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 ±7.1% (21.62–24.90) · ATM IV 27.5% · P/C open interest 0.59
| 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 | |
| 10.60 | 12.45 | 105.9% | 1.00 | 0.0019 | -0.001 | 12 | 0 | 0.1000 | 40 | 109.9% | -0.00 | 0.0019 | -0.001 | |||
| 9.85 | 11.40 | 117.5% | 0.99 | 0.0026 | -0.001 | 13 | 0 | 0.1400 | 3 | 103.8% | -0.01 | 0.0026 | -0.001 | |||
| 8.65 | 10.65 | 2 | 108.1% | 0.99 | 0.0034 | -0.001 | 14 | 0 | 0.9100 | 141.8% | -0.01 | 0.0034 | -0.001 | |||
| 7.60 | 9.55 | 2 | 82.9% | 0.99 | 0.0047 | -0.001 | 15 | 0 | 0.6800 | 1 | 116.6% | -0.01 | 0.0047 | -0.001 | ||
| 6.60 | 8.60 | 4 | 76.2% | 0.99 | 0.0067 | -0.002 | 16 | 0 | 0.2300 | 73 | 56.0% | -0.01 | 0.0067 | -0.002 | ||
| 5.25 | 7.45 | 0.99 | 0.0099 | -0.002 | 17 | 0 | 0.0600 | 6 | 53.3% | -0.01 | 0.0099 | -0.002 | ||||
| 4.75 | 6.35 | 46.9% | 0.98 | 0.0155 | -0.002 | 18 | 0 | 0.0500 | 35 | 93 | 43.8% | -0.02 | 0.0156 | -0.002 | ||
| 4.20 | 5.20 | 53 | 55.4% | 0.97 | 0.0260 | -0.003 | 19 | 0 | 0.0500 | 19 | 280 | 36.1% | -0.03 | 0.0261 | -0.003 | |
| 2.88 | 3.95 | 7 | 48 | 0.94 | 0.0462 | -0.004 | 20 | 0.0400 | 0.1100 | 17 | 4,646 | 35.7% | -0.06 | 0.0465 | -0.004 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 20.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.31 | 2.90 | 2 | 52 | 27.5% | 0.89 | 0.0834 | -0.006 | 21 | 0.0900 | 0.1800 | 56 | 2,824 | 31.9% | -0.11 | 0.0841 | -0.006 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 21.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.51 | 1.97 | 93 | 1,654 | 26.3% | 0.78 | 0.1353 | -0.009 | 22 | 0.2900 | 0.3100 | 226 | 9,988 | 30.5% | -0.22 | 0.1369 | -0.009 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 22.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.8900 | 1.17 | 241 | 4,471 | 25.6% | 0.62 | 0.1789 | -0.012 | 23 | 0.5500 | 0.6700 | 211 | 3,219 | 29.5% | -0.39 | 0.1818 | -0.012 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 23.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.5700 | 0.6500 | 253 | 9,329 | 28.0% | 0.43 | 0.1908 | -0.011 | 24 | 1.02 | 1.15 | 57 | 3,528 | 28.1% | -0.58 | 0.1959 | -0.012 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 24.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2700 | 0.3200 | 377 | 7,878 | 27.7% | 0.25 | 0.1599 | -0.009 | 25 | 1.67 | 1.91 | 45 | 5,754 | 28.3% | -0.76 | 0.1678 | -0.010 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 25.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1200 | 0.1500 | 481 | 7,479 | 28.1% | 0.13 | 0.1064 | -0.006 | 26 | 2.40 | 2.90 | 86 | 2,128 | 29.6% | -0.89 | 0.1165 | -0.007 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 26.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0400 | 0.0700 | 45 | 5,522 | 28.3% | 0.07 | 0.0638 | -0.004 | 27 | 3.15 | 3.75 | 77 | -0.96 | 0.0686 | -0.004 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 27.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0200 | 0.0400 | 110 | 7,888 | 30.3% | 0.04 | 0.0394 | -0.003 | 28 | 3.75 | 5.40 | 2 | 35.0% | -0.98 | 0.0349 | -0.003 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 28.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0100 | 0.0700 | 3 | 7,980 | 37.0% | 0.03 | 0.0262 | -0.002 | 29 | 4.65 | 6.45 | -0.99 | 0.0174 | -0.001 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 29.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0.1000 | 2,360 | 43.5% | 0.02 | 0.0184 | -0.002 | 30 | 5.70 | 7.45 | 45.5% | -1.00 | 0.0089 | -0.001 | |||
| 0 | 0.0500 | 2 | 284 | 43.0% | 0.02 | 0.0136 | -0.002 | 31 | 6.65 | 8.55 | 54.8% | -1.00 | 0.0046 | -0.000 | ||
| 0 | 0.1200 | 243 | 41.7% | 0.01 | 0.0104 | -0.001 | 32 | 7.50 | 9.50 | -1.00 | 0.0026 | -0.000 | ||||
| 0 | 0.6800 | 84.9% | 0.01 | 0.0081 | -0.001 | 33 | 8.50 | 10.85 | 73.5% | -1.00 | 0.0013 | -0.000 | ||||
| 0 | 0.4800 | 82.5% | 0.01 | 0.0065 | -0.001 | 34 | 9.50 | 11.85 | 78.3% | -1.00 | 0.0007 | 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