TFC option chain Truist Financial Corporation
Cboe delayed options data · as of 12:44 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 ±24.1% (35.17–57.47) · ATM IV 27.7% · P/C open interest 1.01
| 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 | |
| 19.00 | 24.00 | 1 | 39.1% | 0.98 | 0.0054 | 0.000 | 25 | 0.3000 | 0.6500 | 132 | 39.1% | -0.05 | 0.0055 | -0.002 | ||
| 16.90 | 21.50 | 37.4% | 0.95 | 0.0073 | -0.000 | 27.5 | 0.4500 | 0.8500 | 27 | 37.0% | -0.07 | 0.0075 | -0.003 | |||
| 14.70 | 18.00 | 104 | 0.92 | 0.0096 | -0.001 | 30 | 0.8000 | 1.05 | 25 | 170 | 35.5% | -0.10 | 0.0098 | -0.003 | ||
| 12.90 | 15.80 | 23 | 27.4% | 0.89 | 0.0123 | -0.002 | 32.5 | 1.10 | 1.40 | 18 | 33.9% | -0.13 | 0.0126 | -0.004 | ||
| 10.50 | 15.00 | 30 | 31.0% | 0.84 | 0.0153 | -0.003 | 35 | 1.35 | 2.80 | 24 | 35.7% | -0.17 | 0.0158 | -0.004 | ||
| 8.80 | 12.00 | 50 | 26.2% | 0.80 | 0.0185 | -0.004 | 37.5 | 2.00 | 2.60 | 491 | 31.9% | -0.22 | 0.0191 | -0.005 | ||
| 7.40 | 10.30 | 118 | 26.8% | 0.74 | 0.0218 | -0.004 | 40 | 2.65 | 3.20 | 482 | 30.4% | -0.27 | 0.0224 | -0.005 | ||
| 7.10 | 8.70 | 71 | 29.6% | 0.69 | 0.0248 | -0.005 | 42.5 | 3.40 | 4.10 | 610 | 29.3% | -0.33 | 0.0255 | -0.005 | ||
| 4.90 | 7.30 | 114 | 26.6% | 0.62 | 0.0272 | -0.005 | 45 | 3.40 | 5.10 | 359 | 25.8% | -0.40 | 0.0281 | -0.005 | ||
| 4.50 | 5.40 | 141 | 26.2% | 0.55 | 0.0290 | -0.005 | 47.5 | 5.80 | 6.60 | 445 | 29.1% | -0.47 | 0.0302 | -0.005 | ||
| 4.00 | 4.40 | 440 | 27.1% | 0.48 | 0.0300 | -0.005 | 50 | 6.90 | 8.60 | 108 | 29.4% | -0.54 | 0.0314 | -0.005 | ||
| 3.20 | 3.40 | 11 | 284 | 26.7% | 0.42 | 0.0299 | -0.005 | 52.5 | 8.30 | 9.30 | 4 | 26.3% | -0.62 | 0.0317 | -0.005 | |
| 2.45 | 2.65 | 26 | 730 | 25.9% | 0.35 | 0.0290 | -0.005 | 55 | 10.20 | 10.90 | 42 | 26.0% | -0.69 | 0.0313 | -0.004 | |
| 1.90 | 2.05 | 6 | 173 | 25.6% | 0.29 | 0.0272 | -0.004 | 57.5 | 11.80 | 12.80 | 115 | 24.6% | -0.76 | 0.0308 | -0.004 | |
| 1.35 | 1.70 | 102 | 283 | 25.4% | 0.24 | 0.0249 | -0.004 | 60 | 13.80 | 15.50 | 5 | 26.5% | -0.83 | 0.0305 | -0.004 | |
| 1.00 | 1.30 | 27 | 25.1% | 0.19 | 0.0223 | -0.004 | 62.5 | 15.00 | 18.20 | 23.8% | -0.89 | 0.0278 | -0.003 | |||
| 0.7000 | 1.00 | 353 | 24.7% | 0.15 | 0.0194 | -0.003 | 65 | 18.30 | 20.40 | 1 | 29.3% | -0.94 | 0.0206 | -0.001 | ||
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs