ET option chain Energy Transfer LP
Cboe delayed options data · as of 15:38 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% (19.52–20.86) · ATM IV 22.4% · P/C open interest 0.28
| 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 | |
| 7.85 | 8.60 | 5 | 112.5% | 1.00 | 0.0019 | -0.000 | 12 | 0 | 0.2000 | 9 | 180.2% | -0.00 | 0.0019 | -0.001 | ||
| 6.85 | 7.60 | 1 | 90.7% | 1.00 | 0.0029 | -0.000 | 13 | 0 | 0.2000 | 9 | 156.5% | -0.00 | 0.0029 | -0.001 | ||
| 5.85 | 6.70 | 117.3% | 1.00 | 0.0047 | -0.001 | 14 | 0 | 0.2000 | 134.3% | -0.00 | 0.0047 | -0.002 | ||||
| 4.85 | 5.70 | 97.7% | 0.99 | 0.0080 | -0.001 | 15 | 0 | 0.2000 | 113.3% | -0.01 | 0.0080 | -0.002 | ||||
| 4.40 | 5.20 | 96.2% | 0.99 | 0.0107 | -0.002 | 15.5 | 0 | 0.2000 | 103.2% | -0.01 | 0.0107 | -0.002 | ||||
| 3.90 | 4.70 | 86.6% | 0.99 | 0.0146 | -0.002 | 16 | 0 | 0.2000 | 8 | 93.3% | -0.01 | 0.0146 | -0.003 | |||
| 3.40 | 4.20 | 77.1% | 0.98 | 0.0203 | -0.003 | 16.5 | 0 | 0.2100 | 1 | 84.5% | -0.02 | 0.0204 | -0.003 | |||
| 2.90 | 3.70 | 67.8% | 0.98 | 0.0291 | -0.003 | 17 | 0 | 0.2100 | 3 | 74.8% | -0.02 | 0.0294 | -0.004 | |||
| 2.41 | 3.20 | 59.7% | 0.97 | 0.0430 | -0.004 | 17.5 | 0 | 0.2100 | 9 | 65.2% | -0.03 | 0.0435 | -0.004 | |||
| 1.94 | 2.60 | 2 | 43.2% | 0.96 | 0.0660 | -0.005 | 18 | 0 | 0.2000 | 820 | 54.8% | -0.04 | 0.0668 | -0.006 | ||
| 1.49 | 2.31 | 53.8% | 0.93 | 0.1059 | -0.007 | 18.5 | 0 | 0.1700 | 250 | 43.0% | -0.07 | 0.1074 | -0.007 | |||
| 1.10 | 1.41 | 205 | 23.4% | 0.89 | 0.1780 | -0.009 | 19 | 0.0100 | 0.0900 | 1 | 28 | 28.6% | -0.11 | 0.1812 | -0.009 | |
| 0.6600 | 0.9600 | 49 | 22.8% | 0.81 | 0.3099 | -0.011 | 19.5 | 0.0500 | 0.1700 | 1 | 526 | 26.1% | -0.20 | 0.3170 | -0.011 | |
| 0.3400 | 0.5200 | 2,544 | 21.1% | 0.63 | 0.5060 | -0.013 | 20 | 0.1700 | 0.3000 | 2 | 608 | 23.7% | -0.38 | 0.5206 | -0.013 | |
| 0.1500 | 0.2200 | 5 | 1,281 | 20.9% | 0.36 | 0.5435 | -0.012 | 20.5 | 0.4100 | 0.5800 | 209 | 23.5% | -0.66 | 0.5690 | -0.012 | |
| 0.0500 | 0.0700 | 22 | 1,997 | 20.7% | 0.16 | 0.3301 | -0.008 | 21 | 0.7100 | 0.9900 | 154 | 21.0% | -0.87 | 0.3606 | -0.009 | |
| 0.0200 | 0.0400 | 3 | 1,963 | 24.1% | 0.08 | 0.1711 | -0.005 | 21.5 | 0.9600 | 1.54 | 3 | -0.96 | 0.1859 | -0.006 | ||
| 0 | 0.0200 | 474 | 25.0% | 0.04 | 0.0917 | -0.003 | 22 | 1.46 | 2.13 | 6 | -0.99 | 0.0699 | -0.004 | |||
| 0 | 0.0100 | 821 | 27.5% | 0.02 | 0.0523 | -0.002 | 22.5 | 1.96 | 2.63 | -1.00 | 0.0180 | -0.004 | ||||
| 0 | 0.2100 | 17 | 57.4% | 0.01 | 0.0315 | -0.002 | 23 | 2.43 | 3.15 | -1.00 | 0.0036 | -0.004 | ||||
| 0 | 0.2000 | 3 | 63.3% | 0.01 | 0.0199 | -0.001 | 23.5 | 2.93 | 3.65 | -1.00 | 0.0006 | -0.004 | ||||
| 0 | 0.2000 | 1 | 69.7% | 0.01 | 0.0131 | -0.001 | 24 | 3.45 | 4.15 | 1 | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.4000 | 91.0% | 0.00 | 0.0089 | -0.001 | 24.5 | 3.95 | 4.65 | -1.00 | 0.0000 | -0.004 | |||||
| 0 | 0.5000 | 2 | 104.0% | 0.00 | 0.0062 | -0.001 | 25 | 4.45 | 5.15 | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.8000 | 1 | 127.9% | 0.00 | 0.0044 | -0.000 | 25.5 | 4.95 | 5.65 | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 1.00 | 1 | 145.2% | 0.00 | 0.0032 | -0.000 | 26 | 5.45 | 6.15 | -1.00 | 0.0000 | -0.004 | ||||
| 0 | 0.8000 | 141.1% | 0.00 | 0.0024 | -0.000 | 26.5 | 5.95 | 6.65 | -1.00 | 0.0000 | -0.004 | |||||
| 0 | 0.6000 | 1 | 167.4% | 0.00 | 0.0004 | -0.000 | 30 | 9.45 | 10.15 | -1.00 | 0.0000 | -0.004 | ||||
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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs