AMT option chain American Tower Corporation
Cboe delayed options data · as of 15:33 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 ±7.1% (171.39–197.49) · ATM IV 30.2% · P/C open interest 0.47
| 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 | |
| 82.80 | 87.00 | 77.9% | 1.00 | 0.0003 | 0.000 | 100 | 0 | 0.7500 | 106.6% | -0.00 | 0.0003 | -0.009 | ||||
| 77.90 | 82.00 | 77.5% | 0.99 | 0.0004 | -0.000 | 105 | 0 | 0.7500 | 99.1% | -0.01 | 0.0004 | -0.010 | ||||
| 72.80 | 76.90 | 0.99 | 0.0004 | -0.001 | 110 | 0 | 0.7500 | 91.8% | -0.01 | 0.0004 | -0.011 | |||||
| 67.90 | 71.90 | 0.99 | 0.0005 | -0.003 | 115 | 0 | 0.7500 | 84.9% | -0.01 | 0.0005 | -0.011 | |||||
| 62.90 | 66.90 | 0.99 | 0.0006 | -0.004 | 120 | 0 | 0.7500 | 78.3% | -0.01 | 0.0006 | -0.012 | |||||
| 57.90 | 62.00 | 0.99 | 0.0008 | -0.005 | 125 | 0 | 0.7500 | 50 | 71.8% | -0.01 | 0.0008 | -0.012 | ||||
| 52.90 | 56.90 | 0.99 | 0.0010 | -0.006 | 130 | 0 | 0.7500 | 65.6% | -0.01 | 0.0010 | -0.013 | |||||
| 48.00 | 52.10 | 1 | 42.6% | 0.99 | 0.0012 | -0.008 | 135 | 0 | 0.7500 | 11 | 59.6% | -0.01 | 0.0012 | -0.014 | ||
| 43.00 | 46.90 | 0.98 | 0.0016 | -0.009 | 140 | 0 | 0.7500 | 328 | 53.7% | -0.02 | 0.0016 | -0.015 | ||||
| 38.10 | 41.90 | 0.98 | 0.0021 | -0.011 | 145 | 0.0500 | 0.7500 | 129 | 48.6% | -0.02 | 0.0021 | -0.016 | ||||
| 33.10 | 36.90 | 18 | 0.98 | 0.0028 | -0.013 | 150 | 0.1000 | 0.2000 | 619 | 36.1% | -0.02 | 0.0028 | -0.018 | |||
| 28.60 | 31.00 | 4 | 0.97 | 0.0040 | -0.017 | 155 | 0.1000 | 0.7500 | 572 | 37.8% | -0.03 | 0.0040 | -0.021 | |||
| 23.80 | 26.30 | 7 | 0.95 | 0.0063 | -0.026 | 160 | 0.2500 | 0.4500 | 9 | 304 | 31.0% | -0.05 | 0.0063 | -0.029 | ||
| 19.40 | 21.30 | 33 | 23.1% | 0.91 | 0.0099 | -0.040 | 165 | 0.6000 | 0.9500 | 1 | 318 | 31.1% | -0.09 | 0.0100 | -0.043 | |
| 15.30 | 17.30 | 860 | 28.3% | 0.84 | 0.0146 | -0.059 | 170 | 1.15 | 1.70 | 230 | 650 | 30.5% | -0.16 | 0.0148 | -0.062 | |
| 12.20 | 13.40 | 277 | 30.9% | 0.75 | 0.0194 | -0.080 | 175 | 2.25 | 2.95 | 76 | 194 | 30.7% | -0.25 | 0.0197 | -0.082 | |
| 8.80 | 9.50 | 464 | 29.2% | 0.65 | 0.0232 | -0.094 | 180 | 3.70 | 4.90 | 2 | 124 | 30.8% | -0.36 | 0.0236 | -0.096 | |
| 6.30 | 6.70 | 67 | 3,423 | 29.7% | 0.52 | 0.0253 | -0.100 | 185 | 5.90 | 7.20 | 4 | 182 | 30.6% | -0.48 | 0.0259 | -0.102 |
| 3.90 | 4.20 | 14 | 782 | 28.1% | 0.40 | 0.0246 | -0.096 | 190 | 8.80 | 10.20 | 3 | 31.0% | -0.61 | 0.0254 | -0.098 | |
| 2.45 | 2.95 | 5 | 223 | 29.1% | 0.29 | 0.0218 | -0.084 | 195 | 12.20 | 13.70 | 2 | 5 | 31.0% | -0.73 | 0.0228 | -0.086 |
| 1.40 | 1.65 | 281 | 1,084 | 28.4% | 0.19 | 0.0177 | -0.065 | 200 | 15.60 | 18.30 | 31.6% | -0.83 | 0.0188 | -0.068 | ||
| 0.4000 | 0.6000 | 8 | 246 | 28.9% | 0.07 | 0.0088 | -0.032 | 210 | 24.90 | 27.30 | 35.1% | -0.96 | 0.0104 | -0.035 | ||
| 0 | 0.5000 | 20 | 32.2% | 0.03 | 0.0043 | -0.019 | 220 | 34.70 | 37.70 | 45.2% | -1.00 | 0.0022 | -0.023 | |||
| 0 | 0.3500 | 50 | 36.6% | 0.02 | 0.0026 | -0.014 | 230 | 43.60 | 47.70 | 44.0% | -1.00 | 0.0002 | -0.022 | |||
| 0 | 0.3000 | 7 | 41.6% | 0.01 | 0.0017 | -0.011 | 240 | 53.60 | 57.60 | 48.9% | -1.00 | 0.0000 | -0.022 | |||
| 0 | 0.3000 | 47.1% | 0.01 | 0.0012 | -0.010 | 250 | 63.50 | 67.60 | 51.5% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 0.9500 | 1 | 62.2% | 0.01 | 0.0009 | -0.009 | 260 | 73.50 | 77.70 | 60.9% | -1.00 | 0.0000 | -0.022 | |||
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