T option chain AT&T Inc.
Cboe delayed options data · as of 12:41 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 ±15.0% (19.78–26.74) · ATM IV 28.8% · P/C open interest 1.05
| 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 | |
| 10.45 | 12.85 | 64.2% | 0.99 | 0.0037 | -0.000 | 12 | 0 | 0.0800 | 12 | 50.9% | -0.02 | 0.0051 | -0.001 | |||
| 9.45 | 11.85 | 56.2% | 0.99 | 0.0050 | -0.000 | 13 | 0 | 0.0900 | 31 | 46.3% | -0.02 | 0.0066 | -0.001 | |||
| 8.45 | 10.90 | 51.5% | 0.98 | 0.0070 | -0.001 | 14 | 0 | 0.1000 | 126 | 41.9% | -0.02 | 0.0088 | -0.001 | |||
| 7.35 | 9.90 | 38.8% | 0.98 | 0.0099 | -0.001 | 15 | 0 | 0.1400 | 335 | 39.2% | -0.03 | 0.0119 | -0.001 | |||
| 7.50 | 8.15 | 47.9% | 0.97 | 0.0143 | -0.001 | 16 | 0 | 0.2900 | 176 | 40.0% | -0.04 | 0.0164 | -0.002 | |||
| 6.35 | 7.20 | 1 | 38.9% | 0.95 | 0.0210 | -0.002 | 17 | 0.0700 | 0.2000 | 3 | 91 | 34.2% | -0.06 | 0.0229 | -0.002 | |
| 4.80 | 6.75 | 126 | 33.0% | 0.93 | 0.0306 | -0.002 | 18 | 0.1600 | 0.2900 | 4 | 918 | 33.5% | -0.09 | 0.0320 | -0.003 | |
| 4.70 | 5.50 | 18 | 38.5% | 0.89 | 0.0430 | -0.003 | 19 | 0.0800 | 0.4400 | 11 | 3,421 | 29.5% | -0.13 | 0.0439 | -0.003 | |
| 3.80 | 4.40 | 1 | 508 | 32.0% | 0.83 | 0.0570 | -0.004 | 20 | 0.2300 | 0.5500 | 4,032 | 4,782 | 28.1% | -0.18 | 0.0575 | -0.004 |
| 2.83 | 3.60 | 1,026 | 28.3% | 0.76 | 0.0707 | -0.004 | 21 | 0.5400 | 0.9000 | 679 | 29.8% | -0.25 | 0.0713 | -0.005 | ||
| 2.50 | 2.75 | 995 | 29.6% | 0.68 | 0.0828 | -0.005 | 22 | 0.9900 | 1.13 | 6 | 1,056 | 29.5% | -0.33 | 0.0840 | -0.005 | |
| 1.95 | 2.07 | 899 | 2,448 | 28.6% | 0.60 | 0.0916 | -0.005 | 23 | 1.38 | 1.56 | 1,887 | 6,314 | 29.0% | -0.42 | 0.0936 | -0.006 |
| 1.48 | 1.59 | 1,789 | 2,545 | 28.5% | 0.50 | 0.0952 | -0.005 | 24 | 1.89 | 2.05 | 2,128 | 2,756 | 28.5% | -0.52 | 0.0979 | -0.006 |
| 1.08 | 1.14 | 398 | 2,917 | 27.7% | 0.41 | 0.0935 | -0.005 | 25 | 2.40 | 2.65 | 1 | 3,488 | 27.3% | -0.61 | 0.0963 | -0.005 |
| 0.7700 | 0.8600 | 239 | 2,661 | 27.7% | 0.33 | 0.0874 | -0.005 | 26 | 3.10 | 3.40 | 1,248 | 27.6% | -0.70 | 0.0896 | -0.005 | |
| 0.5200 | 0.6000 | 39 | 4,297 | 27.2% | 0.25 | 0.0780 | -0.004 | 27 | 3.40 | 4.30 | 605 | 23.4% | -0.77 | 0.0788 | -0.004 | |
| 0.2000 | 0.5200 | 137 | 2,636 | 26.4% | 0.19 | 0.0664 | -0.004 | 28 | 4.35 | 5.05 | 25 | 43 | 22.7% | -0.84 | 0.0658 | -0.003 |
| 0.1500 | 0.3000 | 3 | 943 | 25.8% | 0.14 | 0.0544 | -0.003 | 29 | 5.05 | 6.00 | 19 | -0.88 | 0.0523 | -0.003 | ||
| 0.1200 | 0.2600 | 1,339 | 27.4% | 0.10 | 0.0436 | -0.002 | 30 | 6.10 | 6.95 | 55 | -0.92 | 0.0428 | -0.002 | |||
| 0.0400 | 0.1400 | 1,640 | 27.7% | 0.06 | 0.0270 | -0.002 | 32 | 6.50 | 9.85 | -0.98 | 0.0339 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs