SO option chain The Southern Company
Cboe delayed options data · as of 06:42 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 ±14.8% (76.02–102.52) · ATM IV 19.7% · P/C open interest 2.52
| 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 | |
| 42.40 | 47.00 | 1 | 43.0% | 0.99 | 0.0012 | 0.000 | 45 | 0 | 2.45 | 8 | 53.8% | -0.02 | 0.0015 | -0.002 | ||
| 40.00 | 44.50 | 39.9% | 0.99 | 0.0015 | 0.000 | 47.5 | 0 | 2.50 | 24 | 50.6% | -0.02 | 0.0018 | -0.003 | |||
| 37.50 | 41.80 | 32.9% | 0.98 | 0.0020 | 0.000 | 50 | 0 | 2.55 | 47.4% | -0.03 | 0.0022 | -0.003 | ||||
| 33.80 | 36.90 | 37.1% | 0.97 | 0.0030 | 0.000 | 55 | 0 | 1.00 | 1 | 32.9% | -0.04 | 0.0033 | -0.004 | |||
| 29.10 | 32.20 | 32.7% | 0.95 | 0.0044 | 0.000 | 60 | 0.4500 | 0.7500 | 4 | 29.2% | -0.06 | 0.0048 | -0.004 | |||
| 23.90 | 27.70 | 1 | 27.2% | 0.93 | 0.0065 | -0.002 | 65 | 0 | 2.50 | 3,575 | 29.8% | -0.09 | 0.0068 | -0.005 | ||
| 20.10 | 23.00 | 3 | 26.2% | 0.89 | 0.0092 | -0.003 | 70 | 1.00 | 1.85 | 1,706 | 25.8% | -0.12 | 0.0096 | -0.006 | ||
| 15.50 | 19.00 | 23.7% | 0.84 | 0.0128 | -0.005 | 75 | 0.5500 | 3.60 | 5 | 23.9% | -0.18 | 0.0133 | -0.007 | |||
| 14.60 | 16.30 | 23.8% | 0.81 | 0.0148 | -0.006 | 77.5 | 1.90 | 3.00 | 12 | 22.8% | -0.21 | 0.0154 | -0.008 | |||
| 12.80 | 14.60 | 4 | 23.5% | 0.77 | 0.0170 | -0.007 | 80 | 2.60 | 3.40 | 202 | 22.1% | -0.25 | 0.0176 | -0.009 | ||
| 11.10 | 12.20 | 1 | 3 | 21.8% | 0.73 | 0.0192 | -0.007 | 82.5 | 3.20 | 4.00 | 650 | 21.3% | -0.30 | 0.0199 | -0.009 | |
| 9.40 | 11.20 | 32 | 22.2% | 0.68 | 0.0213 | -0.008 | 85 | 3.90 | 4.80 | 1,137 | 20.6% | -0.35 | 0.0222 | -0.009 | ||
| 6.30 | 9.90 | 137 | 19.5% | 0.62 | 0.0232 | -0.009 | 87.5 | 4.80 | 5.70 | 598 | 20.1% | -0.41 | 0.0243 | -0.009 | ||
| 5.50 | 8.30 | 603 | 19.7% | 0.56 | 0.0246 | -0.009 | 90 | 5.90 | 6.80 | 189 | 19.7% | -0.47 | 0.0260 | -0.009 | ||
| 4.40 | 7.20 | 688 | 19.6% | 0.50 | 0.0254 | -0.009 | 92.5 | 7.10 | 8.10 | 4 | 19.2% | -0.53 | 0.0272 | -0.009 | ||
| 4.20 | 5.00 | 119 | 18.9% | 0.44 | 0.0256 | -0.009 | 95 | 8.10 | 10.00 | 19.0% | -0.60 | 0.0279 | -0.009 | |||
| 3.50 | 4.10 | 1 | 23 | 19.0% | 0.38 | 0.0250 | -0.008 | 97.5 | 9.40 | 11.80 | 18.5% | -0.67 | 0.0284 | -0.009 | ||
| 2.55 | 3.40 | 135 | 18.5% | 0.33 | 0.0238 | -0.008 | 100 | 11.10 | 13.60 | 18.2% | -0.73 | 0.0285 | -0.008 | |||
| 1.70 | 2.10 | 56 | 888 | 18.5% | 0.23 | 0.0202 | -0.007 | 105 | 15.10 | 17.40 | 16.4% | -0.86 | 0.0252 | -0.007 | ||
| 1.00 | 1.40 | 12 | 417 | 18.6% | 0.16 | 0.0161 | -0.005 | 110 | 19.50 | 21.50 | -0.94 | 0.0158 | -0.003 | |||
| 0.5500 | 1.90 | 164 | 21.4% | 0.11 | 0.0123 | -0.004 | 115 | 24.20 | 27.00 | -0.98 | 0.0068 | 0.000 | ||||
| 0 | 2.60 | 24.4% | 0.08 | 0.0093 | -0.004 | 120 | 28.90 | 33.10 | 21.6% | -1.00 | 0.0022 | 0.000 | ||||
| 0 | 2.45 | 26.3% | 0.06 | 0.0070 | -0.003 | 125 | 33.90 | 38.10 | 24.6% | -1.00 | 0.0006 | 0.000 | ||||
| 0 | 2.40 | 28.4% | 0.04 | 0.0053 | -0.002 | 130 | 38.90 | 43.00 | 25.4% | -1.00 | 0.0001 | 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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs