ABBV option chain AbbVie Inc.
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 ±26.3% (192.87–330.57) · ATM IV 29.2% · P/C open interest 0.97
| 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 | |
| 125.50 | 130.50 | 60 | 33.9% | 0.97 | 0.0007 | 0.000 | 135 | 1.50 | 2.79 | 481 | 38.0% | -0.04 | 0.0008 | -0.009 | ||
| 121.00 | 126.00 | 190 | 36.5% | 0.96 | 0.0008 | 0.000 | 140 | 1.75 | 3.15 | 420 | 37.4% | -0.05 | 0.0009 | -0.010 | ||
| 117.00 | 121.00 | 105 | 35.1% | 0.96 | 0.0009 | 0.000 | 145 | 2.50 | 3.30 | 352 | 37.1% | -0.05 | 0.0010 | -0.011 | ||
| 112.50 | 116.45 | 94 | 34.5% | 0.95 | 0.0010 | 0.000 | 150 | 2.59 | 3.65 | 10 | 432 | 36.1% | -0.06 | 0.0011 | -0.012 | |
| 108.00 | 112.00 | 16 | 33.9% | 0.94 | 0.0012 | 0.000 | 155 | 2.99 | 4.20 | 15 | 35.7% | -0.07 | 0.0012 | -0.013 | ||
| 104.00 | 107.45 | 1 | 66 | 33.6% | 0.93 | 0.0013 | -0.001 | 160 | 3.40 | 4.55 | 240 | 34.9% | -0.07 | 0.0014 | -0.014 | |
| 99.50 | 103.45 | 92 | 33.3% | 0.92 | 0.0014 | -0.003 | 165 | 3.90 | 5.10 | 184 | 34.4% | -0.08 | 0.0015 | -0.015 | ||
| 95.50 | 100.40 | 29 | 156 | 34.2% | 0.91 | 0.0016 | -0.004 | 170 | 4.05 | 5.85 | 1 | 406 | 33.7% | -0.09 | 0.0016 | -0.016 |
| 91.50 | 95.45 | 74 | 33.0% | 0.90 | 0.0017 | -0.006 | 175 | 5.55 | 7.20 | 1 | 350 | 34.8% | -0.10 | 0.0018 | -0.017 | |
| 87.50 | 91.40 | 211 | 32.6% | 0.89 | 0.0019 | -0.008 | 180 | 5.30 | 7.45 | 228 | 464 | 33.1% | -0.11 | 0.0020 | -0.018 | |
| 83.50 | 87.15 | 71 | 32.0% | 0.88 | 0.0021 | -0.009 | 185 | 6.85 | 8.15 | 162 | 33.2% | -0.13 | 0.0021 | -0.019 | ||
| 79.90 | 83.50 | 150 | 32.0% | 0.87 | 0.0022 | -0.011 | 190 | 6.85 | 8.90 | 225 | 368 | 32.1% | -0.14 | 0.0023 | -0.020 | |
| 76.00 | 80.00 | 183 | 31.9% | 0.85 | 0.0024 | -0.013 | 195 | 8.75 | 9.85 | 110 | 32.5% | -0.15 | 0.0025 | -0.021 | ||
| 72.00 | 75.80 | 335 | 31.0% | 0.84 | 0.0026 | -0.014 | 200 | 9.20 | 10.90 | 833 | 31.7% | -0.17 | 0.0027 | -0.022 | ||
| 65.20 | 69.50 | 1 | 361 | 31.2% | 0.81 | 0.0030 | -0.017 | 210 | 11.45 | 14.00 | 245 | 31.5% | -0.20 | 0.0031 | -0.025 | |
| 58.50 | 62.50 | 1 | 855 | 30.6% | 0.77 | 0.0033 | -0.020 | 220 | 14.05 | 16.85 | 7 | 676 | 31.0% | -0.24 | 0.0034 | -0.026 |
| 52.00 | 56.50 | 1 | 412 | 30.1% | 0.73 | 0.0037 | -0.023 | 230 | 17.15 | 19.30 | 379 | 30.1% | -0.28 | 0.0038 | -0.028 | |
| 46.50 | 50.00 | 951 | 1,329 | 29.6% | 0.69 | 0.0040 | -0.025 | 240 | 20.75 | 23.65 | 45 | 30.0% | -0.32 | 0.0041 | -0.029 | |
| 40.50 | 45.00 | 5 | 431 | 29.2% | 0.65 | 0.0042 | -0.027 | 250 | 24.00 | 27.80 | 2 | 112 | 29.2% | -0.36 | 0.0044 | -0.030 |
| 36.60 | 39.35 | 951 | 410 | 29.1% | 0.61 | 0.0044 | -0.028 | 260 | 29.15 | 32.60 | 1 | 73 | 29.2% | -0.41 | 0.0047 | -0.031 |
| 32.00 | 34.95 | 2 | 934 | 28.9% | 0.56 | 0.0046 | -0.029 | 270 | 34.00 | 37.45 | 42 | 81 | 28.8% | -0.45 | 0.0049 | -0.031 |
| 27.00 | 30.65 | 33 | 202 | 28.2% | 0.52 | 0.0047 | -0.030 | 280 | 40.55 | 43.20 | 19 | 29.1% | -0.50 | 0.0050 | -0.031 | |
| 23.80 | 26.90 | 5 | 190 | 28.1% | 0.48 | 0.0047 | -0.030 | 290 | 45.75 | 48.65 | 119 | 8 | 28.6% | -0.55 | 0.0051 | -0.030 |
| 20.70 | 23.75 | 1 | 831 | 28.1% | 0.44 | 0.0047 | -0.030 | 300 | 52.50 | 55.20 | 3 | 28.2% | -0.60 | 0.0052 | -0.029 | |
| 18.35 | 20.00 | 192 | 27.8% | 0.40 | 0.0046 | -0.029 | 310 | 59.65 | 62.35 | 1 | 28.3% | -0.64 | 0.0052 | -0.028 | ||
| 15.40 | 18.20 | 2 | 49 | 27.9% | 0.36 | 0.0045 | -0.029 | 320 | 66.30 | 69.80 | 1 | 28.0% | -0.69 | 0.0052 | -0.027 | |
| 12.60 | 16.00 | 60 | 27.6% | 0.32 | 0.0044 | -0.028 | 330 | 74.10 | 78.50 | 28.4% | -0.73 | 0.0052 | -0.026 | |||
| 10.65 | 14.45 | 12 | 27.7% | 0.29 | 0.0042 | -0.026 | 340 | 81.50 | 86.50 | 28.3% | -0.77 | 0.0051 | -0.025 | |||
| 8.85 | 12.15 | 596 | 27.3% | 0.26 | 0.0039 | -0.025 | 350 | 90.60 | 94.50 | 28.1% | -0.81 | 0.0049 | -0.023 | |||
| 7.65 | 10.15 | 1 | 3 | 27.1% | 0.23 | 0.0037 | -0.024 | 360 | 100.30 | 103.50 | 29.0% | -0.84 | 0.0046 | -0.020 | ||
| 8.15 | 9.65 | 179 | 10 | 28.0% | 0.21 | 0.0035 | -0.022 | 370 | 108.65 | 112.50 | 28.6% | -0.88 | 0.0042 | -0.016 | ||
| 5.55 | 8.50 | 26 | 27.7% | 0.19 | 0.0032 | -0.021 | 380 | 117.70 | 122.00 | 28.9% | -0.90 | 0.0038 | -0.012 | |||
| 4.00 | 7.05 | 35 | 27.3% | 0.17 | 0.0030 | -0.020 | 390 | 126.50 | 131.50 | 29.1% | -0.93 | 0.0038 | -0.007 | |||
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.