TGT option chain Target Corporation
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 ±4.5% (146.69–160.63) · ATM IV 32.2% · 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 | |
| 67.60 | 70.45 | 163.9% | 1.00 | 0.0002 | -0.000 | 85 | 0 | 2.13 | 217.4% | -0.00 | 0.0002 | -0.008 | ||||
| 62.70 | 65.45 | 153.8% | 1.00 | 0.0003 | -0.002 | 90 | 0 | 2.13 | 199.5% | -0.00 | 0.0003 | -0.009 | ||||
| 57.95 | 60.45 | 1 | 148.8% | 1.00 | 0.0003 | -0.003 | 95 | 0 | 2.13 | 1 | 182.4% | -0.00 | 0.0003 | -0.010 | ||
| 52.70 | 55.50 | 127.4% | 1.00 | 0.0004 | -0.005 | 100 | 0 | 2.13 | 166.2% | -0.00 | 0.0004 | -0.011 | ||||
| 47.70 | 50.50 | 114.2% | 1.00 | 0.0006 | -0.007 | 105 | 0 | 2.13 | 1 | 150.6% | -0.00 | 0.0006 | -0.013 | |||
| 42.95 | 45.50 | 109.0% | 0.99 | 0.0008 | -0.009 | 110 | 0 | 2.13 | 5 | 135.6% | -0.01 | 0.0008 | -0.014 | |||
| 37.70 | 40.50 | 89.3% | 0.99 | 0.0011 | -0.011 | 115 | 0 | 2.13 | 2 | 121.1% | -0.01 | 0.0011 | -0.016 | |||
| 33.00 | 35.55 | 86.2% | 0.99 | 0.0016 | -0.014 | 120 | 0 | 0.0800 | 5 | 5 | 60.0% | -0.01 | 0.0016 | -0.018 | ||
| 27.65 | 30.55 | 1 | 66.3% | 0.99 | 0.0024 | -0.017 | 125 | 0 | 0.0500 | 4 | 16 | 48.4% | -0.01 | 0.0024 | -0.021 | |
| 22.80 | 25.60 | 59.5% | 0.98 | 0.0037 | -0.022 | 130 | 0 | 0.3100 | 3 | 68 | 52.1% | -0.02 | 0.0037 | -0.025 | ||
| 18.10 | 20.65 | 1 | 53.5% | 0.97 | 0.0063 | -0.030 | 135 | 0.0400 | 0.2600 | 1 | 55 | 41.9% | -0.03 | 0.0064 | -0.032 | |
| 13.30 | 15.80 | 19 | 45.3% | 0.94 | 0.0125 | -0.048 | 140 | 0.1500 | 0.3400 | 23 | 175 | 35.4% | -0.06 | 0.0126 | -0.050 | |
| 12.10 | 14.85 | 41.3% | 0.93 | 0.0145 | -0.054 | 141 | 0.1400 | 0.3600 | 4 | 33.5% | -0.07 | 0.0146 | -0.056 | |||
| 11.15 | 13.90 | 40 | 39.8% | 0.91 | 0.0169 | -0.061 | 142 | 0.2100 | 0.4700 | 24 | 78 | 33.8% | -0.09 | 0.0170 | -0.063 | |
| 10.55 | 12.30 | 8 | 35.4% | 0.90 | 0.0195 | -0.070 | 143 | 0.3500 | 0.5400 | 2 | 124 | 33.8% | -0.10 | 0.0197 | -0.072 | |
| 9.70 | 12.10 | 40.8% | 0.88 | 0.0225 | -0.079 | 144 | 0.4500 | 0.5700 | 59 | 89 | 32.7% | -0.12 | 0.0227 | -0.081 | ||
| 8.80 | 11.25 | 3 | 39.8% | 0.85 | 0.0256 | -0.090 | 145 | 0.5700 | 0.7400 | 30 | 155 | 32.8% | -0.15 | 0.0258 | -0.092 | |
| 8.00 | 10.40 | 39.2% | 0.83 | 0.0288 | -0.101 | 146 | 0.7300 | 0.8200 | 8 | 136 | 32.4% | -0.17 | 0.0291 | -0.103 | ||
| 7.15 | 9.35 | 4 | 36.8% | 0.80 | 0.0321 | -0.112 | 147 | 0.9000 | 1.18 | 8 | 125 | 32.9% | -0.21 | 0.0324 | -0.114 | |
| 6.90 | 7.70 | 18 | 34.3% | 0.76 | 0.0352 | -0.122 | 148 | 1.13 | 1.44 | 21 | 50 | 33.0% | -0.24 | 0.0356 | -0.124 | |
| 6.20 | 7.00 | 3 | 34.5% | 0.73 | 0.0382 | -0.132 | 149 | 1.39 | 1.71 | 4 | 22 | 32.9% | -0.28 | 0.0386 | -0.134 | |
| 5.35 | 6.30 | 1 | 37 | 33.4% | 0.69 | 0.0409 | -0.140 | 150 | 1.69 | 1.95 | 7 | 73 | 32.4% | -0.32 | 0.0413 | -0.142 |
| 3.90 | 4.45 | 7 | 75 | 32.1% | 0.58 | 0.0459 | -0.153 | 152.5 | 2.63 | 2.96 | 172 | 207 | 32.3% | -0.43 | 0.0464 | -0.155 |
| 2.70 | 2.98 | 6 | 67 | 31.2% | 0.46 | 0.0474 | -0.153 | 155 | 3.80 | 4.30 | 85 | 32.2% | -0.55 | 0.0479 | -0.154 | |
| 1.63 | 2.22 | 4 | 205 | 31.6% | 0.34 | 0.0447 | -0.139 | 157.5 | 5.20 | 5.85 | 3 | 106 | 31.4% | -0.66 | 0.0453 | -0.140 |
| 1.01 | 1.21 | 50 | 162 | 30.2% | 0.24 | 0.0383 | -0.114 | 160 | 7.05 | 7.85 | 18 | 32.6% | -0.77 | 0.0391 | -0.116 | |
| 0.5400 | 0.7300 | 4 | 93 | 29.9% | 0.16 | 0.0298 | -0.086 | 162.5 | 8.50 | 10.05 | 5 | 29.5% | -0.85 | 0.0308 | -0.088 | |
| 0.2700 | 0.5100 | 20 | 122 | 30.8% | 0.10 | 0.0216 | -0.064 | 165 | 11.00 | 12.60 | 1 | 35.4% | -0.91 | 0.0226 | -0.066 | |
| 0.1500 | 0.5700 | 62 | 34.8% | 0.07 | 0.0155 | -0.050 | 167.5 | 12.25 | 15.25 | 3 | -0.94 | 0.0165 | -0.051 | |||
| 0.0900 | 0.4700 | 124 | 37.1% | 0.05 | 0.0115 | -0.041 | 170 | 14.65 | 17.55 | 1 | -0.96 | 0.0126 | -0.042 | |||
| 0.0400 | 0.1500 | 13 | 163 | 33.8% | 0.04 | 0.0087 | -0.035 | 172.5 | 17.15 | 19.75 | -0.97 | 0.0097 | -0.035 | |||
| 0.0200 | 0.3200 | 11 | 73 | 41.1% | 0.03 | 0.0068 | -0.031 | 175 | 19.65 | 22.75 | -0.98 | 0.0074 | -0.031 | |||
| 0 | 1.13 | 9 | 57.3% | 0.03 | 0.0055 | -0.028 | 177.5 | 22.15 | 24.75 | -0.99 | 0.0058 | -0.027 | ||||
| 0 | 2.14 | 7 | 72.2% | 0.02 | 0.0045 | -0.025 | 180 | 24.65 | 27.30 | -0.99 | 0.0044 | -0.025 | ||||
| 0 | 2.13 | 1 | 76.6% | 0.02 | 0.0037 | -0.023 | 182.5 | 27.15 | 30.00 | -0.99 | 0.0034 | -0.023 | ||||
| 0 | 2.13 | 15 | 80.9% | 0.02 | 0.0031 | -0.021 | 185 | 29.65 | 32.45 | -0.99 | 0.0026 | -0.021 | ||||
| 0 | 2.02 | 4 | 87.9% | 0.01 | 0.0023 | -0.018 | 190 | 34.70 | 37.85 | -1.00 | 0.0015 | -0.019 | ||||
| 0 | 2.13 | 2 | 97.0% | 0.01 | 0.0018 | -0.016 | 195 | 39.65 | 42.40 | -1.00 | 0.0009 | -0.019 | ||||
| 0 | 0.0100 | 1 | 10 | 49.8% | 0.01 | 0.0014 | -0.014 | 200 | 44.65 | 47.70 | -1.00 | 0.0005 | -0.018 | |||
| 0 | 2.13 | 111.6% | 0.01 | 0.0011 | -0.013 | 205 | 49.65 | 52.20 | -1.00 | 0.0003 | -0.018 | |||||
| 0 | 2.13 | 118.5% | 0.01 | 0.0009 | -0.012 | 210 | 54.65 | 57.50 | -1.00 | 0.0002 | -0.018 | |||||
| 0 | 2.13 | 125.1% | 0.01 | 0.0008 | -0.011 | 215 | 59.65 | 62.80 | -1.00 | 0.0001 | -0.018 | |||||
| 0 | 2.13 | 131.4% | 0.00 | 0.0006 | -0.010 | 220 | 64.65 | 67.75 | -1.00 | 0.0001 | -0.018 | |||||
| 0 | 2.13 | 137.6% | 0.00 | 0.0006 | -0.009 | 225 | 69.65 | 72.75 | -1.00 | 0.0000 | -0.018 | |||||
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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.