PG option chain The Procter & Gamble Company
Cboe delayed options data · as of 12:37 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 ±17.2% (122.25–173.05) · ATM IV 21.5% · P/C open interest 0.77
| 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 | |
| 70.50 | 75.50 | 5 | 1.00 | 0.0005 | 0.000 | 75 | 0 | 0.6700 | 5 | 32.9% | -0.02 | 0.0008 | -0.003 | |||
| 65.50 | 70.50 | 0.99 | 0.0009 | 0.000 | 80 | 0.2100 | 0.9900 | 35.2% | -0.02 | 0.0011 | -0.003 | |||||
| 61.00 | 66.00 | 33.8% | 0.98 | 0.0013 | 0.000 | 85 | 0.1600 | 0.9200 | 31.6% | -0.03 | 0.0014 | -0.004 | ||||
| 56.40 | 59.85 | 30.7% | 0.97 | 0.0018 | 0.000 | 90 | 0.2700 | 1.14 | 30.3% | -0.04 | 0.0018 | -0.005 | ||||
| 52.75 | 55.05 | 29.4% | 0.96 | 0.0022 | 0.000 | 95 | 0.2600 | 1.20 | 28.5% | -0.05 | 0.0023 | -0.005 | ||||
| 48.20 | 50.50 | 1 | 28.6% | 0.94 | 0.0028 | -0.000 | 100 | 0.9300 | 1.26 | 3 | 27.5% | -0.06 | 0.0030 | -0.006 | ||
| 43.75 | 46.05 | 27.7% | 0.93 | 0.0036 | -0.002 | 105 | 1.28 | 1.90 | 10 | 27.3% | -0.08 | 0.0037 | -0.007 | |||
| 39.40 | 41.75 | 26.9% | 0.90 | 0.0044 | -0.004 | 110 | 1.70 | 2.57 | 2 | 46 | 26.7% | -0.10 | 0.0046 | -0.009 | ||
| 35.15 | 37.40 | 25.7% | 0.88 | 0.0055 | -0.006 | 115 | 2.14 | 3.30 | 23 | 25.8% | -0.13 | 0.0056 | -0.010 | |||
| 31.10 | 33.20 | 4 | 24.8% | 0.85 | 0.0066 | -0.007 | 120 | 3.10 | 4.20 | 10 | 10 | 25.4% | -0.16 | 0.0068 | -0.011 | |
| 27.20 | 29.30 | 3 | 24.1% | 0.81 | 0.0078 | -0.009 | 125 | 3.15 | 4.50 | 2 | 28 | 22.8% | -0.20 | 0.0080 | -0.012 | |
| 23.45 | 25.55 | 1 | 23.3% | 0.77 | 0.0091 | -0.011 | 130 | 5.10 | 5.55 | 8 | 42 | 23.1% | -0.24 | 0.0093 | -0.013 | |
| 20.00 | 22.00 | 2 | 22.6% | 0.72 | 0.0103 | -0.012 | 135 | 5.45 | 7.10 | 95 | 21.6% | -0.29 | 0.0106 | -0.014 | ||
| 16.80 | 19.35 | 2 | 22.5% | 0.66 | 0.0114 | -0.013 | 140 | 7.10 | 8.60 | 9 | 49 | 21.0% | -0.35 | 0.0118 | -0.015 | |
| 13.95 | 15.65 | 9 | 21.3% | 0.61 | 0.0123 | -0.014 | 145 | 9.05 | 10.75 | 6 | 5 | 20.7% | -0.41 | 0.0128 | -0.015 | |
| 12.15 | 13.10 | 16 | 18 | 21.6% | 0.54 | 0.0129 | -0.015 | 150 | 11.90 | 13.65 | 15 | 21.3% | -0.47 | 0.0135 | -0.015 | |
| 9.25 | 11.65 | 57 | 21.4% | 0.48 | 0.0132 | -0.015 | 155 | 14.70 | 16.30 | 21.1% | -0.54 | 0.0140 | -0.015 | |||
| 7.45 | 8.70 | 8 | 20.3% | 0.42 | 0.0131 | -0.014 | 160 | 17.60 | 19.35 | 20.8% | -0.61 | 0.0142 | -0.014 | |||
| 6.15 | 7.30 | 8 | 108 | 20.6% | 0.36 | 0.0126 | -0.014 | 165 | 20.50 | 21.95 | 19.4% | -0.67 | 0.0141 | -0.014 | ||
| 4.60 | 5.85 | 111 | 20.2% | 0.31 | 0.0120 | -0.013 | 170 | 24.55 | 25.55 | 19.5% | -0.74 | 0.0138 | -0.013 | |||
| 2.71 | 6.35 | 10 | 20.9% | 0.26 | 0.0110 | -0.012 | 175 | 28.35 | 30.65 | 20.5% | -0.80 | 0.0130 | -0.011 | |||
| 2.74 | 3.90 | 40 | 20.2% | 0.21 | 0.0100 | -0.011 | 180 | 32.70 | 34.90 | 20.7% | -0.85 | 0.0116 | -0.009 | |||
| 2.10 | 3.10 | 35 | 20.1% | 0.18 | 0.0089 | -0.010 | 185 | 36.90 | 39.35 | 20.4% | -0.90 | 0.0098 | -0.006 | |||
| 1.72 | 2.44 | 7 | 8 | 20.2% | 0.15 | 0.0078 | -0.008 | 190 | 41.70 | 44.00 | 21.0% | -0.93 | 0.0078 | -0.004 | ||
| 1.23 | 1.95 | 1 | 1 | 20.1% | 0.12 | 0.0068 | -0.007 | 195 | 46.55 | 48.75 | 21.6% | -0.96 | 0.0087 | -0.001 | ||
| 0.9400 | 1.45 | 9 | 9 | 20.0% | 0.10 | 0.0059 | -0.006 | 200 | 50.00 | 55.00 | 22.3% | -0.99 | 0.0048 | -0.010 | ||
| 0.5300 | 1.04 | 20.4% | 0.07 | 0.0043 | -0.005 | 210 | 60.15 | 64.70 | 24.9% | -1.00 | 0.0000 | -0.018 | ||||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs