TMUS option chain T-Mobile US, Inc.
Cboe delayed options data · as of 21:54 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 ±12.9% (164.55–213.45) · ATM IV 30.0% · P/C open interest 0.52
| 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 | 96.90 | 1 | 52.6% | 1.00 | 0.0001 | 0.000 | 95 | 0 | 0.2000 | 205 | 53.6% | -0.00 | 0.0002 | -0.002 | ||
| 87.90 | 91.80 | 54 | 1.00 | 0.0002 | 0.000 | 100 | 0 | 0.2500 | 7 | 51.3% | -0.00 | 0.0003 | -0.003 | |||
| 83.10 | 87.10 | 10 | 51.4% | 0.99 | 0.0003 | 0.000 | 105 | 0.1000 | 0.3000 | 3 | 50.8% | -0.01 | 0.0004 | -0.004 | ||
| 78.10 | 82.20 | 230 | 47.8% | 0.99 | 0.0004 | 0.000 | 110 | 0 | 0.5500 | 113 | 49.5% | -0.01 | 0.0005 | -0.005 | ||
| 73.20 | 77.20 | 8 | 44.3% | 0.99 | 0.0006 | 0.000 | 115 | 0.1000 | 0.6000 | 68 | 47.6% | -0.01 | 0.0007 | -0.006 | ||
| 68.30 | 72.40 | 5 | 43.9% | 0.99 | 0.0008 | 0.000 | 120 | 0.1500 | 0.5000 | 323 | 43.5% | -0.02 | 0.0010 | -0.008 | ||
| 63.40 | 67.30 | 5 | 39.1% | 0.98 | 0.0011 | 0.000 | 125 | 0.2500 | 0.6000 | 53 | 42.0% | -0.02 | 0.0013 | -0.010 | ||
| 58.70 | 61.80 | 3 | 30.1% | 0.97 | 0.0015 | 0.000 | 130 | 0.3500 | 0.8000 | 40 | 40.8% | -0.03 | 0.0017 | -0.013 | ||
| 53.90 | 56.90 | 10 | 31.5% | 0.97 | 0.0020 | 0.000 | 135 | 0.5000 | 0.8500 | 103 | 38.5% | -0.04 | 0.0022 | -0.015 | ||
| 49.10 | 52.20 | 7 | 32.6% | 0.95 | 0.0026 | -0.003 | 140 | 0.7000 | 0.9000 | 2,925 | 36.3% | -0.05 | 0.0029 | -0.019 | ||
| 44.40 | 47.50 | 8 | 32.6% | 0.94 | 0.0034 | -0.008 | 145 | 1.10 | 3.30 | 56 | 42.6% | -0.07 | 0.0036 | -0.022 | ||
| 39.80 | 42.40 | 104 | 30.1% | 0.92 | 0.0044 | -0.014 | 150 | 1.30 | 1.90 | 246 | 35.2% | -0.09 | 0.0046 | -0.027 | ||
| 35.30 | 38.10 | 33 | 30.8% | 0.89 | 0.0055 | -0.020 | 155 | 1.80 | 2.25 | 2 | 169 | 33.7% | -0.12 | 0.0057 | -0.031 | |
| 31.00 | 33.50 | 107 | 29.9% | 0.86 | 0.0067 | -0.027 | 160 | 2.40 | 3.00 | 343 | 32.9% | -0.15 | 0.0069 | -0.036 | ||
| 26.90 | 29.80 | 10 | 30.7% | 0.82 | 0.0080 | -0.033 | 165 | 3.40 | 3.80 | 5 | 170 | 32.3% | -0.19 | 0.0082 | -0.041 | |
| 23.10 | 25.80 | 1 | 35 | 30.3% | 0.78 | 0.0094 | -0.040 | 170 | 4.50 | 5.00 | 2 | 571 | 31.9% | -0.23 | 0.0095 | -0.046 |
| 19.50 | 21.80 | 59 | 29.4% | 0.73 | 0.0107 | -0.045 | 175 | 5.90 | 6.40 | 7 | 280 | 31.3% | -0.29 | 0.0107 | -0.050 | |
| 17.50 | 18.60 | 6 | 321 | 31.1% | 0.67 | 0.0118 | -0.050 | 180 | 7.60 | 8.10 | 556 | 30.9% | -0.34 | 0.0118 | -0.052 | |
| 13.90 | 15.50 | 1 | 486 | 29.7% | 0.61 | 0.0126 | -0.053 | 185 | 9.60 | 10.10 | 257 | 30.5% | -0.41 | 0.0126 | -0.054 | |
| 11.50 | 12.90 | 52 | 59 | 29.8% | 0.54 | 0.0131 | -0.055 | 190 | 12.00 | 12.50 | 100 | 30.2% | -0.47 | 0.0131 | -0.054 | |
| 10.00 | 10.40 | 4 | 703 | 30.2% | 0.48 | 0.0132 | -0.055 | 195 | 14.70 | 15.20 | 155 | 30.0% | -0.53 | 0.0132 | -0.053 | |
| 7.40 | 8.50 | 5,145 | 29.3% | 0.41 | 0.0129 | -0.054 | 200 | 17.50 | 19.60 | 210 | 31.2% | -0.60 | 0.0129 | -0.051 | ||
| 5.10 | 5.50 | 53 | 1,411 | 30.0% | 0.30 | 0.0115 | -0.048 | 210 | 24.50 | 25.80 | 389 | 30.1% | -0.71 | 0.0116 | -0.043 | |
| 3.10 | 3.40 | 2 | 1,216 | 29.9% | 0.21 | 0.0094 | -0.041 | 220 | 32.50 | 35.00 | 281 | 32.3% | -0.80 | 0.0099 | -0.034 | |
| 1.50 | 2.35 | 343 | 29.8% | 0.14 | 0.0073 | -0.032 | 230 | 40.40 | 43.80 | 177 | 31.3% | -0.88 | 0.0084 | -0.026 | ||
| 0.8500 | 1.55 | 1 | 443 | 30.4% | 0.10 | 0.0055 | -0.025 | 240 | 49.70 | 53.20 | 202 | 32.4% | -0.93 | 0.0069 | -0.019 | |
| 0.5500 | 0.9500 | 393 | 30.9% | 0.07 | 0.0040 | -0.019 | 250 | 59.00 | 63.10 | 28 | 32.9% | -0.98 | 0.0072 | -0.005 | ||
| 0.3500 | 1.30 | 257 | 34.9% | 0.05 | 0.0029 | -0.015 | 260 | 69.20 | 73.10 | 2 | 37.9% | -1.00 | 0.0000 | -0.045 | ||
| 0.2000 | 0.5500 | 436 | 33.2% | 0.03 | 0.0021 | -0.011 | 270 | 79.40 | 83.00 | 42.1% | -1.00 | 0.0000 | -0.051 | |||
| 0.1000 | 0.6000 | 1 | 196 | 35.6% | 0.02 | 0.0016 | -0.008 | 280 | 89.50 | 93.00 | 46.2% | -1.00 | 0.0000 | -0.051 | ||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs