ET option chain Energy Transfer LP
Cboe delayed options data · as of 12:34 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 ±19.1% (17.41–25.62) · ATM IV 21.3% · P/C open interest 0.16
| 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 | |
| 6.80 | 9.10 | 24.7K | 1.00 | 0.0042 | 0.000 | 13 | 0.1200 | 0.2500 | 10.2K | 29.2% | -0.06 | 0.0175 | -0.001 | |||
| 6.60 | 6.90 | 6 | 16.9K | 31.1% | 0.97 | 0.0210 | 0.000 | 15 | 0.2600 | 0.4400 | 215 | 5,660 | 26.4% | -0.11 | 0.0297 | -0.001 |
| 4.70 | 5.10 | 3 | 15.8K | 25.4% | 0.89 | 0.0516 | -0.001 | 17 | 0.5300 | 0.7400 | 258 | 7,047 | 24.1% | -0.18 | 0.0482 | -0.001 |
| 2.50 | 2.80 | 22 | 23.9K | 21.4% | 0.67 | 0.0803 | -0.002 | 20 | 1.34 | 1.62 | 14 | 2,065 | 21.6% | -0.37 | 0.0778 | -0.002 |
| 1.35 | 2.00 | 48 | 27.6K | 21.9% | 0.50 | 0.0848 | -0.002 | 22 | 2.26 | 2.60 | 1,237 | 20.8% | -0.53 | 0.0840 | -0.002 | |
| 0.7700 | 0.9000 | 141 | 13.8K | 21.1% | 0.30 | 0.0713 | -0.002 | 25 | 4.20 | 5.65 | 369 | 26.5% | -0.72 | 0.0702 | -0.001 | |
| 0.4000 | 0.6500 | 14 | 27.5K | 21.5% | 0.21 | 0.0573 | -0.001 | 27 | 5.60 | 8.00 | 3 | 31.1% | -0.81 | 0.0556 | -0.001 | |
| 0.1800 | 0.3000 | 15 | 6,675 | 21.5% | 0.12 | 0.0384 | -0.001 | 30 | 7.50 | 11.00 | 47 | 31.6% | -0.90 | 0.0382 | 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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs