TAP option chain Molson Coors Beverage Company
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 ±17.1% (32.60–46.05) · ATM IV 30.5% · P/C open interest 1.42
| 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 | |
| 13.60 | 15.50 | 45.4% | 0.98 | 0.0066 | -0.000 | 25 | 0.0500 | 0.5000 | 13 | 43.0% | -0.04 | 0.0086 | -0.003 | |||
| 11.30 | 12.70 | 33.6% | 0.95 | 0.0130 | -0.002 | 27.5 | 0.0500 | 0.7500 | 67 | 38.9% | -0.08 | 0.0138 | -0.004 | |||
| 9.20 | 10.40 | 2 | 35.6% | 0.90 | 0.0209 | -0.004 | 30 | 0.5000 | 0.7000 | 13 | 35.4% | -0.12 | 0.0208 | -0.005 | ||
| 7.10 | 8.40 | 34.7% | 0.83 | 0.0295 | -0.006 | 32.5 | 0.9500 | 1.25 | 2 | 82 | 34.9% | -0.19 | 0.0293 | -0.007 | ||
| 5.40 | 6.60 | 20 | 34.5% | 0.74 | 0.0380 | -0.008 | 35 | 1.40 | 2.10 | 69 | 33.5% | -0.28 | 0.0381 | -0.008 | ||
| 3.90 | 4.60 | 1 | 21 | 31.6% | 0.63 | 0.0451 | -0.009 | 37.5 | 2.50 | 2.85 | 1 | 152 | 32.4% | -0.39 | 0.0450 | -0.009 |
| 2.75 | 3.30 | 2 | 95 | 31.3% | 0.51 | 0.0484 | -0.009 | 40 | 3.30 | 4.10 | 208 | 29.8% | -0.50 | 0.0481 | -0.009 | |
| 1.75 | 2.50 | 1 | 109 | 31.4% | 0.40 | 0.0471 | -0.009 | 42.5 | 5.00 | 6.10 | 29 | 32.4% | -0.61 | 0.0467 | -0.008 | |
| 1.05 | 1.60 | 3 | 178 | 30.0% | 0.30 | 0.0423 | -0.008 | 45 | 6.60 | 8.00 | 15 | 31.9% | -0.71 | 0.0418 | -0.007 | |
| 0.6000 | 1.15 | 3 | 4 | 30.2% | 0.22 | 0.0357 | -0.007 | 47.5 | 8.60 | 10.10 | 24 | 32.6% | -0.79 | 0.0355 | -0.006 | |
| 0.3000 | 0.9500 | 42 | 31.2% | 0.16 | 0.0290 | -0.006 | 50 | 10.80 | 12.30 | 40 | 33.7% | -0.85 | 0.0292 | -0.004 | ||
| 0.2000 | 0.6500 | 20 | 32.9% | 0.09 | 0.0182 | -0.004 | 55 | 15.40 | 17.00 | 36.3% | -0.93 | 0.0183 | -0.002 | |||
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.
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