RTX option chain RTX Corporation

Expiration Cboe delayed options data · as of 12:42 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 ±17.3% (161.62–229.38) · ATM IV 28.8% · P/C open interest 5.55

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
68.25	71.85			36.9%	0.96	0.0015	0.000	125	0.5200	1.93	1	2	38.3%	-0.04	0.0016	-0.010
63.60	67.20			35.7%	0.95	0.0019	0.000	130	0.6900	1.52		6	34.7%	-0.05	0.0020	-0.011
59.10	62.60			34.8%	0.94	0.0023	0.000	135	0.1500	3.40			35.9%	-0.06	0.0024	-0.013
54.60	58.15		4	34.1%	0.93	0.0028	-0.003	140	1.20	2.42		33	33.2%	-0.07	0.0030	-0.015
50.15	53.75			33.1%	0.91	0.0034	-0.006	145	0.7900	3.80		11	32.6%	-0.09	0.0036	-0.018
45.90	49.50			32.6%	0.89	0.0041	-0.010	150	1.48	4.15		8	31.7%	-0.11	0.0042	-0.020
41.70	45.35			31.9%	0.87	0.0048	-0.014	155	2.14	4.95		74	31.1%	-0.14	0.0049	-0.023
37.70	41.35		2	31.3%	0.84	0.0055	-0.017	160	3.80	4.95		188	30.5%	-0.17	0.0057	-0.025
33.85	37.50			30.8%	0.81	0.0062	-0.021	165	4.00	7.00		578	30.2%	-0.20	0.0064	-0.028
30.15	33.85		1	30.3%	0.77	0.0070	-0.024	170	6.15	7.35		180	29.8%	-0.24	0.0072	-0.030
27.00	30.55			30.3%	0.73	0.0077	-0.027	175	6.50	9.75		14	29.3%	-0.28	0.0080	-0.033
23.55	27.35			29.8%	0.69	0.0083	-0.030	180	8.60	11.55		107	29.4%	-0.32	0.0086	-0.034
20.85	24.40		31	29.8%	0.65	0.0088	-0.032	185	10.45	13.60		6	29.1%	-0.37	0.0092	-0.036
17.80	21.75		24	29.3%	0.60	0.0092	-0.034	190	12.45	15.95		8	28.9%	-0.42	0.0097	-0.037
15.30	19.25			29.1%	0.55	0.0095	-0.035	195	14.70	18.50			28.5%	-0.46	0.0100	-0.037
13.95	16.20	10	48	29.0%	0.51	0.0096	-0.036	200	17.50	21.25			28.5%	-0.51	0.0103	-0.037
9.60	11.95		22	27.9%	0.42	0.0095	-0.035	210	23.70	27.70			28.5%	-0.61	0.0104	-0.036
6.50	8.95	1	11	27.5%	0.34	0.0089	-0.033	220	31.00	34.65		5	28.3%	-0.70	0.0100	-0.033
5.00	6.55		18	28.0%	0.26	0.0080	-0.030	230	39.00	42.65			28.4%	-0.79	0.0091	-0.027
3.30	4.80		20	27.8%	0.20	0.0069	-0.026	240	47.40	51.30			28.2%	-0.85	0.0077	-0.020
1.33	4.80		5	28.5%	0.16	0.0058	-0.022	250	56.60	60.40			28.4%	-0.91	0.0064	-0.012
1.67	2.51		20	28.3%	0.12	0.0048	-0.019	260	66.35	69.95			29.7%	-0.96	0.0073	-0.009
1.37	1.81	62	12	28.9%	0.09	0.0039	-0.015	270	76.15	79.65				-0.99	0.0022	-0.035
0.5700	1.56		2	28.7%	0.07	0.0031	-0.013	280	86.00	89.65				-1.00	0.0000	-0.044
0	2.06			30.6%	0.05	0.0025	-0.011	290	95.50	99.70				-1.00	0.0000	-0.044

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 — May 21, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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RTX option chain RTX Corporation

Volatility smile — May 21, 2027

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