RTX option chain RTX Corporation
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 ±10.9% (172.41–214.56) · ATM IV 27.6% · P/C open interest 0.92
| 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 | |
| 91.75 | 94.85 | 46 | 1.00 | 0.0001 | 0.000 | 100 | 0 | 0.2200 | 141 | 57.2% | -0.00 | 0.0001 | -0.001 | |||
| 86.80 | 90.15 | 40 | 1.00 | 0.0002 | 0.000 | 105 | 0 | 0.4900 | 208 | 59.3% | -0.00 | 0.0001 | -0.002 | |||
| 81.80 | 85.20 | 90 | 1.00 | 0.0002 | 0.000 | 110 | 0 | 0.1800 | 172 | 48.4% | -0.00 | 0.0002 | -0.002 | |||
| 76.95 | 79.85 | 49 | 0.99 | 0.0003 | 0.000 | 115 | 0 | 0.3300 | 215 | 48.6% | -0.00 | 0.0003 | -0.003 | |||
| 71.95 | 74.95 | 186 | 0.99 | 0.0005 | 0.000 | 120 | 0.0700 | 0.1400 | 22 | 219 | 42.4% | -0.01 | 0.0005 | -0.004 | ||
| 67.10 | 70.20 | 616 | 0.99 | 0.0007 | 0.000 | 125 | 0.0400 | 0.3400 | 908 | 42.5% | -0.01 | 0.0007 | -0.006 | |||
| 62.20 | 65.15 | 150 | 0.99 | 0.0010 | -0.002 | 130 | 0.1700 | 0.3600 | 10 | 652 | 41.1% | -0.01 | 0.0010 | -0.007 | ||
| 57.15 | 60.20 | 311 | 0.98 | 0.0013 | -0.004 | 135 | 0.1600 | 0.2900 | 446 | 36.8% | -0.02 | 0.0013 | -0.009 | |||
| 52.45 | 55.25 | 1 | 511 | 0.97 | 0.0017 | -0.006 | 140 | 0.2700 | 0.3900 | 9 | 580 | 35.8% | -0.03 | 0.0018 | -0.011 | |
| 47.55 | 50.45 | 554 | 0.97 | 0.0023 | -0.009 | 145 | 0.2200 | 0.5100 | 976 | 33.1% | -0.03 | 0.0023 | -0.014 | |||
| 42.85 | 45.40 | 205 | 0.95 | 0.0031 | -0.013 | 150 | 0.5300 | 0.7300 | 6 | 1,511 | 33.1% | -0.05 | 0.0031 | -0.017 | ||
| 38.15 | 41.15 | 149 | 24.5% | 0.94 | 0.0041 | -0.017 | 155 | 0.7300 | 1.16 | 609 | 32.6% | -0.06 | 0.0041 | -0.021 | ||
| 33.55 | 36.00 | 245 | 22.6% | 0.91 | 0.0053 | -0.023 | 160 | 1.09 | 1.57 | 3 | 986 | 31.6% | -0.09 | 0.0054 | -0.026 | |
| 29.05 | 32.15 | 1 | 426 | 26.3% | 0.88 | 0.0068 | -0.029 | 165 | 1.65 | 2.01 | 27 | 1,055 | 30.6% | -0.12 | 0.0070 | -0.032 |
| 24.90 | 27.50 | 476 | 25.7% | 0.84 | 0.0085 | -0.036 | 170 | 2.37 | 2.77 | 28 | 1,022 | 30.0% | -0.16 | 0.0087 | -0.039 | |
| 20.95 | 23.75 | 401 | 26.4% | 0.79 | 0.0103 | -0.043 | 175 | 3.30 | 3.95 | 11 | 1,782 | 29.7% | -0.21 | 0.0105 | -0.045 | |
| 17.70 | 19.95 | 4 | 962 | 26.9% | 0.74 | 0.0120 | -0.049 | 180 | 4.65 | 4.90 | 65 | 2,855 | 28.8% | -0.27 | 0.0123 | -0.051 |
| 14.60 | 16.25 | 4 | 449 | 26.6% | 0.67 | 0.0134 | -0.054 | 185 | 6.05 | 6.90 | 2 | 767 | 28.6% | -0.34 | 0.0139 | -0.056 |
| 12.50 | 13.40 | 15 | 654 | 27.8% | 0.60 | 0.0145 | -0.057 | 190 | 8.25 | 8.60 | 22 | 1,494 | 28.2% | -0.41 | 0.0150 | -0.060 |
| 9.90 | 10.80 | 50 | 471 | 27.6% | 0.53 | 0.0151 | -0.059 | 195 | 10.50 | 10.95 | 75 | 487 | 27.7% | -0.49 | 0.0157 | -0.061 |
| 7.75 | 8.35 | 89 | 2,301 | 27.2% | 0.45 | 0.0151 | -0.058 | 200 | 13.25 | 13.80 | 10 | 707 | 27.5% | -0.56 | 0.0158 | -0.060 |
| 4.65 | 5.10 | 19 | 2,646 | 27.4% | 0.31 | 0.0137 | -0.051 | 210 | 20.10 | 21.20 | 10 | 994 | 28.4% | -0.71 | 0.0143 | -0.052 |
| 2.55 | 2.84 | 73 | 3,051 | 27.2% | 0.20 | 0.0109 | -0.041 | 220 | 27.85 | 30.65 | 321 | 31.0% | -0.82 | 0.0112 | -0.040 | |
| 1.13 | 1.58 | 6 | 1,157 | 26.7% | 0.12 | 0.0078 | -0.029 | 230 | 37.10 | 39.65 | 33 | 33.5% | -0.90 | 0.0077 | -0.026 | |
| 0.6400 | 0.9600 | 1,382 | 27.8% | 0.07 | 0.0053 | -0.021 | 240 | 46.40 | 49.05 | 35.6% | -0.96 | 0.0064 | -0.021 | |||
| 0.1500 | 0.7900 | 1,019 | 28.7% | 0.05 | 0.0036 | -0.015 | 250 | 55.70 | 58.85 | 37.5% | -0.99 | 0.0035 | -0.017 | |||
| 0.2100 | 0.4000 | 2 | 1,388 | 29.9% | 0.03 | 0.0024 | -0.011 | 260 | 65.65 | 68.70 | 41.1% | -1.00 | 0.0000 | -0.017 | ||
| 0.0100 | 0.7000 | 244 | 33.9% | 0.02 | 0.0018 | -0.009 | 270 | 75.60 | 78.70 | 45.1% | -1.00 | 0.0000 | -0.017 | |||
| 0 | 0.4600 | 171 | 34.6% | 0.02 | 0.0013 | -0.007 | 280 | 84.70 | 88.70 | 44.0% | -1.00 | 0.0000 | -0.017 | |||
| 0.0200 | 0.3000 | 141 | 35.6% | 0.01 | 0.0010 | -0.006 | 290 | 95.00 | 98.70 | 49.7% | -1.00 | 0.0000 | -0.017 | |||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.