ET option chain Energy Transfer LP
Cboe delayed options data · as of 00:34 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 ±1.8% (21.06–21.85) · ATM IV 15.4% · P/C open interest 0.40
| 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 | |
| 10.05 | 11.00 | 1 | 245.7% | 1.00 | 0.0006 | 0.000 | 11 | 0 | 0.1000 | 2 | 12 | 231.4% | -0.00 | 0.0006 | -0.001 | |
| 9.05 | 10.00 | 1 | 216.6% | 1.00 | 0.0009 | 0.000 | 12 | 0 | 0.1500 | 2 | 12 | 219.3% | -0.00 | 0.0009 | -0.001 | |
| 8.05 | 9.00 | 2 | 189.8% | 1.00 | 0.0014 | 0.000 | 13 | 0 | 0.2300 | 3 | 209.7% | -0.00 | 0.0014 | -0.001 | ||
| 7.05 | 8.00 | 2 | 164.9% | 1.00 | 0.0021 | 0.000 | 14 | 0 | 0.1100 | 34 | 158.7% | -0.00 | 0.0021 | -0.001 | ||
| 6.55 | 7.50 | 1 | 153.0% | 1.00 | 0.0026 | 0.000 | 14.5 | 0 | 0.2300 | 3 | 170.7% | -0.00 | 0.0026 | -0.001 | ||
| 6.05 | 7.00 | 2 | 141.5% | 1.00 | 0.0033 | 0.000 | 15 | 0 | 0.2200 | 3 | 105.2% | -0.00 | 0.0033 | -0.001 | ||
| 5.55 | 6.50 | 1 | 130.3% | 1.00 | 0.0042 | 0.000 | 15.5 | 0 | 0.2300 | 2 | 146.5% | -0.00 | 0.0042 | -0.002 | ||
| 5.05 | 6.00 | 1 | 119.4% | 1.00 | 0.0055 | 0.000 | 16 | 0 | 0.2300 | 4 | 134.8% | -0.00 | 0.0055 | -0.002 | ||
| 4.55 | 5.50 | 2 | 108.7% | 0.99 | 0.0073 | 0.000 | 16.5 | 0 | 0.2300 | 4 | 123.4% | -0.01 | 0.0073 | -0.002 | ||
| 4.05 | 5.00 | 1 | 98.3% | 0.99 | 0.0098 | -0.000 | 17 | 0 | 0.2300 | 3 | 112.2% | -0.01 | 0.0098 | -0.002 | ||
| 3.55 | 4.50 | 2 | 88.1% | 0.99 | 0.0136 | -0.001 | 17.5 | 0 | 0.0200 | 6 | 63.9% | -0.01 | 0.0136 | -0.003 | ||
| 3.05 | 4.00 | 78.0% | 0.99 | 0.0193 | -0.001 | 18 | 0 | 0.2000 | 903 | 87.1% | -0.01 | 0.0193 | -0.003 | |||
| 2.59 | 3.50 | 1 | 72.8% | 0.98 | 0.0283 | -0.002 | 18.5 | 0 | 0.2000 | 18 | 76.5% | -0.02 | 0.0284 | -0.004 | ||
| 2.09 | 2.98 | 6 | 60.4% | 0.97 | 0.0434 | -0.003 | 19 | 0 | 0.0700 | 61 | 51.3% | -0.03 | 0.0435 | -0.004 | ||
| 1.59 | 2.48 | 1 | 50.3% | 0.96 | 0.0700 | -0.005 | 19.5 | 0 | 0.0900 | 2 | 60 | 44.9% | -0.04 | 0.0703 | -0.006 | |
| 1.33 | 1.65 | 58 | 31.0% | 0.94 | 0.1212 | -0.006 | 20 | 0 | 0.0900 | 130 | 35.5% | -0.06 | 0.1218 | -0.007 | ||
| 0.8700 | 1.15 | 41 | 685 | 25.9% | 0.89 | 0.2291 | -0.009 | 20.5 | 0 | 0.0500 | 378 | 22.1% | -0.11 | 0.2308 | -0.009 | |
| 0.5000 | 0.6400 | 194 | 2,049 | 22.1% | 0.78 | 0.4754 | -0.011 | 21 | 0.0100 | 0.0900 | 25 | 490 | 16.2% | -0.22 | 0.4807 | -0.012 |
| 0.1400 | 0.2400 | 121 | 2,247 | 16.3% | 0.48 | 0.8276 | -0.012 | 21.5 | 0.1500 | 0.2600 | 4 | 246 | 14.6% | -0.53 | 0.8410 | -0.012 |
| 0 | 0.0500 | 543 | 923 | 13.8% | 0.15 | 0.4651 | -0.007 | 22 | 0.3000 | 0.6300 | 72 | -0.86 | 0.4717 | -0.007 | ||
| 0 | 0.0200 | 1 | 85 | 18.3% | 0.06 | 0.1793 | -0.004 | 22.5 | 0.8800 | 1.18 | 2 | 1 | -0.96 | 0.2355 | -0.005 | |
| 0 | 0.0100 | 85 | 22.4% | 0.03 | 0.0793 | -0.003 | 23 | 1.04 | 1.94 | 1 | -0.99 | 0.0632 | -0.006 | |||
| 0 | 0.0100 | 28.2% | 0.01 | 0.0400 | -0.002 | 23.5 | 1.88 | 2.44 | 1 | 54.8% | -1.00 | 0.0076 | -0.007 | |||
| 0 | 0.0900 | 10 | 10 | 49.2% | 0.01 | 0.0222 | -0.001 | 24 | 2.26 | 2.84 | -1.00 | 0.0005 | -0.008 | |||
| 0 | 0.2300 | 70.2% | 0.01 | 0.0132 | -0.001 | 24.5 | 2.80 | 3.20 | -1.00 | 0.0000 | -0.008 | |||||
| 0 | 0.2300 | 77.7% | 0.00 | 0.0083 | -0.001 | 25 | 3.40 | 3.90 | 77.0% | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.1200 | 73.1% | 0.00 | 0.0055 | -0.000 | 25.5 | 3.90 | 4.40 | 84.2% | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.1000 | 76.6% | 0.00 | 0.0037 | -0.000 | 26 | 4.10 | 4.90 | -1.00 | 0.0000 | -0.008 | |||||
| 0 | 0.2300 | 139.4% | 0.00 | 0.0004 | -0.000 | 30 | 8.35 | 8.65 | -1.00 | 0.0000 | -0.008 | |||||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs