MET option chain MetLife, Inc.

Expiration Cboe delayed options data · as of 12:36 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 ±25.1% (72.22–120.62) · ATM IV 27.4% · P/C open interest 0.88

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
46.50	49.40		24	43.2%	0.94	0.0024	0.000	50	0.1000	3.40		1,001	46.3%	-0.06	0.0024	-0.006
42.20	44.80		39	40.5%	0.93	0.0030	-0.001	55	0.4500	2.60		321	39.4%	-0.08	0.0031	-0.006
38.00	41.00		38	39.9%	0.91	0.0038	-0.003	60	1.10	4.00		16	40.5%	-0.09	0.0039	-0.007
35.50	38.90			37.7%	0.89	0.0043	-0.003	62.5	2.10	4.20		5	40.9%	-0.11	0.0044	-0.007
33.50	36.60		32	36.2%	0.88	0.0048	-0.004	65	2.40	3.70	43	24	37.9%	-0.12	0.0049	-0.008
31.50	34.70			35.6%	0.87	0.0053	-0.004	67.5	2.60	4.00	58	9	36.5%	-0.13	0.0054	-0.008
29.90	31.80	2	145	33.7%	0.85	0.0059	-0.005	70	3.20	4.40	42	25	36.0%	-0.15	0.0060	-0.009
27.50	30.80		184	33.8%	0.84	0.0065	-0.006	72.5	2.85	4.50	90	960	33.1%	-0.17	0.0067	-0.009
27.00	28.60		1,776	34.9%	0.82	0.0071	-0.006	75	4.30	5.20		114	34.4%	-0.18	0.0073	-0.009
24.00	27.10		101	32.7%	0.80	0.0078	-0.007	77.5	4.80	5.40		419	33.1%	-0.20	0.0080	-0.010
22.00	25.20		34	31.5%	0.78	0.0084	-0.007	80	5.40	7.00		249	33.8%	-0.23	0.0087	-0.010
20.50	23.60		53	31.3%	0.76	0.0091	-0.008	82.5	6.00	6.80		101	31.8%	-0.25	0.0095	-0.010
18.50	21.60		68	29.8%	0.73	0.0098	-0.009	85	6.70	8.30		5	32.2%	-0.28	0.0102	-0.011
17.00	20.20		104	29.6%	0.71	0.0104	-0.009	87.5	7.50	8.00		1	30.2%	-0.30	0.0109	-0.011
15.50	18.50		236	28.9%	0.68	0.0110	-0.009	90	8.30	8.70		315	29.4%	-0.33	0.0116	-0.011
14.00	17.10		7	28.4%	0.65	0.0116	-0.010	92.5	9.20	9.60	10	189	28.8%	-0.36	0.0123	-0.011
12.50	15.70		337	27.8%	0.62	0.0121	-0.010	95	10.20	10.60	19	137	28.2%	-0.40	0.0129	-0.011
11.00	14.40		3	27.1%	0.59	0.0126	-0.010	97.5	11.30	11.70	9	1	27.8%	-0.43	0.0135	-0.011
10.40	12.30		175	26.4%	0.56	0.0129	-0.010	100	12.30	13.00	139	7	27.3%	-0.46	0.0140	-0.011
9.60	10.10		35	27.2%	0.50	0.0134	-0.011	105	14.20	15.60		12	25.6%	-0.53	0.0148	-0.011
7.60	8.30		64	26.6%	0.44	0.0135	-0.010	110	16.60	19.80		6	25.6%	-0.60	0.0154	-0.011
5.30	6.80		130	25.3%	0.38	0.0133	-0.010	115	20.80	23.30		1	26.2%	-0.68	0.0156	-0.010
4.30	5.50		340	25.3%	0.32	0.0127	-0.009	120	24.50	26.40			24.9%	-0.75	0.0153	-0.009
3.20	4.50		727	25.0%	0.27	0.0119	-0.009	125	28.80	31.40			26.5%	-0.81	0.0148	-0.007
2.45	3.70			24.9%	0.22	0.0109	-0.008	130	32.20	35.20			22.8%	-0.88	0.0155	-0.007
1.85	2.90			24.6%	0.19	0.0098	-0.007	135	37.60	40.40			27.0%	-0.94	0.0178	-0.008
1.60	2.40		3	25.1%	0.15	0.0087	-0.006	140	41.00	46.00				-0.99	0.0050	-0.012

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 — Jan 21, 2028

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 — Jan 21, 2028

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