ET option chain Energy Transfer LP
Cboe delayed options data · as of Oct 19, 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 ±5.1% (19.11–21.17) · ATM IV 20.3% · P/C open interest 0.05
| 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 | |
| 7.40 | 9.95 | 180.8% | 1.00 | 0.0000 | 0.000 | 12 | 0 | 0.2000 | 103.9% | -0.00 | 0.0008 | -0.000 | ||||
| 6.30 | 9.20 | 1 | 165.9% | 1.00 | 0.0001 | 0.000 | 13 | 0 | 0.0300 | 65.1% | -0.00 | 0.0015 | -0.000 | |||
| 5.30 | 8.10 | 10 | 141.1% | 1.00 | 0.0002 | 0.000 | 14 | 0 | 0.2100 | 77.4% | -0.00 | 0.0031 | -0.000 | |||
| 4.30 | 5.55 | 1 | 116.3% | 1.00 | 0.0008 | 0.000 | 15 | 0 | 0.2200 | 12 | 65.5% | -0.01 | 0.0070 | -0.001 | ||
| 4.20 | 5.05 | 1.00 | 0.0016 | 0.000 | 15.5 | 0 | 0.2200 | 59.3% | -0.01 | 0.0107 | -0.001 | |||||
| 3.70 | 4.55 | 1.00 | 0.0030 | 0.000 | 16 | 0 | 0.2000 | 52.0% | -0.01 | 0.0167 | -0.001 | |||||
| 3.20 | 4.05 | 1.00 | 0.0060 | 0.000 | 16.5 | 0 | 0.2100 | 46.7% | -0.02 | 0.0265 | -0.001 | |||||
| 2.74 | 3.55 | 33.7% | 0.99 | 0.0125 | -0.000 | 17 | 0 | 0.1000 | 51 | 34.1% | -0.03 | 0.0424 | -0.002 | |||
| 2.26 | 3.00 | 0.99 | 0.0264 | -0.001 | 17.5 | 0.0100 | 0.0600 | 2 | 26.8% | -0.05 | 0.0684 | -0.003 | ||||
| 1.96 | 2.47 | 35.5% | 0.97 | 0.0554 | -0.002 | 18 | 0.0400 | 0.1000 | 804 | 193 | 25.9% | -0.09 | 0.1097 | -0.004 | ||
| 1.50 | 1.87 | 25.8% | 0.94 | 0.1125 | -0.003 | 18.5 | 0.0700 | 0.1500 | 5 | 23.6% | -0.15 | 0.1706 | -0.005 | |||
| 1.13 | 1.41 | 432 | 26.8% | 0.87 | 0.2096 | -0.005 | 19 | 0.1600 | 0.2200 | 64 | 938 | 22.0% | -0.24 | 0.2479 | -0.006 | |
| 0.7500 | 0.9900 | 24.9% | 0.74 | 0.3295 | -0.008 | 19.5 | 0.2100 | 0.5000 | 14 | 21.9% | -0.38 | 0.3189 | -0.007 | |||
| 0.4100 | 0.6500 | 21 | 1,664 | 19.7% | 0.56 | 0.4018 | -0.009 | 20 | 0.3900 | 0.6100 | 181 | 1,297 | 20.8% | -0.55 | 0.3435 | -0.007 |
| 0.1500 | 0.3000 | 36 | 18.9% | 0.36 | 0.3690 | -0.008 | 20.5 | 0.6700 | 1.14 | 21.1% | -0.71 | 0.3020 | -0.006 | |||
| 0.1000 | 0.1500 | 1,048 | 41.3K | 20.3% | 0.21 | 0.2680 | -0.006 | 21 | 1.04 | 1.45 | 2 | 679 | 17.6% | -0.83 | 0.2220 | -0.005 |
| 0.0100 | 0.1000 | 169 | 20.2% | 0.12 | 0.1696 | -0.004 | 21.5 | 1.38 | 2.05 | 19.1% | -0.91 | 0.1438 | -0.003 | |||
| 0.0300 | 0.0400 | 112 | 12.7K | 22.1% | 0.06 | 0.1012 | -0.003 | 22 | 1.78 | 2.47 | 4 | 7 | -0.95 | 0.0863 | -0.002 | |
| 0 | 0.1900 | 32.6% | 0.04 | 0.0593 | -0.002 | 22.5 | 2.22 | 3.15 | 19.9% | -0.97 | 0.0498 | -0.001 | ||||
| 0 | 0.0300 | 165 | 1,742 | 25.3% | 0.02 | 0.0350 | -0.001 | 23 | 2.68 | 3.80 | 34.5% | -0.99 | 0.0283 | -0.000 | ||
| 0 | 0.2100 | 41.6% | 0.01 | 0.0208 | -0.001 | 23.5 | 3.10 | 4.30 | 31.7% | -0.99 | 0.0160 | 0.000 | ||||
| 0 | 0.1500 | 303 | 42.0% | 0.01 | 0.0125 | -0.000 | 24 | 3.60 | 4.80 | 35.1% | -1.00 | 0.0091 | 0.000 | |||
| 0 | 0.2100 | 49.0% | 0.00 | 0.0076 | -0.000 | 24.5 | 4.10 | 5.20 | -1.00 | 0.0052 | 0.000 | |||||
| 0 | 0.2100 | 52.5% | 0.00 | 0.0047 | -0.000 | 25 | 4.60 | 5.80 | 41.7% | -1.00 | 0.0030 | 0.000 | ||||
| 0 | 0.2000 | 55.2% | 0.00 | 0.0029 | -0.000 | 25.5 | 5.10 | 6.30 | 44.9% | -1.00 | 0.0018 | 0.000 | ||||
| 0 | 0.2000 | 58.4% | 0.00 | 0.0019 | -0.000 | 26 | 5.60 | 6.80 | 48.0% | -1.00 | 0.0010 | 0.000 | ||||
| 0 | 0.2000 | 64.5% | 0.00 | 0.0008 | 0.000 | 27 | 6.60 | 7.80 | 54.0% | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 0.2000 | 70.3% | 0.00 | 0.0003 | 0.000 | 28 | 7.60 | 8.80 | 59.8% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.2000 | 75.8% | 0.00 | 0.0001 | 0.000 | 29 | 8.60 | 9.80 | 65.4% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.2000 | 80.9% | 0.00 | 0.0001 | 0.000 | 30 | 9.60 | 10.80 | 70.8% | -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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs