D option chain Dominion Energy, Inc.
Cboe delayed options data · as of 12:41 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 ±9.7% (59.48–72.23) · ATM IV 19.9% · P/C open interest 0.64
| 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 | |
| 29.80 | 32.40 | 1.00 | 0.0000 | -0.163 | 35 | 0 | 0.2000 | 82 | 51.9% | -0.01 | 0.0015 | -0.002 | ||||
| 27.20 | 29.90 | 1.00 | 0.0000 | -0.145 | 37.5 | 0 | 0.3000 | 59 | 48.2% | -0.01 | 0.0021 | -0.002 | ||||
| 24.80 | 27.40 | 13 | 1.00 | 0.0000 | -0.125 | 40 | 0 | 0.5500 | 145 | 48.4% | -0.02 | 0.0028 | -0.003 | |||
| 22.20 | 24.90 | 1.00 | 0.0000 | -0.102 | 42.5 | 0 | 0.6000 | 55 | 44.0% | -0.03 | 0.0039 | -0.003 | ||||
| 19.80 | 22.30 | 14 | 1.00 | 0.0000 | -0.076 | 45 | 0.0500 | 0.6500 | 194 | 40.5% | -0.03 | 0.0053 | -0.004 | |||
| 17.00 | 19.60 | 26 | 0.99 | 0.0062 | -0.043 | 47.5 | 0.1000 | 0.6500 | 3 | 433 | 36.2% | -0.05 | 0.0073 | -0.005 | ||
| 14.80 | 17.20 | 632 | 0.97 | 0.0164 | -0.013 | 50 | 0.2000 | 0.8000 | 651 | 33.9% | -0.06 | 0.0101 | -0.005 | |||
| 12.30 | 14.90 | 1 | 121 | 0.93 | 0.0182 | -0.002 | 52.5 | 0.2500 | 0.8500 | 461 | 29.9% | -0.09 | 0.0139 | -0.006 | ||
| 10.10 | 12.50 | 589 | 23.6% | 0.90 | 0.0180 | -0.004 | 55 | 0.4000 | 1.00 | 734 | 27.1% | -0.12 | 0.0192 | -0.008 | ||
| 8.50 | 9.70 | 227 | 22.9% | 0.85 | 0.0252 | -0.006 | 57.5 | 0.6000 | 1.10 | 6 | 745 | 23.8% | -0.17 | 0.0262 | -0.009 | |
| 6.20 | 7.50 | 1 | 733 | 20.2% | 0.79 | 0.0344 | -0.008 | 60 | 0.9500 | 1.60 | 991 | 22.4% | -0.24 | 0.0349 | -0.010 | |
| 4.80 | 5.60 | 4 | 958 | 21.1% | 0.69 | 0.0443 | -0.010 | 62.5 | 1.45 | 2.25 | 1,017 | 20.6% | -0.33 | 0.0444 | -0.011 | |
| 2.90 | 4.10 | 2 | 1,349 | 19.5% | 0.58 | 0.0523 | -0.011 | 65 | 2.35 | 3.40 | 473 | 20.3% | -0.45 | 0.0518 | -0.011 | |
| 1.90 | 3.00 | 5 | 812 | 20.1% | 0.44 | 0.0542 | -0.011 | 67.5 | 3.50 | 5.30 | 493 | 21.2% | -0.58 | 0.0535 | -0.010 | |
| 1.10 | 1.95 | 2 | 1,556 | 19.6% | 0.32 | 0.0490 | -0.009 | 70 | 5.10 | 7.00 | 223 | 21.2% | -0.70 | 0.0481 | -0.008 | |
| 0.6500 | 1.30 | 554 | 19.8% | 0.22 | 0.0398 | -0.008 | 72.5 | 6.80 | 9.00 | 37 | 20.9% | -0.80 | 0.0387 | -0.006 | ||
| 0.4500 | 0.9000 | 1,784 | 20.8% | 0.15 | 0.0303 | -0.006 | 75 | 9.00 | 11.20 | 5 | 22.1% | -0.86 | 0.0291 | -0.004 | ||
| 0.2000 | 0.7500 | 47 | 21.7% | 0.10 | 0.0225 | -0.005 | 77.5 | 10.90 | 13.70 | 22.1% | -0.91 | 0.0219 | -0.002 | |||
| 0.0500 | 0.3500 | 999 | 20.6% | 0.07 | 0.0166 | -0.004 | 80 | 13.20 | 16.60 | 16 | 26.7% | -0.94 | 0.0195 | -0.001 | ||
| 0 | 0.6500 | 151 | 27.4% | 0.04 | 0.0092 | -0.003 | 85 | 17.90 | 21.60 | 30.8% | -0.99 | 0.0087 | 0.000 | |||
| 0 | 0.4500 | 356 | 29.7% | 0.02 | 0.0054 | -0.002 | 90 | 22.90 | 26.50 | 35.5% | -1.00 | 0.0008 | 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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs