ET option chain Energy Transfer LP
Cboe delayed options data · as of 12:36 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 ±5.9% (19.00–21.36) · ATM IV 22.3% · P/C open interest 0.06
| 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 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 12 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.75 | 8.95 | 1 | 155.1% | 1.00 | 0.0023 | -0.000 | 13 | 0 | 0.0300 | 63.1% | -0.01 | 0.0070 | -0.001 | |||
| 5.75 | 7.95 | 10 | 135.8% | 1.00 | 0.0039 | -0.001 | 14 | 0 | 0.2100 | 75.1% | -0.01 | 0.0110 | -0.002 | |||
| 4.75 | 7.00 | 1 | 119.3% | 0.99 | 0.0071 | -0.001 | 15 | 0 | 0.0900 | 12 | 52.9% | -0.02 | 0.0178 | -0.002 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 15.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.90 | 5.30 | 82.3% | 0.99 | 0.0139 | -0.001 | 16 | 0 | 0.1600 | 48.3% | -0.04 | 0.0305 | -0.003 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 16.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.93 | 4.30 | 68.3% | 0.98 | 0.0296 | -0.002 | 17 | 0.0100 | 0.0500 | 2 | 51 | 30.4% | -0.06 | 0.0553 | -0.004 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 17.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.99 | 2.53 | 0.95 | 0.0699 | -0.003 | 18 | 0 | 0.1800 | 80 | 191 | 28.0% | -0.11 | 0.1072 | -0.005 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 18.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.18 | 1.65 | 432 | 26.4% | 0.87 | 0.1806 | -0.005 | 19 | 0.1700 | 0.2300 | 107 | 908 | 23.3% | -0.23 | 0.2128 | -0.006 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 19.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6000 | 0.7200 | 228 | 1,578 | 23.6% | 0.61 | 0.3698 | -0.008 | 20 | 0.4600 | 0.5900 | 106 | 1,265 | 20.9% | -0.50 | 0.3263 | -0.007 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 20.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1800 | 0.2600 | 2,109 | 39.4K | 22.4% | 0.27 | 0.2919 | -0.007 | 21 | 0.9300 | 1.52 | 6 | 673 | 22.9% | -0.78 | 0.2392 | -0.006 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 21.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0400 | 0.0700 | 1 | 12.7K | 22.1% | 0.11 | 0.1362 | -0.004 | 22 | 1.84 | 2.49 | 7 | 29.7% | -0.91 | 0.1193 | -0.004 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 22.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0100 | 0.0500 | 5 | 1,742 | 26.2% | 0.05 | 0.0648 | -0.002 | 23 | 2.72 | 3.60 | 38.1% | -0.95 | 0.0590 | -0.002 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 23.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.1500 | 303 | 39.0% | 0.03 | 0.0340 | -0.002 | 24 | 3.50 | 4.60 | 32.9% | -0.98 | 0.0310 | -0.001 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 24.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.1800 | 47.3% | 0.02 | 0.0193 | -0.001 | 25 | 4.70 | 5.65 | 54.8% | -0.99 | 0.0174 | -0.001 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 25.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.1800 | 53.5% | 0.01 | 0.0116 | -0.001 | 26 | 5.45 | 6.65 | 45.3% | -0.99 | 0.0102 | -0.001 | ||||
| 0 | 0.2000 | 60.6% | 0.01 | 0.0073 | -0.001 | 27 | 6.45 | 7.60 | 43.1% | -0.99 | 0.0063 | -0.000 | ||||
| 0 | 0.2000 | 66.1% | 0.00 | 0.0048 | -0.000 | 28 | 7.45 | 8.60 | 48.8% | -1.00 | 0.0040 | -0.000 | ||||
| 0 | 0.2000 | 71.3% | 0.00 | 0.0032 | -0.000 | 29 | 8.30 | 9.60 | -1.00 | 0.0026 | -0.000 | |||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 30 | 0 | 0 | 0.00 | 0.0000 | 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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs