D option chain Dominion Energy, Inc.
Cboe delayed options data · as of 06:41 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 ±16.9% (54.90–77.20) · ATM IV 21.5% · P/C open interest 1.33
| 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 | |
| 28.50 | 33.50 | 1.00 | 0.0000 | -0.021 | 35 | 0 | 3.70 | 57.2% | -0.04 | 0.0034 | -0.003 | |||||
| 26.00 | 31.00 | 0.99 | 0.0061 | -0.006 | 37.5 | 0 | 3.80 | 52.7% | -0.05 | 0.0043 | -0.003 | |||||
| 23.50 | 28.50 | 0.97 | 0.0080 | -0.000 | 40 | 0 | 1.90 | 38.8% | -0.06 | 0.0053 | -0.004 | |||||
| 21.00 | 26.00 | 0.95 | 0.0061 | -0.001 | 42.5 | 0 | 3.90 | 44.0% | -0.07 | 0.0065 | -0.004 | |||||
| 19.00 | 24.00 | 31.7% | 0.93 | 0.0078 | -0.002 | 45 | 0 | 1.95 | 31.6% | -0.09 | 0.0080 | -0.004 | ||||
| 16.50 | 21.50 | 27.5% | 0.91 | 0.0097 | -0.002 | 47.5 | 0.6500 | 4.00 | 38.3% | -0.11 | 0.0099 | -0.005 | ||||
| 14.50 | 19.50 | 28.0% | 0.88 | 0.0118 | -0.003 | 50 | 0.8500 | 2.00 | 2 | 3 | 28.2% | -0.14 | 0.0121 | -0.005 | ||
| 10.70 | 14.50 | 1 | 23.9% | 0.81 | 0.0173 | -0.004 | 55 | 1.50 | 3.10 | 33 | 26.2% | -0.20 | 0.0177 | -0.006 | ||
| 8.60 | 12.80 | 23.0% | 0.77 | 0.0205 | -0.005 | 57.5 | 1.70 | 4.50 | 26.4% | -0.25 | 0.0209 | -0.006 | ||||
| 6.90 | 11.20 | 1 | 22.7% | 0.71 | 0.0238 | -0.005 | 60 | 0.8000 | 5.00 | 19.1% | -0.30 | 0.0242 | -0.006 | |||
| 5.40 | 9.40 | 21.7% | 0.65 | 0.0269 | -0.006 | 62.5 | 3.30 | 6.00 | 24.5% | -0.37 | 0.0273 | -0.006 | ||||
| 4.00 | 8.20 | 1 | 21.6% | 0.58 | 0.0294 | -0.006 | 65 | 3.00 | 7.10 | 21.3% | -0.44 | 0.0296 | -0.006 | |||
| 4.00 | 6.90 | 23.3% | 0.51 | 0.0306 | -0.006 | 67.5 | 4.00 | 8.20 | 20.2% | -0.51 | 0.0308 | -0.006 | ||||
| 3.00 | 5.50 | 15 | 19.9% | 0.44 | 0.0304 | -0.006 | 70 | 5.50 | 9.50 | 19.8% | -0.58 | 0.0308 | -0.006 | |||
| 0.8500 | 4.70 | 1 | 19.5% | 0.37 | 0.0291 | -0.006 | 72.5 | 7.00 | 11.00 | 19.0% | -0.65 | 0.0297 | -0.006 | |||
| 1.70 | 4.40 | 20 | 23.5% | 0.31 | 0.0270 | -0.006 | 75 | 8.50 | 12.80 | 18.0% | -0.71 | 0.0279 | -0.005 | |||
| 1.25 | 4.20 | 24.6% | 0.27 | 0.0245 | -0.006 | 77.5 | 10.60 | 14.90 | 18.5% | -0.76 | 0.0256 | -0.004 | ||||
| 0 | 4.00 | 10 | 23.5% | 0.23 | 0.0220 | -0.005 | 80 | 12.50 | 17.50 | 19.3% | -0.81 | 0.0232 | -0.004 | |||
| 0 | 3.90 | 27.2% | 0.16 | 0.0172 | -0.004 | 85 | 17.00 | 22.00 | -0.88 | 0.0222 | -0.003 | |||||
| 0 | 3.80 | 30.4% | 0.12 | 0.0135 | -0.004 | 90 | 22.00 | 27.00 | -0.95 | 0.0205 | -0.005 | |||||
| 0 | 3.80 | 33.6% | 0.09 | 0.0106 | -0.003 | 95 | 27.00 | 32.00 | -0.99 | 0.0086 | 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