MET option chain MetLife, Inc.

Expiration Cboe delayed options data · as of 21:52 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 ±14.7% (82.27–110.57) · ATM IV 25.0% · P/C open interest 1.02

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
45.10	48.90			50.3%	0.97	0.0017	0.000	50	0.0500	0.7500		1	51.5%	-0.03	0.0018	-0.006
40.80	43.20		6	41.8%	0.97	0.0023	0.000	55	0.1000	0.7500		309	45.6%	-0.04	0.0024	-0.007
35.80	38.70		1	39.9%	0.95	0.0031	-0.000	60	0.3000	0.9500		796	42.8%	-0.05	0.0033	-0.007
33.80	36.10		2	39.6%	0.95	0.0037	-0.001	62.5	0.1500	1.10		300	39.8%	-0.05	0.0038	-0.008
31.10	33.70		8	35.1%	0.94	0.0043	-0.002	65	0.3500	1.20		81	38.8%	-0.06	0.0045	-0.009
28.80	31.40			34.5%	0.93	0.0051	-0.003	67.5	0.6000	1.30		213	37.7%	-0.07	0.0052	-0.009
26.50	29.10			33.5%	0.92	0.0060	-0.004	70	0.8000	1.25		116	35.5%	-0.09	0.0062	-0.010
24.20	26.80		12	32.2%	0.90	0.0071	-0.006	72.5	1.00	1.90		202	36.0%	-0.10	0.0072	-0.011
22.00	24.50		6	31.0%	0.89	0.0083	-0.007	75	1.20	1.90		184	33.7%	-0.12	0.0085	-0.011
20.10	22.30		5	31.0%	0.87	0.0098	-0.008	77.5	1.50	2.15		41	32.4%	-0.14	0.0099	-0.012
18.10	20.20		65	30.4%	0.84	0.0114	-0.009	80	1.70	2.50		204	30.9%	-0.16	0.0116	-0.013
15.50	18.20		26	28.1%	0.81	0.0131	-0.011	82.5	2.05	2.70		100	29.2%	-0.19	0.0134	-0.014
14.90	15.90		26	29.8%	0.78	0.0150	-0.012	85	2.60	3.20	1	77	28.4%	-0.23	0.0153	-0.015
11.90	14.30		12	27.0%	0.74	0.0169	-0.013	87.5	3.10	3.80		90	27.4%	-0.27	0.0173	-0.016
10.10	12.40		252	25.9%	0.69	0.0188	-0.015	90	3.80	4.60		96	26.8%	-0.31	0.0192	-0.016
8.50	10.80		5	25.4%	0.65	0.0204	-0.015	92.5	4.20	6.00		51	26.4%	-0.36	0.0210	-0.017
6.90	9.20		351	24.4%	0.59	0.0217	-0.016	95	4.60	6.40		49	23.7%	-0.42	0.0224	-0.017
6.60	7.70		58	25.6%	0.54	0.0226	-0.016	97.5	6.40	7.60		60	24.5%	-0.47	0.0235	-0.017
4.50	7.20		277	24.7%	0.48	0.0230	-0.016	100	7.10	9.00		50	23.2%	-0.53	0.0240	-0.017
3.30	4.50		256	24.0%	0.37	0.0222	-0.015	105	10.80	12.90		61	25.3%	-0.65	0.0236	-0.015
1.90	3.30		17	23.9%	0.28	0.0198	-0.014	110	14.50	16.50			25.1%	-0.75	0.0212	-0.012
1.35	2.05	7	1,690	23.9%	0.20	0.0166	-0.012	115	18.50	21.00			26.0%	-0.83	0.0176	-0.009
0.7000	1.70		11	24.6%	0.14	0.0132	-0.009	120	23.00	25.00			25.1%	-0.90	0.0153	-0.006
0.3000	1.05		27	23.9%	0.10	0.0102	-0.007	125	26.60	30.00				-0.96	0.0185	-0.005
0.0500	0.9500		6	24.9%	0.07	0.0077	-0.006	130	32.20	35.00			27.3%	-1.00	0.0009	-0.018
0	0.7500			25.8%	0.05	0.0057	-0.004	135	37.10	40.00				-1.00	0.0000	-0.018
0	0.7500			28.0%	0.03	0.0042	-0.003	140	41.60	45.00				-1.00	0.0000	-0.018

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 — Mar 19, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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MET option chain MetLife, Inc.

Volatility smile — Mar 19, 2027

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