MET option chain MetLife, Inc.
Cboe delayed options data · as of 12:40 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 ±7.4% (92.18–106.98) · ATM IV 31.2% · P/C open interest 1.60
| 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 | |
| 48.00 | 51.50 | 3 | 113.4% | 1.00 | 0.0002 | 0.000 | 50 | 0 | 2.15 | 160.3% | -0.00 | 0.0005 | -0.005 | |||
| 43.00 | 46.80 | 112.8% | 1.00 | 0.0004 | 0.000 | 55 | 0 | 1.70 | 133.7% | -0.01 | 0.0007 | -0.006 | ||||
| 38.20 | 41.70 | 100.8% | 1.00 | 0.0006 | 0.000 | 60 | 0 | 1.10 | 13 | 106.3% | -0.01 | 0.0010 | -0.007 | |||
| 32.80 | 36.40 | 0.99 | 0.0010 | -0.001 | 65 | 0 | 0.7500 | 16 | 85.0% | -0.01 | 0.0016 | -0.009 | ||||
| 27.80 | 31.40 | 1 | 0.99 | 0.0018 | -0.004 | 70 | 0.0500 | 0.2000 | 727 | 59.5% | -0.02 | 0.0025 | -0.011 | |||
| 22.90 | 26.80 | 3 | 55.5% | 0.98 | 0.0033 | -0.008 | 75 | 0 | 0.9500 | 159 | 63.6% | -0.03 | 0.0041 | -0.014 | ||
| 18.60 | 21.90 | 2 | 57.6% | 0.97 | 0.0063 | -0.014 | 80 | 0 | 0.9500 | 14 | 51.7% | -0.04 | 0.0072 | -0.019 | ||
| 14.40 | 16.50 | 5 | 48.9% | 0.94 | 0.0124 | -0.023 | 85 | 0.0500 | 0.7500 | 11 | 58 | 38.4% | -0.08 | 0.0129 | -0.026 | |
| 12.00 | 14.10 | 2 | 43.9% | 0.91 | 0.0173 | -0.029 | 87.5 | 0.2000 | 1.00 | 3 | 387 | 36.8% | -0.11 | 0.0175 | -0.030 | |
| 9.80 | 11.80 | 3 | 59 | 40.7% | 0.87 | 0.0239 | -0.035 | 90 | 0.6000 | 0.8000 | 11 | 5,228 | 32.4% | -0.15 | 0.0236 | -0.036 |
| 7.90 | 9.50 | 726 | 38.3% | 0.81 | 0.0321 | -0.042 | 92.5 | 0.6500 | 1.65 | 10 | 248 | 31.8% | -0.21 | 0.0312 | -0.042 | |
| 5.80 | 7.40 | 1 | 649 | 34.5% | 0.73 | 0.0406 | -0.048 | 95 | 1.50 | 2.65 | 9 | 101 | 33.9% | -0.29 | 0.0396 | -0.047 |
| 3.30 | 4.80 | 4 | 51 | 25.3% | 0.62 | 0.0474 | -0.051 | 97.5 | 2.30 | 2.60 | 2 | 220 | 28.5% | -0.40 | 0.0468 | -0.051 |
| 3.00 | 3.60 | 27 | 1,328 | 30.2% | 0.50 | 0.0498 | -0.052 | 100 | 3.30 | 4.90 | 28 | 253 | 32.2% | -0.52 | 0.0500 | -0.052 |
| 1.25 | 1.55 | 33 | 1,266 | 28.9% | 0.27 | 0.0403 | -0.043 | 105 | 6.30 | 7.60 | 3 | 28.2% | -0.74 | 0.0410 | -0.043 | |
| 0.2000 | 0.8500 | 16 | 457 | 28.9% | 0.14 | 0.0252 | -0.030 | 110 | 10.10 | 11.50 | 1 | 15.7% | -0.88 | 0.0251 | -0.029 | |
| 0 | 0.7500 | 65 | 34.4% | 0.07 | 0.0144 | -0.020 | 115 | 14.00 | 16.30 | -0.94 | 0.0137 | -0.017 | ||||
| 0 | 0.8000 | 4 | 42.3% | 0.04 | 0.0082 | -0.013 | 120 | 18.70 | 22.60 | -0.97 | 0.0072 | -0.009 | ||||
| 0 | 1.15 | 53.3% | 0.02 | 0.0047 | -0.008 | 125 | 23.70 | 27.70 | -0.99 | 0.0038 | -0.004 | |||||
| 0 | 0.9500 | 57.5% | 0.01 | 0.0028 | -0.005 | 130 | 28.70 | 32.60 | -0.99 | 0.0021 | -0.000 | |||||
| 0 | 0.9500 | 63.5% | 0.01 | 0.0017 | -0.004 | 135 | 33.60 | 37.60 | -1.00 | 0.0011 | 0.000 | |||||
| 0 | 0.9500 | 69.3% | 0.00 | 0.0010 | -0.002 | 140 | 38.70 | 42.60 | -1.00 | 0.0006 | 0.000 | |||||
| 0 | 0.7500 | 13 | 71.4% | 0.00 | 0.0006 | -0.002 | 145 | 43.60 | 47.70 | -1.00 | 0.0004 | 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