TGT option chain Target 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 ±9.8% (139.31–169.51) · ATM IV 40.8% · P/C open interest 0.88
| 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 | |
| 72.70 | 76.45 | 1 | 96.7% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 2.13 | 201 | 138.4% | -0.00 | 0.0001 | -0.003 | ||
| 67.75 | 71.45 | 90.3% | 1.00 | 0.0001 | 0.000 | 85 | 0 | 2.13 | 251 | 127.3% | -0.00 | 0.0002 | -0.003 | |||
| 62.95 | 66.50 | 6 | 92.9% | 1.00 | 0.0002 | 0.000 | 90 | 0 | 2.13 | 107 | 116.8% | -0.00 | 0.0003 | -0.005 | ||
| 57.90 | 61.50 | 5 | 82.0% | 1.00 | 0.0003 | 0.000 | 95 | 0 | 1.40 | 352 | 97.8% | -0.01 | 0.0005 | -0.006 | ||
| 53.10 | 56.50 | 89 | 79.4% | 1.00 | 0.0005 | 0.000 | 100 | 0 | 2.02 | 386 | 96.1% | -0.01 | 0.0008 | -0.009 | ||
| 47.90 | 51.50 | 16 | 65.1% | 0.99 | 0.0008 | -0.002 | 105 | 0 | 1.06 | 469 | 76.0% | -0.01 | 0.0012 | -0.013 | ||
| 42.95 | 46.55 | 32 | 60.5% | 0.99 | 0.0012 | -0.006 | 110 | 0.0100 | 0.3200 | 211 | 55.5% | -0.02 | 0.0018 | -0.017 | ||
| 38.00 | 41.60 | 81 | 55.4% | 0.98 | 0.0020 | -0.012 | 115 | 0.0600 | 0.9800 | 546 | 60.3% | -0.03 | 0.0026 | -0.023 | ||
| 32.95 | 36.65 | 349 | 48.0% | 0.97 | 0.0032 | -0.021 | 120 | 0.1600 | 0.7500 | 956 | 51.5% | -0.04 | 0.0039 | -0.031 | ||
| 28.80 | 31.65 | 186 | 51.8% | 0.95 | 0.0049 | -0.032 | 125 | 0.3100 | 0.9500 | 1,105 | 47.8% | -0.06 | 0.0057 | -0.041 | ||
| 24.45 | 26.60 | 424 | 48.6% | 0.92 | 0.0075 | -0.046 | 130 | 0.6000 | 1.10 | 2 | 1,110 | 43.8% | -0.10 | 0.0082 | -0.054 | |
| 19.65 | 22.10 | 638 | 44.6% | 0.88 | 0.0110 | -0.065 | 135 | 1.38 | 1.67 | 50 | 853 | 43.5% | -0.15 | 0.0114 | -0.070 | |
| 16.00 | 16.90 | 300 | 41.3% | 0.81 | 0.0149 | -0.086 | 140 | 2.36 | 2.67 | 18 | 1,365 | 42.9% | -0.21 | 0.0149 | -0.087 | |
| 13.05 | 15.40 | 41.6% | 0.76 | 0.0172 | -0.097 | 143 | 2.86 | 4.40 | 2 | 44.8% | -0.26 | 0.0170 | -0.097 | |||
| 12.35 | 14.50 | 40.9% | 0.74 | 0.0179 | -0.101 | 144 | 3.20 | 4.70 | 44.7% | -0.28 | 0.0176 | -0.100 | ||||
| 12.35 | 13.20 | 185 | 41.3% | 0.72 | 0.0186 | -0.104 | 145 | 3.70 | 4.10 | 4 | 873 | 42.3% | -0.30 | 0.0182 | -0.103 | |
| 11.00 | 13.25 | 41.4% | 0.70 | 0.0192 | -0.107 | 146 | 3.80 | 4.30 | 17 | 41.0% | -0.32 | 0.0188 | -0.105 | |||
| 10.30 | 12.40 | 40.6% | 0.68 | 0.0198 | -0.110 | 147 | 4.15 | 4.65 | 40.9% | -0.34 | 0.0193 | -0.108 | ||||
| 9.70 | 11.80 | 40.8% | 0.66 | 0.0203 | -0.112 | 148 | 4.50 | 5.00 | 40.7% | -0.36 | 0.0198 | -0.110 | ||||
| 9.75 | 11.05 | 1 | 42.4% | 0.64 | 0.0208 | -0.114 | 149 | 5.10 | 5.40 | 1 | 41.2% | -0.38 | 0.0202 | -0.111 | ||
| 9.30 | 9.75 | 12 | 1,310 | 40.6% | 0.62 | 0.0212 | -0.116 | 150 | 5.60 | 5.80 | 17 | 578 | 41.3% | -0.40 | 0.0206 | -0.113 |
| 7.75 | 9.00 | 41.9% | 0.57 | 0.0219 | -0.119 | 152.5 | 6.65 | 6.95 | 40.8% | -0.45 | 0.0212 | -0.115 | ||||
| 6.90 | 7.10 | 8 | 2,160 | 40.9% | 0.51 | 0.0222 | -0.120 | 155 | 8.00 | 8.20 | 4 | 866 | 40.7% | -0.50 | 0.0215 | -0.116 |
| 5.85 | 6.00 | 2 | 41.1% | 0.46 | 0.0220 | -0.118 | 157.5 | 9.25 | 10.00 | 41.2% | -0.56 | 0.0213 | -0.114 | |||
| 4.80 | 5.00 | 97 | 1,791 | 40.6% | 0.40 | 0.0214 | -0.115 | 160 | 10.85 | 11.30 | 1 | 761 | 40.5% | -0.61 | 0.0208 | -0.111 |
| 4.00 | 4.15 | 2 | 40.7% | 0.35 | 0.0205 | -0.109 | 162.5 | 11.80 | 14.00 | 41.3% | -0.66 | 0.0200 | -0.105 | |||
| 3.15 | 3.45 | 12 | 1,270 | 40.3% | 0.31 | 0.0193 | -0.103 | 165 | 14.30 | 15.00 | 575 | 41.0% | -0.70 | 0.0188 | -0.099 | |
| 2.10 | 3.45 | 40.8% | 0.26 | 0.0180 | -0.095 | 167.5 | 15.40 | 17.50 | 40.3% | -0.74 | 0.0175 | -0.091 | ||||
| 2.07 | 2.25 | 58 | 1,125 | 40.1% | 0.22 | 0.0164 | -0.086 | 170 | 17.80 | 19.00 | 1 | 204 | 40.0% | -0.78 | 0.0161 | -0.082 |
| 1.62 | 1.96 | 2 | 40.6% | 0.19 | 0.0148 | -0.077 | 172.5 | 19.20 | 21.75 | 39.9% | -0.82 | 0.0145 | -0.074 | |||
| 1.29 | 1.58 | 16 | 693 | 40.6% | 0.16 | 0.0132 | -0.069 | 175 | 21.95 | 23.35 | 29 | 40.1% | -0.85 | 0.0129 | -0.065 | |
| 0.8500 | 1.36 | 40.2% | 0.13 | 0.0116 | -0.061 | 177.5 | 23.50 | 26.20 | 39.9% | -0.87 | 0.0114 | -0.057 | ||||
| 0.8200 | 0.9800 | 8 | 1,525 | 40.6% | 0.11 | 0.0101 | -0.053 | 180 | 26.00 | 27.70 | 33 | 36.1% | -0.90 | 0.0099 | -0.049 | |
| 0.3700 | 0.8700 | 2 | 404 | 41.7% | 0.08 | 0.0076 | -0.041 | 185 | 30.35 | 32.55 | 3 | 31.4% | -0.93 | 0.0074 | -0.036 | |
| 0.2000 | 0.5900 | 562 | 42.1% | 0.05 | 0.0056 | -0.032 | 190 | 35.35 | 37.55 | 2 | 35.7% | -0.95 | 0.0055 | -0.026 | ||
| 0.1100 | 0.7500 | 71 | 46.9% | 0.04 | 0.0042 | -0.025 | 195 | 39.65 | 42.65 | 2 | -0.96 | 0.0041 | -0.019 | |||
| 0.1000 | 0.5100 | 105 | 47.7% | 0.03 | 0.0032 | -0.020 | 200 | 44.55 | 47.70 | 2 | -0.97 | 0.0031 | -0.014 | |||
| 0 | 0.9500 | 55.5% | 0.02 | 0.0025 | -0.017 | 205 | 49.50 | 53.40 | 47.8% | -0.98 | 0.0024 | -0.010 | ||||
| 0 | 0.1900 | 6 | 80 | 46.1% | 0.02 | 0.0020 | -0.014 | 210 | 54.50 | 58.35 | 50.6% | -0.98 | 0.0019 | -0.006 | ||
| 0 | 0.0800 | 408 | 46.9% | 0.01 | 0.0013 | -0.010 | 220 | 64.45 | 68.30 | 55.7% | -0.99 | 0.0012 | -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 — 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