SO option chain The Southern Company
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 ±9.9% (80.86–98.56) · ATM IV 19.1% · P/C open interest 0.76
| 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 | |
| 40.40 | 44.40 | 1.00 | 0.0004 | 0.000 | 47.5 | 0 | 0.2000 | 4 | 45.9% | -0.01 | 0.0010 | -0.002 | ||||
| 37.80 | 41.90 | 1.00 | 0.0007 | 0.000 | 50 | 0 | 2.15 | 1 | 66.5% | -0.01 | 0.0012 | -0.002 | ||||
| 32.80 | 37.00 | 0.99 | 0.0016 | 0.000 | 55 | 0 | 0.2500 | 235 | 37.5% | -0.02 | 0.0020 | -0.003 | ||||
| 28.00 | 32.10 | 33.0% | 0.98 | 0.0029 | -0.001 | 60 | 0.1000 | 0.3500 | 111 | 34.9% | -0.03 | 0.0032 | -0.004 | |||
| 24.00 | 27.10 | 2 | 36.7% | 0.96 | 0.0047 | -0.002 | 65 | 0 | 0.7500 | 91 | 32.0% | -0.04 | 0.0053 | -0.005 | ||
| 19.70 | 22.40 | 7 | 34.8% | 0.94 | 0.0078 | -0.004 | 70 | 0.3500 | 0.9500 | 164 | 29.6% | -0.07 | 0.0085 | -0.007 | ||
| 14.30 | 17.70 | 17 | 26.6% | 0.90 | 0.0130 | -0.007 | 75 | 0.7000 | 0.9500 | 1,358 | 24.9% | -0.12 | 0.0138 | -0.009 | ||
| 12.90 | 15.40 | 1 | 27.9% | 0.87 | 0.0165 | -0.009 | 77.5 | 0.9000 | 1.25 | 204 | 23.5% | -0.15 | 0.0173 | -0.010 | ||
| 11.00 | 11.80 | 1 | 63 | 22.1% | 0.83 | 0.0208 | -0.010 | 80 | 1.25 | 1.45 | 562 | 21.9% | -0.19 | 0.0216 | -0.011 | |
| 8.70 | 10.90 | 34 | 23.6% | 0.77 | 0.0257 | -0.011 | 82.5 | 1.70 | 1.90 | 771 | 20.9% | -0.25 | 0.0263 | -0.013 | ||
| 7.10 | 7.80 | 1 | 290 | 20.1% | 0.71 | 0.0308 | -0.013 | 85 | 2.45 | 2.55 | 849 | 20.3% | -0.32 | 0.0312 | -0.013 | |
| 5.50 | 5.90 | 206 | 19.0% | 0.63 | 0.0353 | -0.014 | 87.5 | 3.20 | 3.40 | 9 | 856 | 19.4% | -0.40 | 0.0356 | -0.014 | |
| 4.30 | 4.50 | 426 | 19.1% | 0.54 | 0.0383 | -0.014 | 90 | 4.30 | 4.60 | 8 | 113 | 19.2% | -0.49 | 0.0385 | -0.014 | |
| 3.10 | 3.30 | 1 | 352 | 18.5% | 0.44 | 0.0388 | -0.013 | 92.5 | 4.50 | 5.90 | 108 | 16.1% | -0.58 | 0.0393 | -0.013 | |
| 2.20 | 2.35 | 12 | 793 | 18.2% | 0.35 | 0.0366 | -0.013 | 95 | 5.50 | 7.60 | 36 | 14.2% | -0.68 | 0.0380 | -0.013 | |
| 1.50 | 1.65 | 348 | 18.1% | 0.27 | 0.0325 | -0.011 | 97.5 | 7.30 | 9.60 | 11 | 13.2% | -0.76 | 0.0348 | -0.011 | ||
| 1.00 | 1.20 | 1 | 3,951 | 18.2% | 0.21 | 0.0276 | -0.010 | 100 | 9.90 | 11.60 | 8 | 13.4% | -0.83 | 0.0301 | -0.010 | |
| 0.4000 | 1.00 | 562 | 20.0% | 0.12 | 0.0184 | -0.007 | 105 | 13.90 | 16.20 | -0.92 | 0.0188 | -0.006 | ||||
| 0 | 1.60 | 107 | 25.0% | 0.07 | 0.0120 | -0.005 | 110 | 18.70 | 22.20 | -0.97 | 0.0098 | -0.002 | ||||
| 0 | 2.25 | 49 | 31.6% | 0.05 | 0.0079 | -0.004 | 115 | 23.60 | 27.60 | 21.1% | -0.99 | 0.0046 | 0.000 | |||
| 0 | 2.20 | 32 | 35.1% | 0.03 | 0.0053 | -0.003 | 120 | 28.50 | 32.60 | -0.99 | 0.0021 | 0.000 | ||||
| 0 | 2.15 | 3 | 38.2% | 0.02 | 0.0037 | -0.002 | 125 | 33.60 | 37.60 | 29.1% | -1.00 | 0.0010 | 0.000 | |||
| 0 | 2.15 | 4 | 41.4% | 0.02 | 0.0026 | -0.002 | 130 | 38.50 | 42.70 | 32.7% | -1.00 | 0.0005 | 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 — Mar 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