ETN option chain Eaton Corporation plc
Cboe delayed options data · as of 03:34 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 ±9.9% (352.30–429.40) · ATM IV 35.5% · P/C open interest 1.55
| 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 | |
| 190.00 | 193.80 | 4 | 60.6% | 1.00 | 0.0000 | 0.000 | 200 | 0 | 2.15 | 2 | 102.4% | -0.00 | 0.0000 | -0.001 | ||
| 180.00 | 184.00 | 65.4% | 1.00 | 0.0000 | 0.000 | 210 | 0 | 2.15 | 22 | 95.8% | -0.00 | 0.0000 | -0.002 | |||
| 170.00 | 174.10 | 2 | 60.2% | 1.00 | 0.0000 | 0.000 | 220 | 0 | 2.15 | 9 | 89.5% | -0.00 | 0.0000 | -0.002 | ||
| 160.20 | 164.20 | 1 | 62.7% | 1.00 | 0.0001 | 0.000 | 230 | 0 | 2.15 | 34 | 83.4% | -0.00 | 0.0001 | -0.003 | ||
| 150.20 | 154.20 | 1 | 54.9% | 1.00 | 0.0001 | 0.000 | 240 | 0 | 1.15 | 9 | 70.0% | -0.00 | 0.0001 | -0.005 | ||
| 140.30 | 144.30 | 11 | 53.2% | 1.00 | 0.0001 | 0.000 | 250 | 0 | 2.20 | 63 | 72.3% | -0.00 | 0.0001 | -0.007 | ||
| 130.50 | 134.30 | 1 | 48.7% | 0.99 | 0.0002 | 0.000 | 260 | 0 | 1.40 | 30 | 61.8% | -0.01 | 0.0002 | -0.010 | ||
| 120.60 | 124.50 | 2 | 47.9% | 0.99 | 0.0003 | 0.000 | 270 | 0 | 2.30 | 19 | 62.1% | -0.01 | 0.0003 | -0.015 | ||
| 110.70 | 114.60 | 1 | 46.0% | 0.99 | 0.0005 | -0.002 | 280 | 0 | 0.7000 | 82 | 46.7% | -0.01 | 0.0005 | -0.021 | ||
| 100.90 | 104.20 | 4 | 38.0% | 0.98 | 0.0008 | -0.012 | 290 | 0.0500 | 0.7500 | 87 | 43.3% | -0.02 | 0.0008 | -0.030 | ||
| 91.10 | 94.20 | 7 | 35.3% | 0.97 | 0.0011 | -0.025 | 300 | 0.4000 | 1.90 | 350 | 47.1% | -0.03 | 0.0011 | -0.041 | ||
| 81.50 | 84.60 | 3 | 36.8% | 0.96 | 0.0016 | -0.041 | 310 | 0.5000 | 1.80 | 3 | 49 | 42.4% | -0.04 | 0.0016 | -0.056 | |
| 71.90 | 75.40 | 26 | 37.3% | 0.94 | 0.0022 | -0.061 | 320 | 0.9500 | 2.60 | 698 | 41.6% | -0.06 | 0.0022 | -0.074 | ||
| 62.70 | 65.70 | 22 | 35.7% | 0.91 | 0.0030 | -0.085 | 330 | 1.05 | 2.85 | 225 | 37.5% | -0.09 | 0.0030 | -0.096 | ||
| 54.00 | 57.40 | 14 | 37.0% | 0.88 | 0.0040 | -0.111 | 340 | 2.70 | 4.30 | 52 | 230 | 38.6% | -0.13 | 0.0040 | -0.121 | |
| 45.50 | 48.30 | 2 | 35.3% | 0.83 | 0.0050 | -0.139 | 350 | 4.20 | 5.50 | 7 | 446 | 37.2% | -0.17 | 0.0050 | -0.147 | |
| 37.80 | 41.40 | 10 | 18 | 36.4% | 0.77 | 0.0060 | -0.166 | 360 | 6.80 | 7.40 | 16 | 164 | 36.9% | -0.23 | 0.0061 | -0.173 |
| 30.70 | 34.40 | 1 | 40 | 36.1% | 0.70 | 0.0069 | -0.189 | 370 | 9.70 | 10.10 | 16 | 497 | 36.4% | -0.30 | 0.0070 | -0.196 |
| 24.30 | 28.10 | 2 | 33 | 35.8% | 0.63 | 0.0077 | -0.207 | 380 | 13.30 | 13.90 | 2 | 573 | 36.1% | -0.38 | 0.0078 | -0.212 |
