T option chain AT&T Inc.
Cboe delayed options data · as of 12:38 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 ±9.7% (23.43–28.48) · ATM IV 26.1% · P/C open interest 0.29
| 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 | |
| 12.75 | 14.15 | 1 | 123.9% | 1.00 | 0.0016 | 0.000 | 13 | 0 | 0.0800 | 71.3% | -0.01 | 0.0032 | -0.001 | |||
| 11.00 | 13.30 | 1 | 87.5% | 1.00 | 0.0022 | 0.000 | 14 | 0 | 0.0800 | 64.4% | -0.01 | 0.0040 | -0.001 | |||
| 10.15 | 11.95 | 2 | 3 | 61.5% | 0.99 | 0.0030 | 0.000 | 15 | 0 | 0.0900 | 58.9% | -0.01 | 0.0051 | -0.001 | ||
| 8.80 | 11.15 | 0.99 | 0.0040 | 0.000 | 16 | 0 | 0.0900 | 52.7% | -0.02 | 0.0066 | -0.002 | |||||
| 8.00 | 11.15 | 88.8% | 0.99 | 0.0056 | -0.000 | 17 | 0 | 0.1000 | 47.7% | -0.02 | 0.0087 | -0.002 | ||||
| 6.85 | 10.15 | 76.0% | 0.99 | 0.0081 | -0.001 | 18 | 0 | 0.1100 | 55 | 42.8% | -0.03 | 0.0118 | -0.002 | |||
| 6.15 | 8.00 | 39.1% | 0.98 | 0.0120 | -0.001 | 19 | 0 | 0.2700 | 1 | 52 | 44.7% | -0.03 | 0.0162 | -0.002 | ||
| 4.75 | 8.20 | 58.2% | 0.97 | 0.0184 | -0.001 | 20 | 0 | 0.1400 | 32 | 33.6% | -0.05 | 0.0232 | -0.002 | |||
| 4.75 | 6.60 | 1 | 57.4% | 0.96 | 0.0297 | -0.002 | 21 | 0.0100 | 0.1800 | 7 | 47 | 30.2% | -0.07 | 0.0342 | -0.003 | |
| 4.05 | 4.60 | 1 | 22 | 37.0% | 0.92 | 0.0488 | -0.003 | 22 | 0.1400 | 0.3000 | 52 | 685 | 31.1% | -0.10 | 0.0514 | -0.004 |
| 3.20 | 3.45 | 9 | 48 | 30.0% | 0.86 | 0.0753 | -0.005 | 23 | 0.2900 | 0.5400 | 37 | 767 | 31.5% | -0.17 | 0.0745 | -0.005 |
| 2.28 | 2.65 | 12 | 439 | 27.1% | 0.77 | 0.1019 | -0.007 | 24 | 0.2900 | 0.8000 | 52 | 1,385 | 27.8% | -0.26 | 0.0991 | -0.007 |
| 1.74 | 1.89 | 520 | 1,439 | 27.4% | 0.65 | 0.1225 | -0.008 | 25 | 0.8100 | 0.9000 | 42 | 1,540 | 26.8% | -0.37 | 0.1203 | -0.008 |
| 1.17 | 1.29 | 132 | 1,996 | 26.2% | 0.52 | 0.1317 | -0.008 | 26 | 1.27 | 1.32 | 104 | 874 | 26.0% | -0.49 | 0.1319 | -0.008 |
| 0.6800 | 0.9200 | 474 | 1,839 | 25.8% | 0.40 | 0.1264 | -0.008 | 27 | 1.56 | 2.11 | 21 | 26 | 24.6% | -0.62 | 0.1286 | -0.008 |
| 0.4600 | 0.5300 | 141 | 5,070 | 25.4% | 0.28 | 0.1102 | -0.007 | 28 | 2.29 | 2.84 | 24.7% | -0.74 | 0.1124 | -0.006 | ||
| 0.3000 | 0.3500 | 76 | 7,178 | 26.2% | 0.20 | 0.0890 | -0.005 | 29 | 2.99 | 3.50 | 18.6% | -0.83 | 0.0894 | -0.005 | ||
| 0.0100 | 0.2300 | 82 | 795 | 23.1% | 0.13 | 0.0672 | -0.004 | 30 | 3.70 | 4.60 | -0.89 | 0.0653 | -0.004 | |||
| 0.0900 | 0.1600 | 30 | 108 | 27.1% | 0.08 | 0.0480 | -0.003 | 31 | 4.50 | 5.55 | 1 | -0.94 | 0.0442 | -0.002 | ||
| 0.0400 | 0.1000 | 50 | 52 | 27.0% | 0.05 | 0.0332 | -0.002 | 32 | 5.50 | 6.45 | -0.96 | 0.0286 | -0.001 | |||
| 0 | 0.1100 | 28.8% | 0.03 | 0.0231 | -0.002 | 33 | 6.20 | 8.40 | 37.5% | -0.98 | 0.0185 | -0.001 | ||||
| 0 | 0.0300 | 28.3% | 0.02 | 0.0128 | -0.001 | 35 | 8.05 | 10.20 | -0.99 | 0.0093 | 0.000 | |||||
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