SO option chain The Southern Company

Expiration Cboe delayed options data · as of 18:38 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 ±8.9% (80.15–95.85) · ATM IV 18.1% · P/C open interest 0.87

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
41.70	45.70				1.00	0.0005	0.000	45	0	0.1500	4	40	49.7%	-0.01	0.0008	-0.002
39.20	43.20		2		1.00	0.0007	0.000	47.5	0	0.2000		5	49.5%	-0.01	0.0010	-0.002
36.70	40.70		3		0.99	0.0009	0.000	50	0	0.2000		351	45.9%	-0.01	0.0012	-0.002
31.80	35.80				0.99	0.0017	0.000	55	0	0.2000		102	37.8%	-0.02	0.0020	-0.003
27.00	30.00				0.98	0.0029	0.000	60	0.0500	0.4000		310	36.2%	-0.03	0.0033	-0.004
22.10	25.10		8		0.96	0.0050	0.000	65	0.1500	0.5000	2	203	32.1%	-0.04	0.0054	-0.005
17.30	20.30		98		0.94	0.0086	-0.002	70	0.3500	0.5500	703	3,115	27.7%	-0.07	0.0089	-0.007
15.00	18.00		2		0.92	0.0112	-0.004	72.5	0.4500	1.10		197	28.3%	-0.09	0.0115	-0.008
13.30	15.40		98	20.5%	0.89	0.0145	-0.005	75	0.5000	0.9500		120	24.3%	-0.12	0.0148	-0.009
11.10	13.00		54	19.4%	0.86	0.0186	-0.007	77.5	0.7500	1.15		433	22.8%	-0.15	0.0190	-0.011
8.80	10.80		312	18.1%	0.81	0.0235	-0.009	80	0.7000	1.40		799	19.9%	-0.20	0.0243	-0.012
6.70	8.80		95	17.4%	0.76	0.0292	-0.011	82.5	1.25	2.25	4	676	20.4%	-0.26	0.0305	-0.013
5.50	6.50	1	125	17.3%	0.68	0.0351	-0.012	85	2.10	2.40		906	18.6%	-0.34	0.0369	-0.014
4.40	4.80	11	482	17.7%	0.59	0.0403	-0.013	87.5	3.10	3.40	4	784	18.4%	-0.43	0.0426	-0.014
3.30	3.50	2	487	17.5%	0.49	0.0431	-0.013	90	4.30	4.70	55	654	18.1%	-0.54	0.0456	-0.013
2.20	2.40	37	413	17.2%	0.38	0.0422	-0.012	92.5	5.30	7.30		579	19.3%	-0.65	0.0441	-0.012
1.15	1.75	133	805	16.5%	0.29	0.0379	-0.011	95	7.10	9.10		355	19.5%	-0.75	0.0386	-0.009
0.5000	1.10	22	1,346	15.6%	0.21	0.0317	-0.009	97.5	9.30	11.10		127	20.5%	-0.83	0.0313	-0.007
0.4500	0.7000	8	2,247	16.4%	0.15	0.0253	-0.008	100	11.40	13.20		49	20.7%	-0.89	0.0265	-0.005
0.2000	0.5000	13	1,886	18.5%	0.08	0.0153	-0.005	105	14.80	18.60			18.9%	-0.99	0.0165	-0.017
0	0.9500		659	24.0%	0.05	0.0092	-0.004	110	19.70	23.80			24.6%	-1.00	0.0000	-0.027
0	0.2500	150	249	21.5%	0.03	0.0058	-0.003	115	24.70	28.80			28.8%	-1.00	0.0000	-0.027
0	1.05		171	31.8%	0.02	0.0037	-0.002	120	29.80	33.80			33.6%	-1.00	0.0000	-0.027
0	0.1000	300	610	23.9%	0.01	0.0025	-0.001	125	34.70	38.80			36.2%	-1.00	0.0000	-0.027
0	1.45		6	40.8%	0.01	0.0017	-0.001	130	39.80	43.80			40.9%	-1.00	0.0000	-0.027

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.

callsputs

SO option chain The Southern Company

Volatility smile — Jan 15, 2027

Consumer Cyclical

ETF

Technology

Financial Services

Industrials

Energy