PG option chain The Procter & Gamble Company
Cboe delayed options data · as of 15:36 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 ±20.2% (117.27–176.67) · ATM IV 22.2% · P/C open interest 1.15
| 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 | |
| 70.35 | 74.50 | 9 | 0.99 | 0.0008 | 0.000 | 75 | 0.3100 | 0.6700 | 213 | 32.3% | -0.02 | 0.0010 | -0.003 | |||
| 65.55 | 69.95 | 17 | 28.5% | 0.98 | 0.0011 | 0.000 | 80 | 0.4400 | 0.8400 | 73 | 31.1% | -0.03 | 0.0013 | -0.003 | ||
| 61.80 | 64.45 | 14 | 28.9% | 0.97 | 0.0015 | 0.000 | 85 | 0.6100 | 1.06 | 683 | 30.1% | -0.04 | 0.0016 | -0.004 | ||
| 57.25 | 59.40 | 16 | 26.4% | 0.96 | 0.0019 | 0.000 | 90 | 0.8200 | 1.33 | 28 | 29.1% | -0.05 | 0.0021 | -0.005 | ||
| 52.95 | 56.00 | 13 | 29.4% | 0.95 | 0.0024 | 0.000 | 95 | 1.11 | 1.66 | 811 | 28.2% | -0.06 | 0.0026 | -0.005 | ||
| 48.30 | 51.10 | 66 | 26.3% | 0.93 | 0.0030 | 0.000 | 100 | 1.75 | 2.06 | 437 | 27.9% | -0.08 | 0.0032 | -0.006 | ||
| 44.40 | 46.75 | 12 | 26.1% | 0.91 | 0.0037 | -0.000 | 105 | 2.10 | 2.59 | 154 | 26.9% | -0.10 | 0.0039 | -0.007 | ||
| 40.35 | 42.70 | 83 | 25.7% | 0.89 | 0.0045 | -0.002 | 110 | 2.52 | 3.25 | 482 | 25.9% | -0.12 | 0.0047 | -0.008 | ||
| 36.40 | 38.00 | 54 | 24.1% | 0.86 | 0.0053 | -0.004 | 115 | 3.25 | 4.00 | 381 | 25.2% | -0.15 | 0.0055 | -0.009 | ||
| 32.60 | 34.90 | 204 | 24.6% | 0.83 | 0.0062 | -0.005 | 120 | 4.10 | 4.95 | 605 | 24.6% | -0.18 | 0.0065 | -0.010 | ||
| 29.10 | 30.25 | 76 | 23.1% | 0.80 | 0.0072 | -0.007 | 125 | 5.25 | 6.05 | 1 | 1,237 | 24.1% | -0.22 | 0.0074 | -0.011 | |
| 25.70 | 26.75 | 244 | 22.8% | 0.76 | 0.0081 | -0.008 | 130 | 6.55 | 7.30 | 1 | 1,294 | 23.6% | -0.26 | 0.0084 | -0.012 | |
| 22.45 | 23.50 | 254 | 22.3% | 0.72 | 0.0090 | -0.009 | 135 | 7.90 | 9.00 | 2,149 | 23.1% | -0.30 | 0.0094 | -0.012 | ||
| 19.55 | 20.35 | 799 | 21.9% | 0.67 | 0.0098 | -0.010 | 140 | 9.75 | 10.65 | 482 | 22.7% | -0.35 | 0.0103 | -0.013 | ||
| 17.20 | 17.75 | 2 | 717 | 22.1% | 0.62 | 0.0105 | -0.011 | 145 | 11.65 | 12.80 | 505 | 22.3% | -0.41 | 0.0111 | -0.013 | |
| 14.25 | 15.15 | 521 | 21.3% | 0.57 | 0.0110 | -0.012 | 150 | 13.75 | 15.15 | 166 | 21.8% | -0.46 | 0.0118 | -0.013 | ||
| 12.10 | 12.90 | 359 | 21.1% | 0.52 | 0.0113 | -0.012 | 155 | 16.70 | 17.80 | 70 | 21.8% | -0.52 | 0.0123 | -0.013 | ||
| 10.00 | 11.00 | 327 | 20.8% | 0.46 | 0.0114 | -0.012 | 160 | 19.60 | 20.75 | 128 | 21.5% | -0.58 | 0.0127 | -0.012 | ||
| 8.45 | 10.00 | 777 | 21.4% | 0.41 | 0.0113 | -0.012 | 165 | 22.40 | 24.05 | 59 | 21.1% | -0.64 | 0.0130 | -0.012 | ||
| 7.00 | 7.85 | 562 | 20.7% | 0.36 | 0.0110 | -0.012 | 170 | 25.05 | 27.55 | 85 | 20.1% | -0.70 | 0.0131 | -0.011 | ||
| 5.60 | 6.55 | 252 | 20.4% | 0.32 | 0.0105 | -0.011 | 175 | 28.65 | 31.70 | 2 | 20.0% | -0.76 | 0.0130 | -0.011 | ||
| 4.50 | 5.50 | 352 | 20.3% | 0.28 | 0.0099 | -0.011 | 180 | 32.65 | 36.40 | 14 | 20.5% | -0.81 | 0.0123 | -0.009 | ||
| 3.80 | 4.90 | 93 | 20.8% | 0.24 | 0.0092 | -0.010 | 185 | 37.00 | 40.05 | 6 | 19.4% | -0.86 | 0.0111 | -0.007 | ||
| 2.87 | 3.85 | 120 | 20.2% | 0.21 | 0.0084 | -0.009 | 190 | 41.50 | 44.45 | 18.3% | -0.90 | 0.0093 | -0.004 | |||
| 2.28 | 3.40 | 49 | 20.4% | 0.18 | 0.0076 | -0.008 | 195 | 46.50 | 49.40 | 19.7% | -0.95 | 0.0104 | -0.001 | |||
| 1.76 | 2.81 | 1,618 | 20.3% | 0.15 | 0.0069 | -0.007 | 200 | 51.00 | 54.20 | 1 | -0.98 | 0.0069 | -0.008 | |||
| 1.30 | 1.96 | 37 | 20.7% | 0.11 | 0.0055 | -0.006 | 210 | 60.50 | 65.50 | 24.6% | -1.00 | 0.0000 | -0.024 | |||
| 0.8000 | 1.41 | 137 | 20.8% | 0.08 | 0.0043 | -0.005 | 220 | 70.65 | 75.50 | 1 | 28.0% | -1.00 | 0.0000 | -0.024 | ||
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs