PSX option chain Phillips 66

Expiration Cboe delayed options data · as of 18:42 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 ±10.6% (261.12–322.92) · ATM IV 44.4% · 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
140.50	144.60		13	98.1%	1.00	0.0002	0.000	150	0	0.2000		29	89.0%	-0.01	0.0002	-0.018
135.50	139.60		8	92.5%	0.99	0.0002	0.000	155	0	0.9000		15	103.2%	-0.01	0.0002	-0.019
130.70	134.60		30	93.0%	0.99	0.0002	-0.001	160	0	0.8500		80	97.7%	-0.01	0.0002	-0.020
125.40	129.60		4	77.0%	0.99	0.0002	-0.002	165	0	0.9500		64	94.7%	-0.01	0.0003	-0.021
120.50	124.70		43	79.9%	0.99	0.0003	-0.004	170	0	0.9500		76	90.3%	-0.01	0.0003	-0.022
115.70	119.70		40	80.4%	0.99	0.0003	-0.006	175	0	1.15		37	88.7%	-0.01	0.0004	-0.023
110.70	114.70		194	75.6%	0.99	0.0004	-0.008	180	0	0.6000	10	79	76.3%	-0.01	0.0004	-0.025
106.40	109.70	1	135	82.1%	0.99	0.0004	-0.010	185	0	0.9500		37	77.7%	-0.01	0.0005	-0.026
100.80	104.60		99	66.4%	0.99	0.0005	-0.012	190	0	1.05		39	74.9%	-0.01	0.0006	-0.028
95.80	99.80		57	66.1%	0.99	0.0006	-0.015	195	0	1.05		35	70.9%	-0.01	0.0006	-0.030
91.20	94.70	2	260	66.3%	0.99	0.0007	-0.018	200	0	0.6000		176	61.4%	-0.02	0.0008	-0.033
81.00	84.90		452	58.1%	0.98	0.0009	-0.025	210	0.1500	0.5000	2	2,426	55.0%	-0.02	0.0011	-0.039
71.90	75.10	1	938	59.7%	0.97	0.0014	-0.035	220	0.3500	0.7000	4	1,076	52.3%	-0.03	0.0015	-0.049
62.20	65.40	1	640	54.9%	0.96	0.0021	-0.051	230	0.7000	1.00	2	188	49.7%	-0.05	0.0023	-0.064
52.70	55.80	1	185	50.7%	0.93	0.0032	-0.077	240	1.20	1.75	2	232	48.1%	-0.07	0.0034	-0.089
48.20	51.50			50.8%	0.91	0.0039	-0.094	245	0.5000	3.60			48.2%	-0.10	0.0042	-0.106
43.60	47.00	2	268	49.2%	0.89	0.0047	-0.114	250	2.30	2.80	30	339	47.1%	-0.12	0.0050	-0.125
39.30	42.90			48.9%	0.86	0.0056	-0.136	255	2.90	3.80	2		46.9%	-0.15	0.0058	-0.145
35.10	38.00	10	676	46.3%	0.83	0.0065	-0.157	260	3.80	4.50	3	335	45.9%	-0.18	0.0066	-0.165
31.20	33.90			45.6%	0.79	0.0074	-0.177	265	4.00	6.10			44.7%	-0.22	0.0075	-0.184
29.30	32.70			46.8%	0.77	0.0078	-0.187	267.5	4.40	7.00			44.7%	-0.24	0.0079	-0.192
27.40	30.90	2	412	46.5%	0.75	0.0082	-0.196	270	6.40	7.00	3	396	45.6%	-0.26	0.0082	-0.200
25.90	28.70			46.1%	0.73	0.0086	-0.204	272.5	5.50	8.10	1		43.2%	-0.29	0.0086	-0.208
24.50	26.40			45.4%	0.70	0.0089	-0.212	275	6.40	8.90			43.3%	-0.31	0.0090	-0.214
22.50	25.30			45.6%	0.68	0.0093	-0.219	277.5	7.10	10.00			43.3%	-0.33	0.0093	-0.221
21.60	23.50	5	562	46.2%	0.66	0.0096	-0.225	280	9.80	10.50		148	45.3%	-0.36	0.0096	-0.226
19.90	21.80			45.5%	0.63	0.0098	-0.230	282.5	9.20	12.10			43.6%	-0.38	0.0098	-0.230
18.30	20.40			45.3%	0.61	0.0101	-0.234	285	10.90	13.20			44.5%	-0.41	0.0100	-0.234
17.00	19.20			45.6%	0.58	0.0102	-0.237	287.5	11.70	14.10			43.6%	-0.43	0.0102	-0.236
16.20	16.90	13	501	44.7%	0.56	0.0104	-0.240	290	14.10	14.90	22	96	44.7%	-0.46	0.0103	-0.238
14.40	16.70			45.4%	0.53	0.0104	-0.241	292.5	14.20	16.50			43.3%	-0.48	0.0103	-0.239
13.00	14.40	3		43.3%	0.50	0.0105	-0.242	295	16.00	17.50	12		43.5%	-0.51	0.0104	-0.238
12.40	14.30	3		45.5%	0.48	0.0105	-0.241	297.5	16.80	20.00			44.1%	-0.53	0.0103	-0.237
11.80	12.40	11	409	44.8%	0.45	0.0104	-0.240	300	19.60	20.50	10	87	44.5%	-0.56	0.0102	-0.235
10.30	12.00	9		44.9%	0.43	0.0103	-0.238	302.5	20.00	22.30			43.2%	-0.58	0.0101	-0.233
9.70	10.50			44.5%	0.40	0.0101	-0.234	305	22.10	24.90			45.4%	-0.61	0.0100	-0.229
8.60	10.90			46.0%	0.38	0.0100	-0.231	307.5	23.20	25.60			43.0%	-0.63	0.0098	-0.225
8.30	8.90	18	182	44.9%	0.36	0.0097	-0.226	310	25.20	27.20		21	43.3%	-0.65	0.0096	-0.220
7.30	8.80			45.5%	0.33	0.0095	-0.221	312.5	27.00	30.00			45.0%	-0.67	0.0093	-0.214
6.60	7.60			44.6%	0.31	0.0092	-0.215	315	29.10	31.10			44.2%	-0.69	0.0090	-0.208
5.70	6.30	4	155	45.1%	0.27	0.0086	-0.202	320	32.80	35.30			44.8%	-0.73	0.0084	-0.195
4.50	7.00			48.1%	0.24	0.0079	-0.188	325	36.60	39.40			44.7%	-0.77	0.0078	-0.180
3.80	4.40	1	124	45.3%	0.20	0.0072	-0.173	330	40.80	43.50			44.8%	-0.80	0.0071	-0.165
3.00	4.30			46.7%	0.18	0.0066	-0.159	335	45.00	47.80			44.8%	-0.83	0.0064	-0.150
2.45	3.40	3	453	46.4%	0.15	0.0059	-0.144	340	49.50	52.20			45.2%	-0.85	0.0058	-0.136
0.8500	2.45		32	44.6%	0.11	0.0047	-0.120	350	58.20	61.20		6	44.0%	-0.89	0.0046	-0.110
1.00	2.00	17	54	48.5%	0.09	0.0037	-0.101	360	67.40	71.20			46.0%	-0.92	0.0036	-0.090
0.6000	2.70		6	54.4%	0.07	0.0030	-0.087	370	77.00	80.20			42.9%	-0.93	0.0029	-0.076
0.3000	2.15		8	55.2%	0.06	0.0024	-0.077	380	86.70	90.50			47.3%	-0.95	0.0024	-0.065

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

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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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