TGT option chain Target Corporation
Cboe delayed options data · as of 06:43 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 ±10.3% (138.07–169.62) · ATM IV 39.0% · P/C open interest 0.39
| 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 | |
| 66.80 | 70.40 | 88.2% | 1.00 | 0.0002 | 0.000 | 85 | 0 | 2.13 | 115.1% | -0.01 | 0.0004 | -0.007 | ||||
| 61.65 | 65.45 | 73.3% | 1.00 | 0.0003 | 0.000 | 90 | 0 | 2.13 | 105.5% | -0.01 | 0.0006 | -0.008 | ||||
| 56.80 | 60.45 | 73.0% | 1.00 | 0.0004 | 0.000 | 95 | 0 | 0.3400 | 69.2% | -0.01 | 0.0008 | -0.010 | ||||
| 51.80 | 55.45 | 65.0% | 0.99 | 0.0007 | -0.002 | 100 | 0 | 0.7200 | 70.6% | -0.01 | 0.0011 | -0.012 | ||||
| 46.85 | 50.45 | 59.2% | 0.99 | 0.0010 | -0.005 | 105 | 0 | 0.3600 | 56.7% | -0.02 | 0.0015 | -0.015 | ||||
| 41.85 | 45.50 | 53.6% | 0.99 | 0.0016 | -0.009 | 110 | 0 | 0.4400 | 52.1% | -0.02 | 0.0021 | -0.018 | ||||
| 36.80 | 40.55 | 46.7% | 0.98 | 0.0024 | -0.014 | 115 | 0 | 0.5400 | 8 | 47.6% | -0.03 | 0.0030 | -0.023 | |||
| 31.95 | 35.35 | 38.5% | 0.97 | 0.0037 | -0.021 | 120 | 0.0100 | 0.7400 | 8 | 44.2% | -0.05 | 0.0044 | -0.029 | |||
| 28.10 | 30.75 | 50.5% | 0.95 | 0.0056 | -0.031 | 125 | 0.0700 | 0.9200 | 7 | 40.3% | -0.07 | 0.0062 | -0.038 | |||
| 23.65 | 26.15 | 48.4% | 0.91 | 0.0084 | -0.045 | 130 | 0.6300 | 1.45 | 4 | 41.1% | -0.11 | 0.0088 | -0.049 | |||
| 19.20 | 21.40 | 44.0% | 0.86 | 0.0120 | -0.061 | 135 | 1.55 | 2.21 | 4 | 7 | 41.4% | -0.16 | 0.0120 | -0.063 | ||
| 14.75 | 16.75 | 2 | 39.0% | 0.79 | 0.0158 | -0.079 | 140 | 2.52 | 3.00 | 1 | 6 | 39.4% | -0.23 | 0.0154 | -0.078 | |
| 11.85 | 13.35 | 55 | 41.1% | 0.70 | 0.0189 | -0.093 | 145 | 3.95 | 4.80 | 2 | 4 | 39.5% | -0.32 | 0.0183 | -0.091 | |
| 8.15 | 10.40 | 39.1% | 0.59 | 0.0207 | -0.101 | 150 | 5.85 | 6.75 | 2 | 2 | 38.7% | -0.42 | 0.0202 | -0.099 | ||
| 6.45 | 7.35 | 2 | 39.5% | 0.49 | 0.0211 | -0.102 | 155 | 8.35 | 9.40 | 1 | 3 | 38.6% | -0.52 | 0.0208 | -0.100 | |
| 3.30 | 5.95 | 24 | 37.6% | 0.39 | 0.0202 | -0.097 | 160 | 11.35 | 12.40 | 38.0% | -0.62 | 0.0200 | -0.095 | |||
| 2.61 | 5.00 | 12 | 41.3% | 0.30 | 0.0182 | -0.086 | 165 | 14.80 | 15.95 | 37.7% | -0.71 | 0.0181 | -0.084 | |||
| 1.81 | 2.63 | 4 | 20 | 38.4% | 0.22 | 0.0155 | -0.072 | 170 | 18.30 | 20.10 | 2 | 36.7% | -0.79 | 0.0155 | -0.070 | |
| 1.05 | 1.91 | 83 | 26 | 38.6% | 0.16 | 0.0126 | -0.058 | 175 | 22.00 | 24.15 | 32.2% | -0.85 | 0.0125 | -0.055 | ||
| 0.5900 | 1.35 | 2 | 38.8% | 0.11 | 0.0098 | -0.045 | 180 | 26.50 | 28.75 | 30.0% | -0.90 | 0.0096 | -0.042 | |||
| 0.2700 | 0.9100 | 1 | 1 | 38.5% | 0.08 | 0.0074 | -0.035 | 185 | 30.85 | 33.45 | -0.93 | 0.0072 | -0.031 | |||
| 0.1300 | 0.8200 | 40.7% | 0.06 | 0.0056 | -0.028 | 190 | 35.65 | 38.25 | -0.95 | 0.0054 | -0.023 | |||||
| 0.0100 | 0.7500 | 42.5% | 0.04 | 0.0044 | -0.023 | 195 | 40.55 | 43.65 | -0.96 | 0.0041 | -0.017 | |||||
| 0 | 0.5400 | 1 | 43.4% | 0.03 | 0.0034 | -0.019 | 200 | 45.75 | 49.30 | 43.0% | -0.97 | 0.0032 | -0.013 | |||
| 0 | 0.4600 | 45.4% | 0.03 | 0.0027 | -0.016 | 205 | 50.70 | 54.20 | 43.8% | -0.98 | 0.0025 | -0.010 | ||||
| 0 | 0.4000 | 47.4% | 0.02 | 0.0022 | -0.014 | 210 | 55.40 | 59.00 | -0.98 | 0.0020 | -0.007 | |||||
| 0 | 0.3700 | 49.7% | 0.02 | 0.0018 | -0.012 | 215 | 60.35 | 64.20 | -0.99 | 0.0016 | -0.005 | |||||
| 0 | 0.4200 | 53.4% | 0.01 | 0.0015 | -0.011 | 220 | 65.35 | 69.00 | -0.99 | 0.0013 | -0.003 | |||||
| 0 | 0.3300 | 54.3% | 0.01 | 0.0013 | -0.010 | 225 | 70.35 | 74.00 | -0.99 | 0.0011 | -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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs