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 ±11.8% (20.43–25.92) · ATM IV 45.4% · 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 | |
| 10.05 | 13.35 | 166.2% | 1.00 | 0.0016 | 0.000 | 12 | 0 | 1.20 | 178.0% | -0.00 | 0.0016 | -0.001 | ||||
| 9.50 | 12.35 | 168.5% | 1.00 | 0.0023 | 0.000 | 13 | 0 | 1.01 | 152.3% | -0.00 | 0.0023 | -0.001 | ||||
| 8.50 | 11.35 | 151.3% | 0.99 | 0.0034 | 0.000 | 14 | 0 | 1.20 | 144.4% | -0.01 | 0.0034 | -0.001 | ||||
| 7.50 | 10.35 | 135.3% | 0.99 | 0.0052 | -0.000 | 15 | 0 | 0.1600 | 77.8% | -0.01 | 0.0052 | -0.001 | ||||
| 6.50 | 9.40 | 121.8% | 0.99 | 0.0085 | -0.001 | 16 | 0 | 1.15 | 113.3% | -0.01 | 0.0085 | -0.002 | ||||
| 5.55 | 8.20 | 1 | 103.0% | 0.98 | 0.0137 | -0.002 | 17 | 0 | 0.1800 | 60.1% | -0.02 | 0.0137 | -0.002 | |||
| 4.70 | 7.45 | 100.2% | 0.96 | 0.0227 | -0.003 | 18 | 0 | 0.9600 | 81.3% | -0.04 | 0.0229 | -0.003 | ||||
| 3.70 | 6.25 | 81.5% | 0.94 | 0.0375 | -0.004 | 19 | 0 | 0.9500 | 1 | 69.0% | -0.06 | 0.0378 | -0.005 | |||
| 3.30 | 5.35 | 67.6% | 0.92 | 0.0477 | -0.005 | 19.5 | 0 | 1.20 | 69.5% | -0.08 | 0.0480 | -0.005 | ||||
| 2.75 | 5.30 | 42 | 70.6% | 0.90 | 0.0604 | -0.006 | 20 | 0 | 0.6000 | 36 | 48.0% | -0.10 | 0.0608 | -0.006 | ||
| 1.82 | 4.25 | 1 | 40.9% | 0.87 | 0.0762 | -0.007 | 20.5 | 0 | 0.5200 | 3 | 40.5% | -0.13 | 0.0769 | -0.007 | ||
| 1.82 | 3.15 | 38 | 32.9% | 0.84 | 0.0956 | -0.008 | 21 | 0.0100 | 0.4700 | 75 | 34.2% | -0.16 | 0.0965 | -0.008 | ||
| 1.70 | 2.85 | 1 | 40.7% | 0.79 | 0.1178 | -0.009 | 21.5 | 0.2100 | 0.3700 | 2 | 2,321 | 31.4% | -0.21 | 0.1191 | -0.009 | |
| 1.57 | 1.80 | 2 | 53 | 30.9% | 0.73 | 0.1405 | -0.010 | 22 | 0.3500 | 0.6400 | 4 | 411 | 34.1% | -0.27 | 0.1424 | -0.010 |
| 1.13 | 1.67 | 2 | 196 | 32.3% | 0.65 | 0.1606 | -0.011 | 22.5 | 0.4400 | 0.6500 | 180 | 29.4% | -0.35 | 0.1631 | -0.011 | |
| 0.9200 | 3.05 | 857 | 61.3% | 0.57 | 0.1748 | -0.011 | 23 | 0.6400 | 0.8800 | 10 | 64 | 29.5% | -0.44 | 0.1781 | -0.011 | |
| 0.2500 | 2.51 | 91 | 48.9% | 0.48 | 0.1806 | -0.011 | 23.5 | 0.8800 | 1.27 | 28 | 82 | 31.3% | -0.53 | 0.1850 | -0.011 | |
| 0.0900 | 0.6400 | 2 | 977 | 21.5% | 0.39 | 0.1769 | -0.011 | 24 | 1.17 | 1.38 | 3 | 37 | 27.8% | -0.62 | 0.1825 | -0.011 |
| 0.3200 | 0.5200 | 2 | 250 | 29.0% | 0.31 | 0.1638 | -0.010 | 24.5 | 0.5800 | 2.11 | 1 | 14.6% | -0.71 | 0.1708 | -0.010 | |
| 0.2500 | 0.3000 | 3 | 2,350 | 28.0% | 0.23 | 0.1437 | -0.008 | 25 | 1.84 | 2.18 | 25 | 8 | 27.8% | -0.78 | 0.1521 | -0.009 |
| 0.1500 | 0.3600 | 4 | 150 | 31.3% | 0.17 | 0.1201 | -0.007 | 25.5 | 2.15 | 3.10 | 4 | 37.3% | -0.85 | 0.1300 | -0.007 | |
| 0.0600 | 0.1400 | 38 | 26.3% | 0.12 | 0.0962 | -0.005 | 26 | 1.61 | 4.00 | 56 | -0.90 | 0.1076 | -0.006 | |||
| 0 | 0.1800 | 28.8% | 0.09 | 0.0747 | -0.004 | 26.5 | 2.17 | 4.45 | -0.94 | 0.0855 | -0.005 | |||||
| 0 | 0.1000 | 31 | 27.9% | 0.06 | 0.0570 | -0.003 | 27 | 2.52 | 5.00 | -0.97 | 0.0697 | -0.004 | ||||
| 0 | 1.00 | 1 | 58.0% | 0.05 | 0.0434 | -0.003 | 27.5 | 3.00 | 5.45 | -0.99 | 0.0405 | -0.003 | ||||
| 0 | 0.1600 | 1 | 2 | 36.5% | 0.03 | 0.0334 | -0.002 | 28 | 3.45 | 6.80 | 56.6% | -1.00 | 0.0170 | -0.002 | ||
| 0 | 1.00 | 65.1% | 0.03 | 0.0262 | -0.002 | 28.5 | 3.95 | 7.35 | 61.3% | -1.00 | 0.0025 | -0.002 | ||||
| 0 | 1.00 | 5 | 68.5% | 0.02 | 0.0209 | -0.002 | 29 | 4.85 | 7.85 | 74.4% | -1.00 | 0.0000 | -0.002 | |||
| 0 | 1.00 | 71.7% | 0.02 | 0.0169 | -0.001 | 29.5 | 5.35 | 8.35 | 77.8% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.3800 | 56.6% | 0.01 | 0.0138 | -0.001 | 30 | 5.85 | 8.85 | 81.1% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 1.00 | 80.8% | 0.01 | 0.0094 | -0.001 | 31 | 6.85 | 9.85 | 87.4% | -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 — Nov 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs