PNC option chain The PNC Financial Services Group, Inc.
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 ±6.1% (204.19–230.59) · ATM IV 24.1% · P/C open interest 0.52
| 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 | |
| 105.70 | 109.80 | 1.00 | 0.0002 | -0.008 | 110 | 0 | 2.15 | 129.2% | -0.00 | 0.0002 | -0.008 | |||||
| 100.60 | 104.90 | 1.00 | 0.0002 | -0.009 | 115 | 0 | 2.15 | 121.8% | -0.00 | 0.0002 | -0.009 | |||||
| 95.80 | 99.10 | 1.00 | 0.0003 | -0.009 | 120 | 0 | 2.15 | 114.8% | -0.00 | 0.0003 | -0.010 | |||||
| 90.80 | 94.70 | 0.99 | 0.0003 | -0.010 | 125 | 0 | 2.15 | 1 | 108.0% | -0.01 | 0.0003 | -0.010 | ||||
| 85.80 | 89.00 | 0.99 | 0.0004 | -0.011 | 130 | 0 | 2.15 | 9 | 101.4% | -0.01 | 0.0004 | -0.011 | ||||
| 80.80 | 84.10 | 0.99 | 0.0004 | -0.012 | 135 | 0 | 2.15 | 4 | 95.1% | -0.01 | 0.0004 | -0.012 | ||||
| 75.90 | 79.10 | 0.99 | 0.0005 | -0.013 | 140 | 0 | 2.15 | 52 | 89.0% | -0.01 | 0.0005 | -0.013 | ||||
| 70.90 | 74.70 | 0.99 | 0.0006 | -0.013 | 145 | 0 | 2.15 | 22 | 83.0% | -0.01 | 0.0006 | -0.014 | ||||
| 65.90 | 69.10 | 0.99 | 0.0008 | -0.015 | 150 | 0 | 0.6000 | 8 | 61.1% | -0.01 | 0.0008 | -0.015 | ||||
| 60.90 | 64.20 | 0.99 | 0.0010 | -0.016 | 155 | 0 | 1.60 | 5 | 67.3% | -0.01 | 0.0010 | -0.016 | ||||
| 56.00 | 59.80 | 0.98 | 0.0012 | -0.018 | 160 | 0 | 0.4500 | 7 | 49.5% | -0.02 | 0.0012 | -0.018 | ||||
| 51.00 | 54.30 | 0.98 | 0.0015 | -0.019 | 165 | 0 | 0.6500 | 2 | 48.0% | -0.02 | 0.0016 | -0.019 | ||||
| 46.10 | 49.30 | 0.98 | 0.0020 | -0.022 | 170 | 0 | 0.5500 | 35 | 42.4% | -0.02 | 0.0020 | -0.022 | ||||
| 41.70 | 44.40 | 0.97 | 0.0026 | -0.025 | 175 | 0 | 0.6000 | 14 | 38.8% | -0.03 | 0.0026 | -0.025 | ||||
| 37.00 | 39.70 | 33.3% | 0.96 | 0.0034 | -0.029 | 180 | 0.1500 | 0.5000 | 4 | 46 | 35.1% | -0.04 | 0.0035 | -0.029 | ||
| 31.90 | 34.50 | 24.2% | 0.95 | 0.0047 | -0.034 | 185 | 0.1500 | 0.7500 | 14 | 32.9% | -0.05 | 0.0047 | -0.034 | |||
| 27.30 | 29.80 | 5 | 27.9% | 0.93 | 0.0064 | -0.041 | 190 | 0.4500 | 1.30 | 27 | 575 | 33.4% | -0.07 | 0.0065 | -0.042 | |
| 22.80 | 25.40 | 3 | 29.0% | 0.90 | 0.0089 | -0.050 | 195 | 0 | 1.90 | 50 | 86 | 29.2% | -0.10 | 0.0090 | -0.051 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 197.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 18.20 | 20.90 | 7 | 27.2% | 0.85 | 0.0122 | -0.062 | 200 | 1.35 | 1.70 | 1 | 88 | 28.2% | -0.15 | 0.0123 | -0.062 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 202.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 205 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 207.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 10.70 | 12.10 | 14 | 24.5% | 0.70 | 0.0201 | -0.086 | 210 | 3.20 | 3.80 | 6 | 238 | 25.8% | -0.30 | 0.0205 | -0.087 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 212.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 215 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 217.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.90 | 6.00 | 47 | 140 | 23.2% | 0.47 | 0.0248 | -0.091 | 220 | 7.20 | 8.30 | 154 | 364 | 25.0% | -0.54 | 0.0256 | -0.094 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 222.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 225 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 227.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.80 | 3.10 | 209 | 743 | 24.4% | 0.24 | 0.0202 | -0.069 | 230 | 13.20 | 15.30 | 75 | 125 | 23.8% | -0.78 | 0.0217 | -0.074 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 232.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 235 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 237.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.5000 | 0.8500 | 48 | 179 | 22.9% | 0.10 | 0.0113 | -0.039 | 240 | 21.70 | 24.30 | 47 | 24.4% | -0.93 | 0.0125 | -0.045 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 242.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 245 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.8000 | 103 | 26.7% | 0.05 | 0.0060 | -0.026 | 250 | 31.40 | 34.80 | 32.7% | -0.98 | 0.0052 | -0.022 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 255 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.4500 | 821 | 29.9% | 0.04 | 0.0039 | -0.023 | 260 | 40.90 | 44.80 | 35.5% | -0.99 | 0.0027 | -0.015 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 265 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.4000 | 2 | 875 | 33.9% | 0.03 | 0.0028 | -0.021 | 270 | 51.40 | 54.80 | 45.5% | -0.99 | 0.0017 | -0.011 | ||
| 0 | 0.4000 | 126 | 38.7% | 0.02 | 0.0021 | -0.020 | 280 | 61.40 | 64.80 | 51.3% | -1.00 | 0.0011 | -0.008 | |||
| 0 | 0.5500 | 52 | 45.3% | 0.02 | 0.0016 | -0.018 | 290 | 71.40 | 74.80 | 56.8% | -1.00 | 0.0007 | -0.005 | |||
| 0 | 0.5500 | 307 | 49.7% | 0.02 | 0.0013 | -0.017 | 300 | 81.40 | 84.80 | 62.0% | -1.00 | 0.0005 | -0.004 | |||
| 0 | 0.3500 | 2 | 50.6% | 0.01 | 0.0011 | -0.016 | 310 | 91.40 | 94.80 | 66.9% | -1.00 | 0.0003 | -0.003 | |||
| 0 | 0.5500 | 57.9% | 0.01 | 0.0009 | -0.015 | 320 | 101.40 | 104.80 | 71.6% | -1.00 | 0.0002 | -0.002 | ||||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs