ET option chain Energy Transfer LP
Cboe delayed options data · as of 21:55 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 ±8.0% (18.53–21.75) · ATM IV 20.3% · P/C open interest 0.18
| 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 | |
| 7.90 | 11.00 | 1 | 108.2% | 1.00 | 0.0002 | 0.000 | 11 | 0 | 0.0800 | 61.9% | -0.01 | 0.0039 | -0.001 | |||
| 6.90 | 10.05 | 96.7% | 1.00 | 0.0006 | 0.000 | 12 | 0 | 0.2100 | 17 | 64.3% | -0.01 | 0.0059 | -0.001 | |||
| 6.80 | 7.45 | 3,675 | 1.00 | 0.0016 | 0.000 | 13 | 0 | 0.2000 | 1 | 5,980 | 55.1% | -0.02 | 0.0092 | -0.001 | ||
| 5.15 | 6.55 | 4 | 79.4% | 1.00 | 0.0045 | 0.000 | 14 | 0 | 0.2300 | 116 | 48.6% | -0.02 | 0.0146 | -0.001 | ||
| 4.95 | 5.25 | 1 | 9,549 | 0.99 | 0.0124 | 0.000 | 15 | 0.0200 | 0.0600 | 4 | 13.2K | 32.9% | -0.04 | 0.0238 | -0.001 | |
| 3.90 | 4.55 | 51 | 38.6% | 0.98 | 0.0313 | -0.001 | 16 | 0.0100 | 0.1000 | 522 | 28.3% | -0.06 | 0.0396 | -0.002 | ||
| 3.10 | 3.30 | 8,496 | 28.6% | 0.94 | 0.0690 | -0.002 | 17 | 0.0700 | 0.1500 | 12.4K | 26.0% | -0.10 | 0.0668 | -0.003 | ||
| 2.00 | 2.46 | 324 | 22.6% | 0.86 | 0.1237 | -0.003 | 18 | 0.0800 | 0.3300 | 35 | 3,940 | 23.3% | -0.17 | 0.1115 | -0.003 | |
| 1.35 | 1.53 | 30 | 2,224 | 21.6% | 0.72 | 0.1756 | -0.004 | 19 | 0.3500 | 0.5200 | 13.6K | 22.2% | -0.30 | 0.1737 | -0.004 | |
| 0.7500 | 0.8400 | 37 | 84.7K | 19.9% | 0.53 | 0.2076 | -0.004 | 20 | 0.7400 | 0.8900 | 167 | 8,733 | 20.7% | -0.50 | 0.2268 | -0.005 |
| 0.3400 | 0.4200 | 3,843 | 19.6K | 19.1% | 0.33 | 0.1930 | -0.004 | 21 | 1.34 | 1.51 | 1,957 | 19.9% | -0.72 | 0.2167 | -0.004 | |
| 0.1700 | 0.2000 | 409 | 72.2K | 19.9% | 0.18 | 0.1385 | -0.003 | 22 | 2.01 | 2.46 | 401 | 19.0% | -0.88 | 0.1395 | -0.003 | |
| 0.0500 | 0.1000 | 28.7K | 19.9% | 0.10 | 0.0860 | -0.002 | 23 | 2.75 | 3.40 | 26 | -0.96 | 0.0648 | -0.001 | |||
| 0.0200 | 0.0500 | 1,856 | 20.8% | 0.05 | 0.0506 | -0.001 | 24 | 3.65 | 4.80 | 2 | 28.6% | -0.99 | 0.0249 | 0.000 | ||
| 0.0200 | 0.0300 | 18 | 50.7K | 23.2% | 0.03 | 0.0297 | -0.001 | 25 | 4.60 | 5.80 | 630 | 30.5% | -1.00 | 0.0087 | 0.000 | |
| 0 | 0.2200 | 190 | 35.0% | 0.02 | 0.0176 | -0.001 | 26 | 5.60 | 6.80 | 34.7% | -1.00 | 0.0029 | 0.000 | |||
| 0 | 0.0200 | 1 | 12.2K | 24.1% | 0.01 | 0.0106 | -0.000 | 27 | 6.60 | 7.80 | 121 | 38.7% | -1.00 | 0.0009 | 0.000 | |
| 0 | 0.2100 | 207 | 41.9% | 0.01 | 0.0066 | -0.000 | 28 | 7.60 | 8.80 | 42.6% | -1.00 | 0.0003 | 0.000 | |||
| 0 | 0.2100 | 45.2% | 0.00 | 0.0041 | -0.000 | 29 | 8.60 | 9.80 | 46.2% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.0100 | 34.6K | 31.4% | 0.00 | 0.0026 | -0.000 | 30 | 9.60 | 10.80 | 296 | 49.8% | -1.00 | 0.0000 | 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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs