MET option chain MetLife, Inc.
Cboe delayed options data · as of 12:38 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 ±7.8% (92.52–108.12) · ATM IV 31.3% · P/C open interest 1.67
| 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 | |
| 43.80 | 47.90 | 1.00 | 0.0002 | -0.002 | 55 | 0 | 2.15 | 137.0% | -0.00 | 0.0005 | -0.004 | |||||
| 39.20 | 42.90 | 91.6% | 1.00 | 0.0004 | -0.002 | 60 | 0 | 0.7500 | 13 | 95.9% | -0.01 | 0.0008 | -0.005 | |||
| 34.20 | 37.90 | 78.5% | 1.00 | 0.0007 | -0.003 | 65 | 0 | 0.2500 | 1 | 15 | 68.8% | -0.01 | 0.0012 | -0.006 | ||
| 29.20 | 32.90 | 1 | 66.3% | 0.99 | 0.0014 | -0.005 | 70 | 0.0500 | 0.1500 | 727 | 56.5% | -0.01 | 0.0020 | -0.008 | ||
| 24.00 | 28.00 | 3 | 51.7% | 0.99 | 0.0026 | -0.008 | 75 | 0 | 0.7500 | 159 | 59.6% | -0.02 | 0.0034 | -0.010 | ||
| 19.40 | 23.00 | 2 | 50.3% | 0.98 | 0.0051 | -0.012 | 80 | 0 | 0.7500 | 14 | 48.7% | -0.04 | 0.0060 | -0.015 | ||
| 15.60 | 17.80 | 5 | 49.9% | 0.95 | 0.0103 | -0.020 | 85 | 0.2000 | 0.5000 | 2 | 59 | 37.5% | -0.07 | 0.0111 | -0.021 | |
| 13.30 | 14.80 | 1 | 1 | 41.1% | 0.92 | 0.0146 | -0.025 | 87.5 | 0.3500 | 0.5000 | 2 | 387 | 34.0% | -0.09 | 0.0152 | -0.026 |
| 10.70 | 12.80 | 3 | 62 | 38.2% | 0.89 | 0.0204 | -0.031 | 90 | 0.5000 | 1.10 | 10 | 5,225 | 34.8% | -0.13 | 0.0206 | -0.031 |
| 7.50 | 9.80 | 2 | 724 | 22.2% | 0.84 | 0.0277 | -0.037 | 92.5 | 0.9000 | 1.10 | 10 | 249 | 31.3% | -0.18 | 0.0274 | -0.037 |
| 6.90 | 7.70 | 285 | 691 | 31.3% | 0.76 | 0.0358 | -0.044 | 95 | 1.30 | 2.30 | 10 | 95 | 33.1% | -0.25 | 0.0350 | -0.043 |
| 5.10 | 5.80 | 1 | 50 | 29.7% | 0.67 | 0.0430 | -0.048 | 97.5 | 0.9500 | 3.30 | 1 | 220 | 28.2% | -0.35 | 0.0423 | -0.048 |
| 3.70 | 4.10 | 446 | 1,312 | 28.7% | 0.55 | 0.0472 | -0.050 | 100 | 2.90 | 4.90 | 149 | 202 | 33.8% | -0.46 | 0.0469 | -0.050 |
| 1.50 | 1.90 | 298 | 1,082 | 27.1% | 0.33 | 0.0426 | -0.044 | 105 | 5.60 | 6.60 | 2 | 1 | 27.0% | -0.69 | 0.0430 | -0.045 |
| 0.6000 | 0.9000 | 52 | 405 | 28.3% | 0.17 | 0.0286 | -0.032 | 110 | 8.70 | 11.30 | 1 | 25.1% | -0.85 | 0.0285 | -0.032 | |
| 0.1500 | 0.5000 | 65 | 29.8% | 0.08 | 0.0165 | -0.020 | 115 | 13.20 | 16.40 | 29.0% | -0.93 | 0.0158 | -0.019 | |||
| 0 | 0.1500 | 4 | 28.1% | 0.04 | 0.0090 | -0.012 | 120 | 17.80 | 20.20 | -0.97 | 0.0081 | -0.011 | ||||
| 0 | 0.9500 | 46.7% | 0.02 | 0.0049 | -0.007 | 125 | 22.60 | 26.50 | -0.99 | 0.0041 | -0.006 | |||||
| 0 | 0.9500 | 53.0% | 0.01 | 0.0027 | -0.004 | 130 | 27.60 | 31.50 | -0.99 | 0.0020 | -0.003 | |||||
| 0 | 0.9500 | 58.8% | 0.01 | 0.0015 | -0.003 | 135 | 32.60 | 36.50 | 34.8% | -1.00 | 0.0010 | -0.002 | ||||
| 0 | 0.9500 | 64.3% | 0.00 | 0.0008 | -0.002 | 140 | 37.50 | 41.20 | -1.00 | 0.0005 | -0.001 | |||||
| 0 | 0.4500 | 3 | 10 | 60.9% | 0.00 | 0.0005 | -0.001 | 145 | 42.50 | 46.30 | -1.00 | 0.0003 | -0.001 | |||
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