TAP option chain Molson Coors Beverage Company
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 ±4.9% (38.56–42.52) · ATM IV 28.4% · P/C open interest 0.71
| 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 | |
| 17.70 | 18.80 | 165.7% | 1.00 | 0.0001 | 0.000 | 22.5 | 0 | 0.0500 | 121.0% | -0.00 | 0.0001 | -0.000 | ||||
| 15.20 | 16.30 | 139.2% | 1.00 | 0.0003 | 0.000 | 25 | 0 | 0.0500 | 101.2% | -0.00 | 0.0003 | -0.000 | ||||
| 12.70 | 14.00 | 126.8% | 1.00 | 0.0008 | 0.000 | 27.5 | 0 | 0.4000 | 83.2% | -0.00 | 0.0008 | -0.001 | ||||
| 10.30 | 11.50 | 107.4% | 1.00 | 0.0024 | -0.000 | 30 | 0 | 0.4000 | 1 | 95.8% | -0.00 | 0.0024 | -0.002 | |||
| 7.70 | 8.90 | 76.4% | 0.99 | 0.0074 | -0.003 | 32.5 | 0 | 0.4500 | 27 | 77.1% | -0.01 | 0.0075 | -0.004 | |||
| 5.40 | 6.30 | 59.1% | 0.96 | 0.0233 | -0.007 | 35 | 0 | 0.1000 | 1 | 187 | 40.3% | -0.04 | 0.0235 | -0.008 | ||
| 3.10 | 3.90 | 3 | 4 | 44.9% | 0.88 | 0.0713 | -0.018 | 37.5 | 0.0500 | 0.2000 | 1 | 427 | 30.3% | -0.12 | 0.0720 | -0.018 |
| 1.00 | 1.80 | 25 | 88 | 31.9% | 0.61 | 0.1583 | -0.029 | 40 | 0.4000 | 0.7500 | 1 | 876 | 24.8% | -0.40 | 0.1607 | -0.030 |
| 0.2000 | 0.4000 | 65 | 924 | 27.9% | 0.22 | 0.1278 | -0.022 | 42.5 | 1.65 | 2.35 | 222 | -0.79 | 0.1316 | -0.022 | ||
| 0.0500 | 0.1000 | 5 | 806 | 31.8% | 0.06 | 0.0443 | -0.009 | 45 | 3.80 | 4.70 | 9 | -0.97 | 0.0551 | -0.011 | ||
| 0 | 0.0500 | 631 | 36.7% | 0.02 | 0.0139 | -0.003 | 47.5 | 6.20 | 7.40 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.3500 | 14 | 65.7% | 0.01 | 0.0050 | -0.002 | 50 | 8.70 | 9.90 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0500 | 64.0% | 0.00 | 0.0009 | -0.000 | 55 | 13.70 | 14.90 | -1.00 | 0.0000 | -0.006 | |||||
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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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