D option chain Dominion Energy, Inc.
Cboe delayed options data · as of 06:36 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 ±16.0% (52.26–72.16) · ATM IV 21.1% · P/C open interest 1.01
| 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 | |
| 27.50 | 32.50 | 38.8% | 0.99 | 0.0013 | 0.000 | 32.5 | 0 | 0.4000 | 37.3% | -0.03 | 0.0029 | -0.002 | ||||
| 25.00 | 30.00 | 37.8% | 0.99 | 0.0024 | 0.000 | 35 | 0 | 0.9500 | 37.9% | -0.04 | 0.0038 | -0.003 | ||||
| 22.50 | 27.50 | 35.0% | 0.98 | 0.0040 | 0.000 | 37.5 | 0.0500 | 0.8500 | 35.4% | -0.05 | 0.0049 | -0.003 | ||||
| 20.00 | 25.00 | 33.2% | 0.97 | 0.0059 | 0.000 | 40 | 0.0500 | 1.00 | 32.8% | -0.06 | 0.0063 | -0.003 | ||||
| 17.50 | 22.50 | 31.4% | 0.95 | 0.0080 | -0.001 | 42.5 | 0.0500 | 1.15 | 30.1% | -0.08 | 0.0081 | -0.004 | ||||
| 16.60 | 19.30 | 29.6% | 0.92 | 0.0102 | -0.002 | 45 | 0.1000 | 1.30 | 27.7% | -0.10 | 0.0103 | -0.004 | ||||
| 14.40 | 17.10 | 28.2% | 0.89 | 0.0127 | -0.003 | 47.5 | 0.3000 | 1.50 | 52 | 26.0% | -0.12 | 0.0130 | -0.005 | |||
| 11.00 | 16.00 | 26.2% | 0.86 | 0.0158 | -0.003 | 50 | 0 | 5.00 | 7 | 24.5% | -0.16 | 0.0163 | -0.005 | |||
| 9.00 | 14.00 | 24.9% | 0.82 | 0.0195 | -0.004 | 52.5 | 0.8500 | 2.35 | 23.6% | -0.20 | 0.0201 | -0.006 | ||||
| 7.00 | 12.00 | 1 | 24.1% | 0.76 | 0.0236 | -0.005 | 55 | 1.30 | 3.00 | 99 | 22.7% | -0.25 | 0.0242 | -0.006 | ||
| 5.00 | 10.00 | 22.3% | 0.70 | 0.0278 | -0.006 | 57.5 | 0.5000 | 5.40 | 10 | 21.5% | -0.32 | 0.0284 | -0.006 | |||
| 5.20 | 7.30 | 4 | 21.9% | 0.63 | 0.0316 | -0.006 | 60 | 1.30 | 6.00 | 21.0% | -0.39 | 0.0320 | -0.006 | |||
| 4.20 | 5.90 | 15 | 21.9% | 0.55 | 0.0341 | -0.006 | 62.5 | 2.50 | 7.30 | 20.2% | -0.47 | 0.0344 | -0.006 | |||
| 2.80 | 4.70 | 4 | 18.9% | 0.47 | 0.0349 | -0.006 | 65 | 5.10 | 7.10 | 1 | 19.9% | -0.56 | 0.0352 | -0.006 | ||
| 0.5000 | 5.50 | 7 | 20.0% | 0.39 | 0.0339 | -0.006 | 67.5 | 6.50 | 8.60 | 19.1% | -0.64 | 0.0344 | -0.006 | |||
| 1.20 | 3.00 | 34 | 20.1% | 0.32 | 0.0314 | -0.006 | 70 | 7.00 | 12.00 | 19.2% | -0.71 | 0.0324 | -0.005 | |||
| 0.6500 | 2.25 | 12 | 19.5% | 0.26 | 0.0281 | -0.005 | 72.5 | 9.00 | 14.00 | 19.1% | -0.78 | 0.0299 | -0.004 | |||
| 0.9000 | 1.70 | 78 | 21.0% | 0.21 | 0.0245 | -0.005 | 75 | 11.00 | 16.00 | 18.8% | -0.83 | 0.0268 | -0.004 | |||
| 0.1000 | 1.30 | 19.1% | 0.17 | 0.0211 | -0.004 | 77.5 | 13.00 | 18.00 | 18.7% | -0.88 | 0.0232 | -0.003 | ||||
| 0.2500 | 1.00 | 10 | 20.3% | 0.14 | 0.0180 | -0.004 | 80 | 15.50 | 20.50 | 18.2% | -0.91 | 0.0191 | -0.002 | |||
| 0 | 5.00 | 21.6% | 0.09 | 0.0131 | -0.003 | 85 | 20.50 | 25.50 | 21.1% | -0.96 | 0.0114 | 0.000 | ||||
| 0 | 0.7000 | 2 | 23.5% | 0.07 | 0.0096 | -0.003 | 90 | 25.50 | 30.50 | 23.4% | -0.98 | 0.0059 | 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 — 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