ET option chain Energy Transfer LP
Cboe delayed options data · as of 18:36 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 ±10.0% (18.19–22.24) · ATM IV 19.3% · P/C open interest 0.24
| 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 | |
| 7.85 | 10.80 | 73.6% | 1.00 | 0.0000 | 0.000 | 11 | 0 | 0.0800 | 47.0% | -0.01 | 0.0058 | -0.001 | ||||
| 6.85 | 9.80 | 64.0% | 1.00 | 0.0001 | 0.000 | 12 | 0 | 0.0800 | 40.8% | -0.02 | 0.0086 | -0.001 | ||||
| 5.85 | 8.90 | 58.8% | 1.00 | 0.0006 | 0.000 | 13 | 0 | 0.2500 | 3 | 43.8% | -0.03 | 0.0130 | -0.001 | |||
| 5.15 | 6.65 | 1.00 | 0.0031 | 0.000 | 14 | 0 | 0.2600 | 93 | 37.8% | -0.04 | 0.0199 | -0.001 | ||||
| 3.40 | 6.90 | 5 | 0.99 | 0.0119 | 0.000 | 15 | 0 | 0.2700 | 65 | 32.1% | -0.06 | 0.0308 | -0.001 | |||
| 3.85 | 4.50 | 1 | 0.97 | 0.0358 | -0.001 | 16 | 0.0600 | 0.2200 | 190 | 26.5% | -0.09 | 0.0478 | -0.002 | |||
| 3.00 | 3.50 | 266 | 18.2% | 0.93 | 0.0770 | -0.002 | 17 | 0.1500 | 0.3200 | 278 | 24.5% | -0.14 | 0.0735 | -0.002 | ||
| 2.03 | 2.58 | 745 | 18.1% | 0.84 | 0.1166 | -0.003 | 18 | 0.2500 | 0.4200 | 30 | 1,017 | 21.1% | -0.22 | 0.1082 | -0.003 | |
| 1.50 | 1.75 | 1 | 478 | 20.5% | 0.71 | 0.1470 | -0.003 | 19 | 0.4700 | 0.6500 | 3 | 1,534 | 19.1% | -0.34 | 0.1457 | -0.003 |
| 0.8200 | 1.05 | 1,532 | 18.0% | 0.55 | 0.1725 | -0.003 | 20 | 0.9300 | 1.25 | 1,846 | 20.5% | -0.50 | 0.1681 | -0.003 | ||
| 0.5200 | 0.6000 | 40 | 4,626 | 18.7% | 0.38 | 0.1680 | -0.003 | 21 | 1.45 | 1.95 | 226 | 20.4% | -0.66 | 0.1594 | -0.003 | |
| 0.3000 | 0.3600 | 17 | 8,490 | 19.5% | 0.24 | 0.1353 | -0.003 | 22 | 2.09 | 2.75 | 15 | 19.9% | -0.79 | 0.1258 | -0.002 | |
| 0.0100 | 0.2200 | 1 | 2,788 | 17.3% | 0.14 | 0.0959 | -0.002 | 23 | 2.95 | 3.65 | 11 | 21.2% | -0.88 | 0.0874 | -0.001 | |
| 0.0700 | 0.1000 | 90 | 1,801 | 19.5% | 0.09 | 0.0636 | -0.001 | 24 | 3.80 | 4.60 | 21.4% | -0.93 | 0.0565 | -0.001 | ||
| 0.0500 | 0.0700 | 429 | 482 | 21.1% | 0.05 | 0.0410 | -0.001 | 25 | 4.80 | 5.50 | 22.4% | -0.96 | 0.0354 | -0.000 | ||
| 0.0100 | 0.4300 | 506 | 32.2% | 0.03 | 0.0264 | -0.001 | 26 | 5.70 | 6.60 | 26.3% | -0.98 | 0.0220 | 0.000 | |||
| 0.0100 | 0.2000 | 72 | 29.7% | 0.02 | 0.0170 | -0.000 | 27 | 6.60 | 7.60 | 26.0% | -0.99 | 0.0137 | 0.000 | |||
| 0 | 0.9200 | 7 | 47.1% | 0.01 | 0.0111 | -0.000 | 28 | 7.10 | 9.10 | 29.8% | -1.00 | 0.0079 | 0.000 | |||
| 0 | 0.4300 | 7 | 40.9% | 0.01 | 0.0073 | -0.000 | 29 | 8.10 | 10.20 | 37.1% | -1.00 | 0.0024 | 0.000 | |||
| 0 | 0.1600 | 1 | 35.5% | 0.01 | 0.0048 | -0.000 | 30 | 9.10 | 11.20 | 40.4% | -1.00 | 0.0005 | 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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs