RTX option chain RTX Corporation
Cboe delayed options data · as of 09:41 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 ±6.7% (181.05–206.95) · ATM IV 34.6% · P/C open interest 3.67
| 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 | |
| 82.75 | 86.05 | 109.3% | 1.00 | 0.0002 | -0.006 | 110 | 0 | 2.13 | 144.9% | -0.00 | 0.0002 | -0.006 | ||||
| 77.10 | 81.05 | 1.00 | 0.0002 | -0.007 | 115 | 0 | 2.13 | 135.2% | -0.00 | 0.0002 | -0.007 | |||||
| 72.55 | 76.05 | 82.5% | 1.00 | 0.0003 | -0.008 | 120 | 0 | 2.13 | 125.8% | -0.00 | 0.0003 | -0.008 | ||||
| 67.35 | 71.10 | 1.00 | 0.0004 | -0.009 | 125 | 0 | 2.14 | 117.0% | -0.00 | 0.0004 | -0.009 | |||||
| 62.70 | 66.10 | 76.6% | 0.99 | 0.0005 | -0.010 | 130 | 0 | 2.14 | 108.2% | -0.01 | 0.0005 | -0.010 | ||||
| 57.60 | 61.10 | 1 | 65.0% | 0.99 | 0.0006 | -0.011 | 135 | 0 | 1.80 | 96.1% | -0.01 | 0.0006 | -0.011 | |||
| 52.50 | 55.90 | 0.99 | 0.0008 | -0.013 | 140 | 0 | 2.16 | 91.8% | -0.01 | 0.0008 | -0.013 | |||||
| 47.40 | 50.95 | 0.99 | 0.0011 | -0.016 | 145 | 0 | 0.5900 | 1 | 64.8% | -0.01 | 0.0011 | -0.016 | ||||
| 42.45 | 46.00 | 0.98 | 0.0016 | -0.020 | 150 | 0 | 0.6200 | 1 | 58.8% | -0.01 | 0.0016 | -0.020 | ||||
| 37.65 | 40.65 | 0.98 | 0.0022 | -0.025 | 155 | 0 | 2.23 | 68.8% | -0.02 | 0.0022 | -0.025 | |||||
| 33.20 | 35.20 | 10 | 0.97 | 0.0033 | -0.032 | 160 | 0 | 0.5200 | 4 | 13 | 44.8% | -0.03 | 0.0033 | -0.032 | ||
| 27.85 | 30.45 | 0.95 | 0.0049 | -0.043 | 165 | 0.3000 | 0.7700 | 2 | 4,825 | 44.9% | -0.05 | 0.0050 | -0.043 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 167.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 23.10 | 25.65 | 3 | 21.1% | 0.93 | 0.0074 | -0.057 | 170 | 0.4800 | 0.9300 | 4 | 44 | 40.9% | -0.07 | 0.0074 | -0.058 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 172.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 18.45 | 21.60 | 2 | 33.3% | 0.89 | 0.0109 | -0.078 | 175 | 0.7500 | 1.17 | 14 | 69 | 37.1% | -0.11 | 0.0110 | -0.078 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 177.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 15.00 | 16.95 | 3 | 65 | 35.5% | 0.82 | 0.0153 | -0.104 | 180 | 1.51 | 2.08 | 65 | 233 | 37.2% | -0.18 | 0.0154 | -0.104 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 11.30 | 12.80 | 7 | 325 | 34.5% | 0.73 | 0.0197 | -0.131 | 185 | 2.60 | 3.30 | 18 | 24 | 36.4% | -0.27 | 0.0198 | -0.132 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 187.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.45 | 9.40 | 13 | 117 | 35.3% | 0.62 | 0.0228 | -0.151 | 190 | 4.35 | 5.05 | 17 | 15 | 36.2% | -0.38 | 0.0230 | -0.153 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 192.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.55 | 6.55 | 181 | 292 | 34.0% | 0.50 | 0.0240 | -0.158 | 195 | 6.45 | 7.35 | 1 | 7 | 35.3% | -0.50 | 0.0243 | -0.160 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 197.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.90 | 4.50 | 49 | 350 | 35.1% | 0.39 | 0.0231 | -0.151 | 200 | 9.40 | 11.05 | 8 | 37.3% | -0.62 | 0.0235 | -0.153 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 202.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.31 | 2.90 | 13 | 143 | 34.5% | 0.28 | 0.0204 | -0.132 | 205 | 11.70 | 14.75 | 34.3% | -0.72 | 0.0208 | -0.135 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 207.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.60 | 1.89 | 29 | 27 | 35.7% | 0.20 | 0.0167 | -0.108 | 210 | 15.80 | 18.75 | 2 | 34.6% | -0.81 | 0.0171 | -0.111 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 212.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.7700 | 1.10 | 5 | 2 | 34.7% | 0.13 | 0.0127 | -0.084 | 215 | 20.20 | 23.15 | 35.0% | -0.88 | 0.0132 | -0.087 | ||
| 0.5100 | 0.7900 | 2 | 36.5% | 0.09 | 0.0094 | -0.065 | 220 | 24.90 | 27.80 | 35.8% | -0.92 | 0.0098 | -0.068 | |||
| 0 | 2.47 | 48.7% | 0.06 | 0.0069 | -0.051 | 225 | 29.70 | 33.00 | 40.6% | -0.95 | 0.0072 | -0.054 | ||||
| 0 | 2.34 | 53.0% | 0.05 | 0.0052 | -0.042 | 230 | 34.35 | 38.25 | 44.2% | -0.97 | 0.0053 | -0.044 | ||||
| 0 | 2.25 | 57.3% | 0.04 | 0.0041 | -0.037 | 235 | 39.25 | 42.45 | -0.97 | 0.0040 | -0.037 | |||||
| 0 | 2.22 | 61.7% | 0.03 | 0.0033 | -0.034 | 240 | 44.25 | 48.25 | 51.4% | -0.98 | 0.0032 | -0.033 | ||||
| 0 | 2.19 | 65.9% | 0.03 | 0.0027 | -0.031 | 245 | 49.20 | 53.30 | 54.6% | -0.98 | 0.0026 | -0.029 | ||||
| 0 | 2.17 | 70.0% | 0.02 | 0.0023 | -0.029 | 250 | 54.20 | 58.25 | 58.4% | -0.99 | 0.0021 | -0.026 | ||||
| 0 | 2.15 | 73.9% | 0.02 | 0.0020 | -0.028 | 255 | 59.70 | 63.25 | 68.4% | -0.99 | 0.0017 | -0.023 | ||||
| 0 | 2.15 | 77.8% | 0.02 | 0.0017 | -0.026 | 260 | 64.25 | 68.30 | 67.2% | -0.99 | 0.0014 | -0.021 | ||||
| 0 | 2.14 | 81.6% | 0.02 | 0.0015 | -0.025 | 265 | 69.25 | 73.25 | 69.9% | -0.99 | 0.0012 | -0.019 | ||||
| 0 | 2.14 | 85.3% | 0.01 | 0.0013 | -0.023 | 270 | 74.20 | 78.25 | 72.5% | -0.99 | 0.0010 | -0.017 | ||||
| 0 | 2.13 | 88.8% | 0.01 | 0.0012 | -0.022 | 275 | 79.25 | 83.25 | 76.6% | -0.99 | 0.0009 | -0.015 | ||||
| 0 | 2.13 | 101 | 92.3% | 0.01 | 0.0010 | -0.021 | 280 | 84.25 | 88.25 | 79.9% | -1.00 | 0.0007 | -0.013 | |||
| 0 | 2.13 | 95.7% | 0.01 | 0.0009 | -0.020 | 285 | 89.25 | 92.45 | -1.00 | 0.0006 | -0.012 | |||||
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 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs