D option chain Dominion Energy, Inc.
Cboe delayed options data · as of 03:40 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 ±3.3% (63.90–68.20) · ATM IV 18.6% · P/C open interest 0.67
| 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 | |
| 29.90 | 32.00 | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.0500 | 3 | 121.0% | -0.00 | 0.0001 | -0.001 | ||||
| 27.40 | 29.50 | 1.00 | 0.0000 | 0.000 | 37.5 | 0 | 0.0500 | 1 | 108.7% | -0.00 | 0.0002 | -0.001 | ||||
| 24.90 | 26.60 | 5 | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0500 | 32 | 97.1% | -0.00 | 0.0003 | -0.001 | |||
| 22.40 | 24.50 | 1.00 | 0.0000 | 0.000 | 42.5 | 0 | 0.0500 | 25 | 86.2% | -0.00 | 0.0005 | -0.001 | ||||
| 19.90 | 22.00 | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.0500 | 89 | 75.9% | -0.00 | 0.0008 | -0.002 | ||||
| 17.40 | 19.50 | 1.00 | 0.0000 | 0.000 | 47.5 | 0 | 0.1000 | 172 | 72.5% | -0.00 | 0.0013 | -0.002 | ||||
| 14.90 | 17.00 | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.1000 | 263 | 62.3% | -0.01 | 0.0022 | -0.003 | ||||
| 12.40 | 14.50 | 31 | 1.00 | 0.0000 | 0.000 | 52.5 | 0 | 0.1500 | 296 | 55.9% | -0.01 | 0.0040 | -0.004 | |||
| 10.20 | 11.90 | 1 | 23 | 1.00 | 0.0000 | 0.000 | 55 | 0 | 0.3500 | 264 | 54.1% | -0.02 | 0.0076 | -0.007 | ||
| 7.50 | 9.40 | 132 | 1.00 | 0.0000 | 0.000 | 57.5 | 0 | 0.2000 | 491 | 38.0% | -0.03 | 0.0152 | -0.010 | |||
| 5.00 | 6.90 | 198 | 1.00 | 0.0004 | 0.000 | 60 | 0 | 0.1500 | 1 | 807 | 26.2% | -0.07 | 0.0329 | -0.016 | ||
| 3.10 | 3.80 | 5 | 1,602 | 0.98 | 0.0331 | -0.003 | 62.5 | 0.0500 | 0.3000 | 5 | 3,064 | 22.8% | -0.16 | 0.0752 | -0.024 | |
| 1.00 | 1.70 | 14 | 1,318 | 17.8% | 0.68 | 0.2608 | -0.066 | 65 | 0.6000 | 1.00 | 4 | 1,508 | 19.5% | -0.41 | 0.1478 | -0.033 |
| 0.2000 | 0.3500 | 30 | 2,865 | 16.9% | 0.24 | 0.1197 | -0.025 | 67.5 | 1.90 | 2.70 | 2,205 | 19.2% | -0.77 | 0.1220 | -0.025 | |
| 0 | 0.2500 | 15 | 6,952 | 18.5% | 0.08 | 0.0504 | -0.014 | 70 | 4.30 | 5.70 | 1,506 | 36.7% | -0.93 | 0.0506 | -0.013 | |
| 0 | 0.1500 | 1 | 1,376 | 28.2% | 0.03 | 0.0212 | -0.008 | 72.5 | 5.70 | 8.80 | 2 | 39.8% | -0.97 | 0.0201 | -0.006 | |
| 0 | 0.1000 | 1 | 1,083 | 33.3% | 0.02 | 0.0100 | -0.005 | 75 | 7.80 | 11.50 | 1 | 44.4% | -0.99 | 0.0087 | -0.003 | |
| 0 | 0.1500 | 241 | 36.0% | 0.01 | 0.0052 | -0.003 | 77.5 | 10.40 | 14.00 | 55.1% | -0.99 | 0.0041 | -0.001 | |||
| 0 | 0.2000 | 111 | 51.6% | 0.01 | 0.0029 | -0.002 | 80 | 12.90 | 16.50 | 62.9% | -1.00 | 0.0020 | 0.000 | |||
| 0 | 0.4500 | 24 | 74.1% | 0.00 | 0.0011 | -0.001 | 85 | 17.90 | 21.50 | 77.2% | -1.00 | 0.0006 | 0.000 | |||
| 0 | 0.4500 | 134 | 86.6% | 0.00 | 0.0005 | -0.001 | 90 | 22.90 | 26.50 | 90.3% | -1.00 | 0.0002 | 0.000 | |||
| 0 | 0.4500 | 98.0% | 0.00 | 0.0002 | -0.000 | 95 | 27.90 | 31.50 | 102.3% | -1.00 | 0.0001 | 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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs