ET option chain Energy Transfer LP
Cboe delayed options data · as of 18:34 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 ±2.8% (20.95–22.18) · ATM IV 17.1% · P/C open interest 0.09
| 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 | |
| 9.15 | 9.90 | 1.00 | 0.0007 | 0.000 | 12 | 0 | 0.0100 | 3 | 3 | 110.9% | -0.00 | 0.0007 | -0.000 | |||
| 8.15 | 8.90 | 2 | 1.00 | 0.0011 | 0.000 | 13 | 0 | 0.0600 | 3 | 3 | 121.7% | -0.00 | 0.0011 | -0.000 | ||
| 7.05 | 8.00 | 12 | 1.00 | 0.0017 | 0.000 | 14 | 0 | 0.0200 | 90.9% | -0.00 | 0.0017 | -0.001 | ||||
| 6.05 | 7.00 | 12 | 1.00 | 0.0029 | 0.000 | 15 | 0 | 0.2300 | 1 | 116.9% | -0.00 | 0.0029 | -0.001 | |||
| 5.55 | 6.50 | 1 | 1.00 | 0.0038 | 0.000 | 15.5 | 0 | 0.2300 | 7 | 108.2% | -0.00 | 0.0038 | -0.001 | |||
| 5.05 | 6.00 | 1.00 | 0.0050 | 0.000 | 16 | 0 | 0.2300 | 17 | 99.8% | -0.00 | 0.0051 | -0.001 | ||||
| 4.55 | 5.50 | 0.99 | 0.0069 | 0.000 | 16.5 | 0 | 0.2300 | 6 | 91.5% | -0.01 | 0.0069 | -0.001 | ||||
| 4.05 | 5.00 | 25 | 0.99 | 0.0095 | 0.000 | 17 | 0 | 0.0100 | 250 | 49.0% | -0.01 | 0.0096 | -0.001 | |||
| 3.55 | 4.50 | 1 | 0.99 | 0.0135 | 0.000 | 17.5 | 0 | 0.2400 | 5 | 76.2% | -0.01 | 0.0136 | -0.002 | |||
| 3.25 | 3.80 | 79 | 0.99 | 0.0196 | -0.000 | 18 | 0 | 0.2400 | 926 | 68.2% | -0.01 | 0.0197 | -0.002 | |||
| 2.59 | 3.50 | 2 | 0.98 | 0.0292 | -0.001 | 18.5 | 0 | 0.1800 | 56.0% | -0.02 | 0.0294 | -0.003 | ||||
| 2.22 | 2.83 | 44 | 0.97 | 0.0450 | -0.002 | 19 | 0 | 0.0200 | 1,081 | 31.2% | -0.03 | 0.0454 | -0.003 | |||
| 1.67 | 2.46 | 1 | 0.95 | 0.0719 | -0.003 | 19.5 | 0 | 0.1900 | 15 | 41.6% | -0.05 | 0.0725 | -0.004 | |||
| 1.51 | 1.68 | 9 | 1,152 | 0.93 | 0.1192 | -0.004 | 20 | 0.0200 | 0.0600 | 821 | 26.9% | -0.08 | 0.1204 | -0.005 | ||
| 1.05 | 1.31 | 33 | 23.3% | 0.87 | 0.2040 | -0.006 | 20.5 | 0.0300 | 0.0800 | 313 | 22.0% | -0.13 | 0.2067 | -0.007 | ||
| 0.6500 | 0.7600 | 26 | 18.6K | 17.6% | 0.77 | 0.3471 | -0.009 | 21 | 0.1000 | 0.1400 | 9 | 1,083 | 19.7% | -0.24 | 0.3532 | -0.009 |
| 0.3000 | 0.3900 | 974 | 16.2% | 0.57 | 0.5082 | -0.010 | 21.5 | 0.2400 | 0.2900 | 6 | 188 | 18.0% | -0.44 | 0.5216 | -0.010 | |
| 0.1400 | 0.1500 | 373 | 43.8K | 16.9% | 0.31 | 0.4768 | -0.009 | 22 | 0.5000 | 0.6600 | 118 | 888 | 19.5% | -0.71 | 0.4966 | -0.009 |
| 0.0300 | 0.0600 | 4 | 156 | 16.8% | 0.14 | 0.2834 | -0.006 | 22.5 | 0.7600 | 1.24 | 2 | 22.1% | -0.88 | 0.3169 | -0.005 | |
| 0.0100 | 0.0300 | 5 | 804 | 19.1% | 0.07 | 0.1455 | -0.004 | 23 | 1.37 | 1.81 | 37.1% | -0.97 | 0.1727 | -0.006 | ||
| 0 | 0.0100 | 14 | 19.2% | 0.03 | 0.0755 | -0.002 | 23.5 | 1.54 | 2.46 | 35.5% | -1.00 | 0.0240 | -0.009 | |||
| 0 | 0.0100 | 40 | 23.2% | 0.02 | 0.0411 | -0.001 | 24 | 2.04 | 2.96 | 1 | 41.5% | -1.00 | 0.0000 | -0.011 | ||
| 0 | 0.2300 | 1 | 49.1% | 0.01 | 0.0234 | -0.001 | 24.5 | 2.54 | 3.50 | 49.7% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.0100 | 59 | 30.9% | 0.01 | 0.0140 | -0.001 | 25 | 3.35 | 3.55 | 1 | 43.5% | -1.00 | 0.0000 | -0.012 | ||
| 0 | 0.2300 | 59.9% | 0.00 | 0.0087 | -0.000 | 25.5 | 3.50 | 4.50 | 57.7% | -1.00 | 0.0000 | -0.012 | ||||
| 0 | 0.2300 | 64.9% | 0.00 | 0.0056 | -0.000 | 26 | 4.00 | 5.00 | 62.7% | -1.00 | 0.0000 | -0.012 | ||||
| 0 | 0.2300 | 74.5% | 0.00 | 0.0025 | -0.000 | 27 | 5.10 | 5.55 | -1.00 | 0.0000 | -0.012 | |||||
| 0 | 0.1500 | 76.2% | 0.00 | 0.0012 | -0.000 | 28 | 6.00 | 7.00 | 80.9% | -1.00 | 0.0000 | -0.012 | ||||
| 0 | 0.2300 | 91.8% | 0.00 | 0.0006 | 0.000 | 29 | 7.00 | 8.00 | 89.2% | -1.00 | 0.0000 | -0.012 | ||||
| 0 | 0.2300 | 99.7% | 0.00 | 0.0003 | 0.000 | 30 | 8.00 | 9.00 | 97.1% | -1.00 | 0.0000 | -0.012 | ||||
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