PG option chain The Procter & Gamble Company
Cboe delayed options data · as of 21:37 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 ±8.1% (134.89–158.59) · ATM IV 21.6% · P/C open interest 1.00
| 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 | |
| 70.55 | 74.40 | 1 | 72.6% | 1.00 | 0.0002 | 0.000 | 75 | 0 | 0.1000 | 57.8% | -0.00 | 0.0003 | -0.003 | |||
| 65.35 | 69.45 | 58.6% | 1.00 | 0.0002 | 0.000 | 80 | 0 | 1.01 | 3 | 73.1% | -0.01 | 0.0004 | -0.003 | |||
| 60.45 | 64.45 | 55.1% | 1.00 | 0.0003 | 0.000 | 85 | 0 | 1.15 | 68.3% | -0.01 | 0.0005 | -0.004 | ||||
| 55.45 | 59.00 | 1.00 | 0.0004 | 0.000 | 90 | 0 | 0.1700 | 46.1% | -0.01 | 0.0007 | -0.004 | |||||
| 50.75 | 54.55 | 1 | 51.5% | 0.99 | 0.0006 | 0.000 | 95 | 0 | 0.1800 | 41.8% | -0.01 | 0.0009 | -0.004 | |||
| 46.85 | 49.25 | 2 | 54.6% | 0.99 | 0.0008 | 0.000 | 100 | 0 | 0.1800 | 26 | 37.4% | -0.01 | 0.0012 | -0.005 | ||
| 41.65 | 44.25 | 46.6% | 0.99 | 0.0012 | 0.000 | 105 | 0 | 0.2300 | 4 | 86 | 34.3% | -0.02 | 0.0017 | -0.006 | ||
| 36.70 | 38.95 | 3 | 38.4% | 0.99 | 0.0018 | 0.000 | 110 | 0.0800 | 0.2900 | 4 | 459 | 32.4% | -0.02 | 0.0024 | -0.007 | |
| 32.05 | 34.20 | 1 | 37.8% | 0.98 | 0.0028 | 0.000 | 115 | 0.1000 | 0.3700 | 2 | 1,261 | 29.3% | -0.03 | 0.0035 | -0.009 | |
| 27.25 | 29.40 | 102 | 34.6% | 0.97 | 0.0046 | 0.000 | 120 | 0.2700 | 0.4700 | 50 | 528 | 27.3% | -0.05 | 0.0054 | -0.011 | |
| 22.40 | 24.65 | 10 | 30.8% | 0.94 | 0.0075 | -0.005 | 125 | 0.5000 | 0.7200 | 14 | 1,374 | 25.6% | -0.08 | 0.0083 | -0.015 | |
| 17.90 | 20.30 | 12 | 29.3% | 0.90 | 0.0120 | -0.013 | 130 | 0.8900 | 1.32 | 24 | 3,572 | 24.6% | -0.12 | 0.0126 | -0.021 | |
| 13.45 | 14.75 | 14 | 23.2% | 0.82 | 0.0178 | -0.022 | 135 | 1.57 | 1.80 | 15 | 1,167 | 22.6% | -0.20 | 0.0181 | -0.027 | |
| 9.65 | 10.80 | 2 | 154 | 22.2% | 0.72 | 0.0238 | -0.030 | 140 | 2.69 | 3.25 | 38 | 1,333 | 22.1% | -0.30 | 0.0237 | -0.033 |
| 6.70 | 7.15 | 9 | 916 | 21.3% | 0.59 | 0.0278 | -0.035 | 145 | 4.55 | 5.30 | 41 | 1,173 | 21.9% | -0.43 | 0.0278 | -0.035 |
| 4.35 | 4.80 | 34 | 1,566 | 21.4% | 0.45 | 0.0285 | -0.035 | 150 | 6.95 | 8.25 | 1 | 501 | 21.9% | -0.57 | 0.0285 | -0.034 |
| 2.38 | 2.88 | 24 | 1,634 | 20.5% | 0.32 | 0.0258 | -0.031 | 155 | 9.50 | 10.80 | 36 | 18.6% | -0.70 | 0.0257 | -0.028 | |
| 1.44 | 1.65 | 225 | 3,956 | 20.7% | 0.20 | 0.0207 | -0.025 | 160 | 13.35 | 15.00 | 30 | 18.5% | -0.81 | 0.0203 | -0.019 | |
| 0.5900 | 1.01 | 17 | 961 | 20.4% | 0.12 | 0.0149 | -0.018 | 165 | 17.20 | 19.35 | 12.6% | -0.89 | 0.0142 | -0.010 | ||
| 0.3000 | 0.5000 | 4 | 1,865 | 20.4% | 0.08 | 0.0101 | -0.013 | 170 | 21.80 | 24.20 | 4 | -0.94 | 0.0093 | -0.003 | ||
| 0.1700 | 0.4600 | 2 | 144 | 22.4% | 0.05 | 0.0069 | -0.009 | 175 | 26.60 | 28.90 | 1 | -0.96 | 0.0062 | 0.000 | ||
| 0.0500 | 0.3400 | 24 | 23.1% | 0.04 | 0.0049 | -0.007 | 180 | 31.85 | 33.80 | 1 | -0.97 | 0.0042 | 0.000 | |||
| 0 | 0.4800 | 65 | 26.6% | 0.03 | 0.0036 | -0.006 | 185 | 36.05 | 40.10 | -0.98 | 0.0030 | 0.000 | ||||
| 0 | 0.2500 | 54 | 26.2% | 0.02 | 0.0027 | -0.005 | 190 | 41.05 | 44.70 | -0.99 | 0.0022 | 0.000 | ||||
| 0 | 0.2300 | 25 | 28.1% | 0.02 | 0.0021 | -0.004 | 195 | 46.05 | 49.85 | -0.99 | 0.0037 | 0.000 | ||||
| 0 | 0.2100 | 24 | 29.9% | 0.01 | 0.0017 | -0.004 | 200 | 51.05 | 55.10 | -1.00 | 0.0002 | -0.011 | ||||
| 0 | 0.3900 | 36.9% | 0.01 | 0.0011 | -0.003 | 210 | 61.05 | 64.85 | -1.00 | 0.0000 | -0.051 | |||||
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