| 20.20 | 21.60 | 30 | 30 | 36.0% | 0.55 | 0.0081 | -0.216 | 390 | 16.90 | 18.40 | 8 | 95 | 35.0% | -0.46 | 0.0082 | -0.221 |
| 15.60 | 16.70 | 41 | 158 | 35.7% | 0.47 | 0.0081 | -0.217 | 400 | 21.90 | 24.40 | 4 | 167 | 35.2% | -0.54 | 0.0083 | -0.221 |
| 12.00 | 12.90 | 43 | 111 | 35.8% | 0.39 | 0.0079 | -0.210 | 410 | 28.10 | 31.90 | 3 | 102 | 36.3% | -0.62 | 0.0081 | -0.213 |
| 9.00 | 9.70 | 107 | 349 | 35.7% | 0.32 | 0.0073 | -0.196 | 420 | 35.20 | 38.80 | 1 | 2,924 | 36.4% | -0.69 | 0.0076 | -0.199 |
| 6.60 | 7.30 | 5 | 315 | 35.8% | 0.26 | 0.0066 | -0.177 | 430 | 43.50 | 46.40 | 66 | 37.2% | -0.76 | 0.0069 | -0.179 | |
| 4.50 | 5.80 | 6 | 365 | 36.0% | 0.20 | 0.0057 | -0.156 | 440 | 51.10 | 54.70 | 290 | 36.8% | -0.81 | 0.0060 | -0.157 | |
| 3.30 | 4.20 | 17 | 1,029 | 36.2% | 0.16 | 0.0049 | -0.135 | 450 | 60.00 | 63.40 | 24 | 37.4% | -0.86 | 0.0052 | -0.135 | |
| 2.00 | 3.30 | 106 | 518 | 36.1% | 0.12 | 0.0040 | -0.114 | 460 | 69.50 | 72.40 | 46 | 38.5% | -0.90 | 0.0044 | -0.111 | |
| 1.15 | 2.45 | 3 | 173 | 35.9% | 0.09 | 0.0033 | -0.095 | 470 | 78.80 | 81.80 | 7 | 39.2% | -0.93 | 0.0037 | -0.088 | |
| 0.9000 | 2.60 | 1 | 296 | 38.8% | 0.07 | 0.0027 | -0.078 | 480 | 88.30 | 91.50 | 16 | 40.2% | -0.96 | 0.0034 | -0.084 | |
| 0.4000 | 2.50 | 267 | 40.1% | 0.05 | 0.0021 | -0.063 | 490 | 97.60 | 101.20 | 52 | 39.3% | -0.98 | 0.0027 | -0.074 | ||
| 0.3000 | 1.10 | 14 | 193 | 37.4% | 0.04 | 0.0017 | -0.051 | 500 | 107.30 | 111.20 | 39.3% | -0.99 | 0.0016 | -0.076 | ||
| 0 | 2.20 | 399 | 43.2% | 0.03 | 0.0013 | -0.041 | 510 | 117.30 | 121.20 | 44.1% | -1.00 | 0.0004 | -0.067 | |||
| 0.0500 | 0.9500 | 157 | 40.0% | 0.02 | 0.0010 | -0.033 | 520 | 127.30 | 131.20 | 44.4% | -1.00 | 0.0000 | -0.067 | |||
| 0.0500 | 1.00 | 23 | 42.6% | 0.02 | 0.0008 | -0.026 | 530 | 137.30 | 141.40 | 49.2% | -1.00 | 0.0000 | -0.067 | |||
| 0 | 1.75 | 60 | 48.5% | 0.01 | 0.0006 | -0.021 | 540 | 147.30 | 151.20 | 49.2% | -1.00 | 0.0000 | -0.067 | |||
| 0 | 1.75 | 50.8% | 0.01 | 0.0005 | -0.017 | 550 | 157.30 | 161.20 | 51.5% | -1.00 | 0.0000 | -0.067 | ||||
| 0 | 2.20 | 55 | 55.1% | 0.01 | 0.0004 | -0.013 | 560 | 167.30 | 171.20 | 53.8% | -1.00 | 0.0000 | -0.067 | |||
| 0 | 2.15 | 57.0% | 0.01 | 0.0003 | -0.011 | 570 | 177.30 | 181.20 | 56.0% | -1.00 | 0.0000 | -0.067 | ||||
| 0 | 2.15 | 22 | 59.2% | 0.00 | 0.0002 | -0.008 | 580 | 187.30 | 191.20 | 58.2% | -1.00 | 0.0000 | -0.067 | |||
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