SO option chain The Southern Company
Cboe delayed options data · as of 22:02 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 ±9.4% (80.87–97.67) · ATM IV 19.8% · P/C open interest 0.58
| 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 | |
| 32.60 | 36.40 | 0.99 | 0.0015 | 0.000 | 55 | 0 | 0.4000 | 12 | 44.2% | -0.01 | 0.0018 | -0.003 | ||||
| 27.80 | 31.70 | 2 | 39.0% | 0.98 | 0.0026 | 0.000 | 60 | 0.0500 | 0.3500 | 1 | 6 | 37.3% | -0.02 | 0.0030 | -0.004 | |
| 23.30 | 26.80 | 3 | 37.3% | 0.97 | 0.0044 | -0.002 | 65 | 0 | 1.00 | 5 | 37.1% | -0.04 | 0.0050 | -0.005 | ||
| 19.40 | 22.00 | 11 | 37.8% | 0.95 | 0.0076 | -0.004 | 70 | 0 | 0.9500 | 3 | 29.6% | -0.06 | 0.0085 | -0.007 | ||
| 14.20 | 16.90 | 27.7% | 0.91 | 0.0129 | -0.007 | 75 | 0.1000 | 2.10 | 232 | 29.4% | -0.11 | 0.0142 | -0.010 | |||
| 12.70 | 14.50 | 28.6% | 0.88 | 0.0168 | -0.009 | 77.5 | 0.5000 | 1.15 | 162 | 23.1% | -0.14 | 0.0182 | -0.011 | |||
| 10.40 | 12.30 | 9 | 26.0% | 0.84 | 0.0217 | -0.010 | 80 | 1.00 | 1.25 | 37 | 21.8% | -0.19 | 0.0231 | -0.012 | ||
| 8.30 | 10.30 | 15 | 24.4% | 0.78 | 0.0274 | -0.012 | 82.5 | 1.40 | 1.70 | 15 | 126 | 20.6% | -0.24 | 0.0288 | -0.014 | |
| 6.60 | 7.70 | 1 | 8 | 21.7% | 0.71 | 0.0336 | -0.014 | 85 | 2.00 | 2.45 | 112 | 20.0% | -0.32 | 0.0347 | -0.015 | |
| 5.00 | 5.40 | 40 | 19.4% | 0.62 | 0.0391 | -0.015 | 87.5 | 2.80 | 3.40 | 22 | 19.4% | -0.41 | 0.0398 | -0.015 | ||
| 3.60 | 4.00 | 129 | 18.9% | 0.52 | 0.0425 | -0.015 | 90 | 3.90 | 5.30 | 2 | 20.7% | -0.51 | 0.0429 | -0.015 | ||
| 2.40 | 3.70 | 290 | 20.4% | 0.42 | 0.0424 | -0.015 | 92.5 | 4.90 | 6.70 | 61 | 19.3% | -0.62 | 0.0432 | -0.014 | ||
| 1.70 | 2.15 | 12 | 89 | 18.9% | 0.32 | 0.0389 | -0.013 | 95 | 5.80 | 8.50 | 8 | 17.1% | -0.72 | 0.0405 | -0.013 | |
| 1.10 | 1.70 | 4 | 109 | 19.4% | 0.24 | 0.0334 | -0.012 | 97.5 | 7.80 | 9.50 | 11.6% | -0.80 | 0.0352 | -0.011 | ||
| 0.7000 | 1.05 | 2 | 292 | 18.9% | 0.18 | 0.0273 | -0.010 | 100 | 10.00 | 11.70 | -0.87 | 0.0284 | -0.009 | |||
| 0.2500 | 0.6500 | 277 | 20.1% | 0.10 | 0.0172 | -0.007 | 105 | 14.50 | 16.40 | -0.94 | 0.0157 | -0.005 | ||||
| 0.0500 | 0.4000 | 74 | 21.0% | 0.06 | 0.0107 | -0.005 | 110 | 19.10 | 22.20 | -0.98 | 0.0077 | -0.001 | ||||
| 0 | 2.30 | 11 | 35.8% | 0.04 | 0.0068 | -0.004 | 115 | 24.10 | 27.20 | -0.99 | 0.0036 | 0.000 | ||||
| 0 | 1.30 | 2 | 7 | 34.5% | 0.02 | 0.0045 | -0.003 | 120 | 29.10 | 32.20 | -1.00 | 0.0017 | 0.000 | |||
| 0 | 2.20 | 43.1% | 0.02 | 0.0031 | -0.002 | 125 | 34.10 | 37.30 | -1.00 | 0.0008 | 0.000 | |||||
| 0 | 0.5000 | 2 | 34.4% | 0.01 | 0.0022 | -0.002 | 130 | 38.90 | 42.80 | -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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs