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 ±13.2% (141.90–185.10) · ATM IV 35.0% · P/C open interest 1.05
| 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 | |
| 77.85 | 80.60 | 60.7% | 1.00 | 0.0003 | 0.000 | 85 | 0 | 0.2100 | 249 | 60.4% | -0.01 | 0.0004 | -0.004 | |||
| 73.10 | 75.45 | 1 | 56.1% | 0.99 | 0.0004 | 0.000 | 90 | 0 | 0.3100 | 106 | 58.4% | -0.01 | 0.0005 | -0.005 | ||
| 67.90 | 70.35 | 5 | 0.99 | 0.0005 | 0.000 | 95 | 0.0500 | 0.1500 | 345 | 50.6% | -0.01 | 0.0006 | -0.006 | |||
| 63.00 | 65.55 | 134 | 0.99 | 0.0007 | 0.000 | 100 | 0.1000 | 0.2100 | 368 | 49.1% | -0.01 | 0.0008 | -0.007 | |||
| 58.55 | 60.60 | 16 | 49.5% | 0.99 | 0.0009 | -0.001 | 105 | 0.0800 | 0.2700 | 444 | 45.5% | -0.01 | 0.0011 | -0.008 | ||
| 53.60 | 55.70 | 33 | 45.9% | 0.98 | 0.0013 | -0.004 | 110 | 0.0500 | 0.5000 | 2 | 193 | 44.3% | -0.02 | 0.0015 | -0.010 | |
| 48.85 | 50.85 | 89 | 44.8% | 0.97 | 0.0018 | -0.007 | 115 | 0.2700 | 0.6200 | 505 | 43.5% | -0.03 | 0.0021 | -0.013 | ||
| 43.90 | 46.20 | 2 | 349 | 42.7% | 0.96 | 0.0026 | -0.011 | 120 | 0.4800 | 0.7500 | 3 | 558 | 41.6% | -0.04 | 0.0029 | -0.017 |
| 39.35 | 41.45 | 189 | 41.8% | 0.95 | 0.0036 | -0.016 | 125 | 0.3600 | 0.9000 | 10 | 869 | 37.3% | -0.06 | 0.0040 | -0.022 | |
| 34.40 | 36.80 | 308 | 38.5% | 0.92 | 0.0050 | -0.023 | 130 | 1.01 | 1.30 | 10 | 1,113 | 38.1% | -0.09 | 0.0054 | -0.028 | |
| 30.30 | 32.20 | 4 | 569 | 38.4% | 0.89 | 0.0065 | -0.031 | 135 | 1.51 | 1.97 | 6 | 524 | 37.5% | -0.12 | 0.0070 | -0.036 |
| 25.90 | 28.05 | 1 | 282 | 37.4% | 0.85 | 0.0083 | -0.039 | 140 | 2.15 | 2.98 | 4 | 715 | 37.2% | -0.16 | 0.0087 | -0.043 |
| 22.25 | 23.50 | 1 | 141 | 36.2% | 0.80 | 0.0101 | -0.047 | 145 | 3.50 | 3.75 | 49 | 617 | 36.6% | -0.21 | 0.0105 | -0.051 |
| 18.60 | 19.35 | 94 | 838 | 34.8% | 0.74 | 0.0119 | -0.054 | 150 | 4.90 | 5.20 | 23 | 364 | 36.4% | -0.27 | 0.0121 | -0.057 |
| 15.35 | 16.30 | 1 | 1,248 | 35.2% | 0.68 | 0.0134 | -0.060 | 155 | 6.25 | 6.95 | 3 | 282 | 35.4% | -0.34 | 0.0135 | -0.062 |
| 12.15 | 13.80 | 52 | 971 | 35.3% | 0.61 | 0.0145 | -0.065 | 160 | 8.55 | 9.00 | 25 | 311 | 35.4% | -0.41 | 0.0145 | -0.065 |
| 9.95 | 10.85 | 40 | 738 | 35.0% | 0.53 | 0.0151 | -0.066 | 165 | 10.80 | 11.60 | 17 | 469 | 35.0% | -0.49 | 0.0150 | -0.066 |
| 7.70 | 8.35 | 4 | 835 | 34.2% | 0.46 | 0.0152 | -0.066 | 170 | 13.90 | 14.45 | 5 | 176 | 35.2% | -0.56 | 0.0150 | -0.064 |
| 5.90 | 6.55 | 2 | 371 | 34.1% | 0.38 | 0.0147 | -0.063 | 175 | 16.05 | 17.70 | 22 | 33.4% | -0.63 | 0.0144 | -0.061 | |
| 4.65 | 5.05 | 1 | 498 | 34.3% | 0.32 | 0.0138 | -0.059 | 180 | 19.60 | 21.80 | 5 | 34.2% | -0.69 | 0.0135 | -0.056 | |
| 3.50 | 3.85 | 6 | 216 | 34.3% | 0.26 | 0.0125 | -0.053 | 185 | 23.35 | 25.10 | 3 | 32.9% | -0.75 | 0.0123 | -0.050 | |
| 2.63 | 2.87 | 24 | 317 | 34.2% | 0.21 | 0.0111 | -0.046 | 190 | 27.40 | 29.45 | 2 | 33.3% | -0.80 | 0.0110 | -0.044 | |
| 2.05 | 2.35 | 1 | 57 | 35.1% | 0.16 | 0.0096 | -0.040 | 195 | 31.65 | 33.50 | 2 | 32.2% | -0.85 | 0.0098 | -0.038 | |
| 1.49 | 1.66 | 97 | 34.8% | 0.13 | 0.0081 | -0.035 | 200 | 36.10 | 38.00 | 3 | 31.7% | -0.88 | 0.0088 | -0.034 | ||
| 0.5800 | 1.06 | 70 | 34.7% | 0.08 | 0.0056 | -0.025 | 210 | 44.95 | 47.80 | -0.94 | 0.0073 | -0.026 | ||||
| 0.1800 | 0.7400 | 15 | 4 | 36.7% | 0.05 | 0.0040 | -0.019 | 220 | 54.55 | 58.65 | -0.98 | 0.0063 | -0.031 | |||
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.