PG option chain The Procter & Gamble Company
Cboe delayed options data · as of 18:41 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 ±7.6% (146.13–170.28) · ATM IV 19.1% · P/C open interest 0.67
| 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 | |
| 76.55 | 79.15 | 16 | 1.00 | 0.0000 | 0.000 | 80 | 0.0100 | 0.0800 | 4 | 251 | 54.2% | -0.00 | 0.0002 | -0.002 | ||
| 71.55 | 74.20 | 5 | 1.00 | 0.0000 | 0.000 | 85 | 0.0100 | 0.1700 | 142 | 53.9% | -0.00 | 0.0003 | -0.003 | |||
| 66.10 | 69.20 | 7 | 1.00 | 0.0001 | 0.000 | 90 | 0 | 0.1600 | 195 | 48.6% | -0.01 | 0.0004 | -0.003 | |||
| 61.80 | 63.80 | 1 | 6 | 1.00 | 0.0005 | 0.000 | 95 | 0.0100 | 0.0900 | 2 | 159 | 42.0% | -0.01 | 0.0005 | -0.003 | |
| 56.85 | 59.20 | 55 | 0.99 | 0.0009 | -0.001 | 100 | 0.0500 | 0.1000 | 590 | 40.0% | -0.01 | 0.0007 | -0.004 | |||
| 51.90 | 54.30 | 13 | 0.99 | 0.0009 | 0.000 | 105 | 0 | 0.1000 | 324 | 34.5% | -0.01 | 0.0009 | -0.004 | |||
| 46.45 | 49.40 | 150 | 0.99 | 0.0012 | -0.000 | 110 | 0.0500 | 0.2000 | 3 | 2,490 | 34.8% | -0.01 | 0.0012 | -0.005 | ||
| 42.05 | 44.45 | 114 | 0.98 | 0.0016 | -0.002 | 115 | 0.1000 | 0.1600 | 3 | 1,045 | 31.2% | -0.02 | 0.0016 | -0.005 | ||
| 37.20 | 38.80 | 201 | 0.98 | 0.0023 | -0.003 | 120 | 0.1000 | 0.2400 | 6 | 3,431 | 28.8% | -0.02 | 0.0023 | -0.006 | ||
| 32.45 | 34.25 | 228 | 0.97 | 0.0033 | -0.005 | 125 | 0.0700 | 0.5100 | 3,896 | 27.5% | -0.03 | 0.0034 | -0.008 | |||
| 27.65 | 29.95 | 364 | 23.5% | 0.95 | 0.0050 | -0.008 | 130 | 0.3700 | 0.4400 | 8 | 3,836 | 25.3% | -0.05 | 0.0051 | -0.011 | |
| 22.95 | 24.55 | 15 | 562 | 18.0% | 0.93 | 0.0075 | -0.012 | 135 | 0.5600 | 0.6300 | 43 | 2,254 | 23.4% | -0.07 | 0.0077 | -0.014 |
| 18.70 | 19.95 | 15 | 556 | 20.0% | 0.89 | 0.0112 | -0.017 | 140 | 0.9500 | 1.11 | 15 | 2,530 | 22.4% | -0.12 | 0.0115 | -0.019 |
| 14.20 | 15.70 | 9 | 1,111 | 19.2% | 0.82 | 0.0158 | -0.023 | 145 | 1.55 | 1.72 | 10 | 2,149 | 21.0% | -0.18 | 0.0164 | -0.025 |
| 11.35 | 11.70 | 4 | 1,744 | 20.6% | 0.73 | 0.0209 | -0.028 | 150 | 2.51 | 2.78 | 63 | 1,609 | 20.0% | -0.27 | 0.0217 | -0.030 |
| 7.95 | 8.30 | 88 | 8,136 | 19.8% | 0.62 | 0.0250 | -0.032 | 155 | 4.30 | 4.40 | 123 | 1,091 | 19.5% | -0.40 | 0.0264 | -0.034 |
| 5.30 | 5.40 | 163 | 6,279 | 19.1% | 0.49 | 0.0269 | -0.033 | 160 | 6.65 | 6.80 | 23 | 1,107 | 19.2% | -0.53 | 0.0291 | -0.035 |
| 3.20 | 3.45 | 176 | 6,994 | 18.7% | 0.36 | 0.0257 | -0.030 | 165 | 9.70 | 10.75 | 5 | 257 | 20.3% | -0.68 | 0.0289 | -0.034 |
| 1.92 | 2.04 | 95 | 5,437 | 18.6% | 0.24 | 0.0218 | -0.025 | 170 | 13.30 | 14.80 | 245 | 20.7% | -0.81 | 0.0261 | -0.029 | |
| 1.05 | 1.18 | 106 | 3,225 | 18.6% | 0.16 | 0.0167 | -0.019 | 175 | 17.65 | 19.40 | 5 | 100 | 22.3% | -0.92 | 0.0189 | -0.021 |
| 0.5700 | 0.6700 | 107 | 2,145 | 18.8% | 0.10 | 0.0119 | -0.014 | 180 | 22.45 | 24.25 | 1 | 24.9% | -0.97 | 0.0095 | -0.009 | |
| 0.2700 | 0.5200 | 8 | 1,351 | 19.6% | 0.07 | 0.0084 | -0.011 | 185 | 27.40 | 29.25 | 28.1% | -0.99 | 0.0037 | -0.002 | ||
| 0.1500 | 0.4600 | 3 | 498 | 21.1% | 0.05 | 0.0060 | -0.009 | 190 | 32.35 | 34.20 | 4 | 30.9% | -1.00 | 0.0013 | 0.000 | |
| 0 | 0.2700 | 403 | 20.5% | 0.03 | 0.0044 | -0.007 | 195 | 37.35 | 39.25 | 34.2% | -1.00 | 0.0005 | 0.000 | |||
| 0 | 0.2400 | 634 | 22.2% | 0.03 | 0.0034 | -0.006 | 200 | 42.35 | 44.40 | 37.8% | -1.00 | 0.0002 | 0.000 | |||
| 0 | 0.2000 | 92 | 25.5% | 0.02 | 0.0021 | -0.004 | 210 | 52.35 | 54.80 | 45.0% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.1800 | 156 | 28.7% | 0.01 | 0.0014 | -0.004 | 220 | 62.35 | 64.35 | 48.2% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.1600 | 35 | 31.5% | 0.01 | 0.0009 | -0.003 | 230 | 72.35 | 74.20 | 52.1% | -1.00 | 0.0000 | 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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs