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 ±5.3% (19.15–21.28) · ATM IV 20.7% · 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 | |
| 7.20 | 10.15 | 169.1% | 1.00 | 0.0004 | 0.000 | 12 | 0 | 0.2000 | 104.6% | -0.00 | 0.0027 | -0.001 | ||||
| 6.30 | 9.15 | 1 | 153.6% | 1.00 | 0.0008 | 0.000 | 13 | 0 | 0.0300 | 65.7% | -0.01 | 0.0044 | -0.001 | |||
| 5.40 | 8.20 | 10 | 140.3% | 1.00 | 0.0016 | 0.000 | 14 | 0 | 0.2100 | 78.2% | -0.01 | 0.0074 | -0.001 | |||
| 4.20 | 5.65 | 1 | 1.00 | 0.0036 | 0.000 | 15 | 0 | 0.2200 | 12 | 66.3% | -0.01 | 0.0132 | -0.001 | |||
| 3.90 | 5.10 | 1.00 | 0.0054 | 0.000 | 15.5 | 0 | 0.2200 | 60.2% | -0.02 | 0.0180 | -0.002 | |||||
| 2.54 | 4.60 | 1.00 | 0.0085 | -0.000 | 16 | 0 | 0.2000 | 52.9% | -0.02 | 0.0249 | -0.002 | |||||
| 1.64 | 4.10 | 0.99 | 0.0135 | -0.000 | 16.5 | 0 | 0.2200 | 48.2% | -0.03 | 0.0350 | -0.002 | |||||
| 1.66 | 3.50 | 0.99 | 0.0218 | -0.001 | 17 | 0.0100 | 0.1000 | 51 | 35.8% | -0.05 | 0.0500 | -0.003 | ||||
| 2.36 | 3.15 | 0.98 | 0.0366 | -0.001 | 17.5 | 0.0100 | 0.1900 | 35.6% | -0.07 | 0.0724 | -0.004 | |||||
| 1.96 | 2.52 | 0.96 | 0.0628 | -0.002 | 18 | 0.0400 | 0.0700 | 193 | 25.4% | -0.10 | 0.1061 | -0.004 | ||||
| 1.50 | 1.87 | 0.93 | 0.1088 | -0.003 | 18.5 | 0.0700 | 0.1600 | 4 | 25.2% | -0.15 | 0.1556 | -0.005 | ||||
| 1.13 | 1.45 | 432 | 19.3% | 0.88 | 0.1868 | -0.005 | 19 | 0.1400 | 0.1900 | 61 | 938 | 22.0% | -0.23 | 0.2238 | -0.006 | |
| 0.7500 | 1.02 | 20.7% | 0.77 | 0.2992 | -0.007 | 19.5 | 0.2700 | 0.3500 | 1 | 21.7% | -0.35 | 0.3016 | -0.007 | |||
| 0.5000 | 0.5900 | 16 | 1,664 | 20.4% | 0.61 | 0.4023 | -0.008 | 20 | 0.4800 | 0.5600 | 109 | 1,297 | 21.1% | -0.51 | 0.3524 | -0.007 |
| 0.2200 | 0.3200 | 16 | 18.8% | 0.40 | 0.4050 | -0.008 | 20.5 | 0.6100 | 1.14 | 23.4% | -0.68 | 0.3291 | -0.006 | |||
| 0.1200 | 0.1700 | 312 | 41.3K | 19.9% | 0.23 | 0.3018 | -0.006 | 21 | 0.9700 | 1.45 | 679 | 21.8% | -0.82 | 0.2444 | -0.005 | |
| 0.0400 | 0.0800 | 168 | 18.9% | 0.12 | 0.1880 | -0.004 | 21.5 | 1.32 | 2.05 | 25.6% | -0.90 | 0.1560 | -0.003 | |||
| 0.0300 | 0.0400 | 93 | 12.7K | 21.0% | 0.07 | 0.1105 | -0.003 | 22 | 1.77 | 2.47 | 7 | 24.9% | -0.95 | 0.0930 | -0.002 | |
| 0.0100 | 0.0200 | 21.2% | 0.04 | 0.0651 | -0.002 | 22.5 | 2.15 | 3.15 | 32.2% | -0.97 | 0.0545 | -0.001 | ||||
| 0 | 0.0300 | 165 | 1,742 | 24.4% | 0.02 | 0.0394 | -0.001 | 23 | 2.56 | 3.60 | 26.8% | -0.98 | 0.0321 | -0.001 | ||
| 0 | 0.4100 | 48.7% | 0.01 | 0.0244 | -0.001 | 23.5 | 2.85 | 4.20 | -0.99 | 0.0192 | -0.000 | |||||
| 0 | 0.1500 | 303 | 40.8% | 0.01 | 0.0155 | -0.001 | 24 | 3.55 | 4.65 | 37.7% | -0.99 | 0.0117 | 0.000 | |||
| 0 | 0.2100 | 47.8% | 0.01 | 0.0101 | -0.000 | 24.5 | 4.05 | 5.20 | 44.9% | -1.00 | 0.0073 | 0.000 | ||||
| 0 | 0.2100 | 51.3% | 0.00 | 0.0067 | -0.000 | 25 | 4.50 | 5.65 | 38.9% | -1.00 | 0.0046 | 0.000 | ||||
| 0 | 0.4100 | 64.4% | 0.00 | 0.0045 | -0.000 | 25.5 | 4.85 | 6.45 | 55.1% | -1.00 | 0.0030 | 0.000 | ||||
| 0 | 0.2000 | 57.2% | 0.00 | 0.0031 | -0.000 | 26 | 5.30 | 6.95 | 55.1% | -1.00 | 0.0020 | 0.000 | ||||
| 0 | 0.4000 | 74.2% | 0.00 | 0.0015 | -0.000 | 27 | 6.30 | 8.00 | 65.0% | -1.00 | 0.0009 | 0.000 | ||||
| 0 | 0.2000 | 69.1% | 0.00 | 0.0008 | 0.000 | 28 | 7.45 | 9.00 | 79.9% | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 0.2000 | 74.6% | 0.00 | 0.0004 | 0.000 | 29 | 8.45 | 10.00 | 86.1% | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 0.2000 | 79.7% | 0.00 | 0.0002 | 0.000 | 30 | 9.45 | 11.00 | 92.0% | -1.00 | 0.0001 | 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