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 ±12.3% (35.54–45.54) · ATM IV 32.9% · P/C open interest 0.30
| 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 | |
| 17.40 | 19.30 | 55.1% | 0.99 | 0.0020 | 0.000 | 22.5 | 0 | 0.2000 | 67.5% | -0.01 | 0.0020 | -0.001 | ||||
| 15.10 | 17.00 | 64.8% | 0.99 | 0.0038 | -0.001 | 25 | 0 | 0.5000 | 67.9% | -0.01 | 0.0039 | -0.002 | ||||
| 13.00 | 14.20 | 55.5% | 0.98 | 0.0070 | -0.002 | 27.5 | 0 | 0.5000 | 56.8% | -0.03 | 0.0071 | -0.004 | ||||
| 10.70 | 11.80 | 50.6% | 0.95 | 0.0125 | -0.004 | 30 | 0.0500 | 0.5500 | 2 | 48.6% | -0.05 | 0.0127 | -0.005 | |||
| 8.30 | 9.40 | 42.6% | 0.91 | 0.0215 | -0.007 | 32.5 | 0.0500 | 0.6000 | 12 | 39.4% | -0.09 | 0.0218 | -0.008 | |||
| 6.30 | 7.20 | 50 | 40.7% | 0.85 | 0.0347 | -0.010 | 35 | 0.4500 | 0.6000 | 2 | 6 | 34.6% | -0.16 | 0.0354 | -0.010 | |
| 4.30 | 5.10 | 36.1% | 0.74 | 0.0509 | -0.013 | 37.5 | 0.9000 | 1.20 | 22 | 33.0% | -0.27 | 0.0524 | -0.013 | |||
| 2.75 | 3.40 | 71 | 34.2% | 0.60 | 0.0644 | -0.015 | 40 | 1.65 | 2.20 | 11 | 31.6% | -0.42 | 0.0671 | -0.015 | ||
| 1.60 | 1.95 | 22 | 55 | 31.8% | 0.43 | 0.0672 | -0.014 | 42.5 | 2.80 | 3.50 | 3 | 29.4% | -0.59 | 0.0716 | -0.015 | |
| 0.8000 | 1.05 | 23 | 10 | 30.4% | 0.29 | 0.0580 | -0.013 | 45 | 4.40 | 5.30 | 2 | 27.4% | -0.75 | 0.0640 | -0.013 | |
| 0.4000 | 0.6500 | 9 | 4 | 31.4% | 0.18 | 0.0438 | -0.010 | 47.5 | 6.50 | 7.30 | -0.86 | 0.0504 | -0.011 | |||
| 0.0500 | 0.5000 | 1 | 31.8% | 0.12 | 0.0310 | -0.007 | 50 | 8.80 | 9.70 | -0.94 | 0.0389 | -0.009 | ||||
| 0 | 0.2500 | 36.0% | 0.05 | 0.0149 | -0.004 | 55 | 13.40 | 15.30 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.2500 | 44.2% | 0.02 | 0.0076 | -0.003 | 60 | 18.40 | 20.30 | -1.00 | 0.0000 | -0.005 | |||||
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.
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