PGR option chain The Progressive Corporation
Cboe delayed options data · as of 00:42 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 ±8.0% (200.66–235.75) · ATM IV 24.6% · P/C open interest 1.20
| 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 | |
| 108.00 | 111.80 | 71.5% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 2.15 | 99.9% | -0.00 | 0.0000 | -0.001 | ||||
| 103.00 | 107.00 | 70.9% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.15 | 2 | 94.3% | -0.00 | 0.0000 | -0.001 | |||
| 98.10 | 101.90 | 64.6% | 1.00 | 0.0001 | 0.000 | 120 | 0 | 1.25 | 6 | 80.5% | -0.00 | 0.0001 | -0.001 | |||
| 93.10 | 97.00 | 61.2% | 1.00 | 0.0001 | 0.000 | 125 | 0 | 2.15 | 9 | 83.7% | -0.00 | 0.0001 | -0.001 | |||
| 87.90 | 92.00 | 43.7% | 1.00 | 0.0001 | 0.000 | 130 | 0 | 2.20 | 5 | 79.1% | -0.00 | 0.0001 | -0.002 | |||
| 83.20 | 87.20 | 56.6% | 1.00 | 0.0002 | 0.000 | 135 | 0 | 2.20 | 2 | 74.2% | -0.00 | 0.0002 | -0.003 | |||
| 78.30 | 82.10 | 51.4% | 1.00 | 0.0003 | 0.000 | 140 | 0 | 2.20 | 9 | 69.6% | -0.00 | 0.0003 | -0.003 | |||
| 73.30 | 77.20 | 48.2% | 0.99 | 0.0004 | 0.000 | 145 | 0 | 2.25 | 8 | 65.3% | -0.01 | 0.0004 | -0.004 | |||
| 68.20 | 72.40 | 5 | 45.1% | 0.99 | 0.0006 | 0.000 | 150 | 0 | 2.30 | 11 | 61.2% | -0.01 | 0.0006 | -0.006 | ||
| 63.50 | 67.30 | 43.4% | 0.99 | 0.0008 | 0.000 | 155 | 0 | 2.35 | 38 | 57.1% | -0.01 | 0.0008 | -0.007 | |||
| 58.60 | 62.40 | 18 | 41.3% | 0.99 | 0.0011 | -0.002 | 160 | 0 | 2.40 | 26 | 53.2% | -0.01 | 0.0011 | -0.010 | ||
| 54.10 | 57.40 | 41.4% | 0.98 | 0.0015 | -0.005 | 165 | 0 | 0.5000 | 10 | 27 | 36.3% | -0.02 | 0.0015 | -0.012 | ||
| 48.60 | 51.90 | 0.97 | 0.0020 | -0.009 | 170 | 0 | 0.9500 | 4 | 25 | 36.9% | -0.03 | 0.0020 | -0.016 | |||
| 43.80 | 47.10 | 4 | 27.8% | 0.96 | 0.0028 | -0.014 | 175 | 0.1500 | 0.8000 | 7 | 74 | 33.5% | -0.04 | 0.0028 | -0.020 | |
| 39.30 | 42.10 | 6 | 28.7% | 0.95 | 0.0037 | -0.020 | 180 | 0.3500 | 1.05 | 2 | 1,333 | 32.6% | -0.05 | 0.0038 | -0.025 | |
| 34.50 | 36.90 | 2 | 24.9% | 0.93 | 0.0050 | -0.026 | 185 | 0.7000 | 1.10 | 471 | 30.8% | -0.07 | 0.0050 | -0.031 | ||
| 29.80 | 32.70 | 8 | 26.7% | 0.90 | 0.0065 | -0.034 | 190 | 1.05 | 1.50 | 17 | 278 | 29.8% | -0.10 | 0.0066 | -0.038 | |
| 25.40 | 28.00 | 8 | 25.8% | 0.87 | 0.0084 | -0.042 | 195 | 0.8500 | 2.10 | 96 | 27.0% | -0.13 | 0.0085 | -0.046 | ||
| 21.20 | 23.60 | 65 | 25.2% | 0.82 | 0.0105 | -0.050 | 200 | 1.70 | 2.70 | 20 | 297 | 26.5% | -0.18 | 0.0107 | -0.054 | |
| 17.20 | 19.50 | 10 | 24.6% | 0.77 | 0.0128 | -0.058 | 205 | 3.10 | 3.70 | 1 | 316 | 26.7% | -0.24 | 0.0130 | -0.061 | |
| 13.70 | 15.80 | 35 | 24.4% | 0.70 | 0.0150 | -0.065 | 210 | 4.00 | 5.00 | 1 | 85 | 25.3% | -0.31 | 0.0153 | -0.068 | |
| 11.20 | 12.30 | 101 | 93 | 24.8% | 0.62 | 0.0168 | -0.070 | 215 | 5.20 | 6.80 | 1 | 140 | 24.1% | -0.39 | 0.0173 | -0.073 |
| 8.40 | 9.80 | 6 | 183 | 24.8% | 0.53 | 0.0179 | -0.072 | 220 | 7.50 | 9.40 | 271 | 24.4% | -0.48 | 0.0186 | -0.075 | |
| 5.30 | 8.00 | 5 | 153 | 24.1% | 0.44 | 0.0181 | -0.071 | 225 | 10.80 | 12.60 | 130 | 25.7% | -0.57 | 0.0189 | -0.073 | |
| 3.40 | 5.10 | 2 | 422 | 22.2% | 0.36 | 0.0173 | -0.066 | 230 | 14.00 | 16.10 | 72 | 26.1% | -0.66 | 0.0183 | -0.069 | |
| 3.10 | 3.60 | 3 | 470 | 23.7% | 0.28 | 0.0156 | -0.059 | 235 | 17.50 | 19.30 | 63 | 25.2% | -0.75 | 0.0168 | -0.062 | |
| 2.15 | 2.60 | 33 | 311 | 23.9% | 0.21 | 0.0134 | -0.051 | 240 | 21.60 | 23.80 | 17 | 26.5% | -0.82 | 0.0149 | -0.054 | |
| 1.20 | 2.00 | 1 | 327 | 23.9% | 0.16 | 0.0111 | -0.043 | 245 | 26.00 | 28.10 | 12 | 27.1% | -0.88 | 0.0128 | -0.046 | |
| 0.8500 | 1.35 | 16 | 237 | 24.2% | 0.12 | 0.0089 | -0.035 | 250 | 30.40 | 33.10 | 28.6% | -0.93 | 0.0108 | -0.038 | ||
| 0 | 1.95 | 2 | 518 | 26.1% | 0.08 | 0.0070 | -0.028 | 255 | 35.50 | 37.90 | 31.3% | -0.97 | 0.0090 | -0.032 | ||
| 0 | 2.65 | 11 | 154 | 30.9% | 0.06 | 0.0054 | -0.022 | 260 | 39.00 | 42.90 | 27.0% | -0.99 | 0.0049 | -0.026 | ||
| 0 | 2.55 | 54 | 33.1% | 0.05 | 0.0041 | -0.018 | 265 | 44.20 | 47.90 | 31.1% | -1.00 | 0.0000 | -0.026 | |||
| 0 | 1.05 | 48 | 29.3% | 0.03 | 0.0032 | -0.014 | 270 | 49.10 | 52.90 | 32.6% | -1.00 | 0.0000 | -0.026 | |||
| 0 | 2.35 | 20 | 37.2% | 0.02 | 0.0024 | -0.011 | 275 | 53.80 | 57.90 | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 2.25 | 3 | 39.0% | 0.02 | 0.0018 | -0.009 | 280 | 58.90 | 62.90 | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 2.25 | 7 | 41.2% | 0.01 | 0.0014 | -0.007 | 285 | 63.90 | 67.90 | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 0.7500 | 1 | 35.2% | 0.01 | 0.0011 | -0.005 | 290 | 68.80 | 72.90 | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 2.20 | 3 | 45.1% | 0.01 | 0.0008 | -0.004 | 295 | 74.00 | 77.90 | 42.1% | -1.00 | 0.0000 | -0.026 | |||
| 0 | 1.15 | 12 | 41.6% | 0.01 | 0.0006 | -0.004 | 300 | 78.90 | 82.90 | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 2.20 | 3 | 49.0% | 0.00 | 0.0005 | -0.003 | 305 | 83.90 | 87.90 | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 2.15 | 50.6% | 0.00 | 0.0004 | -0.002 | 310 | 89.10 | 92.90 | 49.0% | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 2.15 | 52.4% | 0.00 | 0.0003 | -0.002 | 315 | 93.90 | 97.90 | -1.00 | 0.0000 | -0.026 | |||||
| 0 | 2.15 | 54.2% | 0.00 | 0.0002 | -0.002 | 320 | 98.90 | 102.90 | -1.00 | 0.0000 | -0.026 | |||||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs