PNC option chain The PNC Financial Services Group, Inc.
Cboe delayed options data · as of 15:42 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 ±15.4% (184.26–251.56) · ATM IV 25.4% · P/C open interest 3.00
| 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 | |
| 88.10 | 91.00 | 30.5% | 0.98 | 0.0010 | -0.000 | 130 | 0.6500 | 1.35 | 41.1% | -0.03 | 0.0011 | -0.011 | ||||
| 83.30 | 86.30 | 34.1% | 0.97 | 0.0012 | -0.002 | 135 | 0.8000 | 1.50 | 2 | 39.6% | -0.04 | 0.0013 | -0.012 | |||
| 78.50 | 81.50 | 33.8% | 0.97 | 0.0014 | -0.004 | 140 | 0.9500 | 1.70 | 1 | 38.3% | -0.05 | 0.0015 | -0.014 | |||
| 73.70 | 76.70 | 33.0% | 0.96 | 0.0017 | -0.006 | 145 | 1.15 | 1.90 | 13 | 37.0% | -0.05 | 0.0018 | -0.015 | |||
| 69.00 | 72.00 | 32.6% | 0.95 | 0.0020 | -0.008 | 150 | 1.35 | 2.10 | 35.5% | -0.06 | 0.0021 | -0.017 | ||||
| 64.40 | 67.40 | 32.3% | 0.94 | 0.0024 | -0.010 | 155 | 1.65 | 2.40 | 34.4% | -0.07 | 0.0025 | -0.018 | ||||
| 59.80 | 62.80 | 31.6% | 0.92 | 0.0028 | -0.013 | 160 | 2.00 | 2.95 | 21 | 33.7% | -0.09 | 0.0029 | -0.020 | |||
| 55.30 | 58.40 | 31.2% | 0.91 | 0.0032 | -0.015 | 165 | 2.40 | 3.10 | 18 | 32.2% | -0.10 | 0.0034 | -0.022 | |||
| 50.90 | 54.00 | 15 | 30.5% | 0.89 | 0.0037 | -0.018 | 170 | 2.95 | 3.80 | 6 | 31.6% | -0.12 | 0.0039 | -0.024 | ||
| 46.60 | 49.50 | 29.6% | 0.87 | 0.0043 | -0.020 | 175 | 3.50 | 4.50 | 2 | 30.8% | -0.14 | 0.0044 | -0.026 | |||
| 42.40 | 45.30 | 28.9% | 0.85 | 0.0049 | -0.023 | 180 | 4.20 | 5.20 | 4 | 29.9% | -0.16 | 0.0051 | -0.028 | |||
| 38.80 | 41.20 | 28.8% | 0.82 | 0.0056 | -0.025 | 185 | 5.10 | 6.30 | 5 | 29.5% | -0.19 | 0.0057 | -0.030 | |||
| 34.50 | 37.00 | 27.5% | 0.79 | 0.0062 | -0.028 | 190 | 6.00 | 7.40 | 28.8% | -0.22 | 0.0064 | -0.032 | ||||
| 31.10 | 33.40 | 27.4% | 0.76 | 0.0069 | -0.031 | 195 | 7.30 | 8.50 | 28.1% | -0.26 | 0.0071 | -0.034 | ||||
| 27.30 | 29.80 | 26.6% | 0.72 | 0.0076 | -0.033 | 200 | 8.50 | 10.00 | 27.5% | -0.29 | 0.0077 | -0.036 | ||||
| 20.60 | 23.40 | 25.6% | 0.64 | 0.0088 | -0.036 | 210 | 12.00 | 13.40 | 26.5% | -0.38 | 0.0089 | -0.038 | ||||
| 15.50 | 17.70 | 1 | 25.0% | 0.55 | 0.0096 | -0.037 | 220 | 16.30 | 17.80 | 18 | 25.7% | -0.47 | 0.0097 | -0.038 | ||
| 10.40 | 13.20 | 5 | 24.0% | 0.45 | 0.0098 | -0.036 | 230 | 21.40 | 23.70 | 25.2% | -0.57 | 0.0100 | -0.036 | |||
| 7.30 | 9.60 | 23.8% | 0.36 | 0.0095 | -0.034 | 240 | 27.60 | 30.00 | 24.5% | -0.66 | 0.0096 | -0.033 | ||||
| 5.20 | 6.90 | 23.9% | 0.28 | 0.0086 | -0.030 | 250 | 35.00 | 37.30 | 24.3% | -0.75 | 0.0088 | -0.028 | ||||
| 3.40 | 4.40 | 23.2% | 0.21 | 0.0074 | -0.025 | 260 | 42.90 | 45.90 | 24.5% | -0.82 | 0.0080 | -0.023 | ||||
| 2.20 | 3.20 | 2 | 23.4% | 0.15 | 0.0061 | -0.021 | 270 | 51.70 | 54.70 | 24.9% | -0.89 | 0.0084 | -0.022 | |||
| 1.45 | 2.10 | 2 | 23.3% | 0.11 | 0.0048 | -0.016 | 280 | 61.30 | 64.20 | 26.5% | -0.97 | 0.0085 | -0.030 | |||
| 0.9500 | 1.75 | 24.1% | 0.08 | 0.0037 | -0.013 | 290 | 70.80 | 74.30 | 28.6% | -1.00 | 0.0001 | -0.025 | ||||
| 0.5500 | 1.10 | 23.8% | 0.06 | 0.0029 | -0.010 | 300 | 81.00 | 84.10 | 31.3% | -1.00 | 0.0000 | -0.025 | ||||
| 0.3000 | 0.8500 | 2 | 24.1% | 0.04 | 0.0022 | -0.008 | 310 | 91.00 | 94.10 | 33.9% | -1.00 | 0.0000 | -0.025 | |||
| 0.1500 | 0.7500 | 1 | 24.8% | 0.03 | 0.0018 | -0.007 | 320 | 101.00 | 104.10 | 36.4% | -1.00 | 0.0000 | -0.025 | |||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs