PNC option chain The PNC Financial Services Group, Inc.
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 ±6.9% (227.19–261.10) · ATM IV 22.8% · P/C open interest —
| 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 | |
| 73.10 | 77.00 | 0.99 | 0.0009 | 0.000 | 170 | 0 | 2.20 | 61.4% | -0.02 | 0.0011 | -0.022 | |||||
| 68.20 | 72.00 | 0.98 | 0.0011 | 0.000 | 175 | 0 | 2.25 | 57.6% | -0.02 | 0.0014 | -0.024 | |||||
| 63.20 | 67.10 | 0.98 | 0.0013 | 0.000 | 180 | 0 | 2.30 | 53.8% | -0.03 | 0.0016 | -0.025 | |||||
| 58.30 | 62.20 | 0.98 | 0.0016 | 0.000 | 185 | 0 | 2.35 | 50.1% | -0.03 | 0.0019 | -0.026 | |||||
| 53.40 | 57.20 | 0.97 | 0.0019 | 0.000 | 190 | 0 | 2.45 | 46.6% | -0.04 | 0.0023 | -0.028 | |||||
| 48.50 | 52.40 | 30.8% | 0.97 | 0.0024 | 0.000 | 195 | 0 | 2.55 | 43.2% | -0.04 | 0.0028 | -0.030 | ||||
| 44.50 | 47.50 | 36.6% | 0.96 | 0.0030 | -0.001 | 200 | 0 | 2.70 | 39.9% | -0.05 | 0.0035 | -0.033 | ||||
| 39.70 | 42.60 | 34.3% | 0.95 | 0.0038 | -0.007 | 205 | 0 | 2.90 | 36.7% | -0.07 | 0.0045 | -0.037 | ||||
| 34.90 | 37.90 | 32.6% | 0.93 | 0.0050 | -0.015 | 210 | 0 | 3.20 | 33.8% | -0.09 | 0.0057 | -0.042 | ||||
| 30.20 | 33.20 | 30.7% | 0.91 | 0.0065 | -0.025 | 215 | 0 | 3.50 | 30.7% | -0.11 | 0.0073 | -0.048 | ||||
| 25.40 | 28.60 | 28.4% | 0.88 | 0.0085 | -0.036 | 220 | 0.0500 | 4.00 | 28.0% | -0.15 | 0.0093 | -0.055 | ||||
| 21.10 | 24.20 | 27.3% | 0.84 | 0.0110 | -0.048 | 225 | 0.4500 | 4.40 | 25.5% | -0.19 | 0.0116 | -0.064 | ||||
| 16.90 | 20.00 | 25.9% | 0.78 | 0.0137 | -0.060 | 230 | 1.45 | 5.50 | 24.9% | -0.25 | 0.0141 | -0.071 | ||||
| 12.90 | 16.20 | 24.6% | 0.71 | 0.0165 | -0.070 | 235 | 2.80 | 6.70 | 23.9% | -0.33 | 0.0166 | -0.076 | ||||
| 9.50 | 12.90 | 24.0% | 0.62 | 0.0190 | -0.077 | 240 | 4.60 | 8.30 | 23.0% | -0.41 | 0.0188 | -0.078 | ||||
| 6.40 | 10.10 | 23.2% | 0.53 | 0.0205 | -0.079 | 245 | 6.90 | 10.50 | 22.5% | -0.51 | 0.0199 | -0.076 | ||||
| 4.00 | 7.80 | 22.8% | 0.42 | 0.0205 | -0.077 | 250 | 9.80 | 13.10 | 21.9% | -0.61 | 0.0196 | -0.070 | ||||
| 2.10 | 5.90 | 22.2% | 0.33 | 0.0189 | -0.071 | 255 | 13.10 | 16.40 | 21.6% | -0.70 | 0.0179 | -0.060 | ||||
| 0.7500 | 4.70 | 22.2% | 0.24 | 0.0163 | -0.061 | 260 | 16.70 | 20.00 | 20.7% | -0.78 | 0.0154 | -0.048 | ||||
| 0 | 3.90 | 22.9% | 0.17 | 0.0133 | -0.051 | 265 | 21.00 | 24.20 | 20.9% | -0.84 | 0.0125 | -0.035 | ||||
| 0 | 3.20 | 24.5% | 0.13 | 0.0104 | -0.041 | 270 | 25.30 | 28.40 | 19.4% | -0.89 | 0.0097 | -0.022 | ||||
| 0 | 2.80 | 26.5% | 0.09 | 0.0081 | -0.034 | 275 | 30.00 | 32.90 | 18.0% | -0.92 | 0.0075 | -0.013 | ||||
| 0 | 2.50 | 28.4% | 0.07 | 0.0064 | -0.030 | 280 | 34.80 | 37.90 | 18.7% | -0.94 | 0.0059 | -0.006 | ||||
| 0 | 2.35 | 30.5% | 0.06 | 0.0052 | -0.027 | 285 | 39.60 | 42.50 | -0.95 | 0.0048 | -0.001 | |||||
| 0 | 2.25 | 32.7% | 0.05 | 0.0044 | -0.026 | 290 | 44.50 | 48.60 | 26.8% | -0.95 | 0.0041 | 0.000 | ||||
| 0 | 2.20 | 34.9% | 0.05 | 0.0038 | -0.026 | 295 | 49.40 | 53.40 | 27.0% | -0.96 | 0.0035 | 0.000 | ||||
| 0 | 2.15 | 37.0% | 0.04 | 0.0033 | -0.025 | 300 | 54.40 | 58.50 | 30.1% | -0.96 | 0.0031 | 0.000 | ||||
| 0 | 2.15 | 39.2% | 0.04 | 0.0029 | -0.025 | 305 | 59.30 | 63.40 | 30.7% | -0.96 | 0.0028 | 0.000 | ||||
| 0 | 2.15 | 41.4% | 0.04 | 0.0026 | -0.024 | 310 | 64.30 | 68.10 | 29.5% | -0.97 | 0.0024 | 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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.