TMUS option chain T-Mobile US, Inc.
Cboe delayed options data · as of 03:38 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 ±6.4% (174.75–198.55) · ATM IV 27.5% · P/C open interest 0.86
| 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 | |
| 85.70 | 89.80 | 94.2% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 2.15 | 133.8% | -0.00 | 0.0000 | -0.001 | ||||
| 80.70 | 84.80 | 85.6% | 1.00 | 0.0001 | 0.000 | 105 | 0 | 2.15 | 124.8% | -0.00 | 0.0001 | -0.001 | ||||
| 75.70 | 79.80 | 77.2% | 1.00 | 0.0001 | 0.000 | 110 | 0 | 2.15 | 116.3% | -0.00 | 0.0001 | -0.002 | ||||
| 70.70 | 74.80 | 69.0% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 2.15 | 108.0% | -0.00 | 0.0001 | -0.002 | ||||
| 65.90 | 69.90 | 73.8% | 1.00 | 0.0002 | 0.000 | 120 | 0 | 2.15 | 100.1% | -0.00 | 0.0002 | -0.003 | ||||
| 60.80 | 64.90 | 63.7% | 1.00 | 0.0003 | 0.000 | 125 | 0 | 2.15 | 92.5% | -0.00 | 0.0003 | -0.004 | ||||
| 55.80 | 59.90 | 56.8% | 1.00 | 0.0005 | 0.000 | 130 | 0 | 2.15 | 85.1% | -0.00 | 0.0005 | -0.005 | ||||
| 50.80 | 54.90 | 50.2% | 0.99 | 0.0007 | -0.001 | 135 | 0 | 2.15 | 77.9% | -0.01 | 0.0007 | -0.007 | ||||
| 45.90 | 49.90 | 47.2% | 0.99 | 0.0010 | -0.004 | 140 | 0 | 2.15 | 70.9% | -0.01 | 0.0011 | -0.010 | ||||
| 40.90 | 45.00 | 43.8% | 0.99 | 0.0016 | -0.008 | 145 | 0 | 2.20 | 64.5% | -0.01 | 0.0016 | -0.013 | ||||
| 36.20 | 40.10 | 44.4% | 0.98 | 0.0024 | -0.013 | 150 | 0 | 2.20 | 49 | 57.8% | -0.02 | 0.0024 | -0.018 | |||
| 31.50 | 35.20 | 42.6% | 0.97 | 0.0036 | -0.020 | 155 | 0 | 1.30 | 23 | 45.0% | -0.03 | 0.0037 | -0.024 | |||
| 26.40 | 30.30 | 36.6% | 0.95 | 0.0055 | -0.029 | 160 | 0 | 1.95 | 1 | 43.2% | -0.05 | 0.0056 | -0.033 | |||
| 21.70 | 25.60 | 2 | 34.6% | 0.92 | 0.0082 | -0.040 | 165 | 0.1500 | 2.65 | 4 | 10 | 41.0% | -0.08 | 0.0083 | -0.043 | |
| 17.10 | 21.20 | 2 | 33.0% | 0.88 | 0.0121 | -0.054 | 170 | 0 | 2.75 | 3 | 24 | 34.0% | -0.12 | 0.0122 | -0.057 | |
| 12.80 | 16.70 | 30.4% | 0.81 | 0.0170 | -0.069 | 175 | 0.7500 | 2.45 | 1 | 52 | 28.7% | -0.19 | 0.0172 | -0.072 | ||
| 8.90 | 12.80 | 1 | 12 | 29.0% | 0.72 | 0.0223 | -0.084 | 180 | 0.6000 | 4.80 | 186 | 33 | 27.7% | -0.29 | 0.0226 | -0.086 |
| 5.60 | 9.50 | 5 | 18 | 28.5% | 0.60 | 0.0265 | -0.094 | 185 | 4.10 | 4.60 | 1 | 26.6% | -0.41 | 0.0270 | -0.096 | |
| 3.10 | 7.10 | 4 | 102 | 28.1% | 0.46 | 0.0276 | -0.095 | 190 | 6.10 | 8.90 | 1 | 2 | 29.5% | -0.55 | 0.0283 | -0.097 |
| 1.40 | 3.40 | 2 | 35 | 23.7% | 0.33 | 0.0251 | -0.087 | 195 | 7.90 | 11.80 | 25.2% | -0.68 | 0.0260 | -0.089 | ||
| 1.40 | 2.05 | 11 | 6 | 26.6% | 0.23 | 0.0205 | -0.074 | 200 | 11.90 | 15.50 | 25.0% | -0.79 | 0.0215 | -0.076 | ||
| 0.7000 | 1.40 | 3 | 27 | 27.4% | 0.15 | 0.0155 | -0.059 | 205 | 16.20 | 20.10 | 25.7% | -0.87 | 0.0165 | -0.061 | ||
| 0 | 0.9500 | 4 | 4 | 26.4% | 0.10 | 0.0113 | -0.047 | 210 | 20.80 | 24.70 | -0.92 | 0.0127 | -0.048 | |||
| 0 | 1.05 | 18 | 31.3% | 0.07 | 0.0081 | -0.036 | 215 | 25.70 | 29.20 | -0.96 | 0.0105 | -0.045 | ||||
| 0 | 2.40 | 43.1% | 0.05 | 0.0058 | -0.028 | 220 | 30.60 | 34.70 | -0.98 | 0.0067 | -0.036 | |||||
| 0 | 2.30 | 46.9% | 0.03 | 0.0042 | -0.022 | 225 | 35.60 | 39.70 | -1.00 | 0.0027 | -0.025 | |||||
| 0 | 2.25 | 50.7% | 0.02 | 0.0031 | -0.017 | 230 | 40.60 | 44.70 | -1.00 | 0.0001 | -0.025 | |||||
| 0 | 2.20 | 54.3% | 0.02 | 0.0022 | -0.013 | 235 | 45.60 | 49.70 | -1.00 | 0.0000 | -0.025 | |||||
| 0 | 2.20 | 58.0% | 0.01 | 0.0017 | -0.011 | 240 | 50.60 | 54.70 | -1.00 | 0.0000 | -0.025 | |||||
| 0 | 2.15 | 61.3% | 0.01 | 0.0013 | -0.009 | 245 | 55.60 | 59.70 | -1.00 | 0.0000 | -0.025 | |||||
| 0 | 2.15 | 64.8% | 0.01 | 0.0010 | -0.007 | 250 | 60.60 | 64.70 | -1.00 | 0.0000 | -0.025 | |||||
| 0 | 2.15 | 68.1% | 0.01 | 0.0007 | -0.006 | 255 | 65.60 | 69.70 | -1.00 | 0.0000 | -0.025 | |||||
| 0 | 2.15 | 71.4% | 0.00 | 0.0006 | -0.005 | 260 | 70.60 | 74.70 | -1.00 | 0.0000 | -0.025 | |||||
| 0 | 2.15 | 74.5% | 0.00 | 0.0005 | -0.004 | 265 | 75.60 | 79.70 | -1.00 | 0.0000 | -0.025 | |||||
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 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs