PGR option chain The Progressive Corporation
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 ±14.7% (188.78–253.98) · ATM IV 23.9% · P/C open interest 2.73
| 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 | |
| 106.00 | 109.80 | 1.00 | 0.0001 | 0.000 | 115 | 0 | 0.9500 | 47.8% | -0.02 | 0.0006 | -0.009 | |||||
| 101.10 | 105.00 | 1.00 | 0.0001 | 0.000 | 120 | 0 | 0.8500 | 44.1% | -0.02 | 0.0007 | -0.008 | |||||
| 96.20 | 100.00 | 1.00 | 0.0002 | 0.000 | 125 | 0 | 1.25 | 6 | 44.2% | -0.02 | 0.0009 | -0.010 | ||||
| 91.30 | 95.30 | 1.00 | 0.0004 | 0.000 | 130 | 0 | 2.25 | 6 | 46.3% | -0.04 | 0.0013 | -0.016 | ||||
| 86.50 | 90.50 | 1.00 | 0.0003 | 0.000 | 135 | 0 | 1.35 | 14 | 39.3% | -0.03 | 0.0012 | -0.011 | ||||
| 81.60 | 85.50 | 1.00 | 0.0005 | 0.000 | 140 | 0 | 1.75 | 13 | 38.6% | -0.04 | 0.0015 | -0.013 | ||||
| 76.70 | 80.60 | 1.00 | 0.0006 | 0.000 | 145 | 0.0500 | 2.25 | 23 | 38.1% | -0.05 | 0.0019 | -0.016 | ||||
| 71.90 | 76.10 | 0.99 | 0.0011 | 0.000 | 150 | 0.1500 | 3.60 | 132 | 39.7% | -0.07 | 0.0024 | -0.022 | ||||
| 67.30 | 70.50 | 1.00 | 0.0008 | 0.000 | 155 | 0 | 2.35 | 113 | 33.0% | -0.06 | 0.0024 | -0.015 | ||||
| 62.50 | 66.00 | 0.99 | 0.0015 | 0.000 | 160 | 0.1000 | 4.20 | 12 | 35.4% | -0.09 | 0.0032 | -0.023 | ||||
| 57.80 | 61.50 | 0.99 | 0.0016 | 0.000 | 165 | 0.3000 | 3.80 | 11 | 32.2% | -0.09 | 0.0036 | -0.022 | ||||
| 53.10 | 56.70 | 0.98 | 0.0020 | 0.000 | 170 | 0.8000 | 3.90 | 15 | 30.7% | -0.11 | 0.0043 | -0.023 | ||||
| 48.50 | 52.30 | 0.97 | 0.0026 | -0.002 | 175 | 1.40 | 4.40 | 12 | 29.9% | -0.13 | 0.0050 | -0.026 | ||||
| 43.90 | 47.60 | 1 | 0.95 | 0.0036 | -0.009 | 180 | 2.10 | 6.00 | 10 | 30.5% | -0.16 | 0.0058 | -0.032 | |||
| 39.50 | 43.30 | 0.98 | 0.0029 | 0.000 | 185 | 2.65 | 6.80 | 9 | 29.2% | -0.19 | 0.0068 | -0.033 | ||||
| 35.20 | 39.00 | 0.94 | 0.0048 | -0.007 | 190 | 3.60 | 7.30 | 18 | 27.9% | -0.22 | 0.0078 | -0.035 | ||||
| 31.10 | 34.70 | 0.91 | 0.0063 | -0.014 | 195 | 4.70 | 8.70 | 12 | 27.3% | -0.27 | 0.0087 | -0.037 | ||||
| 27.30 | 30.60 | 2 | 17.6% | 0.87 | 0.0078 | -0.021 | 200 | 6.10 | 10.20 | 5 | 26.8% | -0.31 | 0.0100 | -0.037 | ||
| 19.80 | 23.80 | 21.1% | 0.76 | 0.0105 | -0.033 | 210 | 9.80 | 13.90 | 16 | 25.9% | -0.41 | 0.0116 | -0.040 | |||
| 14.40 | 17.90 | 2 | 22.9% | 0.65 | 0.0127 | -0.040 | 220 | 14.50 | 18.40 | 5 | 24.9% | -0.53 | 0.0124 | -0.039 | ||
| 9.20 | 13.00 | 6 | 61 | 23.1% | 0.52 | 0.0138 | -0.042 | 230 | 20.00 | 23.90 | 23.5% | -0.65 | 0.0121 | -0.034 | ||
| 5.20 | 9.20 | 41 | 22.8% | 0.38 | 0.0134 | -0.039 | 240 | 27.00 | 30.40 | 22.4% | -0.76 | 0.0107 | -0.026 | |||
| 2.70 | 6.70 | 12 | 23.1% | 0.27 | 0.0115 | -0.034 | 250 | 34.30 | 38.20 | 20.5% | -0.84 | 0.0086 | -0.018 | |||
| 1.20 | 4.90 | 21 | 23.5% | 0.19 | 0.0091 | -0.028 | 260 | 42.80 | 46.60 | 17.9% | -0.89 | 0.0066 | -0.011 | |||
| 0.6500 | 3.40 | 13 | 24.1% | 0.14 | 0.0069 | -0.023 | 270 | 51.70 | 55.60 | 12 | -0.93 | 0.0050 | -0.005 | |||
| 0 | 3.50 | 12 | 26.2% | 0.11 | 0.0055 | -0.022 | 280 | 61.10 | 65.00 | 15 | -0.94 | 0.0041 | -0.002 | |||
| 0 | 3.10 | 5 | 28.2% | 0.10 | 0.0044 | -0.021 | 290 | 70.80 | 74.40 | 5 | -0.97 | 0.0030 | 0.000 | |||
| 0.2500 | 2.85 | 2 | 30.8% | 0.09 | 0.0038 | -0.021 | 300 | 80.30 | 84.00 | 4 | -0.98 | 0.0022 | 0.000 | |||
| 0 | 2.65 | 1 | 32.1% | 0.07 | 0.0032 | -0.019 | 310 | 90.00 | 93.80 | -0.99 | 0.0018 | 0.000 | ||||
| 0 | 2.55 | 34.1% | 0.07 | 0.0028 | -0.019 | 320 | 99.90 | 103.50 | 7 | -1.00 | 0.0013 | 0.000 | ||||
| 0 | 2.45 | 1 | 36.0% | 0.06 | 0.0025 | -0.019 | 330 | 109.50 | 113.30 | 5 | -1.00 | 0.0011 | 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 — Feb 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