SO option chain The Southern Company
Cboe delayed options data · as of 03:43 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 ±7.7% (82.42–96.12) · ATM IV 19.2% · P/C open interest 0.63
| 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 | |
| 42.50 | 46.70 | 69.7% | 1.00 | 0.0002 | 0.000 | 45 | 0 | 0.1000 | 40 | 58.9% | -0.00 | 0.0005 | -0.002 | |||
| 40.00 | 44.20 | 2 | 63.5% | 1.00 | 0.0003 | 0.000 | 47.5 | 0 | 0.2000 | 4 | 59.8% | -0.01 | 0.0007 | -0.002 | ||
| 37.50 | 41.70 | 3 | 57.6% | 1.00 | 0.0005 | 0.000 | 50 | 0 | 0.2000 | 348 | 55.4% | -0.01 | 0.0008 | -0.002 | ||
| 32.50 | 36.20 | 1.00 | 0.0010 | 0.000 | 55 | 0 | 0.2000 | 99 | 47.2% | -0.01 | 0.0014 | -0.003 | ||||
| 27.60 | 31.70 | 44.5% | 0.99 | 0.0021 | 0.000 | 60 | 0 | 0.4000 | 316 | 44.4% | -0.02 | 0.0024 | -0.004 | |||
| 23.70 | 26.80 | 7 | 49.9% | 0.98 | 0.0041 | -0.001 | 65 | 0.0500 | 2.25 | 222 | 54.9% | -0.03 | 0.0042 | -0.006 | ||
| 19.50 | 21.20 | 93 | 41.5% | 0.96 | 0.0074 | -0.004 | 70 | 0.2000 | 0.3500 | 2,038 | 31.4% | -0.05 | 0.0074 | -0.008 | ||
| 16.00 | 19.40 | 2 | 34.6% | 0.94 | 0.0098 | -0.006 | 72.5 | 0 | 0.7500 | 226 | 29.7% | -0.06 | 0.0098 | -0.009 | ||
| 14.10 | 16.40 | 97 | 30.7% | 0.92 | 0.0128 | -0.008 | 75 | 0.1000 | 0.9500 | 282 | 28.2% | -0.09 | 0.0130 | -0.011 | ||
| 12.30 | 14.20 | 67 | 31.5% | 0.89 | 0.0170 | -0.010 | 77.5 | 0.5000 | 0.8500 | 3 | 753 | 26.1% | -0.12 | 0.0174 | -0.012 | |
| 10.00 | 11.90 | 305 | 28.4% | 0.85 | 0.0225 | -0.012 | 80 | 0.7000 | 0.9500 | 29 | 864 | 23.4% | -0.16 | 0.0232 | -0.014 | |
| 7.80 | 9.70 | 102 | 25.6% | 0.80 | 0.0294 | -0.014 | 82.5 | 0.6500 | 1.25 | 4 | 756 | 20.1% | -0.21 | 0.0307 | -0.016 | |
| 6.00 | 6.80 | 213 | 21.3% | 0.72 | 0.0374 | -0.016 | 85 | 1.10 | 2.15 | 16 | 903 | 20.2% | -0.29 | 0.0394 | -0.018 | |
| 4.20 | 5.40 | 5 | 2,659 | 21.0% | 0.62 | 0.0451 | -0.018 | 87.5 | 2.30 | 2.55 | 12 | 794 | 19.3% | -0.40 | 0.0482 | -0.019 |
| 2.85 | 3.60 | 21 | 844 | 19.3% | 0.51 | 0.0497 | -0.018 | 90 | 2.65 | 4.60 | 1 | 598 | 19.2% | -0.53 | 0.0541 | -0.019 |
| 1.80 | 2.65 | 16 | 1,105 | 19.4% | 0.38 | 0.0487 | -0.017 | 92.5 | 3.70 | 5.50 | 521 | 15.5% | -0.66 | 0.0533 | -0.018 | |
| 1.20 | 1.40 | 21 | 802 | 18.3% | 0.28 | 0.0425 | -0.015 | 95 | 5.40 | 8.00 | 30 | 338 | 16.8% | -0.78 | 0.0454 | -0.015 |
| 0.7000 | 1.20 | 6 | 1,380 | 19.6% | 0.19 | 0.0341 | -0.012 | 97.5 | 8.40 | 9.20 | 1 | 125 | 16.1% | -0.86 | 0.0343 | -0.011 |
| 0.2000 | 0.6500 | 12 | 2,058 | 17.8% | 0.14 | 0.0262 | -0.010 | 100 | 9.70 | 11.50 | 49 | -0.92 | 0.0240 | -0.007 | ||
| 0.1000 | 0.3500 | 1,946 | 20.1% | 0.07 | 0.0148 | -0.007 | 105 | 14.40 | 16.30 | -0.97 | 0.0109 | -0.002 | ||||
| 0 | 2.20 | 662 | 36.3% | 0.04 | 0.0086 | -0.005 | 110 | 19.00 | 23.00 | -0.99 | 0.0050 | 0.000 | ||||
| 0 | 0.2500 | 299 | 26.0% | 0.02 | 0.0053 | -0.003 | 115 | 23.90 | 28.10 | -0.99 | 0.0024 | 0.000 | ||||
| 0 | 2.15 | 167 | 46.0% | 0.02 | 0.0034 | -0.003 | 120 | 28.90 | 33.00 | -1.00 | 0.0012 | 0.000 | ||||
| 0 | 0.1000 | 820 | 29.1% | 0.01 | 0.0022 | -0.002 | 125 | 33.90 | 38.00 | -1.00 | 0.0007 | 0.000 | ||||
| 0 | 2.15 | 6 | 54.5% | 0.01 | 0.0016 | -0.001 | 130 | 38.90 | 43.00 | -1.00 | 0.0004 | 0.000 | ||||
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