TMUS option chain T-Mobile US, Inc.
Cboe delayed options data · as of 21:38 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 ±11.5% (167.25–210.75) · ATM IV 31.0% · P/C open interest 0.75
| 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 | |
| 92.90 | 96.40 | 1.00 | 0.0001 | 0.000 | 95 | 0 | 2.15 | 90.2% | -0.00 | 0.0001 | -0.001 | |||||
| 87.90 | 92.00 | 1 | 59.4% | 1.00 | 0.0001 | 0.000 | 100 | 0 | 2.15 | 1 | 84.4% | -0.00 | 0.0001 | -0.002 | ||
| 82.90 | 87.00 | 51.7% | 1.00 | 0.0002 | 0.000 | 105 | 0 | 0.2000 | 54.3% | -0.00 | 0.0002 | -0.002 | ||||
| 78.10 | 82.20 | 55.9% | 1.00 | 0.0003 | 0.000 | 110 | 0 | 0.2500 | 3 | 51.9% | -0.00 | 0.0003 | -0.003 | |||
| 73.10 | 77.20 | 49.9% | 0.99 | 0.0004 | 0.000 | 115 | 0 | 0.2500 | 2 | 48.0% | -0.01 | 0.0004 | -0.004 | |||
| 68.20 | 72.00 | 41.1% | 0.99 | 0.0006 | 0.000 | 120 | 0 | 0.3000 | 5 | 45.5% | -0.01 | 0.0006 | -0.005 | |||
| 63.30 | 67.10 | 40.5% | 0.99 | 0.0008 | 0.000 | 125 | 0.0500 | 0.3500 | 11 | 43.6% | -0.01 | 0.0008 | -0.007 | |||
| 58.40 | 62.50 | 43.1% | 0.98 | 0.0012 | 0.000 | 130 | 0 | 0.4500 | 1,468 | 40.7% | -0.02 | 0.0012 | -0.009 | |||
| 53.60 | 56.50 | 2 | 0.97 | 0.0016 | 0.000 | 135 | 0.2500 | 0.5500 | 21 | 40.9% | -0.02 | 0.0017 | -0.012 | |||
| 48.80 | 51.70 | 5 | 24.8% | 0.96 | 0.0022 | 0.000 | 140 | 0.3500 | 0.7000 | 42 | 39.1% | -0.03 | 0.0023 | -0.016 | ||
| 44.00 | 46.50 | 4 | 0.95 | 0.0030 | -0.003 | 145 | 0.5000 | 0.9000 | 21 | 37.5% | -0.05 | 0.0031 | -0.020 | |||
| 39.30 | 41.90 | 2 | 28.1% | 0.93 | 0.0040 | -0.010 | 150 | 0.9000 | 1.10 | 1 | 63 | 36.6% | -0.07 | 0.0040 | -0.025 | |
| 34.80 | 37.20 | 3 | 29.2% | 0.91 | 0.0052 | -0.018 | 155 | 1.20 | 1.75 | 81 | 36.1% | -0.09 | 0.0053 | -0.032 | ||
| 30.30 | 32.80 | 37 | 29.6% | 0.88 | 0.0066 | -0.026 | 160 | 1.60 | 2.20 | 1 | 114 | 34.5% | -0.12 | 0.0067 | -0.038 | |
| 26.50 | 29.20 | 18 | 32.6% | 0.84 | 0.0081 | -0.034 | 165 | 2.25 | 2.85 | 1 | 395 | 33.4% | -0.16 | 0.0083 | -0.045 | |
| 22.60 | 24.60 | 3 | 25 | 31.1% | 0.80 | 0.0098 | -0.043 | 170 | 3.30 | 3.70 | 15 | 162 | 32.7% | -0.21 | 0.0100 | -0.052 |
| 19.10 | 20.60 | 1 | 52 | 30.6% | 0.74 | 0.0114 | -0.051 | 175 | 4.60 | 5.00 | 3 | 294 | 32.3% | -0.26 | 0.0116 | -0.058 |
| 15.60 | 17.20 | 7 | 405 | 30.2% | 0.68 | 0.0128 | -0.057 | 180 | 6.10 | 6.50 | 3 | 579 | 31.6% | -0.33 | 0.0131 | -0.063 |
| 12.20 | 14.10 | 756 | 29.3% | 0.61 | 0.0139 | -0.062 | 185 | 8.00 | 8.50 | 1 | 485 | 31.3% | -0.40 | 0.0143 | -0.066 | |
| 11.00 | 11.40 | 7 | 455 | 31.1% | 0.54 | 0.0146 | -0.065 | 190 | 10.30 | 10.80 | 10 | 93 | 30.9% | -0.47 | 0.0151 | -0.067 |
| 8.70 | 9.10 | 7 | 376 | 30.9% | 0.47 | 0.0147 | -0.065 | 195 | 12.90 | 13.90 | 74 | 31.1% | -0.54 | 0.0153 | -0.066 | |
| 6.80 | 7.10 | 15 | 793 | 30.6% | 0.40 | 0.0143 | -0.063 | 200 | 15.70 | 17.90 | 33 | 31.8% | -0.62 | 0.0151 | -0.063 | |
| 3.90 | 4.20 | 3 | 774 | 30.3% | 0.27 | 0.0124 | -0.055 | 210 | 23.10 | 24.20 | 21 | 30.4% | -0.75 | 0.0133 | -0.052 | |
| 2.20 | 2.50 | 1 | 298 | 30.7% | 0.18 | 0.0096 | -0.044 | 220 | 30.40 | 33.90 | 2 | 30.9% | -0.85 | 0.0108 | -0.038 | |
| 1.30 | 3.00 | 1 | 958 | 35.5% | 0.11 | 0.0070 | -0.033 | 230 | 40.00 | 43.20 | 1 | 33.4% | -0.93 | 0.0079 | -0.023 | |
| 0.5500 | 0.8500 | 145 | 31.0% | 0.07 | 0.0048 | -0.023 | 240 | 49.00 | 53.10 | 32.5% | -0.98 | 0.0077 | -0.005 | |||
| 0.1000 | 0.8000 | 76 | 32.4% | 0.04 | 0.0032 | -0.016 | 250 | 59.20 | 63.10 | 38.6% | -1.00 | 0.0000 | -0.062 | |||
| 0.1000 | 0.4500 | 66 | 33.3% | 0.03 | 0.0021 | -0.011 | 260 | 68.90 | 73.10 | -1.00 | 0.0000 | -0.069 | ||||
| 0 | 0.3500 | 60 | 34.3% | 0.02 | 0.0014 | -0.008 | 270 | 79.10 | 83.10 | 46.0% | -1.00 | 0.0000 | -0.069 | |||
| 0 | 0.2500 | 5 | 35.7% | 0.01 | 0.0010 | -0.005 | 280 | 88.90 | 93.10 | -1.00 | 0.0000 | -0.069 | ||||
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