TFC option chain Truist Financial Corporation
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 ±8.1% (42.57–50.07) · ATM IV 23.6% · P/C open interest 0.46
| 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 | |
| 20.10 | 23.50 | 109.1% | 1.00 | 0.0004 | 0.000 | 25 | 0 | 0.3000 | 119 | 83.2% | -0.01 | 0.0013 | -0.001 | |||
| 17.60 | 21.10 | 96.9% | 1.00 | 0.0008 | 0.000 | 27.5 | 0 | 0.3000 | 26 | 71.8% | -0.01 | 0.0022 | -0.002 | |||
| 15.10 | 18.60 | 83.1% | 1.00 | 0.0019 | 0.000 | 30 | 0 | 0.3000 | 64 | 61.3% | -0.01 | 0.0038 | -0.003 | |||
| 12.60 | 16.10 | 70.3% | 0.99 | 0.0041 | -0.001 | 32.5 | 0 | 0.1500 | 37 | 45.5% | -0.02 | 0.0065 | -0.004 | |||
| 10.20 | 13.60 | 60.1% | 0.98 | 0.0086 | -0.003 | 35 | 0 | 0.2000 | 126 | 39.2% | -0.04 | 0.0113 | -0.005 | |||
| 7.70 | 10.50 | 36.9% | 0.96 | 0.0175 | -0.005 | 37.5 | 0 | 0.4000 | 57 | 263 | 35.9% | -0.07 | 0.0196 | -0.007 | ||
| 5.40 | 8.00 | 24 | 31.6% | 0.91 | 0.0336 | -0.009 | 40 | 0.2500 | 0.3500 | 2 | 1,039 | 30.1% | -0.12 | 0.0339 | -0.010 | |
| 4.30 | 5.30 | 41 | 34.2% | 0.81 | 0.0583 | -0.013 | 42.5 | 0.5500 | 0.7000 | 7 | 877 | 27.3% | -0.22 | 0.0562 | -0.013 | |
| 2.40 | 3.00 | 5 | 126 | 27.0% | 0.64 | 0.0845 | -0.015 | 45 | 1.20 | 1.50 | 25 | 711 | 25.8% | -0.38 | 0.0830 | -0.015 |
| 1.15 | 1.30 | 76 | 1,237 | 23.4% | 0.42 | 0.0913 | -0.014 | 47.5 | 2.35 | 2.70 | 1,345 | 23.8% | -0.61 | 0.0934 | -0.015 | |
| 0.4000 | 0.5500 | 178 | 1,260 | 22.4% | 0.22 | 0.0693 | -0.010 | 50 | 3.90 | 4.50 | 165 | 20.2% | -0.81 | 0.0700 | -0.010 | |
| 0.1500 | 0.2500 | 37 | 2,058 | 23.4% | 0.11 | 0.0412 | -0.007 | 52.5 | 6.40 | 6.80 | 184 | 24.6% | -0.92 | 0.0382 | -0.005 | |
| 0 | 0.1000 | 2,928 | 24.1% | 0.05 | 0.0227 | -0.004 | 55 | 8.10 | 9.40 | 8 | -0.97 | 0.0184 | -0.002 | |||
| 0 | 0.1500 | 21 | 2,552 | 28.9% | 0.03 | 0.0126 | -0.003 | 57.5 | 10.10 | 12.80 | 42 | 26.4% | -0.99 | 0.0088 | -0.000 | |
| 0 | 0.1500 | 1,200 | 33.5% | 0.02 | 0.0072 | -0.002 | 60 | 12.60 | 15.30 | 11 | 32.0% | -0.99 | 0.0044 | 0.000 | ||
| 0 | 0.3000 | 191 | 42.5% | 0.01 | 0.0044 | -0.001 | 62.5 | 15.10 | 17.80 | 37.2% | -1.00 | 0.0023 | 0.000 | |||
| 0 | 0.3000 | 226 | 46.8% | 0.01 | 0.0027 | -0.001 | 65 | 17.60 | 20.20 | -1.00 | 0.0012 | 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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs