D option chain Dominion Energy, Inc.
Cboe delayed options data · as of 15:36 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 ±17.2% (51.85–73.35) · ATM IV 20.0% · P/C open interest 0.25
| 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 | |
| 28.00 | 33.00 | 44.3% | 0.99 | 0.0022 | 0.000 | 32.5 | 0 | 0.5000 | 49 | 33.8% | -0.04 | 0.0034 | -0.002 | |||
| 25.50 | 30.50 | 38.9% | 0.98 | 0.0036 | 0.000 | 35 | 0 | 4.70 | 21 | 54.7% | -0.05 | 0.0043 | -0.003 | |||
| 23.00 | 28.00 | 34.0% | 0.97 | 0.0052 | 0.000 | 37.5 | 0.1000 | 3.70 | 15 | 46.1% | -0.06 | 0.0053 | -0.003 | |||
| 20.50 | 25.50 | 29.4% | 0.95 | 0.0067 | -0.001 | 40 | 0.1500 | 2.50 | 77 | 37.0% | -0.08 | 0.0066 | -0.003 | |||
| 18.00 | 23.00 | 3 | 25.2% | 0.93 | 0.0082 | -0.001 | 42.5 | 0.2500 | 2.65 | 71 | 34.2% | -0.09 | 0.0082 | -0.004 | ||
| 16.30 | 20.50 | 16 | 26.4% | 0.90 | 0.0100 | -0.002 | 45 | 0.2500 | 1.60 | 220 | 26.4% | -0.11 | 0.0102 | -0.004 | ||
| 13.50 | 18.50 | 2 | 23.2% | 0.87 | 0.0121 | -0.002 | 47.5 | 0.2500 | 5.00 | 342 | 34.3% | -0.14 | 0.0124 | -0.004 | ||
| 11.50 | 16.50 | 28 | 23.0% | 0.84 | 0.0146 | -0.003 | 50 | 0.4000 | 5.00 | 498 | 30.8% | -0.17 | 0.0151 | -0.005 | ||
| 9.50 | 14.50 | 7 | 22.0% | 0.80 | 0.0175 | -0.004 | 52.5 | 0 | 5.00 | 241 | 25.9% | -0.21 | 0.0180 | -0.005 | ||
| 8.00 | 13.00 | 207 | 22.9% | 0.76 | 0.0207 | -0.004 | 55 | 0 | 5.00 | 132 | 22.1% | -0.26 | 0.0213 | -0.005 | ||
| 6.00 | 11.00 | 37 | 20.8% | 0.70 | 0.0239 | -0.005 | 57.5 | 0.5000 | 5.50 | 69 | 20.5% | -0.31 | 0.0246 | -0.005 | ||
| 5.00 | 9.50 | 387 | 21.3% | 0.64 | 0.0269 | -0.005 | 60 | 1.50 | 6.50 | 336 | 20.4% | -0.38 | 0.0276 | -0.005 | ||
| 3.50 | 8.00 | 2,338 | 20.2% | 0.57 | 0.0292 | -0.005 | 62.5 | 2.50 | 7.50 | 126 | 19.7% | -0.45 | 0.0300 | -0.005 | ||
| 4.40 | 7.00 | 2,283 | 24.0% | 0.50 | 0.0303 | -0.005 | 65 | 4.00 | 8.50 | 21 | 19.3% | -0.52 | 0.0315 | -0.005 | ||
| 1.50 | 6.00 | 599 | 20.0% | 0.43 | 0.0303 | -0.005 | 67.5 | 5.50 | 10.50 | 51 | 20.1% | -0.60 | 0.0318 | -0.005 | ||
| 1.90 | 5.50 | 954 | 22.8% | 0.37 | 0.0291 | -0.005 | 70 | 7.00 | 12.00 | 17 | 19.3% | -0.67 | 0.0311 | -0.005 | ||
| 0 | 2.50 | 684 | 14.9% | 0.31 | 0.0270 | -0.005 | 72.5 | 9.00 | 14.00 | 3 | 19.9% | -0.73 | 0.0300 | -0.004 | ||
| 0.9500 | 4.50 | 325 | 23.8% | 0.26 | 0.0246 | -0.004 | 75 | 11.00 | 16.00 | 1 | 20.0% | -0.79 | 0.0284 | -0.004 | ||
| 0 | 1.80 | 2 | 16.9% | 0.22 | 0.0220 | -0.004 | 77.5 | 13.00 | 18.00 | 19.1% | -0.85 | 0.0260 | -0.003 | |||
| 0 | 5.00 | 438 | 26.9% | 0.18 | 0.0195 | -0.004 | 80 | 15.50 | 20.50 | 21.2% | -0.89 | 0.0227 | -0.003 | |||
| 0 | 5.00 | 189 | 30.5% | 0.13 | 0.0152 | -0.003 | 85 | 20.00 | 25.00 | -0.95 | 0.0145 | -0.001 | ||||
| 0 | 1.50 | 496 | 23.3% | 0.10 | 0.0118 | -0.003 | 90 | 25.00 | 30.00 | 19.9% | -0.98 | 0.0077 | 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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs