SO option chain The Southern Company
Cboe delayed options data · as of 00:38 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 ±4.2% (83.70–91.00) · ATM IV 17.7% · P/C open interest 8.96
| 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 | |
| 35.50 | 39.50 | 1.00 | 0.0008 | -0.001 | 50 | 0 | 2.15 | 143.9% | -0.01 | 0.0008 | -0.005 | |||||
| 30.50 | 34.50 | 0.99 | 0.0013 | -0.002 | 55 | 0 | 2.15 | 123.8% | -0.01 | 0.0013 | -0.006 | |||||
| 25.60 | 29.50 | 0.99 | 0.0021 | -0.005 | 60 | 0 | 0.1000 | 58.8% | -0.01 | 0.0021 | -0.008 | |||||
| 20.80 | 24.60 | 0.98 | 0.0036 | -0.007 | 65 | 0 | 0.1000 | 47.7% | -0.02 | 0.0037 | -0.010 | |||||
| 15.80 | 19.60 | 0.97 | 0.0066 | -0.011 | 70 | 0 | 0.1000 | 37.2% | -0.03 | 0.0066 | -0.013 | |||||
| 11.20 | 14.70 | 30.2% | 0.94 | 0.0127 | -0.015 | 75 | 0 | 0.2000 | 30.5% | -0.06 | 0.0129 | -0.017 | ||||
| 8.10 | 11.80 | 23.3% | 0.92 | 0.0199 | -0.019 | 78 | 0 | 2.30 | 46.8% | -0.09 | 0.0202 | -0.020 | ||||
| 8.20 | 10.30 | 30.1% | 0.90 | 0.0233 | -0.020 | 79 | 0 | 2.30 | 43.5% | -0.10 | 0.0237 | -0.022 | ||||
| 7.20 | 9.30 | 27.4% | 0.89 | 0.0274 | -0.021 | 80 | 0 | 0.7500 | 27.3% | -0.12 | 0.0279 | -0.023 | ||||
| 6.20 | 8.50 | 26.6% | 0.87 | 0.0324 | -0.023 | 81 | 0 | 0.9500 | 1 | 26.6% | -0.14 | 0.0331 | -0.024 | |||
| 5.50 | 7.50 | 26.2% | 0.84 | 0.0385 | -0.024 | 82 | 0 | 2.50 | 1 | 34.9% | -0.16 | 0.0394 | -0.026 | |||
| 4.40 | 6.60 | 23.2% | 0.81 | 0.0458 | -0.026 | 83 | 0 | 2.60 | 2 | 32.1% | -0.19 | 0.0470 | -0.027 | |||
| 3.60 | 5.70 | 22.1% | 0.77 | 0.0545 | -0.027 | 84 | 0 | 1.30 | 20.4% | -0.23 | 0.0562 | -0.028 | ||||
| 2.80 | 5.00 | 21.7% | 0.72 | 0.0644 | -0.028 | 85 | 0.0500 | 1.55 | 4 | 19.1% | -0.28 | 0.0666 | -0.030 | |||
| 2.00 | 4.20 | 20.2% | 0.66 | 0.0748 | -0.029 | 86 | 0.2500 | 1.85 | 5 | 18.2% | -0.35 | 0.0778 | -0.031 | |||
| 1.90 | 2.95 | 19.4% | 0.59 | 0.0840 | -0.030 | 87 | 0.2000 | 2.25 | 2 | 15.9% | -0.43 | 0.0883 | -0.031 | |||
| 1.35 | 2.45 | 4 | 19.3% | 0.50 | 0.0892 | -0.029 | 88 | 0.4500 | 2.75 | 4 | 14.8% | -0.52 | 0.0950 | -0.031 | ||
| 1.00 | 2.00 | 2 | 19.7% | 0.41 | 0.0881 | -0.029 | 89 | 1.15 | 3.70 | 5 | 17.2% | -0.61 | 0.0953 | -0.031 | ||
| 0.0500 | 1.00 | 7 | 12.9% | 0.33 | 0.0812 | -0.027 | 90 | 2.10 | 3.80 | 2,067 | 15.3% | -0.70 | 0.0889 | -0.029 | ||
| 0 | 1.30 | 2 | 17.4% | 0.27 | 0.0710 | -0.025 | 91 | 2.60 | 4.80 | 29 | 14.4% | -0.77 | 0.0789 | -0.027 | ||
| 0 | 1.90 | 8 | 24.0% | 0.21 | 0.0604 | -0.023 | 92 | 3.40 | 5.50 | 2 | -0.83 | 0.0693 | -0.025 | |||
| 0 | 1.00 | 97 | 20.8% | 0.17 | 0.0506 | -0.021 | 93 | 4.30 | 6.50 | 2 | -0.88 | 0.0607 | -0.025 | |||
| 0 | 2.35 | 9 | 32.5% | 0.14 | 0.0423 | -0.019 | 94 | 4.80 | 7.60 | -0.91 | 0.0550 | -0.024 | ||||
| 0 | 2.30 | 14 | 34.9% | 0.12 | 0.0356 | -0.018 | 95 | 5.70 | 9.10 | -0.94 | 0.0460 | -0.023 | ||||
| 0 | 2.25 | 10 | 37.1% | 0.10 | 0.0300 | -0.017 | 96 | 6.70 | 10.50 | 20.4% | -0.96 | 0.0385 | -0.024 | |||
| 0 | 2.25 | 82 | 39.6% | 0.09 | 0.0255 | -0.015 | 97 | 7.70 | 11.60 | 26.1% | -0.97 | 0.0302 | -0.020 | |||
| 0 | 2.20 | 1 | 41.7% | 0.07 | 0.0218 | -0.014 | 98 | 8.70 | 12.60 | 28.0% | -0.98 | 0.0217 | -0.019 | |||
| 0 | 2.20 | 1 | 44.0% | 0.06 | 0.0188 | -0.013 | 99 | 9.70 | 13.60 | 29.8% | -0.99 | 0.0147 | -0.019 | |||
| 0 | 2.20 | 46.3% | 0.06 | 0.0163 | -0.013 | 100 | 10.70 | 14.70 | 33.6% | -0.99 | 0.0100 | -0.018 | ||||
| 0 | 2.15 | 48.1% | 0.05 | 0.0142 | -0.012 | 101 | 11.70 | 15.70 | 35.4% | -1.00 | 0.0067 | -0.016 | ||||
| 0 | 2.15 | 50.3% | 0.04 | 0.0125 | -0.011 | 102 | 12.70 | 16.70 | 37.2% | -1.00 | 0.0042 | -0.016 | ||||
| 0 | 2.15 | 52.4% | 0.04 | 0.0110 | -0.010 | 103 | 13.70 | 17.70 | 39.0% | -1.00 | 0.0023 | -0.016 | ||||
| 0 | 2.15 | 54.4% | 0.04 | 0.0098 | -0.010 | 104 | 14.70 | 18.60 | 38.5% | -1.00 | 0.0012 | -0.016 | ||||
| 0 | 2.15 | 56.4% | 0.03 | 0.0087 | -0.009 | 105 | 15.70 | 19.60 | 40.2% | -1.00 | 0.0004 | -0.016 | ||||
| 0 | 0.9500 | 53.2% | 0.02 | 0.0052 | -0.007 | 110 | 20.70 | 24.60 | 47.9% | -1.00 | 0.0000 | -0.016 | ||||
| 0 | 2.15 | 74.5% | 0.01 | 0.0034 | -0.006 | 115 | 25.70 | 29.60 | 55.1% | -1.00 | 0.0000 | -0.016 | ||||
| 0 | 2.15 | 82.5% | 0.01 | 0.0023 | -0.005 | 120 | 30.70 | 34.60 | 61.9% | -1.00 | 0.0000 | -0.016 | ||||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs