ET option chain Energy Transfer LP

Expiration 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 ±5.9% (19.00–21.38) · ATM IV 21.7% · P/C open interest 0.31

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
7.35	10.35			173.3%	1.00	0.0023	0.000	12	0	0.2000			94.8%	-0.01	0.0072	-0.002
6.35	9.35			153.0%	1.00	0.0037	0.000	13	0	0.2100			82.8%	-0.02	0.0103	-0.002
5.35	8.35			134.1%	0.99	0.0062	-0.000	14	0	0.2100			70.8%	-0.02	0.0153	-0.003
3.75	7.35			94.9%	0.99	0.0107	-0.001	15	0	0.2200			60.0%	-0.03	0.0234	-0.003
4.05	5.55			62.5%	0.99	0.0145	-0.001	15.5	0	0.2200			54.4%	-0.04	0.0295	-0.003
3.55	5.05			56.5%	0.98	0.0200	-0.001	16	0	0.2200			49.0%	-0.05	0.0375	-0.004
3.05	4.55			50.6%	0.98	0.0278	-0.002	16.5	0	0.2200			43.6%	-0.06	0.0484	-0.004
2.45	3.55				0.97	0.0399	-0.002	17	0.0100	0.2100		6	38.3%	-0.08	0.0634	-0.004
2.37	3.20			37.3%	0.96	0.0582	-0.003	17.5	0.0100	0.2000	12	3	32.6%	-0.10	0.0842	-0.005
1.97	2.61			32.3%	0.93	0.0871	-0.004	18	0.0100	0.1800		40	26.5%	-0.14	0.1134	-0.005
1.56	1.96			23.1%	0.90	0.1328	-0.005	18.5	0.0100	0.2500		40	23.6%	-0.19	0.1541	-0.006
1.15	1.48			22.9%	0.84	0.2027	-0.006	19	0.0600	0.3600		35	22.1%	-0.26	0.2078	-0.007
0.7900	1.06			22.6%	0.73	0.2913	-0.008	19.5	0.2000	0.5300		7	21.7%	-0.37	0.2676	-0.007
0.4900	0.7100		37	22.1%	0.58	0.3574	-0.008	20	0.4100	0.7600	1	45	21.3%	-0.51	0.3049	-0.007
0.3000	0.4200	20	344	21.6%	0.40	0.3379	-0.008	20.5	0.6700	1.12			21.6%	-0.66	0.2873	-0.006
0.1600	0.2500	1	22	21.5%	0.26	0.2594	-0.006	21	0.9500	1.54		5	20.7%	-0.77	0.2299	-0.005
0.0800	0.1500	2	46	21.8%	0.17	0.1842	-0.005	21.5	1.34	2.01			21.3%	-0.85	0.1696	-0.004
0	0.1500		140	23.2%	0.12	0.1306	-0.004	22	1.73	2.48			17.4%	-0.90	0.1221	-0.004
0.0100	0.1700			28.3%	0.09	0.0946	-0.003	22.5	1.97	3.10				-0.93	0.0882	-0.003
0	0.1900			32.4%	0.06	0.0701	-0.003	23	2.40	3.60				-0.95	0.0645	-0.002
0	0.2100			36.8%	0.05	0.0530	-0.002	23.5	2.86	4.15				-0.96	0.0478	-0.002
0	0.2100			40.2%	0.04	0.0408	-0.002	24	3.60	4.65			34.3%	-0.97	0.0360	-0.001
0	0.2200			44.0%	0.03	0.0318	-0.002	24.5	4.05	5.15			31.9%	-0.98	0.0275	-0.001
0	0.2200			47.2%	0.02	0.0252	-0.002	25	4.30	5.65				-0.98	0.0213	-0.001
0	0.2100			49.7%	0.02	0.0202	-0.001	25.5	4.80	6.15				-0.99	0.0167	-0.001
0	0.2100			52.6%	0.02	0.0164	-0.001	26	5.30	6.65				-0.99	0.0132	-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 27, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

callsputs

ET option chain Energy Transfer LP

Volatility smile — Nov 27, 2026

Consumer Cyclical

ETF

Technology

Financial Services

Industrials

Consumer Defensive