TFC option chain Truist Financial Corporation
Cboe delayed options data · as of 09:38 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 ±4.0% (48.76–52.86) · ATM IV 22.6% · P/C open interest 0.84
| 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 | |
| 22.10 | 24.90 | 151.7% | 1.00 | 0.0000 | 0.000 | 27.5 | 0 | 2.15 | 27 | 246.8% | 0.00 | 0.0000 | 0.000 | |||
| 19.60 | 22.30 | 119.8% | 1.00 | 0.0000 | 0.000 | 30 | 0 | 1.15 | 53 | 184.0% | 0.00 | 0.0000 | 0.000 | |||
| 17.10 | 20.20 | 133.4% | 1.00 | 0.0000 | 0.000 | 32.5 | 0 | 0.3500 | 91 | 123.7% | 0.00 | 0.0000 | 0.000 | |||
| 14.70 | 17.20 | 1 | 112 | 85.8% | 1.00 | 0.0001 | 0.000 | 35 | 0 | 0.3000 | 4,434 | 103.1% | -0.00 | 0.0001 | -0.000 | |
| 12.20 | 14.10 | 1.00 | 0.0003 | 0.000 | 37.5 | 0 | 0.1500 | 1,034 | 76.6% | -0.00 | 0.0003 | -0.000 | ||||
| 9.50 | 12.20 | 20 | 1.00 | 0.0012 | 0.000 | 40 | 0 | 0.3000 | 1,316 | 71.4% | -0.00 | 0.0012 | -0.001 | |||
| 7.20 | 10.00 | 59.2% | 0.99 | 0.0046 | -0.001 | 42.5 | 0 | 0.6500 | 3,517 | 68.3% | -0.01 | 0.0046 | -0.002 | |||
| 4.80 | 6.70 | 129 | 0.97 | 0.0179 | -0.005 | 45 | 0 | 0.1500 | 2,519 | 35.9% | -0.03 | 0.0180 | -0.006 | |||
| 2.45 | 4.40 | 5 | 124 | 0.90 | 0.0626 | -0.015 | 47.5 | 0.0500 | 0.2000 | 3 | 1,876 | 25.9% | -0.10 | 0.0632 | -0.016 | |
| 1.30 | 1.65 | 15 | 2,839 | 22.2% | 0.65 | 0.1426 | -0.030 | 50 | 0.4500 | 0.7000 | 4 | 2,221 | 22.9% | -0.35 | 0.1446 | -0.031 |
| 0.2500 | 0.4000 | 242 | 4,643 | 20.8% | 0.28 | 0.1340 | -0.026 | 52.5 | 1.65 | 2.20 | 4 | 980 | 21.1% | -0.73 | 0.1373 | -0.027 |
| 0.0500 | 0.1500 | 82 | 8,684 | 25.8% | 0.07 | 0.0516 | -0.011 | 55 | 2.90 | 4.40 | -0.95 | 0.0626 | -0.013 | |||
| 0 | 0.0500 | 2,914 | 28.5% | 0.01 | 0.0130 | -0.003 | 57.5 | 6.40 | 6.90 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.1000 | 1,111 | 40.9% | 0.00 | 0.0030 | -0.001 | 60 | 7.90 | 10.40 | 1 | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.1000 | 95 | 49.1% | 0.00 | 0.0007 | -0.000 | 62.5 | 11.00 | 12.90 | 73.0% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.1500 | 834 | 60.6% | 0.00 | 0.0002 | 0.000 | 65 | 12.90 | 15.40 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.1500 | 102 | 75.3% | 0.00 | 0.0000 | 0.000 | 70 | 18.50 | 20.40 | 101.0% | -1.00 | 0.0000 | -0.006 | |||
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 — Sep 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