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 ±4.9% (19.21–21.17) · ATM IV 22.9% · 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 | |
| 6.65 | 10.30 | 5 | 180.7% | 1.00 | 0.0034 | -0.001 | 12 | 0 | 0.2000 | 138.2% | -0.01 | 0.0051 | -0.003 | |||
| 5.15 | 9.35 | 1 | 98.8% | 0.99 | 0.0050 | -0.001 | 13 | 0 | 0.2000 | 119.5% | -0.01 | 0.0075 | -0.003 | |||
| 4.75 | 8.35 | 146.8% | 0.99 | 0.0077 | -0.001 | 14 | 0 | 0.2000 | 102.0% | -0.02 | 0.0113 | -0.003 | ||||
| 4.90 | 5.70 | 85.1% | 0.99 | 0.0122 | -0.002 | 15 | 0 | 0.2100 | 86.4% | -0.02 | 0.0179 | -0.004 | ||||
| 4.40 | 5.15 | 70.4% | 0.98 | 0.0156 | -0.002 | 15.5 | 0 | 0.2100 | 78.3% | -0.03 | 0.0229 | -0.004 | ||||
| 3.90 | 4.65 | 63.0% | 0.98 | 0.0203 | -0.003 | 16 | 0 | 0.2200 | 2 | 71.2% | -0.03 | 0.0298 | -0.005 | |||
| 3.40 | 4.15 | 55.9% | 0.98 | 0.0271 | -0.003 | 16.5 | 0 | 0.2200 | 63.3% | -0.04 | 0.0396 | -0.005 | ||||
| 2.91 | 3.65 | 50.0% | 0.97 | 0.0369 | -0.003 | 17 | 0 | 0.2100 | 12 | 54.9% | -0.05 | 0.0538 | -0.006 | |||
| 2.43 | 3.05 | 28.3% | 0.96 | 0.0518 | -0.004 | 17.5 | 0 | 0.2000 | 13 | 46.5% | -0.07 | 0.0750 | -0.006 | |||
| 2.05 | 2.59 | 1 | 42.4% | 0.94 | 0.0754 | -0.005 | 18 | 0.0100 | 0.1800 | 25 | 38.3% | -0.10 | 0.1076 | -0.007 | ||
| 1.52 | 1.98 | 11 | 22.3% | 0.92 | 0.1143 | -0.005 | 18.5 | 0.0100 | 0.1700 | 40 | 30.1% | -0.14 | 0.1594 | -0.008 | ||
| 1.14 | 1.44 | 29 | 23.5% | 0.87 | 0.1815 | -0.007 | 19 | 0.1000 | 0.1700 | 24 | 26.1% | -0.21 | 0.2420 | -0.009 | ||
| 0.7600 | 0.9800 | 28 | 23.1% | 0.79 | 0.2963 | -0.008 | 19.5 | 0.0700 | 0.4100 | 463 | 23.6% | -0.33 | 0.3597 | -0.010 | ||
| 0.4300 | 0.6400 | 334 | 23.2% | 0.62 | 0.4315 | -0.010 | 20 | 0.3900 | 0.5000 | 7 | 636 | 22.5% | -0.53 | 0.4415 | -0.010 | |
| 0.2400 | 0.3300 | 2 | 635 | 22.8% | 0.40 | 0.4302 | -0.010 | 20.5 | 0.4600 | 1.04 | 2 | 167 | 21.6% | -0.73 | 0.3636 | -0.008 |
| 0.1000 | 0.1500 | 7 | 1,951 | 22.1% | 0.23 | 0.3113 | -0.009 | 21 | 0.8100 | 1.50 | 145 | 21.9% | -0.85 | 0.2357 | -0.006 | |
| 0.0200 | 0.1200 | 393 | 24.5% | 0.14 | 0.2037 | -0.007 | 21.5 | 1.27 | 1.96 | 5 | 23.1% | -0.91 | 0.1481 | -0.005 | ||
| 0.0100 | 0.0400 | 8 | 437 | 24.0% | 0.09 | 0.1335 | -0.005 | 22 | 1.74 | 2.49 | 13 | 28.5% | -0.94 | 0.0958 | -0.004 | |
| 0 | 0.0900 | 8 | 32.8% | 0.06 | 0.0888 | -0.004 | 22.5 | 2.11 | 3.05 | 17.4% | -0.96 | 0.0644 | -0.003 | |||
| 0 | 0.2000 | 9 | 45.8% | 0.04 | 0.0610 | -0.004 | 23 | 2.35 | 3.65 | -0.97 | 0.0449 | -0.002 | ||||
| 0 | 0.2100 | 51.8% | 0.03 | 0.0432 | -0.003 | 23.5 | 2.83 | 4.15 | -0.98 | 0.0322 | -0.002 | |||||
| 0 | 0.2100 | 57.0% | 0.02 | 0.0314 | -0.002 | 24 | 3.30 | 4.65 | -0.98 | 0.0237 | -0.001 | |||||
| 0 | 0.2100 | 61.9% | 0.02 | 0.0232 | -0.002 | 24.5 | 3.80 | 5.15 | -0.99 | 0.0179 | -0.001 | |||||
| 0 | 0.2000 | 65.9% | 0.01 | 0.0175 | -0.002 | 25 | 4.30 | 5.65 | -0.99 | 0.0137 | -0.001 | |||||
| 0 | 0.2000 | 70.4% | 0.01 | 0.0135 | -0.001 | 25.5 | 4.80 | 6.15 | -0.99 | 0.0107 | -0.000 | |||||
| 0 | 0.2000 | 74.8% | 0.01 | 0.0104 | -0.001 | 26 | 5.30 | 6.65 | -0.99 | 0.0084 | 0.000 | |||||
| 0 | 0.2000 | 79.0% | 0.01 | 0.0083 | -0.001 | 26.5 | 5.60 | 8.35 | 116.0% | -1.00 | 0.0067 | 0.000 | ||||
| 0 | 0.2000 | 105.2% | 0.00 | 0.0021 | -0.000 | 30 | 9.50 | 10.75 | 98.3% | -1.00 | 0.0018 | 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 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs