PG option chain The Procter & Gamble Company
Cboe delayed options data · as of 09:36 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 ±12.5% (128.77–165.72) · ATM IV 21.4% · P/C open interest 1.29
| 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 | |
| 71.25 | 75.25 | 8 | 49.8% | 1.00 | 0.0003 | 0.000 | 75 | 0.0500 | 0.6200 | 25 | 47.5% | -0.01 | 0.0005 | -0.003 | ||
| 66.20 | 70.30 | 44.2% | 0.99 | 0.0005 | 0.000 | 80 | 0 | 0.4500 | 11 | 40.9% | -0.01 | 0.0007 | -0.003 | |||
| 61.35 | 65.35 | 5 | 41.6% | 0.99 | 0.0007 | 0.000 | 85 | 0 | 0.7100 | 3 | 40.1% | -0.01 | 0.0009 | -0.004 | ||
| 56.45 | 60.35 | 37.8% | 0.99 | 0.0011 | 0.000 | 90 | 0 | 0.6000 | 35.5% | -0.02 | 0.0012 | -0.004 | ||||
| 51.55 | 55.25 | 2 | 33.1% | 0.98 | 0.0015 | 0.000 | 95 | 0.1500 | 0.5100 | 6 | 32.6% | -0.02 | 0.0016 | -0.005 | ||
| 47.60 | 49.50 | 26 | 31.2% | 0.97 | 0.0021 | 0.000 | 100 | 0.0100 | 0.8900 | 20 | 82 | 31.1% | -0.03 | 0.0022 | -0.006 | |
| 42.85 | 44.90 | 3 | 30.7% | 0.96 | 0.0028 | 0.000 | 105 | 0.2400 | 1.19 | 21 | 86 | 30.6% | -0.04 | 0.0030 | -0.007 | |
| 38.10 | 40.25 | 2 | 29.1% | 0.94 | 0.0038 | -0.001 | 110 | 0.5900 | 1.29 | 70 | 29.0% | -0.06 | 0.0040 | -0.009 | ||
| 33.45 | 35.50 | 6 | 27.1% | 0.92 | 0.0051 | -0.004 | 115 | 0.8200 | 1.29 | 97 | 313 | 26.3% | -0.08 | 0.0053 | -0.011 | |
| 28.95 | 31.00 | 12 | 25.9% | 0.90 | 0.0067 | -0.007 | 120 | 1.34 | 1.75 | 619 | 25.5% | -0.11 | 0.0069 | -0.013 | ||
| 24.55 | 26.65 | 6 | 24.6% | 0.86 | 0.0087 | -0.010 | 125 | 1.76 | 2.24 | 1 | 1,912 | 23.9% | -0.15 | 0.0089 | -0.015 | |
| 20.40 | 22.40 | 180 | 23.3% | 0.81 | 0.0109 | -0.013 | 130 | 2.80 | 3.25 | 30 | 1,055 | 23.7% | -0.20 | 0.0112 | -0.017 | |
| 16.55 | 18.55 | 12 | 22.5% | 0.75 | 0.0132 | -0.016 | 135 | 2.98 | 4.45 | 10 | 1,631 | 21.7% | -0.26 | 0.0135 | -0.019 | |
| 13.20 | 14.65 | 70 | 21.4% | 0.68 | 0.0153 | -0.019 | 140 | 5.20 | 5.70 | 9 | 752 | 21.8% | -0.33 | 0.0158 | -0.021 | |
| 10.15 | 11.60 | 586 | 20.9% | 0.60 | 0.0169 | -0.020 | 145 | 7.05 | 8.15 | 4 | 705 | 21.8% | -0.41 | 0.0175 | -0.022 | |
| 8.35 | 9.10 | 3 | 400 | 21.5% | 0.51 | 0.0178 | -0.021 | 150 | 9.25 | 10.05 | 1,929 | 20.6% | -0.50 | 0.0185 | -0.022 | |
| 5.95 | 6.85 | 1 | 586 | 20.8% | 0.43 | 0.0177 | -0.021 | 155 | 12.00 | 12.80 | 34 | 20.1% | -0.59 | 0.0186 | -0.021 | |
| 3.80 | 6.10 | 5 | 1,943 | 21.2% | 0.35 | 0.0167 | -0.020 | 160 | 15.20 | 16.20 | 10 | 28 | 19.7% | -0.68 | 0.0178 | -0.019 |
| 2.81 | 4.00 | 5 | 1,050 | 20.4% | 0.27 | 0.0152 | -0.018 | 165 | 18.95 | 19.90 | 19.4% | -0.76 | 0.0163 | -0.016 | ||
| 1.69 | 3.20 | 36 | 506 | 20.5% | 0.21 | 0.0132 | -0.015 | 170 | 22.90 | 24.95 | 20.7% | -0.83 | 0.0141 | -0.012 | ||
| 1.58 | 1.81 | 16 | 431 | 20.3% | 0.16 | 0.0111 | -0.013 | 175 | 27.35 | 29.35 | 21.0% | -0.88 | 0.0114 | -0.008 | ||
| 0.8300 | 1.42 | 311 | 20.1% | 0.12 | 0.0091 | -0.011 | 180 | 31.75 | 33.95 | 20.7% | -0.92 | 0.0088 | -0.004 | |||
| 0.6000 | 1.20 | 905 | 21.0% | 0.09 | 0.0073 | -0.009 | 185 | 36.75 | 38.70 | 22.1% | -0.95 | 0.0064 | -0.001 | |||
| 0.0700 | 1.13 | 20 | 21 | 20.9% | 0.07 | 0.0058 | -0.007 | 190 | 41.35 | 43.55 | 21.5% | -0.97 | 0.0060 | 0.000 | ||
| 0.0900 | 1.04 | 20 | 35 | 22.3% | 0.05 | 0.0047 | -0.006 | 195 | 45.25 | 49.25 | -0.99 | 0.0052 | -0.004 | |||
| 0.1700 | 0.4900 | 22 | 21.6% | 0.04 | 0.0038 | -0.005 | 200 | 50.65 | 54.25 | 24.3% | -1.00 | 0.0000 | -0.022 | |||
| 0 | 0.7500 | 16 | 24.9% | 0.03 | 0.0026 | -0.004 | 210 | 60.25 | 64.30 | -1.00 | 0.0000 | -0.027 | ||||
| 0 | 0.4800 | 48 | 25.7% | 0.02 | 0.0018 | -0.003 | 220 | 70.25 | 74.30 | -1.00 | 0.0000 | -0.027 | ||||
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.
callsputs