RTX option chain RTX Corporation
Cboe delayed options data · as of 18:43 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 ±6.6% (178.97–204.37) · ATM IV 27.8% · P/C open interest 0.99
| 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 | |
| 89.90 | 93.80 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.0100 | 5 | 29 | 69.9% | -0.00 | 0.0000 | -0.000 | |||
| 84.95 | 88.85 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 2.13 | 6 | 125.4% | -0.00 | 0.0000 | -0.000 | ||||
| 79.95 | 83.85 | 7 | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.2000 | 36 | 80.4% | -0.00 | 0.0000 | -0.001 | |||
| 75.10 | 79.00 | 9 | 71.9% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.13 | 14 | 109.0% | -0.00 | 0.0000 | -0.001 | ||
| 69.95 | 73.90 | 12 | 1.00 | 0.0001 | 0.000 | 120 | 0 | 2.13 | 45 | 101.2% | -0.00 | 0.0001 | -0.001 | |||
| 65.00 | 68.45 | 35 | 1.00 | 0.0001 | 0.000 | 125 | 0 | 2.14 | 32 | 93.9% | -0.00 | 0.0002 | -0.002 | |||
| 60.05 | 63.95 | 11 | 1.00 | 0.0003 | 0.000 | 130 | 0.0100 | 0.0800 | 4 | 280 | 52.9% | -0.00 | 0.0003 | -0.003 | ||
| 55.05 | 58.95 | 10 | 1.00 | 0.0004 | 0.000 | 135 | 0 | 0.4700 | 167 | 60.0% | -0.00 | 0.0005 | -0.005 | |||
| 50.40 | 54.00 | 13 | 50.2% | 0.99 | 0.0007 | -0.000 | 140 | 0.0200 | 0.0800 | 31 | 183 | 44.1% | -0.01 | 0.0008 | -0.007 | |
| 45.10 | 49.05 | 12 | 0.99 | 0.0010 | -0.003 | 145 | 0 | 0.3700 | 2 | 340 | 47.4% | -0.01 | 0.0011 | -0.010 | ||
| 40.15 | 43.65 | 28 | 0.99 | 0.0015 | -0.006 | 150 | 0.0500 | 0.1900 | 40 | 889 | 39.7% | -0.01 | 0.0017 | -0.012 | ||
| 35.20 | 39.10 | 12 | 26.9% | 0.98 | 0.0023 | -0.011 | 155 | 0.0700 | 0.2100 | 6 | 442 | 35.8% | -0.02 | 0.0026 | -0.017 | |
| 30.35 | 33.05 | 33 | 0.97 | 0.0036 | -0.018 | 160 | 0.1600 | 0.4000 | 8 | 1,081 | 35.1% | -0.04 | 0.0040 | -0.024 | ||
| 25.45 | 28.85 | 23 | 0.95 | 0.0056 | -0.026 | 165 | 0.3100 | 0.5000 | 58 | 5,479 | 32.4% | -0.06 | 0.0061 | -0.032 | ||
| 23.10 | 25.85 | 0.94 | 0.0069 | -0.031 | 167.5 | 0.2100 | 1.91 | 4 | 37.8% | -0.07 | 0.0074 | -0.037 | ||||
| 21.20 | 23.50 | 12 | 72 | 23.2% | 0.92 | 0.0085 | -0.037 | 170 | 0.5000 | 1.10 | 89 | 531 | 32.1% | -0.09 | 0.0091 | -0.043 |
| 18.35 | 21.30 | 20.0% | 0.90 | 0.0104 | -0.045 | 172.5 | 0.7400 | 1.20 | 4,501 | 6 | 30.8% | -0.11 | 0.0111 | -0.050 | ||
| 16.60 | 18.85 | 3 | 56 | 24.1% | 0.87 | 0.0127 | -0.054 | 175 | 1.10 | 1.33 | 160 | 1,043 | 29.8% | -0.14 | 0.0133 | -0.059 |
| 14.10 | 16.80 | 23.5% | 0.83 | 0.0151 | -0.064 | 177.5 | 1.47 | 2.01 | 25 | 30.3% | -0.18 | 0.0157 | -0.068 | |||
| 12.85 | 14.60 | 1 | 153 | 26.2% | 0.79 | 0.0175 | -0.073 | 180 | 1.97 | 2.28 | 93 | 1,504 | 29.2% | -0.22 | 0.0181 | -0.077 |
| 11.65 | 12.75 | 2 | 28.5% | 0.75 | 0.0199 | -0.082 | 182.5 | 2.59 | 3.35 | 6 | 3 | 30.1% | -0.27 | 0.0203 | -0.086 | |
| 9.80 | 10.85 | 34 | 173 | 27.8% | 0.69 | 0.0220 | -0.090 | 185 | 3.30 | 3.75 | 729 | 1,498 | 28.8% | -0.32 | 0.0224 | -0.092 |
| 8.15 | 9.10 | 2 | 2 | 27.2% | 0.64 | 0.0238 | -0.095 | 187.5 | 4.15 | 4.95 | 12 | 5 | 29.0% | -0.38 | 0.0240 | -0.097 |
| 6.65 | 7.55 | 55 | 1,150 | 26.8% | 0.57 | 0.0252 | -0.099 | 190 | 5.15 | 5.90 | 85 | 866 | 28.4% | -0.44 | 0.0252 | -0.099 |
| 5.70 | 6.25 | 41 | 54 | 27.5% | 0.51 | 0.0259 | -0.099 | 192.5 | 6.35 | 7.10 | 24 | 28 | 28.1% | -0.51 | 0.0257 | -0.099 |
| 4.75 | 5.00 | 430 | 891 | 27.6% | 0.45 | 0.0259 | -0.098 | 195 | 7.70 | 8.45 | 13 | 820 | 27.8% | -0.57 | 0.0255 | -0.096 |
| 3.25 | 4.00 | 41 | 25 | 26.2% | 0.38 | 0.0252 | -0.094 | 197.5 | 9.20 | 10.25 | 1 | 28.2% | -0.63 | 0.0247 | -0.091 | |
| 2.99 | 3.15 | 429 | 2,447 | 27.4% | 0.32 | 0.0238 | -0.088 | 200 | 10.90 | 11.95 | 4 | 692 | 28.2% | -0.69 | 0.0232 | -0.084 |
| 1.91 | 2.53 | 1 | 1 | 26.4% | 0.27 | 0.0219 | -0.080 | 202.5 | 12.60 | 14.70 | 30.3% | -0.74 | 0.0212 | -0.076 | ||
| 1.63 | 1.94 | 35 | 23 | 27.0% | 0.22 | 0.0196 | -0.072 | 205 | 14.30 | 16.40 | 29.0% | -0.79 | 0.0189 | -0.068 | ||
| 1.06 | 1.46 | 2 | 20 | 26.4% | 0.18 | 0.0172 | -0.063 | 207.5 | 16.50 | 18.55 | 29.9% | -0.83 | 0.0165 | -0.059 | ||
| 0.9300 | 1.10 | 95 | 1,756 | 27.0% | 0.14 | 0.0148 | -0.055 | 210 | 18.50 | 20.75 | 6 | 617 | 29.8% | -0.86 | 0.0142 | -0.050 |
| 0.4400 | 1.40 | 3 | 7 | 28.6% | 0.11 | 0.0125 | -0.047 | 212.5 | 20.45 | 23.65 | 31.8% | -0.89 | 0.0120 | -0.042 | ||
| 0.4700 | 0.6400 | 27 | 28 | 27.2% | 0.09 | 0.0105 | -0.040 | 215 | 22.55 | 26.00 | 31.9% | -0.91 | 0.0100 | -0.036 | ||
| 0.2600 | 0.4000 | 1,140 | 3,461 | 28.0% | 0.06 | 0.0073 | -0.030 | 220 | 27.90 | 30.15 | 101 | 34.0% | -0.94 | 0.0070 | -0.025 | |
| 0.1500 | 0.3400 | 7 | 3 | 29.9% | 0.04 | 0.0051 | -0.022 | 225 | 32.20 | 35.55 | 36.4% | -0.96 | 0.0049 | -0.017 | ||
| 0.1000 | 0.3400 | 6 | 1,981 | 32.7% | 0.03 | 0.0037 | -0.018 | 230 | 37.10 | 40.45 | 39.0% | -0.97 | 0.0036 | -0.012 | ||
| 0.0500 | 1.04 | 42.2% | 0.02 | 0.0027 | -0.014 | 235 | 42.10 | 45.45 | 42.8% | -0.98 | 0.0035 | -0.010 | ||||
| 0.0100 | 0.2000 | 4 | 1,721 | 34.9% | 0.02 | 0.0021 | -0.012 | 240 | 46.50 | 50.45 | 40.8% | -0.99 | 0.0033 | -0.015 | ||
| 0 | 0.0800 | 5 | 1,075 | 35.8% | 0.01 | 0.0013 | -0.009 | 250 | 56.75 | 60.40 | 50.0% | -1.00 | 0.0012 | -0.018 | ||
| 0 | 0.1000 | 352 | 41.4% | 0.01 | 0.0009 | -0.008 | 260 | 67.20 | 70.45 | 61.4% | -1.00 | 0.0000 | -0.018 | |||
| 0 | 0.1000 | 375 | 45.9% | 0.01 | 0.0007 | -0.006 | 270 | 76.85 | 80.40 | 64.0% | -1.00 | 0.0000 | -0.018 | |||
| 0 | 2.13 | 398 | 78.3% | 0.00 | 0.0005 | -0.005 | 280 | 86.70 | 90.45 | 68.9% | -1.00 | 0.0000 | -0.018 | |||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs