PSX option chain Phillips 66

Expiration Cboe delayed options data · as of 22:01 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 ±10.8% (259.20–321.90) · ATM IV 45.4% · P/C open interest 0.89

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
139.10	143.30		13	96.2%	1.00	0.0001	0.000	150	0	0.2000		29	88.6%	-0.00	0.0002	-0.016
134.20	138.30		8	93.9%	1.00	0.0002	0.000	155	0	0.9000		15	102.7%	-0.01	0.0002	-0.017
129.20	133.00		30	70.4%	0.99	0.0002	0.000	160	0	0.8500		80	97.2%	-0.01	0.0002	-0.018
124.10	128.10		4		0.99	0.0002	-0.000	165	0	0.9500		64	94.3%	-0.01	0.0003	-0.018
119.30	123.40		43	83.8%	0.99	0.0003	-0.002	170	0	1.75		76	99.4%	-0.01	0.0003	-0.020
114.30	117.90		40		0.99	0.0003	-0.004	175	0	1.15		37	88.2%	-0.01	0.0004	-0.021
109.40	113.40		194	76.3%	0.99	0.0003	-0.006	180	0	0.6000	10	79	75.9%	-0.01	0.0004	-0.022
104.30	107.90	1	135		0.99	0.0004	-0.008	185	0	0.9500		37	77.2%	-0.01	0.0005	-0.024
99.40	102.90		99		0.99	0.0005	-0.010	190	0	1.05		39	74.4%	-0.01	0.0006	-0.026
94.60	97.90		57	52.7%	0.99	0.0006	-0.013	195	0	1.05		35	70.4%	-0.01	0.0006	-0.028
89.60	93.10	2	260	56.1%	0.99	0.0007	-0.016	200	0	0.6000		176	60.9%	-0.02	0.0008	-0.031
79.50	83.10		452	43.4%	0.98	0.0010	-0.024	210	0.0500	0.5000	2	2,426	53.1%	-0.02	0.0011	-0.038
70.50	73.30	1	938	55.0%	0.97	0.0014	-0.035	220	0.4000	0.7000	4	1,076	52.1%	-0.03	0.0016	-0.049
60.80	63.70	1	640	51.7%	0.96	0.0022	-0.052	230	0.6000	1.25	2	188	49.9%	-0.05	0.0024	-0.065
51.60	54.30	1	185	50.1%	0.93	0.0034	-0.081	240	1.20	2.00	4	232	47.4%	-0.08	0.0036	-0.093
46.30	50.20			48.1%	0.91	0.0041	-0.099	245	1.10	3.00			47.4%	-0.10	0.0043	-0.110
42.50	45.30	2	268	47.9%	0.88	0.0050	-0.120	250	2.30	3.10	30	339	47.1%	-0.13	0.0052	-0.130
38.30	41.10			47.6%	0.85	0.0058	-0.142	255	2.95	3.90	2		46.3%	-0.16	0.0060	-0.150
34.10	37.00	10	676	46.8%	0.82	0.0067	-0.163	260	4.00	5.00	5	335	46.5%	-0.19	0.0068	-0.170
30.20	33.10			46.3%	0.78	0.0076	-0.183	265	5.00	6.20	2		45.8%	-0.23	0.0077	-0.189
28.70	31.30			46.9%	0.76	0.0080	-0.192	267.5	4.90	7.20			44.9%	-0.25	0.0081	-0.197
27.10	29.50	2	412	47.1%	0.74	0.0084	-0.201	270	6.40	7.50	6	396	45.4%	-0.27	0.0084	-0.205
25.30	27.80			46.8%	0.72	0.0088	-0.209	272.5	6.70	8.70	1		45.1%	-0.30	0.0088	-0.212
23.70	26.10			46.7%	0.69	0.0091	-0.216	275	7.30	9.60			44.6%	-0.32	0.0091	-0.218
21.80	24.50			46.1%	0.67	0.0094	-0.222	277.5	7.90	10.20			43.5%	-0.34	0.0094	-0.224
20.90	22.50	5	562	46.3%	0.64	0.0097	-0.228	280	9.70	11.00	11	148	44.5%	-0.37	0.0097	-0.229
18.70	21.40			45.6%	0.62	0.0100	-0.233	282.5	10.40	13.20			45.6%	-0.39	0.0099	-0.232
17.20	20.20			45.7%	0.59	0.0102	-0.236	285	11.40	14.20			45.2%	-0.42	0.0101	-0.235
15.80	18.70			45.3%	0.57	0.0103	-0.239	287.5	12.50	15.50			45.2%	-0.44	0.0102	-0.237
15.40	17.00	14	501	45.9%	0.54	0.0104	-0.241	290	14.30	16.00	22	96	44.8%	-0.47	0.0103	-0.239
13.30	16.70			45.8%	0.52	0.0105	-0.242	292.5	15.00	17.50	1		44.1%	-0.50	0.0104	-0.239
12.20	15.10	3		45.1%	0.49	0.0105	-0.242	295	16.50	19.10	12		44.5%	-0.52	0.0104	-0.238
11.50	13.90	3		45.5%	0.46	0.0105	-0.241	297.5	17.80	20.40			44.1%	-0.55	0.0103	-0.236
11.10	12.40	26	409	45.6%	0.44	0.0104	-0.239	300	19.70	21.60	10	87	44.1%	-0.57	0.0102	-0.234
9.50	11.60	9		44.8%	0.41	0.0102	-0.236	302.5	20.90	23.40			43.9%	-0.60	0.0101	-0.231
8.70	10.50			44.6%	0.39	0.0101	-0.232	305	22.50	25.00			43.7%	-0.62	0.0099	-0.227
7.80	10.30			45.4%	0.37	0.0099	-0.228	307.5	24.20	27.10			44.4%	-0.64	0.0097	-0.222
7.80	8.80	19	182	45.5%	0.34	0.0096	-0.223	310	26.00	28.60		21	44.0%	-0.66	0.0095	-0.216
6.50	8.80			45.7%	0.32	0.0094	-0.217	312.5	27.80	30.70			44.5%	-0.69	0.0092	-0.210
5.90	7.60			44.9%	0.30	0.0091	-0.211	315	29.60	32.50			44.3%	-0.71	0.0089	-0.204
5.30	6.30	4	155	45.7%	0.26	0.0084	-0.197	320	33.50	35.80			43.4%	-0.74	0.0083	-0.190
4.00	6.10			46.7%	0.23	0.0078	-0.183	325	37.50	39.90			43.4%	-0.78	0.0076	-0.174
3.40	4.40	1	124	45.6%	0.19	0.0071	-0.168	330	41.80	44.70			45.0%	-0.81	0.0069	-0.159
1.80	4.30			45.0%	0.17	0.0064	-0.152	335	46.10	48.80			44.6%	-0.84	0.0062	-0.144
1.30	4.20	3	453	46.5%	0.14	0.0057	-0.138	340	50.50	53.30			44.8%	-0.86	0.0056	-0.129
0.5000	2.05	79	32	42.8%	0.11	0.0045	-0.114	350	59.70	62.60		6	45.8%	-0.90	0.0044	-0.104
0.6500	1.95	17	54	47.8%	0.08	0.0036	-0.095	360	68.70	72.00			44.2%	-0.92	0.0035	-0.084
0.4000	2.70		6	54.5%	0.06	0.0029	-0.082	370	78.50	81.60			45.4%	-0.94	0.0028	-0.070
0.1000	2.15		8	55.1%	0.05	0.0023	-0.072	380	87.80	91.70			44.9%	-0.95	0.0023	-0.060

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.

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PSX option chain Phillips 66

Volatility smile — Nov 20, 2026

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