TFC option chain Truist Financial Corporation
Cboe delayed options data · as of 15:44 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 ±13.1% (40.72–52.97) · ATM IV 25.2% · P/C open interest 1.09
| 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 | |
| 21.10 | 22.40 | 1.00 | 0.0010 | 0.000 | 25 | 0 | 0.1500 | 140 | 47.4% | -0.02 | 0.0029 | -0.002 | ||||
| 18.60 | 20.00 | 0.99 | 0.0026 | 0.000 | 27.5 | 0 | 0.2000 | 45 | 42.8% | -0.03 | 0.0044 | -0.003 | ||||
| 16.10 | 17.60 | 30 | 0.98 | 0.0055 | -0.001 | 30 | 0 | 0.3000 | 44 | 39.3% | -0.04 | 0.0068 | -0.003 | |||
| 13.90 | 15.00 | 30.4% | 0.96 | 0.0097 | -0.003 | 32.5 | 0.1000 | 0.4000 | 92 | 36.9% | -0.06 | 0.0102 | -0.004 | |||
| 11.50 | 12.60 | 1,007 | 31.1% | 0.93 | 0.0149 | -0.004 | 35 | 0.2500 | 0.6000 | 65 | 35.0% | -0.09 | 0.0150 | -0.005 | ||
| 9.30 | 10.40 | 31.7% | 0.89 | 0.0212 | -0.006 | 37.5 | 0.4000 | 0.7500 | 40 | 31.2% | -0.13 | 0.0218 | -0.007 | |||
| 7.20 | 8.30 | 11 | 30.4% | 0.83 | 0.0296 | -0.007 | 40 | 0.9500 | 1.15 | 6 | 613 | 30.8% | -0.19 | 0.0304 | -0.008 | |
| 5.40 | 6.30 | 38 | 29.1% | 0.74 | 0.0399 | -0.009 | 42.5 | 1.35 | 1.75 | 295 | 28.3% | -0.28 | 0.0403 | -0.009 | ||
| 3.90 | 4.40 | 2 | 69 | 27.4% | 0.63 | 0.0495 | -0.010 | 45 | 2.15 | 2.65 | 3,305 | 27.1% | -0.39 | 0.0494 | -0.010 | |
| 2.45 | 2.80 | 8 | 106 | 24.9% | 0.50 | 0.0549 | -0.010 | 47.5 | 3.20 | 3.80 | 1,513 | 25.6% | -0.52 | 0.0544 | -0.010 | |
| 1.60 | 1.75 | 36 | 1,290 | 24.6% | 0.37 | 0.0534 | -0.009 | 50 | 4.70 | 5.40 | 120 | 25.3% | -0.65 | 0.0526 | -0.009 | |
| 0.9500 | 1.00 | 3 | 472 | 23.9% | 0.25 | 0.0457 | -0.007 | 52.5 | 6.40 | 7.30 | 36 | 24.8% | -0.76 | 0.0456 | -0.007 | |
| 0.5000 | 0.6000 | 10 | 723 | 23.6% | 0.17 | 0.0355 | -0.006 | 55 | 8.60 | 9.30 | 10 | 25.1% | -0.85 | 0.0368 | -0.005 | |
| 0.1500 | 0.5500 | 1,041 | 24.5% | 0.11 | 0.0259 | -0.004 | 57.5 | 10.70 | 11.70 | 25.3% | -0.92 | 0.0272 | -0.004 | |||
| 0.0500 | 0.3000 | 1 | 349 | 24.0% | 0.07 | 0.0182 | -0.003 | 60 | 13.20 | 14.10 | 28.2% | -0.96 | 0.0176 | -0.002 | ||
| 0 | 0.2000 | 13 | 24.3% | 0.05 | 0.0127 | -0.002 | 62.5 | 15.60 | 16.80 | 33.1% | -0.98 | 0.0100 | -0.000 | |||
| 0 | 0.1500 | 431 | 25.7% | 0.03 | 0.0089 | -0.002 | 65 | 17.90 | 19.80 | 39.9% | -0.99 | 0.0051 | 0.000 | |||
| 0 | 0.1000 | 221 | 28.7% | 0.01 | 0.0045 | -0.001 | 70 | 22.90 | 24.40 | 42.1% | -1.00 | 0.0011 | 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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs