ET option chain Energy Transfer LP
Cboe delayed options data · as of 15:34 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 ±5.5% (20.30–22.64) · ATM IV 18.3% · P/C open interest 0.36
| 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 | |
| 10.00 | 11.15 | 101.0% | 1.00 | 0.0005 | 0.000 | 11 | 0 | 0.1000 | 5 | 100.3% | -0.00 | 0.0005 | -0.000 | |||
| 9.00 | 10.15 | 87.7% | 1.00 | 0.0008 | 0.000 | 12 | 0 | 0.2300 | 6 | 103.2% | -0.00 | 0.0008 | -0.000 | |||
| 8.00 | 9.15 | 5 | 75.5% | 1.00 | 0.0014 | 0.000 | 13 | 0 | 0.0700 | 36 | 73.5% | -0.00 | 0.0014 | -0.000 | ||
| 7.00 | 8.15 | 1 | 64.2% | 1.00 | 0.0024 | 0.000 | 14 | 0 | 0.2400 | 37 | 80.4% | -0.00 | 0.0024 | -0.000 | ||
| 6.05 | 7.05 | 10 | 42.4% | 1.00 | 0.0044 | 0.000 | 15 | 0 | 0.2400 | 462 | 69.6% | -0.00 | 0.0044 | -0.001 | ||
| 5.05 | 6.20 | 20 | 53.6% | 0.99 | 0.0081 | 0.000 | 16 | 0 | 0.0400 | 5,839 | 42.5% | -0.01 | 0.0082 | -0.001 | ||
| 4.10 | 5.20 | 616 | 46.9% | 0.98 | 0.0159 | 0.000 | 17 | 0.0100 | 0.0300 | 3,824 | 34.9% | -0.02 | 0.0160 | -0.001 | ||
| 3.45 | 4.05 | 125 | 45.6% | 0.97 | 0.0324 | 0.000 | 18 | 0 | 0.0500 | 2,455 | 28.7% | -0.03 | 0.0327 | -0.002 | ||
| 2.37 | 2.93 | 5,678 | 27.9% | 0.93 | 0.0683 | -0.001 | 19 | 0 | 0.0500 | 20.9K | 21.3% | -0.07 | 0.0693 | -0.003 | ||
| 1.62 | 1.79 | 12.1K | 22.2% | 0.85 | 0.1427 | -0.003 | 20 | 0.0800 | 0.1500 | 4 | 2,726 | 21.1% | -0.15 | 0.1453 | -0.004 | |
| 0.8300 | 0.9200 | 40 | 38.8K | 18.5% | 0.67 | 0.2530 | -0.005 | 21 | 0.2500 | 0.3400 | 1,906 | 18.2% | -0.34 | 0.2606 | -0.006 | |
| 0.2900 | 0.3800 | 1 | 19.0K | 17.4% | 0.39 | 0.2815 | -0.006 | 22 | 0.7200 | 0.8400 | 139 | 17.7% | -0.63 | 0.2988 | -0.006 | |
| 0.0800 | 0.1400 | 24 | 25.8K | 18.1% | 0.18 | 0.1825 | -0.004 | 23 | 1.30 | 1.69 | 6 | -0.86 | 0.2034 | -0.004 | ||
| 0.0200 | 0.0700 | 1,252 | 20.4% | 0.08 | 0.0924 | -0.003 | 24 | 1.95 | 3.05 | -0.98 | 0.1142 | -0.004 | ||||
| 0 | 0.0500 | 956 | 23.5% | 0.03 | 0.0451 | -0.001 | 25 | 2.94 | 4.05 | 1 | -1.00 | 0.0000 | -0.013 | |||
| 0 | 0.2500 | 9 | 39.5% | 0.02 | 0.0226 | -0.001 | 26 | 3.90 | 5.05 | -1.00 | 0.0000 | -0.015 | ||||
| 0.0100 | 0.2400 | 1,176 | 45.2% | 0.01 | 0.0119 | -0.001 | 27 | 4.90 | 6.05 | -1.00 | 0.0000 | -0.015 | ||||
| 0 | 0.2400 | 50.1% | 0.00 | 0.0065 | -0.000 | 28 | 5.90 | 7.05 | -1.00 | 0.0000 | -0.015 | |||||
| 0 | 0.2300 | 54.6% | 0.00 | 0.0037 | -0.000 | 29 | 6.90 | 8.05 | -1.00 | 0.0000 | -0.015 | |||||
| 0 | 0.2000 | 5 | 57.6% | 0.00 | 0.0022 | -0.000 | 30 | 7.90 | 9.05 | -1.00 | 0.0000 | -0.015 | ||||
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs