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 ±6.1% (44.30–50.09) · ATM IV 24.8% · P/C open interest 1.21
| 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 | |
| 21.40 | 22.60 | 1.00 | 0.0002 | 0.000 | 25 | 0 | 0.1500 | 104.4% | -0.00 | 0.0004 | -0.001 | |||||
| 19.00 | 20.10 | 1.00 | 0.0003 | 0.000 | 27.5 | 0 | 0.0500 | 77.4% | -0.00 | 0.0008 | -0.001 | |||||
| 16.30 | 17.70 | 1.00 | 0.0007 | 0.000 | 30 | 0 | 0.0500 | 21 | 65.8% | -0.00 | 0.0016 | -0.002 | ||||
| 13.60 | 15.40 | 1.00 | 0.0016 | 0.000 | 32.5 | 0 | 0.1000 | 14 | 60.7% | -0.01 | 0.0030 | -0.003 | ||||
| 11.10 | 12.80 | 15 | 0.99 | 0.0036 | -0.001 | 35 | 0 | 0.1500 | 9 | 53.2% | -0.02 | 0.0061 | -0.004 | |||
| 8.80 | 10.30 | 0.98 | 0.0081 | -0.003 | 37.5 | 0 | 0.1000 | 422 | 39.4% | -0.03 | 0.0123 | -0.006 | ||||
| 6.70 | 7.60 | 2 | 0.96 | 0.0189 | -0.006 | 40 | 0.1000 | 0.1500 | 1 | 392 | 35.3% | -0.07 | 0.0253 | -0.010 | ||
| 4.00 | 5.30 | 205 | 0.90 | 0.0438 | -0.012 | 42.5 | 0.2000 | 0.3500 | 1 | 5,978 | 30.1% | -0.14 | 0.0515 | -0.015 | ||
| 2.55 | 2.90 | 628 | 26.3% | 0.76 | 0.0912 | -0.020 | 45 | 0.7000 | 0.8000 | 29 | 3,575 | 27.5% | -0.30 | 0.0937 | -0.021 | |
| 1.10 | 1.30 | 143 | 1,557 | 25.8% | 0.48 | 0.1295 | -0.023 | 47.5 | 1.60 | 1.80 | 253 | 2,228 | 23.8% | -0.57 | 0.1187 | -0.021 |
| 0.3000 | 0.3500 | 211 | 3,693 | 23.6% | 0.20 | 0.0907 | -0.015 | 50 | 3.20 | 4.30 | 413 | 29.7% | -0.82 | 0.0802 | -0.013 | |
| 0.0500 | 0.1000 | 2 | 1,931 | 23.8% | 0.07 | 0.0400 | -0.007 | 52.5 | 5.40 | 6.60 | 210 | 33.7% | -0.94 | 0.0359 | -0.006 | |
| 0 | 0.0500 | 912 | 26.2% | 0.03 | 0.0163 | -0.004 | 55 | 7.50 | 9.30 | 13 | 38.7% | -0.97 | 0.0150 | -0.002 | ||
| 0 | 0.0500 | 1,518 | 32.3% | 0.01 | 0.0071 | -0.002 | 57.5 | 10.00 | 11.80 | 15 | 46.9% | -0.99 | 0.0066 | -0.000 | ||
| 0 | 0.1000 | 192 | 41.8% | 0.01 | 0.0034 | -0.001 | 60 | 12.30 | 14.30 | 24 | 47.9% | -0.99 | 0.0032 | 0.000 | ||
| 0 | 0.1000 | 40 | 47.4% | 0.00 | 0.0017 | -0.001 | 62.5 | 15.20 | 16.60 | 61.7% | -1.00 | 0.0016 | 0.000 | |||
| 0 | 0.1000 | 317 | 52.8% | 0.00 | 0.0009 | -0.000 | 65 | 17.40 | 19.10 | 1 | 56.4% | -1.00 | 0.0009 | 0.000 | ||
| 0 | 0.1000 | 62.6% | 0.00 | 0.0003 | -0.000 | 70 | 22.40 | 24.10 | 68.7% | -1.00 | 0.0003 | 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 — 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.
callsputs