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 ±3.4% (20.85–22.31) · ATM IV 16.6% · P/C open interest 0.26
| 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 | 10.90 | 1.00 | 0.0008 | 0.000 | 11 | 0 | 0.2300 | 159.8% | -0.00 | 0.0008 | -0.000 | |||||
| 9.15 | 9.85 | 1.00 | 0.0012 | 0.000 | 12 | 0 | 0.2300 | 141.8% | -0.00 | 0.0012 | -0.001 | |||||
| 8.05 | 8.90 | 1.00 | 0.0018 | 0.000 | 13 | 0 | 0.2300 | 125.1% | -0.00 | 0.0018 | -0.001 | |||||
| 7.30 | 7.70 | 1.00 | 0.0028 | 0.000 | 14 | 0 | 0.2300 | 109.5% | -0.00 | 0.0028 | -0.001 | |||||
| 6.10 | 6.75 | 1.00 | 0.0045 | -0.000 | 15 | 0 | 0.2300 | 94.9% | -0.00 | 0.0045 | -0.001 | |||||
| 5.55 | 6.40 | 0.99 | 0.0058 | -0.000 | 15.5 | 0 | 0.2300 | 87.9% | -0.01 | 0.0058 | -0.001 | |||||
| 5.10 | 5.95 | 0.99 | 0.0076 | -0.001 | 16 | 0 | 0.2400 | 2 | 81.8% | -0.01 | 0.0076 | -0.001 | ||||
| 4.70 | 5.25 | 0.99 | 0.0101 | -0.001 | 16.5 | 0 | 0.2400 | 3 | 75.1% | -0.01 | 0.0101 | -0.001 | ||||
| 4.10 | 4.95 | 0.99 | 0.0136 | -0.001 | 17 | 0 | 0.2400 | 4 | 68.4% | -0.01 | 0.0137 | -0.002 | ||||
| 3.85 | 4.25 | 0.98 | 0.0188 | -0.001 | 17.5 | 0 | 0.1200 | 5 | 52.8% | -0.02 | 0.0189 | -0.002 | ||||
| 3.40 | 3.65 | 15 | 0.98 | 0.0263 | -0.002 | 18 | 0 | 0.1000 | 3 | 45.3% | -0.02 | 0.0265 | -0.002 | |||
| 2.95 | 3.25 | 1 | 1 | 0.97 | 0.0378 | -0.002 | 18.5 | 0 | 0.1800 | 13 | 45.5% | -0.03 | 0.0379 | -0.003 | ||
| 2.04 | 2.78 | 0.96 | 0.0557 | -0.003 | 19 | 0 | 0.2200 | 18 | 41.7% | -0.04 | 0.0560 | -0.003 | ||||
| 1.81 | 2.27 | 1 | 0.93 | 0.0842 | -0.004 | 19.5 | 0 | 0.1200 | 1 | 49 | 30.0% | -0.07 | 0.0848 | -0.004 | ||
| 1.37 | 1.74 | 1 | 50 | 0.90 | 0.1301 | -0.005 | 20 | 0.0200 | 0.0800 | 101 | 23.2% | -0.10 | 0.1314 | -0.005 | ||
| 0.9500 | 1.25 | 49 | 0.84 | 0.2033 | -0.006 | 20.5 | 0.0500 | 0.1300 | 2 | 584 | 21.0% | -0.16 | 0.2060 | -0.006 | ||
| 0.6100 | 0.8000 | 3 | 355 | 13.5% | 0.73 | 0.3076 | -0.008 | 21 | 0.1400 | 0.2200 | 33 | 113 | 19.7% | -0.27 | 0.3135 | -0.008 |
| 0.3000 | 0.5000 | 105 | 1,606 | 15.3% | 0.56 | 0.4051 | -0.008 | 21.5 | 0.2800 | 0.3800 | 19 | 20 | 17.9% | -0.45 | 0.4168 | -0.009 |
| 0.2100 | 0.2500 | 84 | 743 | 17.7% | 0.36 | 0.3963 | -0.008 | 22 | 0.5600 | 0.8500 | 22.4% | -0.66 | 0.4141 | -0.008 | ||
| 0.0100 | 0.1600 | 414 | 16.6% | 0.20 | 0.2856 | -0.006 | 22.5 | 0.9400 | 1.29 | 4 | 25.6% | -0.82 | 0.3061 | -0.006 | ||
| 0.0200 | 0.0600 | 303 | 17.9% | 0.11 | 0.1778 | -0.004 | 23 | 1.26 | 1.95 | 1 | 31.6% | -0.92 | 0.2151 | -0.005 | ||
| 0 | 0.0600 | 42 | 21.1% | 0.06 | 0.1070 | -0.003 | 23.5 | 1.72 | 2.45 | 1 | 36.2% | -0.98 | 0.1298 | -0.004 | ||
| 0 | 0.2300 | 1 | 34.9% | 0.04 | 0.0653 | -0.002 | 24 | 2.22 | 2.96 | 1 | 42.1% | -1.00 | 0.0297 | -0.002 | ||
| 0 | 0.2400 | 40.1% | 0.02 | 0.0410 | -0.002 | 24.5 | 2.71 | 3.50 | 48.4% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.2400 | 44.6% | 0.01 | 0.0264 | -0.001 | 25 | 3.20 | 4.00 | 53.0% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.2300 | 48.4% | 0.01 | 0.0175 | -0.001 | 25.5 | 3.70 | 4.50 | 57.8% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.2300 | 52.5% | 0.01 | 0.0119 | -0.001 | 26 | 4.20 | 5.00 | 62.3% | -1.00 | 0.0000 | -0.002 | ||||
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs