SO option chain The Southern Company
Cboe delayed options data · as of 15:44 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 ±11.8% (79.12–100.22) · ATM IV 19.0% · P/C open interest 1.59
| 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 | |
| 42.90 | 46.80 | 0.99 | 0.0011 | 0.000 | 45 | 0 | 1.00 | 54.5% | -0.02 | 0.0013 | -0.003 | |||||
| 40.30 | 44.40 | 0.99 | 0.0014 | 0.000 | 47.5 | 0 | 1.75 | 57.3% | -0.02 | 0.0016 | -0.003 | |||||
| 37.80 | 41.90 | 0.98 | 0.0017 | 0.000 | 50 | 0 | 2.20 | 56.5% | -0.02 | 0.0020 | -0.004 | |||||
| 33.00 | 37.00 | 23.4% | 0.97 | 0.0026 | -0.000 | 55 | 0 | 1.55 | 260 | 44.8% | -0.03 | 0.0029 | -0.004 | |||
| 28.90 | 32.10 | 33.6% | 0.96 | 0.0039 | -0.002 | 60 | 0 | 2.00 | 53 | 40.9% | -0.05 | 0.0043 | -0.005 | |||
| 24.00 | 27.40 | 29.1% | 0.94 | 0.0059 | -0.003 | 65 | 0.1500 | 2.05 | 35.4% | -0.07 | 0.0064 | -0.006 | ||||
| 19.60 | 22.70 | 3 | 27.2% | 0.91 | 0.0087 | -0.005 | 70 | 0.6500 | 2.15 | 10 | 31.5% | -0.10 | 0.0094 | -0.008 | ||
| 15.70 | 18.30 | 1 | 26.8% | 0.87 | 0.0129 | -0.007 | 75 | 1.05 | 1.55 | 2 | 24.6% | -0.15 | 0.0136 | -0.009 | ||
| 13.80 | 16.10 | 26.0% | 0.84 | 0.0155 | -0.008 | 77.5 | 1.35 | 1.95 | 5 | 23.7% | -0.18 | 0.0164 | -0.010 | |||
| 11.80 | 14.10 | 2 | 24.9% | 0.80 | 0.0186 | -0.009 | 80 | 1.75 | 2.40 | 2 | 22.7% | -0.22 | 0.0195 | -0.011 | ||
| 9.90 | 12.20 | 4 | 23.9% | 0.75 | 0.0219 | -0.010 | 82.5 | 2.25 | 3.00 | 9 | 21.8% | -0.27 | 0.0228 | -0.011 | ||
| 7.80 | 10.40 | 16 | 22.3% | 0.70 | 0.0254 | -0.011 | 85 | 2.90 | 3.70 | 6 | 21.0% | -0.33 | 0.0263 | -0.012 | ||
| 6.60 | 8.30 | 9 | 21.5% | 0.63 | 0.0285 | -0.011 | 87.5 | 3.90 | 4.50 | 63 | 20.5% | -0.40 | 0.0295 | -0.012 | ||
| 5.00 | 5.70 | 29 | 18.4% | 0.56 | 0.0309 | -0.011 | 90 | 4.80 | 5.60 | 1 | 19.7% | -0.47 | 0.0320 | -0.012 | ||
| 4.00 | 4.50 | 11 | 18.5% | 0.48 | 0.0320 | -0.011 | 92.5 | 4.80 | 7.70 | 18.4% | -0.55 | 0.0334 | -0.012 | |||
| 2.75 | 3.60 | 60 | 18.0% | 0.41 | 0.0316 | -0.011 | 95 | 6.20 | 9.00 | 17.4% | -0.64 | 0.0337 | -0.011 | |||
| 1.45 | 2.15 | 3 | 18.0% | 0.27 | 0.0270 | -0.009 | 100 | 9.80 | 12.50 | 16.1% | -0.78 | 0.0308 | -0.010 | |||
| 0.7500 | 1.30 | 64 | 18.4% | 0.18 | 0.0206 | -0.008 | 105 | 14.10 | 16.60 | -0.89 | 0.0226 | -0.007 | ||||
| 0.4000 | 1.85 | 56 | 22.7% | 0.12 | 0.0151 | -0.006 | 110 | 18.80 | 22.00 | -0.95 | 0.0134 | -0.003 | ||||
| 0 | 1.95 | 25.1% | 0.09 | 0.0110 | -0.005 | 115 | 23.70 | 27.70 | 23.2% | -0.98 | 0.0070 | -0.000 | ||||
| 0 | 2.30 | 29.4% | 0.06 | 0.0081 | -0.004 | 120 | 28.70 | 32.60 | 25.4% | -0.99 | 0.0034 | 0.000 | ||||
| 0 | 2.20 | 31.9% | 0.05 | 0.0060 | -0.003 | 125 | 33.60 | 37.60 | 27.2% | -1.00 | 0.0016 | 0.000 | ||||
| 0 | 0.4000 | 24.5% | 0.03 | 0.0046 | -0.003 | 130 | 38.60 | 42.70 | 31.7% | -1.00 | 0.0008 | 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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs