PG option chain The Procter & Gamble Company
Cboe delayed options data · as of 12:40 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 ±10.8% (140.82–174.88) · ATM IV 20.6% · P/C open interest 1.44
| 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 | |
| 77.90 | 80.60 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 0.3900 | 11 | 49.6% | -0.01 | 0.0003 | -0.002 | ||||
| 72.90 | 76.20 | 5 | 53.5% | 1.00 | 0.0001 | 0.000 | 85 | 0 | 0.1900 | 3 | 41.4% | -0.01 | 0.0004 | -0.002 | ||
| 67.90 | 71.25 | 48.4% | 1.00 | 0.0004 | 0.000 | 90 | 0 | 0.2000 | 38.2% | -0.01 | 0.0006 | -0.003 | ||||
| 62.90 | 64.85 | 2 | 0.99 | 0.0007 | -0.000 | 95 | 0 | 0.4300 | 37 | 38.9% | -0.01 | 0.0007 | -0.003 | |||
| 58.05 | 59.95 | 43 | 0.99 | 0.0008 | -0.000 | 100 | 0.0500 | 0.3800 | 5 | 161 | 35.5% | -0.01 | 0.0010 | -0.004 | ||
| 53.15 | 55.05 | 3 | 0.99 | 0.0012 | -0.001 | 105 | 0.0500 | 0.2700 | 119 | 30.8% | -0.02 | 0.0013 | -0.005 | |||
| 48.25 | 51.10 | 35 | 30.7% | 0.98 | 0.0016 | -0.003 | 110 | 0.2000 | 0.6400 | 473 | 32.6% | -0.02 | 0.0018 | -0.005 | ||
| 43.35 | 45.30 | 5 | 0.97 | 0.0023 | -0.004 | 115 | 0.3000 | 0.6200 | 586 | 29.8% | -0.03 | 0.0025 | -0.007 | |||
| 38.50 | 40.50 | 16 | 0.96 | 0.0032 | -0.006 | 120 | 0.3600 | 0.6300 | 4 | 1,304 | 26.9% | -0.04 | 0.0034 | -0.008 | ||
| 34.00 | 35.80 | 20 | 21.9% | 0.94 | 0.0045 | -0.008 | 125 | 0.6500 | 0.9000 | 7 | 2,215 | 26.2% | -0.06 | 0.0046 | -0.010 | |
| 29.35 | 31.30 | 1 | 176 | 22.4% | 0.92 | 0.0062 | -0.011 | 130 | 0.9900 | 1.20 | 13 | 5,633 | 25.0% | -0.09 | 0.0063 | -0.013 |
| 24.65 | 26.75 | 13 | 21.2% | 0.88 | 0.0082 | -0.014 | 135 | 1.44 | 1.67 | 2 | 2,239 | 23.8% | -0.12 | 0.0084 | -0.016 | |
| 20.75 | 22.50 | 4 | 97 | 21.7% | 0.84 | 0.0107 | -0.018 | 140 | 2.11 | 2.53 | 33 | 1,341 | 23.2% | -0.17 | 0.0110 | -0.019 |
| 16.85 | 18.35 | 10 | 681 | 21.0% | 0.78 | 0.0133 | -0.021 | 145 | 3.05 | 3.35 | 87 | 1,313 | 22.1% | -0.23 | 0.0137 | -0.022 |
| 13.05 | 14.60 | 1 | 590 | 20.1% | 0.70 | 0.0158 | -0.024 | 150 | 3.50 | 4.70 | 2 | 1,959 | 20.3% | -0.31 | 0.0164 | -0.025 |
| 10.10 | 11.50 | 3,233 | 20.1% | 0.62 | 0.0178 | -0.026 | 155 | 5.30 | 6.75 | 3 | 110 | 20.2% | -0.39 | 0.0185 | -0.027 | |
| 8.05 | 8.65 | 32 | 2,619 | 20.4% | 0.53 | 0.0189 | -0.027 | 160 | 8.20 | 9.15 | 52 | 109 | 20.8% | -0.49 | 0.0197 | -0.028 |
| 5.95 | 6.35 | 236 | 1,720 | 20.2% | 0.44 | 0.0190 | -0.026 | 165 | 10.95 | 11.85 | 5 | 156 | 20.4% | -0.59 | 0.0198 | -0.027 |
| 3.55 | 5.25 | 156 | 765 | 20.0% | 0.35 | 0.0180 | -0.024 | 170 | 14.25 | 15.50 | 2 | 2 | 20.7% | -0.68 | 0.0191 | -0.025 |
| 2.77 | 3.25 | 18 | 618 | 19.7% | 0.27 | 0.0162 | -0.021 | 175 | 18.05 | 19.50 | 2 | 21.2% | -0.77 | 0.0182 | -0.023 | |
| 1.77 | 2.23 | 78 | 565 | 19.4% | 0.20 | 0.0138 | -0.018 | 180 | 21.55 | 23.75 | 20.5% | -0.85 | 0.0171 | -0.022 | ||
| 1.14 | 1.52 | 9 | 984 | 19.4% | 0.14 | 0.0112 | -0.015 | 185 | 26.00 | 28.30 | 5 | 20.9% | -0.92 | 0.0138 | -0.017 | |
| 0.8300 | 1.07 | 12 | 34 | 19.9% | 0.10 | 0.0088 | -0.011 | 190 | 30.80 | 33.10 | 22.0% | -0.97 | 0.0084 | -0.009 | ||
| 0.5400 | 0.7000 | 44 | 19.9% | 0.07 | 0.0068 | -0.009 | 195 | 35.60 | 38.20 | 23.9% | -0.99 | 0.0037 | -0.002 | |||
| 0.4100 | 0.4900 | 25 | 20.5% | 0.05 | 0.0052 | -0.007 | 200 | 39.75 | 43.10 | -1.00 | 0.0013 | 0.000 | ||||
| 0.1300 | 0.6500 | 2 | 23.3% | 0.03 | 0.0032 | -0.005 | 210 | 49.70 | 53.80 | 28.3% | -1.00 | 0.0001 | 0.000 | |||
| 0.0100 | 0.2900 | 54 | 22.8% | 0.02 | 0.0020 | -0.004 | 220 | 59.70 | 63.10 | -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 — 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