PSX option chain Phillips 66

Expiration Cboe delayed options data · as of 03:37 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 ±21.6% (200.84–311.34) · ATM IV 39.6% · P/C open interest 0.37

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
125.90	129.50			52.6%	0.98	0.0005	0.000	130	0	0.9000			49.6%	-0.02	0.0005	-0.011
121.10	124.70			51.2%	0.98	0.0006	0.000	135	0.0500	1.00		1	48.3%	-0.02	0.0006	-0.013
116.40	119.90		20	50.3%	0.97	0.0006	0.000	140	0.4000	1.15		2	49.0%	-0.02	0.0007	-0.014
111.70	115.10			49.1%	0.97	0.0008	0.000	145	0.1500	1.35			46.2%	-0.03	0.0008	-0.016
107.60	110.40		8	50.4%	0.97	0.0009	0.000	150	0.3500	1.50		3	45.6%	-0.03	0.0009	-0.018
102.50	105.70			47.8%	0.96	0.0010	0.000	155	0.4000	2.00			45.4%	-0.04	0.0010	-0.020
98.10	101.10			47.7%	0.95	0.0012	-0.001	160	0.7500	2.05		11	44.4%	-0.05	0.0012	-0.022
93.40	96.50		12	46.4%	0.94	0.0014	-0.004	165	1.40	2.50		16	45.2%	-0.05	0.0014	-0.025
89.10	92.00	3	14	46.2%	0.94	0.0016	-0.008	170	1.95	2.95		28	45.2%	-0.06	0.0016	-0.028
85.20	87.50		13	46.5%	0.93	0.0018	-0.012	175	2.35	3.40		4	44.5%	-0.07	0.0018	-0.031
80.00	83.10		53	44.3%	0.91	0.0020	-0.017	180	2.90	4.10			44.3%	-0.09	0.0021	-0.034
75.60	78.80		30	43.6%	0.90	0.0023	-0.021	185	3.40	4.80		7	43.8%	-0.10	0.0023	-0.038
71.30	74.60		16	43.0%	0.89	0.0026	-0.026	190	4.00	5.00		1	42.4%	-0.11	0.0026	-0.041
67.50	70.50		57	43.0%	0.87	0.0028	-0.030	195	4.80	5.80		4	42.1%	-0.13	0.0029	-0.045
63.60	66.50		21	42.7%	0.85	0.0031	-0.035	200	5.60	7.60		25	42.7%	-0.15	0.0032	-0.049
56.40	58.90	1	30	42.5%	0.81	0.0037	-0.044	210	7.80	8.80		3	41.0%	-0.19	0.0038	-0.056
48.80	51.80		33	41.5%	0.77	0.0043	-0.052	220	10.30	11.80		13	40.6%	-0.23	0.0044	-0.062
42.80	45.40	3	19	41.6%	0.72	0.0048	-0.060	230	13.50	15.30		115	40.3%	-0.29	0.0049	-0.068
36.90	39.40	5	222	41.2%	0.66	0.0052	-0.066	240	17.10	19.40	7	65	40.0%	-0.34	0.0054	-0.073
31.40	34.00	3	46	40.8%	0.61	0.0055	-0.071	250	21.70	23.40		7	39.4%	-0.40	0.0057	-0.076
25.90	29.40		148	40.2%	0.55	0.0057	-0.074	260	26.50	28.70	1	1	39.1%	-0.46	0.0059	-0.077
21.20	24.50		15	39.1%	0.50	0.0058	-0.076	270	32.00	34.50	2		38.8%	-0.51	0.0060	-0.077
18.10	21.50	8	88	39.9%	0.44	0.0057	-0.075	280	38.10	41.00		2	38.6%	-0.57	0.0060	-0.074
15.10	18.40		18	40.0%	0.39	0.0056	-0.074	290	44.90	48.50			39.0%	-0.62	0.0058	-0.071
12.10	15.00		2	39.2%	0.35	0.0054	-0.071	300	52.30	55.50			38.8%	-0.67	0.0056	-0.066
10.00	12.80			39.4%	0.30	0.0051	-0.067	310	60.00	63.20			38.7%	-0.72	0.0053	-0.060
8.00	10.90		16	39.4%	0.26	0.0047	-0.063	320	68.10	72.20			39.5%	-0.76	0.0050	-0.053
6.10	8.90		1	38.7%	0.23	0.0044	-0.058	330	76.50	80.60			39.5%	-0.80	0.0047	-0.047
4.70	8.10			39.3%	0.19	0.0040	-0.053	340	85.30	89.10			39.4%	-0.84	0.0045	-0.041
4.00	6.30		2	39.0%	0.17	0.0036	-0.048	350	94.30	98.40			39.9%	-0.87	0.0042	-0.036
3.20	6.20			40.3%	0.14	0.0033	-0.043	360	103.50	107.40			39.7%	-0.90	0.0040	-0.031

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.

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PSX option chain Phillips 66

Volatility smile — Feb 19, 2027

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