T option chain AT&T Inc.
Cboe delayed options data · as of 00:38 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 ±16.7% (21.62–30.28) · ATM IV 26.7% · P/C open interest 0.33
| 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 | |
| 8.90 | 9.95 | 1 | 49.3% | 0.97 | 0.0127 | 0.000 | 17 | 0.0700 | 0.4000 | 38.7% | -0.05 | 0.0144 | -0.002 | |||
| 7.75 | 8.85 | 39.7% | 0.96 | 0.0178 | -0.000 | 18 | 0.1200 | 0.4600 | 1 | 36.4% | -0.06 | 0.0191 | -0.002 | |||
| 7.05 | 7.75 | 37.6% | 0.93 | 0.0236 | -0.001 | 19 | 0.1900 | 0.5300 | 34.3% | -0.09 | 0.0251 | -0.002 | ||||
| 6.15 | 6.70 | 33.2% | 0.90 | 0.0305 | -0.001 | 20 | 0.3100 | 0.4000 | 11 | 29.8% | -0.11 | 0.0324 | -0.003 | |||
| 5.30 | 6.00 | 1 | 33.3% | 0.87 | 0.0389 | -0.002 | 21 | 0.4400 | 0.7300 | 1 | 30.8% | -0.15 | 0.0410 | -0.003 | ||
| 4.55 | 5.10 | 206 | 31.4% | 0.82 | 0.0482 | -0.003 | 22 | 0.6100 | 0.7800 | 20 | 28.2% | -0.20 | 0.0501 | -0.003 | ||
| 3.70 | 4.05 | 254 | 27.0% | 0.76 | 0.0573 | -0.003 | 23 | 0.8600 | 1.24 | 13 | 29.2% | -0.26 | 0.0589 | -0.004 | ||
| 3.15 | 3.35 | 3 | 55 | 27.2% | 0.70 | 0.0653 | -0.004 | 24 | 1.16 | 1.51 | 2 | 28.0% | -0.32 | 0.0664 | -0.004 | |
| 2.46 | 2.76 | 2 | 159 | 26.2% | 0.63 | 0.0716 | -0.004 | 25 | 1.57 | 2.17 | 2 | 218 | 29.3% | -0.39 | 0.0721 | -0.004 |
| 2.07 | 2.24 | 520 | 26.7% | 0.55 | 0.0756 | -0.004 | 26 | 2.10 | 2.25 | 232 | 187 | 26.8% | -0.47 | 0.0755 | -0.004 | |
| 1.61 | 1.98 | 23 | 523 | 27.5% | 0.48 | 0.0769 | -0.004 | 27 | 2.64 | 2.96 | 18 | 230 | 27.5% | -0.54 | 0.0764 | -0.004 |
| 1.30 | 1.45 | 61 | 17 | 26.6% | 0.41 | 0.0755 | -0.004 | 28 | 3.05 | 3.60 | 26.0% | -0.61 | 0.0750 | -0.004 | ||
| 0.9400 | 1.12 | 2 | 39 | 25.9% | 0.34 | 0.0718 | -0.004 | 29 | 3.70 | 4.30 | 25.6% | -0.68 | 0.0716 | -0.004 | ||
| 0.7300 | 0.8800 | 19 | 27 | 26.1% | 0.28 | 0.0662 | -0.004 | 30 | 4.50 | 5.05 | 25.8% | -0.74 | 0.0670 | -0.003 | ||
| 0.4700 | 0.6800 | 7 | 25.3% | 0.23 | 0.0594 | -0.003 | 31 | 5.15 | 5.70 | 22.8% | -0.80 | 0.0617 | -0.003 | |||
| 0.2400 | 0.5300 | 224 | 24.4% | 0.18 | 0.0521 | -0.003 | 32 | 5.95 | 6.60 | 21.8% | -0.85 | 0.0554 | -0.002 | |||
| 0.2200 | 0.4200 | 1 | 25.3% | 0.14 | 0.0447 | -0.003 | 33 | 6.60 | 7.60 | -0.89 | 0.0479 | -0.002 | ||||
| 0 | 0.2600 | 48 | 23.8% | 0.09 | 0.0316 | -0.002 | 35 | 8.65 | 9.35 | -0.95 | 0.0308 | -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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs