AMT option chain American Tower Corporation
Cboe delayed options data · as of 00:33 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 ±10.3% (159.52–196.12) · ATM IV 27.7% · P/C open interest 0.98
| 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 | |
| 76.10 | 80.10 | 60.1% | 0.99 | 0.0005 | 0.000 | 100 | 0 | 1.90 | 75.4% | -0.02 | 0.0008 | -0.013 | ||||
| 71.20 | 75.20 | 61.1% | 0.99 | 0.0006 | 0.000 | 105 | 0 | 0.7500 | 58.9% | -0.02 | 0.0010 | -0.013 | ||||
| 66.20 | 70.20 | 55.5% | 0.99 | 0.0007 | 0.000 | 110 | 0 | 0.7500 | 54.3% | -0.02 | 0.0011 | -0.013 | ||||
| 61.10 | 65.20 | 47.1% | 0.99 | 0.0009 | 0.000 | 115 | 0 | 0.9500 | 52.0% | -0.02 | 0.0014 | -0.014 | ||||
| 56.20 | 60.20 | 45.1% | 0.99 | 0.0011 | 0.000 | 120 | 0 | 0.9500 | 47.6% | -0.03 | 0.0016 | -0.014 | ||||
| 51.10 | 55.10 | 0.99 | 0.0014 | 0.000 | 125 | 0 | 0.7500 | 140 | 41.5% | -0.03 | 0.0020 | -0.015 | ||||
| 46.30 | 50.20 | 37.8% | 0.98 | 0.0019 | 0.000 | 130 | 0 | 1.75 | 44.5% | -0.04 | 0.0024 | -0.015 | ||||
| 41.20 | 45.20 | 30.8% | 0.98 | 0.0025 | 0.000 | 135 | 0 | 0.9500 | 4 | 35.2% | -0.04 | 0.0031 | -0.016 | |||
| 37.00 | 40.00 | 34.7% | 0.97 | 0.0034 | -0.001 | 140 | 0 | 1.95 | 82 | 36.7% | -0.05 | 0.0040 | -0.018 | |||
| 31.60 | 34.50 | 0.95 | 0.0050 | -0.007 | 145 | 0.5000 | 2.50 | 73 | 36.4% | -0.07 | 0.0053 | -0.021 | ||||
| 27.70 | 29.60 | 27.9% | 0.92 | 0.0073 | -0.016 | 150 | 0.8500 | 1.35 | 1 | 160 | 29.1% | -0.10 | 0.0072 | -0.027 | ||
| 23.10 | 25.20 | 27.6% | 0.88 | 0.0101 | -0.027 | 155 | 1.40 | 2.30 | 1 | 19 | 29.2% | -0.14 | 0.0096 | -0.034 | ||
| 18.90 | 20.80 | 26.8% | 0.81 | 0.0127 | -0.038 | 160 | 2.45 | 3.40 | 1 | 36 | 29.4% | -0.20 | 0.0120 | -0.042 | ||
| 15.50 | 17.10 | 1 | 27.6% | 0.74 | 0.0148 | -0.046 | 165 | 3.90 | 4.70 | 12 | 29.2% | -0.27 | 0.0143 | -0.049 | ||
| 12.10 | 14.10 | 9 | 27.9% | 0.66 | 0.0164 | -0.052 | 170 | 5.50 | 6.30 | 13 | 28.6% | -0.35 | 0.0162 | -0.054 | ||
| 8.80 | 11.10 | 14 | 26.8% | 0.57 | 0.0174 | -0.055 | 175 | 7.50 | 8.50 | 12 | 28.2% | -0.44 | 0.0176 | -0.056 | ||
| 7.50 | 8.40 | 36 | 28.2% | 0.48 | 0.0178 | -0.055 | 180 | 9.70 | 11.00 | 11 | 27.3% | -0.53 | 0.0183 | -0.056 | ||
| 5.50 | 6.40 | 63 | 27.7% | 0.40 | 0.0173 | -0.053 | 185 | 12.60 | 14.50 | 1 | 27.6% | -0.62 | 0.0180 | -0.052 | ||
| 3.80 | 4.50 | 60 | 26.8% | 0.32 | 0.0162 | -0.048 | 190 | 15.70 | 17.70 | 26.4% | -0.70 | 0.0169 | -0.046 | |||
| 2.60 | 3.10 | 11 | 26.4% | 0.24 | 0.0144 | -0.042 | 195 | 19.50 | 21.80 | 26.6% | -0.78 | 0.0151 | -0.037 | |||
| 1.75 | 2.05 | 18 | 295 | 26.0% | 0.18 | 0.0122 | -0.034 | 200 | 24.00 | 26.60 | 28.9% | -0.85 | 0.0126 | -0.026 | ||
| 0.4500 | 1.20 | 71 | 25.8% | 0.09 | 0.0078 | -0.022 | 210 | 32.50 | 35.10 | 25.6% | -0.93 | 0.0075 | -0.009 | |||
| 0 | 0.9500 | 1 | 3 | 27.6% | 0.06 | 0.0052 | -0.018 | 220 | 42.50 | 45.40 | 32.6% | -0.96 | 0.0046 | 0.000 | ||
| 0 | 0.9500 | 3 | 32.0% | 0.05 | 0.0039 | -0.017 | 230 | 52.20 | 55.30 | 35.4% | -0.97 | 0.0033 | 0.000 | |||
| 0 | 0.7500 | 6 | 34.6% | 0.04 | 0.0031 | -0.016 | 240 | 61.80 | 65.40 | 38.0% | -0.97 | 0.0026 | 0.000 | |||
| 0 | 0.7500 | 38.4% | 0.04 | 0.0025 | -0.016 | 250 | 71.70 | 75.20 | 39.5% | -0.98 | 0.0021 | 0.000 | ||||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs