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 ±13.4% (167.51–219.47) · ATM IV 28.8% · P/C open interest 0.32
| 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 | |
| 77.55 | 80.70 | 5 | 0.99 | 0.0005 | 0.000 | 115 | 0.0100 | 0.4700 | 67 | 43.5% | -0.01 | 0.0005 | -0.004 | |||
| 72.70 | 76.00 | 2 | 0.99 | 0.0007 | 0.000 | 120 | 0 | 0.3500 | 26 | 38.6% | -0.01 | 0.0007 | -0.005 | |||
| 67.75 | 70.90 | 6,708 | 0.98 | 0.0009 | 0.000 | 125 | 0.1100 | 0.6300 | 3 | 40.0% | -0.02 | 0.0010 | -0.007 | |||
| 63.00 | 66.20 | 0.98 | 0.0012 | -0.000 | 130 | 0.2100 | 0.5400 | 186 | 37.0% | -0.02 | 0.0013 | -0.009 | ||||
| 58.10 | 60.95 | 51 | 0.97 | 0.0016 | -0.003 | 135 | 0.2000 | 0.6800 | 43 | 34.9% | -0.03 | 0.0017 | -0.011 | |||
| 53.30 | 56.00 | 10 | 0.96 | 0.0021 | -0.006 | 140 | 0.3600 | 0.8800 | 34 | 34.1% | -0.04 | 0.0022 | -0.013 | |||
| 48.70 | 51.50 | 25.1% | 0.95 | 0.0028 | -0.009 | 145 | 0.5800 | 1.16 | 24 | 33.4% | -0.05 | 0.0029 | -0.016 | |||
| 43.95 | 46.55 | 105 | 24.0% | 0.93 | 0.0035 | -0.013 | 150 | 1.05 | 1.36 | 2 | 28 | 32.7% | -0.07 | 0.0037 | -0.019 | |
| 39.50 | 42.05 | 5 | 26.2% | 0.91 | 0.0045 | -0.017 | 155 | 1.31 | 1.97 | 148 | 32.0% | -0.09 | 0.0046 | -0.023 | ||
| 35.15 | 37.95 | 4 | 27.8% | 0.89 | 0.0055 | -0.022 | 160 | 1.88 | 2.66 | 3 | 89 | 31.6% | -0.12 | 0.0057 | -0.027 | |
| 30.90 | 33.40 | 25 | 27.0% | 0.85 | 0.0067 | -0.027 | 165 | 2.65 | 3.35 | 176 | 30.9% | -0.15 | 0.0069 | -0.032 | ||
| 26.95 | 29.50 | 4 | 27.4% | 0.81 | 0.0080 | -0.033 | 170 | 3.70 | 3.95 | 1 | 144 | 30.0% | -0.19 | 0.0082 | -0.037 | |
| 23.75 | 25.95 | 1 | 34 | 28.6% | 0.77 | 0.0092 | -0.038 | 175 | 4.80 | 5.15 | 1 | 339 | 29.5% | -0.24 | 0.0094 | -0.041 |
| 21.50 | 22.20 | 3 | 32 | 29.7% | 0.72 | 0.0103 | -0.042 | 180 | 6.30 | 6.60 | 12 | 387 | 29.2% | -0.29 | 0.0106 | -0.045 |
| 16.55 | 19.05 | 32 | 27.3% | 0.66 | 0.0113 | -0.046 | 185 | 8.00 | 8.45 | 422 | 28.9% | -0.35 | 0.0116 | -0.049 | ||
| 15.60 | 16.05 | 5 | 263 | 29.3% | 0.60 | 0.0120 | -0.049 | 190 | 9.90 | 10.55 | 524 | 28.5% | -0.41 | 0.0124 | -0.051 | |
| 13.00 | 13.40 | 1 | 80 | 29.0% | 0.54 | 0.0124 | -0.050 | 195 | 12.55 | 13.00 | 424 | 28.6% | -0.47 | 0.0129 | -0.052 | |
| 10.75 | 11.15 | 5 | 513 | 28.9% | 0.48 | 0.0125 | -0.050 | 200 | 15.30 | 15.65 | 1 | 186 | 28.4% | -0.54 | 0.0131 | -0.052 |
| 7.10 | 7.40 | 2 | 270 | 28.5% | 0.37 | 0.0119 | -0.047 | 210 | 21.55 | 23.35 | 11 | 183 | 29.5% | -0.66 | 0.0126 | -0.049 |
| 4.50 | 4.80 | 10 | 798 | 28.3% | 0.26 | 0.0104 | -0.041 | 220 | 29.20 | 31.40 | 102 | 30.4% | -0.77 | 0.0111 | -0.041 | |
| 2.72 | 3.10 | 1,246 | 28.3% | 0.18 | 0.0084 | -0.033 | 230 | 37.15 | 39.80 | 3 | 30.1% | -0.85 | 0.0088 | -0.031 | ||
| 1.51 | 1.85 | 22 | 183 | 27.9% | 0.12 | 0.0065 | -0.026 | 240 | 46.35 | 49.35 | 32.3% | -0.91 | 0.0067 | -0.020 | ||
| 0.8600 | 1.42 | 1 | 211 | 28.9% | 0.08 | 0.0048 | -0.020 | 250 | 55.80 | 58.95 | 34.1% | -0.96 | 0.0068 | -0.021 | ||
| 0.5400 | 1.04 | 181 | 29.8% | 0.06 | 0.0035 | -0.015 | 260 | 65.45 | 68.80 | 36.5% | -0.99 | 0.0021 | -0.025 | |||
| 0.3800 | 0.7400 | 133 | 30.8% | 0.04 | 0.0026 | -0.012 | 270 | 75.65 | 78.75 | 40.7% | -1.00 | 0.0000 | -0.025 | |||
| 0.1600 | 0.4900 | 36 | 30.7% | 0.03 | 0.0020 | -0.009 | 280 | 85.35 | 88.70 | 42.9% | -1.00 | 0.0000 | -0.025 | |||
| 0.0100 | 0.3800 | 42 | 30.8% | 0.02 | 0.0015 | -0.008 | 290 | 95.60 | 98.70 | 47.1% | -1.00 | 0.0000 | -0.025 | |||
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.
callsputs