T option chain AT&T Inc.

Expiration Cboe delayed options data · as of 00:38 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 ±4.2% (25.05–27.23) · ATM IV 20.9% · P/C open interest 0.57

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
11.05	12.35				0.99	0.0023	0.000	14	0	1.40		20	229.6%	-0.01	0.0023	-0.002
10.05	12.85		1	155.8%	0.99	0.0030	0.000	15	0	0.7500			174.5%	-0.01	0.0030	-0.002
8.95	11.90		2	136.6%	0.99	0.0038	0.000	16	0	1.00			171.5%	-0.01	0.0038	-0.003
8.10	11.20		1	148.3%	0.99	0.0049	0.000	17	0	1.00			154.9%	-0.01	0.0049	-0.003
7.80	9.50				0.99	0.0056	0.000	17.5	0	1.00			146.9%	-0.01	0.0056	-0.003
6.95	9.70			93.6%	0.99	0.0065	0.000	18	0	1.00			139.1%	-0.01	0.0065	-0.003
6.95	8.60			77.2%	0.99	0.0075	0.000	18.5	0	1.00			131.5%	-0.01	0.0075	-0.003
6.40	9.30		1	134.0%	0.99	0.0088	0.000	19	0	1.38			138.6%	-0.01	0.0088	-0.003
5.90	7.40		2		0.98	0.0103	0.000	19.5	0	1.20		20	124.3%	-0.02	0.0104	-0.003
5.40	7.70	1	2	95.3%	0.98	0.0123	-0.000	20	0	0.1600			67.6%	-0.02	0.0123	-0.003
5.00	6.50			49.5%	0.98	0.0147	-0.001	20.5	0	0.2600		5	69.5%	-0.02	0.0148	-0.003
4.60	5.80		1		0.98	0.0178	-0.001	21	0	1.20		37	102.1%	-0.02	0.0179	-0.003
4.30	5.25		2	46.5%	0.97	0.0220	-0.002	21.5	0	0.4200		11	66.7%	-0.03	0.0221	-0.004
3.75	4.55		6		0.97	0.0275	-0.002	22	0.0100	0.0900	2	57	43.1%	-0.03	0.0277	-0.004
3.10	3.90		25		0.96	0.0352	-0.002	22.5	0	0.1700		62	43.3%	-0.04	0.0354	-0.004
3.05	3.40	1	487		0.95	0.0461	-0.003	23	0	0.2600	10	81	42.9%	-0.05	0.0464	-0.004
2.47	3.00	2	18		0.94	0.0625	-0.004	23.5	0	0.0900		268	28.9%	-0.06	0.0630	-0.005
2.08	2.41	6	144	17.3%	0.92	0.0879	-0.005	24	0.0200	0.1300	84	393	27.7%	-0.08	0.0888	-0.006
1.60	2.02	1	351	22.4%	0.88	0.1276	-0.006	24.5	0.0800	0.2500	4	335	29.2%	-0.12	0.1289	-0.007
1.27	1.48	3	1,006	21.7%	0.81	0.1809	-0.009	25	0.1500	0.2000	113	571	24.0%	-0.19	0.1832	-0.009
0.8700	1.08	212	717	20.6%	0.71	0.2350	-0.011	25.5	0.1400	0.5000	86	511	24.5%	-0.30	0.2385	-0.011
0.5200	0.7200	195	776	19.1%	0.58	0.2766	-0.012	26	0.4000	0.5400	70	1,089	22.7%	-0.43	0.2816	-0.013
0.3500	0.5100	908	1,141	21.3%	0.44	0.2868	-0.012	26.5	0.4600	0.7700	105	4	18.1%	-0.57	0.2940	-0.012
0.2100	0.2700	23	750	20.5%	0.30	0.2562	-0.011	27	0.7800	1.35	1	2	23.1%	-0.71	0.2656	-0.011
0.1200	0.1500	7	365	20.9%	0.19	0.2004	-0.008	27.5	1.23	1.83	12	32	27.5%	-0.82	0.2104	-0.008
0.0300	0.1500	10	330	22.6%	0.12	0.1408	-0.006	28	1.72	2.48	11	25	36.5%	-0.91	0.1479	-0.005
0	0.0500	1	63	19.9%	0.07	0.0930	-0.004	28.5	1.55	2.79	3	1		-0.96	0.1263	-0.004
0	0.1000		47	26.7%	0.05	0.0631	-0.003	29	1.80	4.90			59.3%	-0.99	0.0665	-0.006
0	0.2100			35.9%	0.04	0.0466	-0.003	29.5	2.28	4.85			49.2%	-0.99	0.0333	-0.007
0	0.1200		6	34.8%	0.03	0.0367	-0.003	30	3.65	4.75		5	61.5%	-1.00	0.0199	-0.008
0	0.0200			30.7%	0.02	0.0249	-0.002	31	3.90	6.30		1	64.2%	-1.00	0.0076	-0.009

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 25, 2026

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Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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T option chain AT&T Inc.

Volatility smile — Sep 25, 2026

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