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 ±6.3% (43.90–49.80) · ATM IV 24.5% · 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 | |
| 20.90 | 22.40 | 1.00 | 0.0001 | 0.000 | 25 | 0 | 0.2500 | 110.5% | -0.00 | 0.0003 | -0.000 | |||||
| 18.30 | 19.90 | 1.00 | 0.0003 | 0.000 | 27.5 | 0 | 0.0500 | 75.3% | -0.00 | 0.0007 | -0.001 | |||||
| 16.30 | 17.40 | 1.00 | 0.0006 | 0.000 | 30 | 0 | 0.0500 | 21 | 63.9% | -0.00 | 0.0014 | -0.001 | ||||
| 13.80 | 14.90 | 1.00 | 0.0015 | 0.000 | 32.5 | 0 | 0.1000 | 14 | 58.8% | -0.01 | 0.0029 | -0.002 | ||||
| 11.30 | 12.40 | 15 | 0.99 | 0.0034 | -0.001 | 35 | 0 | 0.1000 | 9 | 48.0% | -0.01 | 0.0060 | -0.003 | |||
| 8.80 | 9.80 | 0.98 | 0.0083 | -0.003 | 37.5 | 0 | 0.2000 | 79 | 421 | 42.8% | -0.03 | 0.0127 | -0.006 | |||
| 6.50 | 7.30 | 2 | 0.96 | 0.0202 | -0.006 | 40 | 0.0500 | 0.1500 | 392 | 32.0% | -0.07 | 0.0271 | -0.009 | |||
| 4.20 | 4.90 | 204 | 26.1% | 0.89 | 0.0480 | -0.012 | 42.5 | 0.2500 | 0.4000 | 14 | 5,970 | 29.8% | -0.15 | 0.0563 | -0.015 | |
| 2.40 | 2.60 | 302 | 345 | 26.2% | 0.73 | 0.0998 | -0.019 | 45 | 0.7500 | 0.8500 | 339 | 3,546 | 26.1% | -0.33 | 0.1015 | -0.020 |
| 0.9000 | 1.00 | 84 | 1,079 | 23.4% | 0.44 | 0.1327 | -0.021 | 47.5 | 1.85 | 2.15 | 2 | 781 | 25.6% | -0.61 | 0.1206 | -0.019 |
| 0.2000 | 0.2500 | 72 | 3,217 | 21.9% | 0.16 | 0.0832 | -0.012 | 50 | 3.40 | 4.20 | 413 | 23.8% | -0.85 | 0.0730 | -0.011 | |
| 0.0500 | 0.1000 | 10 | 1,919 | 24.7% | 0.05 | 0.0326 | -0.005 | 52.5 | 5.90 | 6.60 | 210 | 32.1% | -0.95 | 0.0293 | -0.004 | |
| 0 | 0.0500 | 1 | 912 | 26.8% | 0.02 | 0.0121 | -0.002 | 55 | 8.20 | 9.20 | 13 | 38.6% | -0.98 | 0.0111 | -0.001 | |
| 0 | 0.0500 | 1,518 | 32.7% | 0.01 | 0.0048 | -0.001 | 57.5 | 10.60 | 11.90 | 15 | 49.0% | -0.99 | 0.0045 | 0.000 | ||
| 0 | 0.1000 | 192 | 42.2% | 0.00 | 0.0021 | -0.001 | 60 | 12.80 | 14.60 | 24 | 53.9% | -1.00 | 0.0020 | 0.000 | ||
| 0 | 0.1000 | 40 | 47.7% | 0.00 | 0.0010 | -0.000 | 62.5 | 15.20 | 16.90 | 48.1% | -1.00 | 0.0009 | 0.000 | |||
| 0 | 0.1000 | 317 | 52.9% | 0.00 | 0.0005 | -0.000 | 65 | 17.70 | 19.40 | 1 | 54.6% | -1.00 | 0.0005 | 0.000 | ||
| 0 | 0.1000 | 62.6% | 0.00 | 0.0002 | -0.000 | 70 | 22.60 | 24.40 | 57.9% | -1.00 | 0.0001 | 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