TMUS option chain T-Mobile US, Inc.
Cboe delayed options data · as of 00:38 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 ±1.8% (185.65–192.35) · ATM IV 38.5% · P/C open interest 0.94
| 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 | |
| 87.00 | 90.30 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 2.15 | 691.4% | 0.00 | 0.0000 | 0.000 | |||||
| 82.00 | 86.00 | 380.2% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 2.15 | 645.4% | 0.00 | 0.0000 | 0.000 | ||||
| 77.00 | 81.10 | 397.5% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 2.15 | 601.3% | 0.00 | 0.0000 | 0.000 | ||||
| 72.00 | 75.00 | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.15 | 559.1% | 0.00 | 0.0000 | -0.000 | |||||
| 67.00 | 70.00 | 1.00 | 0.0000 | 0.000 | 120 | 0 | 2.15 | 518.5% | 0.00 | 0.0000 | -0.000 | |||||
| 62.00 | 65.40 | 1.00 | 0.0000 | 0.000 | 125 | 0 | 2.15 | 479.4% | 0.00 | 0.0000 | -0.000 | |||||
| 57.00 | 60.80 | 1.00 | 0.0000 | 0.000 | 130 | 0 | 2.15 | 2 | 441.5% | 0.00 | 0.0000 | -0.000 | ||||
| 52.00 | 55.60 | 1.00 | 0.0000 | 0.000 | 135 | 0 | 2.15 | 404.8% | -0.00 | 0.0000 | -0.000 | |||||
| 47.00 | 50.00 | 1.00 | 0.0000 | 0.000 | 140 | 0 | 2.15 | 5 | 369.1% | -0.00 | 0.0000 | -0.001 | ||||
| 42.00 | 45.60 | 1.00 | 0.0001 | 0.000 | 145 | 0 | 2.15 | 32 | 334.2% | -0.00 | 0.0001 | -0.001 | ||||
| 37.00 | 40.90 | 1.00 | 0.0001 | 0.000 | 150 | 0 | 2.15 | 31 | 300.0% | -0.00 | 0.0001 | -0.001 | ||||
| 32.30 | 35.30 | 1.00 | 0.0002 | 0.000 | 155 | 0 | 2.10 | 14 | 264.9% | -0.00 | 0.0002 | -0.002 | ||||
| 29.70 | 33.40 | 1 | 146.3% | 1.00 | 0.0003 | 0.000 | 157.5 | 0 | 2.10 | 248.3% | -0.00 | 0.0003 | -0.003 | |||
| 27.00 | 30.70 | 1.00 | 0.0004 | 0.000 | 160 | 0 | 2.10 | 286 | 231.9% | -0.00 | 0.0004 | -0.004 | ||||
| 24.50 | 28.30 | 1.00 | 0.0006 | 0.000 | 162.5 | 0 | 0.1000 | 4 | 120.7% | -0.00 | 0.0006 | -0.005 | ||||
| 22.00 | 25.30 | 1.00 | 0.0009 | 0.000 | 165 | 0 | 0.0500 | 173 | 100.7% | -0.00 | 0.0009 | -0.007 | ||||
| 19.50 | 23.50 | 78.5% | 1.00 | 0.0013 | 0.000 | 167.5 | 0 | 0.1500 | 37 | 105.2% | -0.00 | 0.0013 | -0.010 | |||
| 17.00 | 19.40 | 3 | 0.99 | 0.0021 | -0.005 | 170 | 0 | 0.1000 | 1,052 | 88.6% | -0.01 | 0.0021 | -0.015 | |||
| 15.00 | 16.90 | 5 | 0.99 | 0.0033 | -0.014 | 172.5 | 0 | 0.1000 | 38 | 77.9% | -0.01 | 0.0033 | -0.021 | |||
| 12.40 | 14.40 | 26 | 0.99 | 0.0054 | -0.026 | 175 | 0 | 0.1500 | 5 | 575 | 71.7% | -0.01 | 0.0054 | -0.033 | ||
| 9.60 | 11.90 | 32 | 0.98 | 0.0093 | -0.047 | 177.5 | 0 | 0.1500 | 5 | 129 | 60.5% | -0.02 | 0.0093 | -0.052 | ||
| 8.00 | 9.50 | 7 | 71 | 0.96 | 0.0165 | -0.084 | 180 | 0 | 0.1000 | 13 | 474 | 45.8% | -0.04 | 0.0165 | -0.088 | |
| 5.70 | 7.00 | 6 | 699 | 0.92 | 0.0308 | -0.156 | 182.5 | 0 | 0.2500 | 1 | 753 | 41.7% | -0.08 | 0.0308 | -0.159 | |
| 4.00 | 4.60 | 16 | 582 | 36.9% | 0.85 | 0.0592 | -0.312 | 185 | 0.0500 | 0.3000 | 184 | 54 | 31.4% | -0.15 | 0.0592 | -0.314 |
| 2.15 | 2.50 | 14 | 214 | 34.6% | 0.68 | 0.1069 | -0.657 | 187.5 | 0.6000 | 0.9500 | 7 | 106 | 33.4% | -0.32 | 0.1070 | -0.658 |
| 0.8000 | 0.9500 | 65 | 411 | 31.1% | 0.37 | 0.1265 | -0.665 | 190 | 1.65 | 3.30 | 36 | 45.9% | -0.63 | 0.1274 | -0.666 | |
| 0.1500 | 0.2000 | 1,405 | 1,784 | 27.9% | 0.14 | 0.0698 | -0.208 | 192.5 | 3.20 | 5.60 | 52.5% | -0.87 | 0.0712 | -0.213 | ||
| 0 | 0.1500 | 18 | 128 | 34.0% | 0.05 | 0.0286 | -0.069 | 195 | 5.70 | 8.00 | 68.4% | -0.96 | 0.0286 | -0.081 | ||
| 0 | 0.2000 | 3 | 47.2% | 0.02 | 0.0121 | -0.029 | 197.5 | 8.20 | 10.50 | 84.2% | -0.98 | 0.0115 | -0.046 | |||
| 0 | 0.0500 | 23 | 35 | 46.3% | 0.01 | 0.0056 | -0.014 | 200 | 10.70 | 13.00 | 99.0% | -0.99 | 0.0050 | -0.034 | ||
| 0 | 0.8500 | 92.5% | 0.01 | 0.0029 | -0.007 | 202.5 | 13.10 | 15.50 | 110.8% | -1.00 | 0.0023 | -0.030 | ||||
| 0 | 0.4000 | 34 | 88.3% | 0.00 | 0.0016 | -0.004 | 205 | 15.70 | 18.10 | 128.5% | -1.00 | 0.0012 | -0.028 | |||
| 0 | 1.75 | 139.9% | 0.00 | 0.0009 | -0.003 | 207.5 | 18.00 | 20.60 | 136.7% | -1.00 | 0.0006 | -0.027 | ||||
| 0 | 0.0500 | 24 | 79.4% | 0.00 | 0.0006 | -0.002 | 210 | 20.10 | 23.10 | 138.2% | -1.00 | 0.0003 | -0.027 | |||
| 0 | 0.0500 | 94.6% | 0.00 | 0.0002 | -0.001 | 215 | 25.20 | 28.10 | 163.7% | -1.00 | 0.0001 | -0.026 | ||||
| 0 | 0.9500 | 11 | 172.2% | 0.00 | 0.0001 | -0.000 | 220 | 30.10 | 33.10 | 181.7% | -1.00 | 0.0000 | -0.026 | |||
| 0 | 0.0500 | 123.4% | 0.00 | 0.0000 | -0.000 | 225 | 35.30 | 38.10 | 208.9% | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 2.15 | 251.7% | 0.00 | 0.0000 | -0.000 | 230 | 40.10 | 43.10 | 221.2% | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 2.15 | 271.6% | 0.00 | 0.0000 | -0.000 | 235 | 45.70 | 48.10 | 261.6% | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 2.15 | 290.8% | 0.00 | 0.0000 | -0.000 | 240 | 50.20 | 53.10 | 261.8% | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 2.15 | 309.3% | 0.00 | 0.0000 | 0.000 | 245 | 55.10 | 58.10 | 274.9% | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 2.15 | 327.2% | 0.00 | 0.0000 | 0.000 | 250 | 60.20 | 63.10 | 296.1% | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 2.15 | 344.5% | 0.00 | 0.0000 | 0.000 | 255 | 65.70 | 68.10 | 333.1% | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 2.15 | 361.2% | 0.00 | 0.0000 | 0.000 | 260 | 70.20 | 73.10 | 328.2% | -1.00 | 0.0000 | -0.026 | ||||
| 0 | 2.15 | 377.4% | 0.00 | 0.0000 | 0.000 | 265 | 75.10 | 78.10 | 338.6% | -1.00 | 0.0000 | -0.026 | ||||
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs