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 ±11.8% (139.30–176.40) · ATM IV 20.6% · P/C open interest 2.47
| 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 | |
| 67.85 | 70.55 | 0.99 | 0.0008 | -0.001 | 90 | 0 | 0.4400 | 3 | 39.5% | -0.01 | 0.0006 | -0.003 | ||||
| 62.95 | 66.40 | 38.6% | 0.99 | 0.0008 | -0.001 | 95 | 0.0100 | 0.2900 | 34.2% | -0.01 | 0.0008 | -0.003 | ||||
| 58.20 | 61.55 | 37.2% | 0.98 | 0.0011 | -0.001 | 100 | 0.0600 | 0.3600 | 32.8% | -0.02 | 0.0011 | -0.004 | ||||
| 53.40 | 56.70 | 35.0% | 0.98 | 0.0014 | -0.002 | 105 | 0.0100 | 0.5000 | 80 | 30.7% | -0.02 | 0.0015 | -0.005 | |||
| 48.50 | 50.60 | 0.97 | 0.0019 | -0.004 | 110 | 0.2200 | 0.5800 | 37 | 29.9% | -0.03 | 0.0020 | -0.006 | ||||
| 43.65 | 45.85 | 13.7% | 0.96 | 0.0026 | -0.005 | 115 | 0.1700 | 0.7800 | 151 | 27.9% | -0.04 | 0.0027 | -0.007 | |||
| 39.00 | 41.30 | 22.7% | 0.95 | 0.0035 | -0.007 | 120 | 0.4400 | 1.00 | 1 | 190 | 27.1% | -0.05 | 0.0036 | -0.009 | ||
| 33.80 | 36.40 | 1 | 17.3% | 0.93 | 0.0047 | -0.009 | 125 | 0.7700 | 1.24 | 146 | 26.0% | -0.07 | 0.0048 | -0.011 | ||
| 29.85 | 31.90 | 5 | 21.5% | 0.90 | 0.0062 | -0.011 | 130 | 1.25 | 1.43 | 616 | 1,993 | 24.6% | -0.10 | 0.0064 | -0.013 | |
| 25.45 | 27.55 | 6 | 21.2% | 0.87 | 0.0080 | -0.014 | 135 | 1.56 | 2.22 | 1 | 395 | 23.8% | -0.13 | 0.0083 | -0.016 | |
| 21.30 | 23.40 | 2 | 20.9% | 0.83 | 0.0101 | -0.017 | 140 | 2.42 | 2.86 | 61 | 506 | 22.9% | -0.18 | 0.0106 | -0.018 | |
| 17.80 | 19.35 | 1 | 30 | 20.9% | 0.77 | 0.0124 | -0.020 | 145 | 3.35 | 3.85 | 27 | 263 | 22.0% | -0.24 | 0.0130 | -0.021 |
| 14.50 | 15.80 | 46 | 20.8% | 0.70 | 0.0145 | -0.022 | 150 | 4.60 | 6.25 | 11 | 233 | 22.5% | -0.31 | 0.0153 | -0.024 | |
| 11.30 | 12.60 | 1 | 168 | 20.3% | 0.63 | 0.0162 | -0.024 | 155 | 6.30 | 7.15 | 9 | 24 | 20.8% | -0.39 | 0.0172 | -0.025 |
| 8.95 | 9.80 | 11 | 131 | 20.3% | 0.54 | 0.0173 | -0.025 | 160 | 8.60 | 9.75 | 6 | 5 | 20.8% | -0.48 | 0.0184 | -0.026 |
| 6.45 | 7.30 | 14 | 907 | 19.6% | 0.46 | 0.0176 | -0.024 | 165 | 11.40 | 12.60 | 20.8% | -0.57 | 0.0186 | -0.025 | ||
| 4.35 | 5.60 | 24 | 224 | 19.2% | 0.38 | 0.0170 | -0.023 | 170 | 14.60 | 15.75 | 20.5% | -0.66 | 0.0182 | -0.024 | ||
| 3.15 | 4.00 | 50 | 19.1% | 0.30 | 0.0157 | -0.021 | 175 | 18.20 | 19.35 | 20.4% | -0.74 | 0.0176 | -0.022 | |||
| 2.15 | 2.90 | 10 | 27 | 19.1% | 0.23 | 0.0139 | -0.018 | 180 | 21.75 | 24.00 | 20.6% | -0.82 | 0.0170 | -0.022 | ||
| 1.73 | 2.20 | 4 | 10 | 19.8% | 0.17 | 0.0118 | -0.015 | 185 | 26.10 | 28.45 | 21.0% | -0.90 | 0.0150 | -0.019 | ||
| 0.8700 | 1.66 | 15 | 19.4% | 0.13 | 0.0096 | -0.012 | 190 | 30.85 | 33.15 | 22.0% | -0.95 | 0.0104 | -0.013 | |||
| 0.9100 | 1.00 | 1 | 20.0% | 0.10 | 0.0077 | -0.010 | 195 | 34.80 | 38.25 | -0.98 | 0.0052 | -0.004 | ||||
| 0.5200 | 0.8200 | 6 | 20.1% | 0.07 | 0.0061 | -0.008 | 200 | 39.75 | 43.10 | -0.99 | 0.0020 | 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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs