ETN option chain Eaton Corporation plc
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 ±13.0% (341.00–443.10) · ATM IV 40.3% · P/C open interest 0.73
| 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 | |
| 190.70 | 194.80 | 725 | 66.6% | 1.00 | 0.0001 | 0.000 | 200 | 0 | 2.15 | 46 | 87.9% | -0.00 | 0.0001 | -0.006 | ||
| 180.80 | 184.90 | 7 | 63.2% | 1.00 | 0.0001 | 0.000 | 210 | 0 | 2.15 | 55 | 82.3% | -0.00 | 0.0001 | -0.007 | ||
| 170.90 | 174.80 | 7 | 54.8% | 1.00 | 0.0001 | 0.000 | 220 | 0 | 2.20 | 98 | 77.2% | -0.00 | 0.0001 | -0.010 | ||
| 161.00 | 165.10 | 8 | 56.4% | 0.99 | 0.0002 | 0.000 | 230 | 0 | 2.20 | 94 | 72.0% | -0.01 | 0.0002 | -0.013 | ||
| 151.10 | 155.20 | 321 | 53.0% | 0.99 | 0.0003 | 0.000 | 240 | 0 | 2.25 | 52 | 67.2% | -0.01 | 0.0003 | -0.016 | ||
| 141.30 | 145.20 | 16 | 49.6% | 0.99 | 0.0004 | -0.003 | 250 | 0 | 2.30 | 52 | 62.7% | -0.01 | 0.0004 | -0.021 | ||
| 131.40 | 135.40 | 7 | 47.3% | 0.98 | 0.0005 | -0.010 | 260 | 0 | 2.40 | 73 | 58.5% | -0.02 | 0.0005 | -0.027 | ||
| 121.70 | 125.80 | 1 | 47.8% | 0.98 | 0.0007 | -0.018 | 270 | 0 | 2.55 | 29 | 54.5% | -0.02 | 0.0007 | -0.034 | ||
| 112.00 | 115.90 | 2 | 45.1% | 0.97 | 0.0009 | -0.029 | 280 | 0 | 2.75 | 99 | 50.8% | -0.03 | 0.0009 | -0.043 | ||
| 102.40 | 106.30 | 11 | 44.0% | 0.96 | 0.0012 | -0.041 | 290 | 0.0500 | 3.10 | 44 | 47.8% | -0.04 | 0.0012 | -0.055 | ||
| 93.00 | 97.00 | 62 | 43.7% | 0.94 | 0.0016 | -0.056 | 300 | 0.4500 | 3.70 | 141 | 46.2% | -0.06 | 0.0016 | -0.068 | ||
| 83.90 | 87.50 | 26 | 42.6% | 0.92 | 0.0021 | -0.073 | 310 | 1.95 | 3.30 | 117 | 44.2% | -0.08 | 0.0021 | -0.084 | ||
| 74.90 | 78.40 | 25 | 41.6% | 0.90 | 0.0026 | -0.091 | 320 | 2.80 | 4.20 | 10 | 186 | 43.0% | -0.10 | 0.0026 | -0.102 | |
| 66.40 | 69.60 | 25 | 41.1% | 0.87 | 0.0032 | -0.112 | 330 | 4.10 | 5.70 | 1 | 250 | 42.5% | -0.14 | 0.0032 | -0.121 | |
| 58.40 | 61.50 | 130 | 41.1% | 0.83 | 0.0038 | -0.133 | 340 | 4.90 | 7.20 | 2 | 217 | 40.5% | -0.17 | 0.0039 | -0.141 | |
| 50.80 | 53.90 | 261 | 41.0% | 0.78 | 0.0044 | -0.153 | 350 | 7.00 | 9.60 | 3 | 254 | 40.3% | -0.22 | 0.0045 | -0.161 | |
| 43.80 | 46.90 | 25 | 41.1% | 0.73 | 0.0050 | -0.172 | 360 | 11.30 | 12.40 | 8 | 231 | 41.5% | -0.27 | 0.0051 | -0.178 | |
| 37.10 | 40.40 | 42 | 40.7% | 0.68 | 0.0055 | -0.188 | 370 | 13.40 | 16.10 | 4 | 170 | 40.4% | -0.33 | 0.0056 | -0.194 | |
| 31.30 | 33.80 | 54 | 40.1% | 0.62 | 0.0059 | -0.199 | 380 | 18.80 | 20.20 | 4 | 502 | 41.4% | -0.39 | 0.0060 | -0.205 | |
| 26.60 | 28.30 | 62 | 40.3% | 0.56 | 0.0062 | -0.207 | 390 | 22.30 | 24.90 | 3 | 262 | 40.3% | -0.45 | 0.0063 | -0.212 | |
| 22.90 | 23.60 | 8 | 369 | 40.9% | 0.50 | 0.0062 | -0.209 | 400 | 27.70 | 29.80 | 12 | 539 | 39.9% | -0.51 | 0.0064 | -0.213 |
| 17.90 | 19.40 | 4 | 139 | 39.9% | 0.44 | 0.0062 | -0.207 | 410 | 33.80 | 36.50 | 517 | 40.5% | -0.57 | 0.0063 | -0.211 | |
| 15.20 | 15.90 | 6 | 209 | 40.5% | 0.38 | 0.0060 | -0.200 | 420 | 40.50 | 42.40 | 158 | 40.0% | -0.63 | 0.0061 | -0.203 | |
| 12.20 | 12.90 | 6 | 170 | 40.3% | 0.33 | 0.0056 | -0.190 | 430 | 47.40 | 50.50 | 165 | 40.6% | -0.68 | 0.0058 | -0.193 | |
| 9.70 | 10.50 | 4 | 171 | 40.3% | 0.28 | 0.0052 | -0.178 | 440 | 55.10 | 58.20 | 27 | 40.8% | -0.73 | 0.0054 | -0.179 | |
| 7.70 | 8.30 | 4 | 178 | 40.2% | 0.24 | 0.0048 | -0.164 | 450 | 63.20 | 66.30 | 28 | 41.1% | -0.78 | 0.0050 | -0.163 | |
| 6.10 | 6.80 | 1 | 582 | 40.6% | 0.20 | 0.0043 | -0.148 | 460 | 71.40 | 74.70 | 9 | 40.9% | -0.82 | 0.0045 | -0.146 | |
| 3.70 | 5.50 | 4 | 101 | 40.8% | 0.17 | 0.0038 | -0.133 | 470 | 80.30 | 83.50 | 1 | 41.3% | -0.85 | 0.0040 | -0.129 | |
| 3.80 | 4.70 | 2 | 382 | 41.3% | 0.14 | 0.0034 | -0.118 | 480 | 89.60 | 92.60 | 42.1% | -0.88 | 0.0034 | -0.111 | ||
| 2.65 | 4.10 | 2 | 89 | 41.5% | 0.11 | 0.0029 | -0.104 | 490 | 98.30 | 101.90 | 2 | 41.6% | -0.90 | 0.0030 | -0.093 | |
| 2.00 | 3.00 | 2 | 383 | 41.0% | 0.09 | 0.0025 | -0.091 | 500 | 107.70 | 111.30 | 41.7% | -0.92 | 0.0025 | -0.077 | ||
| 0.2000 | 3.90 | 41.6% | 0.08 | 0.0022 | -0.079 | 510 | 117.20 | 120.90 | 42.0% | -0.94 | 0.0021 | -0.062 | ||||
| 0 | 3.70 | 1,184 | 43.0% | 0.06 | 0.0019 | -0.068 | 520 | 126.80 | 130.80 | 1 | 42.9% | -0.95 | 0.0017 | -0.048 | ||
| 0.8000 | 2.50 | 14 | 44.2% | 0.05 | 0.0016 | -0.058 | 530 | 136.80 | 140.40 | 1 | 43.9% | -0.97 | 0.0014 | -0.035 | ||
| 0.7000 | 3.10 | 8 | 175 | 47.7% | 0.04 | 0.0013 | -0.050 | 540 | 146.70 | 150.20 | 44.9% | -0.97 | 0.0012 | -0.024 | ||
| 0 | 2.95 | 47.4% | 0.04 | 0.0011 | -0.043 | 550 | 156.50 | 160.00 | 45.2% | -0.98 | 0.0009 | -0.014 | ||||
| 0 | 2.85 | 121 | 49.0% | 0.03 | 0.0009 | -0.036 | 560 | 165.90 | 170.10 | 44.8% | -0.99 | 0.0010 | -0.010 | |||
| 0 | 2.75 | 50.6% | 0.02 | 0.0008 | -0.031 | 570 | 176.00 | 180.10 | 46.9% | -0.99 | 0.0011 | -0.006 | ||||
| 0 | 2.65 | 21 | 52.2% | 0.02 | 0.0007 | -0.026 | 580 | 186.00 | 190.00 | 48.1% | -1.00 | 0.0004 | -0.044 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs