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 ±5.5% (19.07–21.30) · ATM IV 21.9% · P/C open interest 0.05
| 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 | |
| 7.80 | 8.70 | 101.8% | 1.00 | 0.0010 | 0.000 | 12 | 0 | 0.2000 | 104.2% | -0.01 | 0.0041 | -0.001 | ||||
| 5.65 | 8.95 | 1 | 101.8% | 1.00 | 0.0017 | 0.000 | 13 | 0 | 0.0300 | 65.4% | -0.01 | 0.0064 | -0.001 | |||
| 5.40 | 6.90 | 10 | 1.00 | 0.0030 | 0.000 | 14 | 0 | 0.2100 | 77.8% | -0.01 | 0.0102 | -0.002 | ||||
| 3.15 | 6.10 | 1 | 1.00 | 0.0060 | 0.000 | 15 | 0 | 0.2200 | 12 | 65.9% | -0.02 | 0.0170 | -0.002 | |||
| 4.30 | 5.10 | 0.99 | 0.0084 | -0.000 | 15.5 | 0 | 0.2200 | 59.8% | -0.03 | 0.0224 | -0.002 | |||||
| 3.60 | 4.85 | 0.99 | 0.0124 | -0.001 | 16 | 0 | 0.2000 | 52.6% | -0.03 | 0.0299 | -0.003 | |||||
| 3.30 | 4.10 | 0.99 | 0.0184 | -0.001 | 16.5 | 0 | 0.2200 | 47.9% | -0.04 | 0.0406 | -0.003 | |||||
| 2.85 | 3.55 | 0.98 | 0.0282 | -0.001 | 17 | 0.0100 | 0.2100 | 51 | 42.0% | -0.06 | 0.0559 | -0.004 | ||||
| 2.34 | 3.10 | 0.97 | 0.0443 | -0.002 | 17.5 | 0.0100 | 0.1900 | 35.2% | -0.08 | 0.0782 | -0.004 | |||||
| 1.96 | 2.52 | 24.3% | 0.95 | 0.0713 | -0.003 | 18 | 0.0100 | 0.1800 | 193 | 29.1% | -0.11 | 0.1110 | -0.005 | |||
| 1.47 | 2.00 | 16.6% | 0.92 | 0.1173 | -0.004 | 18.5 | 0.0100 | 0.2400 | 25.5% | -0.16 | 0.1586 | -0.006 | ||||
| 1.15 | 1.46 | 432 | 23.2% | 0.86 | 0.1931 | -0.006 | 19 | 0.1500 | 0.2000 | 3 | 938 | 22.2% | -0.24 | 0.2233 | -0.007 | |
| 0.6900 | 1.06 | 21.2% | 0.76 | 0.3004 | -0.007 | 19.5 | 0.1700 | 0.4000 | 20.1% | -0.36 | 0.2967 | -0.007 | ||||
| 0.5000 | 0.6300 | 4 | 1,664 | 22.1% | 0.59 | 0.3950 | -0.009 | 20 | 0.4700 | 0.6300 | 36 | 1,297 | 21.7% | -0.52 | 0.3416 | -0.007 |
| 0.1800 | 0.3300 | 14 | 18.6% | 0.39 | 0.3886 | -0.008 | 20.5 | 0.5900 | 1.17 | 22.7% | -0.68 | 0.3150 | -0.006 | |||
| 0.1200 | 0.1600 | 23 | 41.3K | 19.9% | 0.23 | 0.2893 | -0.006 | 21 | 0.9500 | 1.53 | 679 | 22.1% | -0.81 | 0.2366 | -0.005 | |
| 0.0400 | 0.1000 | 13 | 20.5% | 0.14 | 0.1876 | -0.004 | 21.5 | 1.32 | 2.09 | 25.3% | -0.89 | 0.1589 | -0.004 | |||
| 0.0300 | 0.0400 | 67 | 12.7K | 21.3% | 0.08 | 0.1179 | -0.003 | 22 | 1.76 | 2.47 | 7 | 21.0% | -0.93 | 0.1028 | -0.003 | |
| 0.0100 | 0.1900 | 32.1% | 0.05 | 0.0756 | -0.002 | 22.5 | 2.15 | 3.20 | 32.1% | -0.96 | 0.0665 | -0.002 | ||||
| 0.0100 | 0.0300 | 1 | 1,742 | 25.8% | 0.03 | 0.0497 | -0.002 | 23 | 2.50 | 3.60 | -0.97 | 0.0436 | -0.001 | |||
| 0 | 0.2100 | 40.7% | 0.02 | 0.0336 | -0.001 | 23.5 | 3.05 | 4.20 | 33.9% | -0.98 | 0.0291 | -0.001 | ||||
| 0 | 0.1500 | 303 | 41.1% | 0.02 | 0.0233 | -0.001 | 24 | 3.55 | 4.65 | 31.9% | -0.99 | 0.0198 | -0.000 | |||
| 0 | 0.2100 | 48.0% | 0.01 | 0.0165 | -0.001 | 24.5 | 4.05 | 5.25 | 44.7% | -0.99 | 0.0137 | -0.000 | ||||
| 0 | 0.2100 | 51.5% | 0.01 | 0.0119 | -0.001 | 25 | 4.50 | 5.65 | -0.99 | 0.0097 | 0.000 | |||||
| 0 | 0.2100 | 54.9% | 0.01 | 0.0088 | -0.000 | 25.5 | 5.05 | 6.25 | 51.5% | -1.00 | 0.0069 | 0.000 | ||||
| 0 | 0.2100 | 58.1% | 0.00 | 0.0065 | -0.000 | 26 | 5.30 | 6.75 | -1.00 | 0.0050 | 0.000 | |||||
| 0 | 0.2000 | 63.6% | 0.00 | 0.0037 | -0.000 | 27 | 6.30 | 7.85 | -1.00 | 0.0027 | 0.000 | |||||
| 0 | 0.2000 | 69.3% | 0.00 | 0.0022 | -0.000 | 28 | 7.30 | 8.85 | 37.4% | -1.00 | 0.0016 | 0.000 | ||||
| 0 | 0.2000 | 74.8% | 0.00 | 0.0014 | -0.000 | 29 | 8.30 | 9.85 | 47.9% | -1.00 | 0.0009 | 0.000 | ||||
| 0 | 0.2000 | 79.9% | 0.00 | 0.0009 | -0.000 | 30 | 9.50 | 10.75 | 73.6% | -1.00 | 0.0006 | 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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs