ||
| 120.40 | 123.50 | 14 | 38.9% | 0.96 | 0.0008 | 0.000 | 165 | 1.33 | 2.42 | 33 | 37.6% | -0.04 | 0.0009 | -0.012 | ||
| 115.80 | 119.00 | 22 | 38.2% | 0.96 | 0.0010 | 0.000 | 170 | 1.37 | 2.92 | 39 | 37.0% | -0.05 | 0.0010 | -0.014 | ||
| 111.30 | 114.50 | 25 | 37.5% | 0.95 | 0.0011 | 0.000 | 175 | 1.44 | 3.50 | 27 | 36.5% | -0.05 | 0.0011 | -0.015 | ||
| 106.80 | 110.00 | 72 | 36.8% | 0.94 | 0.0012 | -0.001 | 180 | 2.24 | 2.90 | 267 | 35.1% | -0.06 | 0.0012 | -0.016 | ||
| 102.85 | 105.90 | 34 | 37.3% | 0.94 | 0.0014 | -0.003 | 185 | 2.52 | 4.10 | 2 | 50 | 35.7% | -0.07 | 0.0014 | -0.018 | |
| 97.95 | 101.50 | 31 | 35.9% | 0.93 | 0.0015 | -0.005 | 190 | 2.71 | 4.40 | 44 | 34.6% | -0.08 | 0.0016 | -0.019 | ||
| 93.65 | 97.00 | 43 | 35.2% | 0.92 | 0.0017 | -0.007 | 195 | 3.35 | 4.95 | 126 | 34.4% | -0.09 | 0.0017 | -0.021 | ||
| 89.30 | 92.85 | 34 | 34.7% | 0.91 | 0.0019 | -0.010 | 200 | 3.35 | 5.45 | 1 | 251 | 33.3% | -0.10 | 0.0019 | -0.022 | |
| 81.10 | 84.40 | 79 | 33.7% | 0.88 | 0.0023 | -0.014 | 210 | 5.15 | 6.90 | 285 | 33.1% | -0.12 | 0.0023 | -0.025 | ||
| 73.70 | 76.70 | 78 | 33.5% | 0.85 | 0.0027 | -0.019 | 220 | 6.95 | 8.20 | 1 | 365 | 32.2% | -0.15 | 0.0028 | -0.029 | |
| 65.45 | 69.00 | 69 | 32.2% | 0.82 | 0.0031 | -0.024 | 230 | 8.95 | 10.45 | 2 | 422 | 31.7% | -0.18 | 0.0032 | -0.032 | |
| 59.05 | 61.45 | 280 | 31.8% | 0.78 | 0.0036 | -0.028 | 240 | 10.10 | 12.15 | 150 | 29.8% | -0.22 | 0.0037 | -0.036 | ||
| 51.60 | 54.65 | 1 | 123 | 30.9% | 0.74 | 0.0040 | -0.032 | 250 | 14.15 | 16.10 | 5 | 189 | 30.8% | -0.26 | 0.0041 | -0.038 |
| 45.95 | 48.30 | 4 | 322 | 30.7% | 0.70 | 0.0044 | -0.035 | 260 | 17.30 | 19.25 | 273 | 30.0% | -0.31 | 0.0045 | -0.041 | |
| 39.05 | 42.50 | 153 | 29.7% | 0.65 | 0.0047 | -0.038 | 270 | 21.10 | 23.45 | 318 | 29.8% | -0.36 | 0.0049 | -0.043 | ||
| 34.85 | 37.10 | 4 | 933 | 29.9% | 0.61 | 0.0050 | -0.040 | 280 | 24.40 | 27.70 | 2 | 86 | 28.8% | -0.41 | 0.0052 | -0.044 |
| 29.50 | 32.30 | 1 | 355 | 29.3% | 0.56 | 0.0051 | -0.041 | 290 | 29.65 | 32.85 | 155 | 28.7% | -0.46 | 0.0055 | -0.044 | |
| 25.60 | 28.30 | 6 | 221 | 29.4% | 0.51 | 0.0052 | -0.042 | 300 | 35.60 | 38.55 | 1 | 131 | 28.7% | -0.52 | 0.0056 | -0.044 |
| 21.55 | 23.45 | 6 | 160 | 28.5% | 0.46 | 0.0052 | -0.042 | 310 | 41.10 | 44.35 | 36 | 28.1% | -0.57 | 0.0057 | -0.043 | |
| 17.30 | 21.15 | 17 | 245 | 28.4% | 0.41 | 0.0052 | -0.041 | 320 | 47.50 | 50.80 | 53 | 27.8% | -0.62 | 0.0057 | -0.041 | |
| 14.90 | 18.10 | 402 | 28.5% | 0.37 | 0.0050 | -0.040 | 330 | 54.50 | 58.05 | 27.7% | -0.67 | 0.0056 | -0.039 | |||
| 12.15 | 15.45 | 1 | 150 | 28.2% | 0.32 | 0.0048 | -0.038 | 340 | 62.00 | 64.65 | 27.0% | -0.72 | 0.0055 | -0.036 | ||
| 9.95 | 12.25 | 116 | 27.5% | 0.29 | 0.0046 | -0.036 | 350 | 70.20 | 72.90 | 27.2% | -0.77 | 0.0054 | -0.034 | |||
| 7.80 | 11.70 | 21 | 28.0% | 0.25 | 0.0043 | -0.034 | 360 | 78.00 | 81.70 | 27.0% | -0.81 | 0.0054 | -0.032 | |||
| 6.35 | 9.80 | 91 | 27.8% | 0.22 | 0.0040 | -0.032 | 370 | 86.55 | 90.25 | 26.4% | -0.85 | 0.0055 | -0.031 | |||
| 4.80 | 8.90 | 34 | 27.9% | 0.19 | 0.0037 | -0.029 | 380 | 95.80 | 99.40 | 26.2% | -0.90 | 0.0057 | -0.034 | |||
| 3.70 | 7.75 | 53 | 27.9% | 0.17 | 0.0034 | -0.027 | 390 | 105.25 | 108.75 | -0.94 | 0.0061 | -0.033 | ||||
| 2.95 | 6.90 | 194 | 28.1% | 0.15 | 0.0031 | -0.025 | 400 | 115.00 | 118.45 | -0.97 | 0.0042 | -0.041 | ||||
| 2.29 | 5.45 | 15 | 27.7% | 0.13 | 0.0028 | -0.022 | 410 | 125.00 | 128.30 | -0.99 | 0.0013 | -0.043 | ||||
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 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs