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 ±5.2% (19.14–21.25) · ATM IV 22.5% · P/C open interest 0.45
| 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 | |
| 6.20 | 10.25 | 93.6% | 1.00 | 0.0029 | 0.000 | 12 | 0 | 0.2000 | 117.6% | -0.01 | 0.0062 | -0.003 | ||||
| 5.20 | 9.30 | 95.1% | 0.99 | 0.0044 | -0.000 | 13 | 0 | 0.2000 | 101.7% | -0.01 | 0.0089 | -0.003 | ||||
| 5.40 | 8.35 | 164.7% | 0.99 | 0.0069 | -0.001 | 14 | 0 | 0.2100 | 87.7% | -0.02 | 0.0134 | -0.003 | ||||
| 4.35 | 7.35 | 140.7% | 0.99 | 0.0112 | -0.001 | 15 | 0 | 0.2100 | 73.5% | -0.03 | 0.0207 | -0.004 | ||||
| 4.25 | 5.35 | 72.5% | 0.99 | 0.0146 | -0.001 | 15.5 | 0 | 0.2200 | 67.4% | -0.03 | 0.0263 | -0.004 | ||||
| 3.90 | 4.65 | 60.5% | 0.98 | 0.0193 | -0.002 | 16 | 0 | 0.2200 | 1 | 60.6% | -0.04 | 0.0339 | -0.004 | |||
| 3.40 | 4.15 | 53.8% | 0.98 | 0.0263 | -0.002 | 16.5 | 0 | 0.2200 | 53.9% | -0.05 | 0.0444 | -0.005 | ||||
| 2.91 | 3.65 | 48.2% | 0.97 | 0.0364 | -0.003 | 17 | 0 | 0.2100 | 18 | 46.7% | -0.07 | 0.0592 | -0.005 | |||
| 2.42 | 3.20 | 46.2% | 0.96 | 0.0521 | -0.003 | 17.5 | 0.0100 | 0.2000 | 7 | 40.2% | -0.09 | 0.0806 | -0.006 | |||
| 1.96 | 2.62 | 36.7% | 0.94 | 0.0769 | -0.004 | 18 | 0.0100 | 0.1800 | 43 | 32.6% | -0.12 | 0.1124 | -0.007 | |||
| 1.53 | 1.98 | 24.7% | 0.91 | 0.1180 | -0.005 | 18.5 | 0.0100 | 0.2000 | 42 | 27.0% | -0.16 | 0.1601 | -0.007 | |||
| 1.15 | 1.45 | 55 | 24.4% | 0.86 | 0.1874 | -0.006 | 19 | 0.0400 | 0.3000 | 109 | 24.5% | -0.23 | 0.2301 | -0.008 | ||
| 0.7600 | 1.06 | 1 | 25.0% | 0.77 | 0.2976 | -0.008 | 19.5 | 0.1400 | 0.3300 | 40 | 19.8% | -0.35 | 0.3187 | -0.009 | ||
| 0.4700 | 0.6300 | 9 | 23.1% | 0.60 | 0.4120 | -0.009 | 20 | 0.4500 | 0.5600 | 2 | 301 | 22.0% | -0.52 | 0.3754 | -0.009 | |
| 0.2100 | 0.3900 | 1 | 142 | 22.5% | 0.40 | 0.4074 | -0.009 | 20.5 | 0.5900 | 1.07 | 34 | 22.7% | -0.70 | 0.3293 | -0.007 | |
| 0.1200 | 0.1500 | 7 | 520 | 21.5% | 0.24 | 0.2992 | -0.008 | 21 | 0.7900 | 1.51 | 17.7% | -0.82 | 0.2343 | -0.006 | ||
| 0.0300 | 0.1100 | 6 | 288 | 22.8% | 0.14 | 0.1970 | -0.006 | 21.5 | 1.30 | 1.98 | 3 | 21.9% | -0.89 | 0.1573 | -0.005 | |
| 0.0100 | 0.1400 | 305 | 28.5% | 0.09 | 0.1291 | -0.005 | 22 | 1.52 | 2.51 | -0.92 | 0.1065 | -0.004 | ||||
| 0 | 0.1800 | 2 | 35.0% | 0.06 | 0.0867 | -0.004 | 22.5 | 2.10 | 3.10 | 23.4% | -0.95 | 0.0739 | -0.003 | |||
| 0 | 0.2000 | 1 | 40.8% | 0.04 | 0.0604 | -0.003 | 23 | 2.37 | 3.60 | -0.96 | 0.0527 | -0.002 | ||||
| 0 | 0.2100 | 45.8% | 0.03 | 0.0434 | -0.002 | 23.5 | 2.95 | 4.15 | -0.97 | 0.0385 | -0.002 | |||||
| 0 | 0.2200 | 50.7% | 0.02 | 0.0319 | -0.002 | 24 | 3.55 | 4.65 | 34.9% | -0.98 | 0.0288 | -0.001 | ||||
| 0 | 0.2100 | 54.2% | 0.02 | 0.0242 | -0.002 | 24.5 | 3.95 | 5.15 | -0.98 | 0.0219 | -0.001 | |||||
| 0 | 0.2100 | 58.2% | 0.01 | 0.0186 | -0.001 | 25 | 4.30 | 5.65 | -0.99 | 0.0170 | -0.001 | |||||
| 0 | 0.2000 | 61.3% | 0.01 | 0.0146 | -0.001 | 25.5 | 4.95 | 6.15 | -0.99 | 0.0134 | -0.000 | |||||
| 0 | 0.2000 | 64.9% | 0.01 | 0.0116 | -0.001 | 26 | 5.30 | 6.65 | -0.99 | 0.0106 | 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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs