T option chain AT&T Inc.
Cboe delayed options data · as of 22:03 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 ±4.4% (22.18–24.22) · ATM IV 55.0% · P/C open interest 0.65
| 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 | |
| 10.25 | 12.55 | 2 | 31 | 409.5% | 1.00 | 0.0001 | 0.000 | 12 | 0 | 0.0100 | 4 | 5 | 237.6% | -0.00 | 0.0001 | -0.000 |
| 9.25 | 11.65 | 13 | 31 | 387.0% | 1.00 | 0.0001 | 0.000 | 13 | 0 | 0.2100 | 1 | 210.7% | -0.00 | 0.0001 | -0.000 | |
| 8.05 | 10.55 | 4 | 278.5% | 1.00 | 0.0002 | 0.000 | 14 | 0 | 0.0100 | 185.7% | -0.00 | 0.0002 | -0.000 | |||
| 6.85 | 9.65 | 7 | 211.1% | 1.00 | 0.0003 | 0.000 | 15 | 0 | 0.2200 | 1 | 162.3% | -0.00 | 0.0003 | -0.000 | ||
| 6.40 | 7.75 | 13 | 1.00 | 0.0005 | 0.000 | 16 | 0 | 0.0200 | 140.3% | -0.00 | 0.0005 | -0.000 | ||||
| 5.75 | 6.85 | 3 | 39 | 184.1% | 1.00 | 0.0012 | 0.000 | 17 | 0 | 0.0200 | 2 | 129.8% | -0.00 | 0.0012 | -0.000 | |
| 4.50 | 5.95 | 1 | 39 | 108.3% | 1.00 | 0.0029 | -0.000 | 18 | 0 | 0.0200 | 108.5% | -0.00 | 0.0029 | -0.001 | ||
| 3.15 | 5.90 | 1 | 38 | 183.3% | 1.00 | 0.0063 | -0.001 | 19 | 0 | 0.0100 | 1 | 60 | 80.3% | -0.00 | 0.0063 | -0.002 |
| 3.10 | 3.45 | 14 | 126 | 93.4% | 0.99 | 0.0218 | -0.005 | 20 | 0 | 0.0100 | 51 | 273 | 61.8% | -0.01 | 0.0218 | -0.005 |
| 1.94 | 3.10 | 1 | 92 | 0.97 | 0.0397 | -0.009 | 20.5 | 0.0100 | 0.0200 | 65 | 70 | 62.0% | -0.03 | 0.0398 | -0.009 | |
| 2.00 | 2.51 | 12 | 142 | 61.9% | 0.95 | 0.0685 | -0.014 | 21 | 0.0200 | 0.0300 | 126 | 320 | 56.9% | -0.05 | 0.0686 | -0.014 |
| 1.53 | 2.04 | 13 | 364 | 58.2% | 0.91 | 0.1185 | -0.024 | 21.5 | 0.0500 | 0.0600 | 507 | 1,524 | 55.1% | -0.09 | 0.1188 | -0.025 |
| 1.15 | 1.53 | 65 | 1,428 | 54.9% | 0.83 | 0.1876 | -0.041 | 22 | 0.1000 | 0.1200 | 405 | 1,438 | 52.8% | -0.17 | 0.1882 | -0.041 |
| 0.7700 | 1.05 | 44 | 1,518 | 48.6% | 0.72 | 0.2554 | -0.058 | 22.5 | 0.2000 | 0.2500 | 558 | 4,510 | 52.8% | -0.28 | 0.2565 | -0.058 |
| 0.5700 | 0.6600 | 238 | 1,700 | 56.2% | 0.58 | 0.3076 | -0.066 | 23 | 0.3600 | 0.4500 | 1,924 | 6,565 | 53.9% | -0.42 | 0.3091 | -0.066 |
| 0.3700 | 0.4100 | 2,567 | 2,484 | 53.0% | 0.42 | 0.3165 | -0.064 | 23.5 | 0.6100 | 0.7200 | 253 | 2,475 | 52.2% | -0.58 | 0.3183 | -0.064 |
| 0.2000 | 0.2600 | 4,999 | 4,571 | 53.2% | 0.28 | 0.2707 | -0.053 | 24 | 0.8200 | 1.05 | 124 | 1,428 | 43.9% | -0.73 | 0.2723 | -0.053 |
| 0.1000 | 0.1100 | 919 | 3,160 | 50.9% | 0.17 | 0.1996 | -0.038 | 24.5 | 1.22 | 1.74 | 24 | 1,317 | 64.5% | -0.84 | 0.2008 | -0.038 |
| 0.0500 | 0.0600 | 1,155 | 2,657 | 52.5% | 0.09 | 0.1301 | -0.024 | 25 | 1.61 | 2.00 | 43 | 435 | 40.0% | -0.91 | 0.1307 | -0.023 |
| 0.0100 | 0.0300 | 528 | 1,623 | 50.6% | 0.05 | 0.0794 | -0.014 | 25.5 | 2.01 | 2.73 | 9 | 2,410 | 69.7% | -0.95 | 0.0806 | -0.014 |
| 0 | 0.0200 | 205 | 3,971 | 52.7% | 0.03 | 0.0481 | -0.009 | 26 | 2.64 | 3.10 | 8 | 48 | 59.6% | -0.98 | 0.0499 | -0.008 |
| 0 | 0.0100 | 198 | 1,377 | 54.6% | 0.02 | 0.0298 | -0.006 | 26.5 | 2.91 | 5.25 | 2 | 1 | 195.8% | -0.99 | 0.0307 | -0.005 |
| 0 | 0.0100 | 2 | 1,072 | 61.3% | 0.01 | 0.0190 | -0.004 | 27 | 3.30 | 4.65 | 4 | 1 | 122.6% | -0.99 | 0.0182 | -0.004 |
| 0 | 0.0200 | 100 | 7,708 | 74.0% | 0.01 | 0.0124 | -0.003 | 27.5 | 3.00 | 5.60 | 73.6% | -1.00 | 0.0101 | -0.003 | ||
| 0 | 0.0100 | 1 | 333 | 73.9% | 0.00 | 0.0083 | -0.002 | 28 | 4.20 | 6.15 | 1 | 177.8% | -1.00 | 0.0053 | -0.003 | |
| 0 | 0.0100 | 108 | 80.0% | 0.00 | 0.0057 | -0.001 | 28.5 | 4.70 | 7.25 | 231.7% | -1.00 | 0.0027 | -0.002 | |||
| 0 | 0.0200 | 158 | 93.4% | 0.00 | 0.0040 | -0.001 | 29 | 4.50 | 7.75 | 122 | -1.00 | 0.0012 | -0.002 | |||
| 0 | 0.0300 | 105 | 105.1% | 0.00 | 0.0028 | -0.001 | 29.5 | 5.00 | 7.60 | 122 | 62 | 98.9% | -1.00 | 0.0006 | -0.002 | |
| 0 | 0.0100 | 242 | 97.2% | 0.00 | 0.0021 | -0.001 | 30 | 5.50 | 8.05 | 2 | -1.00 | 0.0002 | -0.002 | |||
| 0 | 0.2100 | 1 | 71 | 162.6% | 0.00 | 0.0015 | -0.000 | 30.5 | 5.95 | 9.10 | 2 | 197.6% | -1.00 | 0.0001 | -0.002 | |
| 0 | 0.4400 | 17 | 201.0% | 0.00 | 0.0011 | -0.000 | 31 | 6.50 | 9.75 | 2 | 1 | 226.3% | -1.00 | 0.0000 | -0.002 | |
| 0 | 1.45 | 2 | 297.0% | 0.00 | 0.0008 | -0.000 | 31.5 | 7.95 | 10.05 | 2 | 208.2% | -1.00 | 0.0000 | -0.002 | ||
| 0 | 0.0100 | 3 | 118.3% | 0.00 | 0.0006 | -0.000 | 32 | 7.30 | 10.75 | 1 | -1.00 | 0.0000 | -0.002 | |||
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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs