RTX option chain RTX Corporation
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 ±9.7% (174.76–212.22) · ATM IV 29.7% · P/C open interest 0.72
| 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 | |
| 91.65 | 95.00 | 96 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.1700 | 215 | 66.8% | -0.00 | 0.0000 | -0.001 | |||
| 86.65 | 89.75 | 37 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.1200 | 127 | 59.8% | -0.00 | 0.0001 | -0.001 | |||
| 81.70 | 84.75 | 33 | 1.00 | 0.0001 | 0.000 | 110 | 0 | 0.1000 | 67 | 54.5% | -0.00 | 0.0001 | -0.001 | |||
| 76.75 | 79.80 | 8 | 31 | 1.00 | 0.0001 | 0.000 | 115 | 0 | 0.1300 | 77 | 52.1% | -0.00 | 0.0002 | -0.002 | ||
| 72.10 | 74.70 | 82 | 1.00 | 0.0002 | 0.000 | 120 | 0 | 0.1400 | 176 | 48.6% | -0.00 | 0.0003 | -0.003 | |||
| 66.70 | 69.90 | 1,964 | 1.00 | 0.0003 | 0.000 | 125 | 0 | 0.1900 | 148 | 46.5% | -0.01 | 0.0004 | -0.004 | |||
| 61.65 | 64.90 | 334 | 0.99 | 0.0005 | 0.000 | 130 | 0.0400 | 0.2000 | 132 | 44.1% | -0.01 | 0.0007 | -0.006 | |||
| 56.85 | 59.80 | 122 | 0.99 | 0.0008 | 0.000 | 135 | 0.0500 | 0.2300 | 267 | 41.2% | -0.01 | 0.0009 | -0.008 | |||
| 51.85 | 54.85 | 20 | 289 | 0.99 | 0.0012 | -0.002 | 140 | 0.0900 | 0.2400 | 184 | 38.5% | -0.02 | 0.0013 | -0.010 | ||
| 47.00 | 50.10 | 78 | 0.98 | 0.0017 | -0.005 | 145 | 0.1400 | 0.3200 | 122 | 36.6% | -0.02 | 0.0018 | -0.012 | |||
| 42.10 | 44.70 | 160 | 0.97 | 0.0024 | -0.010 | 150 | 0.0700 | 0.4300 | 500 | 33.4% | -0.03 | 0.0025 | -0.016 | |||
| 37.20 | 40.30 | 71 | 0.96 | 0.0035 | -0.015 | 155 | 0.3200 | 0.8100 | 394 | 34.7% | -0.04 | 0.0035 | -0.020 | |||
| 32.45 | 35.05 | 89 | 0.94 | 0.0049 | -0.021 | 160 | 0.5200 | 1.01 | 5 | 1,043 | 32.9% | -0.06 | 0.0049 | -0.026 | ||
| 27.80 | 30.40 | 65 | 18.4% | 0.91 | 0.0067 | -0.030 | 165 | 0.9600 | 1.31 | 4 | 487 | 31.8% | -0.09 | 0.0067 | -0.034 | |
| 23.45 | 25.95 | 1 | 191 | 24.0% | 0.87 | 0.0089 | -0.040 | 170 | 1.43 | 1.94 | 1 | 591 | 30.9% | -0.13 | 0.0089 | -0.043 |
| 19.50 | 21.75 | 3 | 180 | 25.7% | 0.82 | 0.0112 | -0.050 | 175 | 2.43 | 2.88 | 204 | 892 | 30.9% | -0.19 | 0.0113 | -0.053 |
| 16.00 | 18.25 | 3 | 272 | 27.6% | 0.75 | 0.0135 | -0.060 | 180 | 3.55 | 4.20 | 6 | 438 | 30.6% | -0.25 | 0.0136 | -0.063 |
| 13.15 | 14.75 | 3 | 306 | 28.5% | 0.68 | 0.0154 | -0.068 | 185 | 5.15 | 5.65 | 121 | 581 | 30.1% | -0.33 | 0.0156 | -0.070 |
| 11.10 | 11.45 | 12 | 467 | 29.4% | 0.59 | 0.0168 | -0.073 | 190 | 7.10 | 7.95 | 9 | 562 | 30.3% | -0.41 | 0.0171 | -0.075 |
| 8.55 | 8.95 | 88 | 811 | 29.3% | 0.51 | 0.0174 | -0.075 | 195 | 9.50 | 10.45 | 3 | 427 | 30.1% | -0.50 | 0.0178 | -0.076 |
| 6.35 | 6.60 | 164 | 1,438 | 28.7% | 0.42 | 0.0173 | -0.073 | 200 | 12.40 | 12.80 | 933 | 29.2% | -0.59 | 0.0176 | -0.074 | |
| 3.30 | 3.60 | 142 | 1,986 | 28.6% | 0.27 | 0.0148 | -0.060 | 210 | 19.15 | 21.75 | 342 | 32.3% | -0.74 | 0.0150 | -0.059 | |
| 1.46 | 1.80 | 6 | 2,037 | 28.2% | 0.15 | 0.0106 | -0.043 | 220 | 27.50 | 30.05 | 903 | 33.7% | -0.86 | 0.0105 | -0.039 | |
| 0.4800 | 1.01 | 10 | 1,113 | 28.3% | 0.08 | 0.0067 | -0.028 | 230 | 36.65 | 39.30 | 36.4% | -0.93 | 0.0068 | -0.023 | ||
| 0.2300 | 0.5800 | 4 | 495 | 29.7% | 0.05 | 0.0041 | -0.018 | 240 | 46.05 | 48.90 | 39.1% | -0.97 | 0.0061 | -0.020 | ||
| 0.0900 | 1.47 | 15 | 635 | 38.8% | 0.03 | 0.0026 | -0.013 | 250 | 55.65 | 58.75 | 42.3% | -1.00 | 0.0015 | -0.024 | ||
| 0.0300 | 2.19 | 331 | 46.6% | 0.02 | 0.0018 | -0.010 | 260 | 65.60 | 68.70 | 47.0% | -1.00 | 0.0000 | -0.024 | |||
| 0 | 2.19 | 150 | 51.0% | 0.01 | 0.0013 | -0.008 | 270 | 75.70 | 78.70 | 52.3% | -1.00 | 0.0000 | -0.024 | |||
| 0.0400 | 0.3000 | 42 | 377 | 40.6% | 0.01 | 0.0009 | -0.006 | 280 | 84.70 | 88.70 | 50.1% | -1.00 | 0.0000 | -0.024 | ||
| 0 | 0.1400 | 380 | 39.4% | 0.01 | 0.0007 | -0.005 | 290 | 95.20 | 98.70 | 58.4% | -1.00 | 0.0000 | -0.024 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs