T option chain AT&T Inc.
Cboe delayed options data · as of 15:44 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 ±6.5% (21.67–24.68) · ATM IV 30.7% · P/C open interest 0.38
| 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 | |
| 10.00 | 13.35 | 1 | 205.4% | 1.00 | 0.0014 | 0.000 | 12 | 0 | 1.20 | 221.2% | -0.00 | 0.0014 | -0.001 | |||
| 9.45 | 12.35 | 208.6% | 1.00 | 0.0019 | 0.000 | 13 | 0 | 1.00 | 188.6% | -0.00 | 0.0019 | -0.001 | ||||
| 8.45 | 11.35 | 187.5% | 1.00 | 0.0026 | 0.000 | 14 | 0 | 1.00 | 169.3% | -0.00 | 0.0026 | -0.001 | ||||
| 7.50 | 10.35 | 169.8% | 0.99 | 0.0038 | 0.000 | 15 | 0 | 1.35 | 167.1% | -0.01 | 0.0038 | -0.001 | ||||
| 6.50 | 9.35 | 151.1% | 0.99 | 0.0058 | -0.000 | 16 | 0 | 0.1700 | 85.3% | -0.01 | 0.0058 | -0.002 | ||||
| 5.50 | 8.35 | 133.3% | 0.99 | 0.0094 | -0.001 | 17 | 0 | 0.9500 | 115.9% | -0.01 | 0.0094 | -0.002 | ||||
| 4.65 | 6.70 | 65 | 98.4% | 0.98 | 0.0165 | -0.002 | 18 | 0 | 0.9500 | 100.5% | -0.02 | 0.0166 | -0.003 | |||
| 3.65 | 5.70 | 83.4% | 0.96 | 0.0296 | -0.004 | 19 | 0 | 0.3400 | 2 | 61.3% | -0.04 | 0.0298 | -0.004 | |||
| 3.20 | 5.15 | 76.0% | 0.95 | 0.0397 | -0.004 | 19.5 | 0 | 1.00 | 79.8% | -0.05 | 0.0399 | -0.005 | ||||
| 2.70 | 4.25 | 10 | 55.0% | 0.93 | 0.0533 | -0.005 | 20 | 0 | 0.9500 | 72 | 70.8% | -0.07 | 0.0536 | -0.006 | ||
| 2.70 | 4.10 | 1 | 74.1% | 0.91 | 0.0720 | -0.007 | 20.5 | 0 | 0.4800 | 57 | 48.6% | -0.09 | 0.0725 | -0.007 | ||
| 2.25 | 3.75 | 4 | 71.2% | 0.87 | 0.0967 | -0.008 | 21 | 0.0500 | 0.1800 | 10 | 76 | 33.1% | -0.13 | 0.0974 | -0.009 | |
| 1.78 | 2.19 | 2 | 28 | 36.1% | 0.82 | 0.1267 | -0.010 | 21.5 | 0.1700 | 0.2300 | 211 | 33.3% | -0.18 | 0.1277 | -0.011 | |
| 1.47 | 1.64 | 5 | 47 | 33.1% | 0.75 | 0.1590 | -0.012 | 22 | 0.2700 | 0.3300 | 4 | 341 | 32.3% | -0.25 | 0.1605 | -0.012 |
| 1.08 | 1.35 | 431 | 32.9% | 0.67 | 0.1880 | -0.014 | 22.5 | 0.4100 | 0.4700 | 112 | 31.4% | -0.34 | 0.1902 | -0.014 | ||
| 0.8300 | 0.9100 | 3 | 644 | 30.6% | 0.57 | 0.2080 | -0.015 | 23 | 0.6000 | 0.6700 | 202 | 30.9% | -0.44 | 0.2110 | -0.015 | |
| 0.5800 | 0.6500 | 5 | 325 | 30.0% | 0.46 | 0.2147 | -0.015 | 23.5 | 0.8500 | 0.9100 | 3 | 69 | 30.2% | -0.54 | 0.2187 | -0.015 |
| 0.4000 | 0.4400 | 109 | 29.8% | 0.36 | 0.2055 | -0.013 | 24 | 1.11 | 1.37 | 3 | 14 | 32.3% | -0.65 | 0.2107 | -0.014 | |
| 0.2400 | 0.2900 | 147 | 810 | 29.0% | 0.26 | 0.1815 | -0.011 | 24.5 | 1.45 | 1.67 | 82 | 30.5% | -0.75 | 0.1878 | -0.012 | |
| 0.1500 | 0.1900 | 26 | 178 | 29.2% | 0.18 | 0.1484 | -0.009 | 25 | 1.72 | 2.25 | 15 | 45 | 32.0% | -0.83 | 0.1558 | -0.009 |
| 0.0900 | 0.1400 | 6 | 517 | 30.1% | 0.13 | 0.1144 | -0.007 | 25.5 | 2.25 | 3.75 | 68 | 63.8% | -0.89 | 0.1228 | -0.007 | |
| 0.0100 | 0.1000 | 291 | 28.6% | 0.09 | 0.0853 | -0.006 | 26 | 2.25 | 4.15 | 54.6% | -0.93 | 0.0937 | -0.006 | |||
| 0 | 0.0700 | 67 | 29.4% | 0.06 | 0.0632 | -0.004 | 26.5 | 2.75 | 4.45 | 2 | 53.9% | -0.96 | 0.0730 | -0.004 | ||
| 0 | 1.00 | 16 | 67.9% | 0.04 | 0.0474 | -0.004 | 27 | 3.25 | 4.65 | 47.9% | -0.98 | 0.0537 | -0.004 | |||
| 0 | 0.3500 | 51.5% | 0.03 | 0.0362 | -0.003 | 27.5 | 3.70 | 5.45 | 61.3% | -0.99 | 0.0356 | -0.003 | ||||
| 0 | 0.2500 | 5 | 50.7% | 0.03 | 0.0281 | -0.003 | 28 | 4.20 | 5.95 | 65.5% | -1.00 | 0.0190 | -0.003 | |||
| 0 | 1.00 | 81.5% | 0.02 | 0.0222 | -0.002 | 28.5 | 4.70 | 6.45 | 69.5% | -1.00 | 0.0095 | -0.003 | ||||
| 0 | 1.00 | 1 | 85.6% | 0.02 | 0.0178 | -0.002 | 29 | 5.05 | 6.95 | 67.6% | -1.00 | 0.0037 | -0.003 | |||
| 0 | 1.00 | 89.6% | 0.01 | 0.0144 | -0.002 | 29.5 | 5.55 | 8.05 | 92.3% | -1.00 | 0.0007 | -0.003 | ||||
| 0 | 0.9500 | 92.0% | 0.01 | 0.0117 | -0.001 | 30 | 6.05 | 8.80 | 103.7% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.9500 | 99.4% | 0.01 | 0.0080 | -0.001 | 31 | 6.85 | 9.85 | 107.0% | -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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs