T option chain AT&T Inc.
Cboe delayed options data · के अनुसार 00:38 UTC
प्रत्येक पंक्ति एक strike है। बाईं आधी call है, दाईं आधी put। Bid/ask वह मूल्य हैं जो खरीदार और विक्रेता अभी quote कर रहे हैं; volume इस सत्र में कारोबार किए गए contracts हैं; open interest चालू contracts हैं। हाइलाइट की गई पंक्ति स्टॉक मूल्य के सबसे निकट है।
यह expiration लगभग इतने move की price करती है ±2.4% (25.52–26.77) · ATM IV 19.5% · P/C open interest 1.04
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| बिड | पूछें | 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 | बिड | पूछें | Vol | OI | IV | Δ | Γ | Θ | |
| 11.95 | 12.30 | 5 | 11 | 1.00 | 0.0010 | 0.000 | 14 | 0 | 2.13 | 3 | 437.4% | -0.00 | 0.0010 | -0.002 | ||
| 10.00 | 11.50 | 10 | 1.00 | 0.0013 | 0.000 | 15 | 0 | 2.13 | 1 | 400.0% | -0.00 | 0.0013 | -0.002 | |||
| 9.50 | 10.35 | 3 | 12 | 1.00 | 0.0017 | 0.000 | 16 | 0 | 2.13 | 365.1% | -0.00 | 0.0017 | -0.002 | |||
| 8.50 | 9.55 | 6 | 1.00 | 0.0023 | 0.000 | 17 | 0 | 2.13 | 332.2% | -0.00 | 0.0023 | -0.002 | ||||
| 7.95 | 9.40 | 3 | 1.00 | 0.0027 | 0.000 | 17.5 | 0 | 2.13 | 316.3% | -0.00 | 0.0027 | -0.002 | ||||
| 7.45 | 8.90 | 9 | 1.00 | 0.0031 | 0.000 | 18 | 0 | 1.00 | 229.8% | -0.00 | 0.0031 | -0.002 | ||||
| 6.95 | 8.40 | 4 | 1.00 | 0.0037 | 0.000 | 18.5 | 0 | 0.9500 | 213.6% | -0.00 | 0.0037 | -0.002 | ||||
| 6.45 | 7.90 | 7 | 0.99 | 0.0044 | 0.000 | 19 | 0 | 0.2400 | 20 | 139.9% | -0.01 | 0.0044 | -0.003 | |||
| 6.30 | 7.20 | 1 | 114.6% | 0.99 | 0.0052 | 0.000 | 19.5 | 0 | 0.7500 | 151 | 175.7% | -0.01 | 0.0052 | -0.003 | ||
| 5.65 | 6.60 | 2 | 7 | 0.99 | 0.0063 | 0.000 | 20 | 0 | 0.2300 | 49 | 120.3% | -0.01 | 0.0063 | -0.003 | ||
| 5.15 | 6.20 | 2 | 0.99 | 0.0077 | -0.000 | 20.5 | 0 | 0.1200 | 81 | 97.1% | -0.01 | 0.0078 | -0.003 | |||
| 4.80 | 5.30 | 2 | 4 | 0.99 | 0.0096 | -0.001 | 21 | 0 | 0.2600 | 38 | 105.6% | -0.01 | 0.0096 | -0.003 | ||
| 4.35 | 4.80 | 8 | 0.99 | 0.0121 | -0.001 | 21.5 | 0 | 0.0400 | 13 | 55 | 66.8% | -0.01 | 0.0121 | -0.003 | ||
| 3.85 | 4.60 | 4 | 52 | 66.2% | 0.99 | 0.0155 | -0.002 | 22 | 0 | 0.2300 | 95 | 85.2% | -0.01 | 0.0156 | -0.004 | |
| 3.35 | 3.95 | 7 | 18 | 0.98 | 0.0204 | -0.002 | 22.5 | 0 | 0.2300 | 84 | 76.6% | -0.02 | 0.0205 | -0.004 | ||
| 2.82 | 3.30 | 4 | 61 | 0.98 | 0.0277 | -0.003 | 23 | 0 | 0.0700 | 228 | 51.9% | -0.02 | 0.0278 | -0.004 | ||
| 2.36 | 2.79 | 6 | 235 | 0.98 | 0.0392 | -0.003 | 23.5 | 0 | 0.0300 | 12 | 84 | 38.3% | -0.02 | 0.0393 | -0.005 | |
| 1.95 | 2.45 | 12 | 172 | 0.97 | 0.0588 | -0.004 | 24 | 0 | 0.0700 | 139 | 37.7% | -0.03 | 0.0591 | -0.005 | ||
| 1.58 | 1.79 | 27 | 216 | 0.95 | 0.0955 | -0.006 | 24.5 | 0.0100 | 0.0600 | 12 | 409 | 30.5% | -0.05 | 0.0962 | -0.006 | |
| 1.14 | 1.31 | 85 | 360 | 22.6% | 0.91 | 0.1748 | -0.008 | 25 | 0.0300 | 0.0400 | 3,229 | 2,236 | 23.1% | -0.09 | 0.1764 | -0.009 |
| 0.6700 | 0.8500 | 404 | 781 | 19.0% | 0.80 | 0.3298 | -0.014 | 25.5 | 0.0600 | 0.1200 | 240 | 1,913 | 21.3% | -0.20 | 0.3336 | -0.015 |
| 0.3300 | 0.4500 | 1,155 | 3,684 | 18.3% | 0.60 | 0.4774 | -0.020 | 26 | 0.2000 | 0.2700 | 1,591 | 2,915 | 20.8% | -0.40 | 0.4838 | -0.020 |
| 0.1400 | 0.1900 | 1,902 | 1,635 | 18.8% | 0.36 | 0.4753 | -0.018 | 26.5 | 0.4000 | 0.6600 | 19 | 868 | 22.6% | -0.65 | 0.4813 | -0.019 |
| 0.0600 | 0.0800 | 944 | 1,452 | 20.7% | 0.17 | 0.3103 | -0.013 | 27 | 0.7500 | 1.06 | 14 | 11 | 22.9% | -0.84 | 0.3103 | -0.012 |
| 0.0200 | 0.0400 | 7 | 174 | 22.7% | 0.07 | 0.1541 | -0.006 | 27.5 | 1.20 | 1.49 | 25 | 42 | 22.2% | -0.95 | 0.2037 | -0.006 |
| 0 | 0.0300 | 45 | 25.2% | 0.03 | 0.0711 | -0.003 | 28 | 1.64 | 2.10 | 3 | 11 | 33.3% | -0.99 | 0.0516 | -0.008 | |
| 0 | 0.0100 | 10 | 113 | 25.9% | 0.02 | 0.0423 | -0.003 | 28.5 | 2.17 | 2.56 | 6 | 38.7% | -1.00 | 0.0145 | -0.009 | |
| 0 | 0.0300 | 35.7% | 0.01 | 0.0296 | -0.002 | 29 | 2.57 | 3.05 | 7 | 2 | 52.5% | -1.00 | 0.0056 | -0.010 | ||
| 0 | 0.7500 | 89.8% | 0.01 | 0.0220 | -0.002 | 29.5 | 3.25 | 3.55 | 3 | 57.2% | -1.00 | 0.0035 | -0.010 | |||
| 0 | 0.1100 | 2 | 2 | 57.2% | 0.01 | 0.0169 | -0.002 | 30 | 3.30 | 4.50 | 7 | 63.1% | -1.00 | 0.0021 | -0.010 | |
| 0 | 0.7800 | 112.8% | 0.01 | 0.0108 | -0.002 | 31 | 4.65 | 5.20 | 3 | 79.0% | -1.00 | 0.0007 | -0.011 | |||
| 0 | 0.0500 | 67.9% | 0.01 | 0.0075 | -0.002 | 32 | 5.65 | 6.05 | 6 | 71.0% | -1.00 | 0.0000 | -0.011 | |||
दिखाए गए स्ट्राइक: अंडरलाइंग मूल्य के ±50% के भीतर। Intrinsic value = max(0, मूल्य − strike) calls के लिए, max(0, strike − मूल्य) puts के लिए; extrinsic = option मूल्य − intrinsic। एक्सचेंज फ़ीड द्वारा गणना किए गए Greeks और IV।
Volatility smile — Sep 11, 2026
Volatility पेज →इस expiration के लिए प्रति strike implied volatility। आउट-ऑफ-द-मनी puts आमतौर पर calls से अधिक IV पर प्राइस होते हैं — यही skew है।
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