T option chain AT&T Inc.
Cboe delayed options data · as of 06:43 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 ±26.2% (17.12–29.27) · ATM IV 28.7% · P/C open interest 0.80
| 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 | |
| 8.00 | 11.90 | 23 | 0.98 | 0.0098 | 0.000 | 13 | 0.0700 | 0.6200 | 199 | 37.3% | -0.06 | 0.0129 | -0.001 | |||
| 7.05 | 9.15 | 65 | 0.93 | 0.0199 | -0.000 | 15 | 0.3200 | 0.6900 | 3,749 | 33.5% | -0.10 | 0.0198 | -0.001 | |||
| 5.95 | 7.40 | 197 | 37.5% | 0.83 | 0.0324 | -0.001 | 18 | 0.8400 | 1.20 | 394 | 30.6% | -0.19 | 0.0328 | -0.002 | ||
| 4.55 | 5.70 | 8 | 728 | 32.7% | 0.74 | 0.0407 | -0.002 | 20 | 1.55 | 1.89 | 1 | 2,209 | 31.0% | -0.27 | 0.0413 | -0.002 |
| 2.96 | 4.30 | 4 | 5,391 | 27.8% | 0.65 | 0.0477 | -0.002 | 22 | 2.21 | 2.68 | 8 | 2,422 | 29.6% | -0.36 | 0.0482 | -0.002 |
| 2.29 | 2.74 | 2 | 3,226 | 28.8% | 0.51 | 0.0529 | -0.002 | 25 | 2.96 | 4.15 | 4 | 769 | 24.7% | -0.51 | 0.0540 | -0.002 |
| 1.50 | 2.13 | 30 | 862 | 27.9% | 0.41 | 0.0524 | -0.002 | 27 | 4.90 | 5.50 | 2 | 160 | 28.0% | -0.61 | 0.0544 | -0.002 |
| 0.9800 | 1.35 | 4 | 1,595 | 27.9% | 0.30 | 0.0469 | -0.002 | 30 | 7.05 | 7.80 | 12 | 27.7% | -0.74 | 0.0516 | -0.002 | |
| 0.5600 | 1.25 | 250 | 28.5% | 0.23 | 0.0416 | -0.002 | 32 | 8.80 | 9.55 | 23 | 28.8% | -0.82 | 0.0470 | -0.001 | ||
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs