T option chain AT&T Inc.
Cboe delayed options data · as of 18:44 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 ±7.2% (21.62–25.00) · ATM IV 30.4% · P/C open interest 0.59
| 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 | |
| 10.30 | 12.10 | 1.00 | 0.0009 | 0.000 | 12 | 0 | 0.3000 | 40 | 139.1% | -0.00 | 0.0009 | -0.000 | ||||
| 9.60 | 11.10 | 1.00 | 0.0013 | 0.000 | 13 | 0 | 0.1200 | 3 | 104.8% | -0.00 | 0.0013 | -0.000 | ||||
| 8.65 | 10.10 | 2 | 72.2% | 1.00 | 0.0019 | 0.000 | 14 | 0 | 0.5300 | 126.9% | -0.00 | 0.0019 | -0.001 | |||
| 7.65 | 9.15 | 2 | 73.7% | 1.00 | 0.0029 | 0.000 | 15 | 0 | 0.0100 | 1 | 58.3% | -0.00 | 0.0029 | -0.001 | ||
| 6.65 | 8.25 | 4 | 75.2% | 0.99 | 0.0048 | -0.000 | 16 | 0 | 0.0300 | 73 | 57.8% | -0.01 | 0.0048 | -0.001 | ||
| 5.65 | 7.10 | 0.99 | 0.0084 | -0.001 | 17 | 0 | 0.1100 | 6 | 61.0% | -0.01 | 0.0084 | -0.001 | ||||
| 4.85 | 6.60 | 81.2% | 0.98 | 0.0152 | -0.002 | 18 | 0 | 0.0600 | 93 | 46.4% | -0.02 | 0.0153 | -0.002 | |||
| 4.05 | 4.60 | 53 | 0.96 | 0.0281 | -0.003 | 19 | 0.0200 | 0.0500 | 31 | 280 | 39.1% | -0.04 | 0.0282 | -0.003 | ||
| 3.35 | 3.70 | 2 | 48 | 42.2% | 0.93 | 0.0512 | -0.005 | 20 | 0.0700 | 0.0800 | 78 | 4,646 | 36.4% | -0.07 | 0.0515 | -0.005 |
| 2.62 | 3.15 | 0.91 | 0.0683 | -0.006 | 20.5 | 0.0800 | 0.1600 | 34 | 36.0% | -0.09 | 0.0688 | -0.006 | ||||
| 2.27 | 2.68 | 52 | 27.8% | 0.87 | 0.0899 | -0.007 | 21 | 0.1300 | 0.1600 | 4 | 2,824 | 32.9% | -0.13 | 0.0906 | -0.007 | |
| 1.80 | 2.35 | 29.8% | 0.82 | 0.1155 | -0.009 | 21.5 | 0.2000 | 0.2400 | 1 | 32.2% | -0.18 | 0.1167 | -0.009 | |||
| 1.69 | 1.80 | 16 | 1,654 | 32.6% | 0.76 | 0.1432 | -0.010 | 22 | 0.2900 | 0.3300 | 123 | 9,988 | 30.9% | -0.24 | 0.1448 | -0.010 |
| 1.32 | 1.40 | 2 | 30.8% | 0.69 | 0.1689 | -0.011 | 22.5 | 0.4200 | 0.4900 | 27 | 30.5% | -0.32 | 0.1711 | -0.012 | ||
| 0.9900 | 1.06 | 98 | 4,471 | 29.5% | 0.60 | 0.1882 | -0.012 | 23 | 0.5900 | 0.6500 | 100 | 3,219 | 29.2% | -0.41 | 0.1911 | -0.013 |
| 0.7200 | 0.8200 | 92 | 29.5% | 0.50 | 0.1981 | -0.012 | 23.5 | 0.8200 | 1.02 | 7 | 31.2% | -0.51 | 0.2022 | -0.013 | ||
| 0.5000 | 0.5500 | 445 | 9,329 | 28.1% | 0.40 | 0.1964 | -0.012 | 24 | 1.10 | 1.16 | 39 | 3,528 | 28.1% | -0.61 | 0.2017 | -0.012 |
| 0.3400 | 0.3800 | 156 | 27.9% | 0.30 | 0.1821 | -0.010 | 24.5 | 1.44 | 1.71 | 32.3% | -0.71 | 0.1891 | -0.011 | |||
| 0.2100 | 0.2500 | 792 | 7,878 | 27.4% | 0.22 | 0.1568 | -0.009 | 25 | 1.74 | 2.01 | 37 | 5,754 | 29.0% | -0.80 | 0.1655 | -0.009 |
| 0.1300 | 0.1500 | 91 | 26.9% | 0.15 | 0.1258 | -0.007 | 25.5 | 2.01 | 2.65 | 31.2% | -0.87 | 0.1362 | -0.007 | |||
| 0.0800 | 0.1000 | 1,045 | 7,479 | 27.3% | 0.10 | 0.0952 | -0.005 | 26 | 2.60 | 3.05 | 1 | 2,128 | 35.2% | -0.92 | 0.1076 | -0.005 |
| 0.0400 | 0.0700 | 8 | 27.4% | 0.07 | 0.0692 | -0.004 | 26.5 | 2.91 | 3.75 | 39.5% | -0.96 | 0.0846 | -0.004 | |||
| 0.0300 | 0.0400 | 79 | 5,522 | 27.9% | 0.04 | 0.0491 | -0.003 | 27 | 3.50 | 3.95 | 10 | 77 | 34.7% | -0.99 | 0.0473 | -0.003 |
| 0 | 0.1100 | 33.5% | 0.03 | 0.0346 | -0.002 | 27.5 | 3.45 | 5.45 | 54.6% | -1.00 | 0.0091 | -0.003 | ||||
| 0.0100 | 0.0300 | 64 | 7,888 | 30.4% | 0.02 | 0.0245 | -0.001 | 28 | 4.45 | 5.15 | 2 | 48.3% | -1.00 | 0.0000 | -0.003 | |
| 0 | 0.1400 | 1 | 41.1% | 0.01 | 0.0177 | -0.001 | 28.5 | 4.45 | 6.15 | 51.6% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.0100 | 17 | 7,980 | 29.4% | 0.01 | 0.0130 | -0.001 | 29 | 5.40 | 6.05 | 47.1% | -1.00 | 0.0000 | -0.003 | ||
| 0 | 0.1400 | 46.6% | 0.01 | 0.0097 | -0.001 | 29.5 | 5.00 | 7.10 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.0200 | 3 | 2,360 | 36.3% | 0.01 | 0.0074 | -0.001 | 30 | 6.00 | 7.50 | 55.9% | -1.00 | 0.0000 | -0.003 | ||
| 0 | 0.0700 | 284 | 48.1% | 0.00 | 0.0044 | -0.000 | 31 | 6.95 | 8.60 | 64.3% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.0100 | 243 | 40.9% | 0.00 | 0.0028 | -0.000 | 32 | 8.15 | 9.60 | 79.1% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.1300 | 62.8% | 0.00 | 0.0018 | -0.000 | 33 | 8.50 | 10.60 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.1300 | 67.1% | 0.00 | 0.0012 | -0.000 | 34 | 9.95 | 11.70 | 85.3% | -1.00 | 0.0000 | -0.003 | ||||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs