TMUS option chain T-Mobile US, Inc.
Cboe delayed options data · as of 18:38 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 ±4.3% (180.90–197.10) · ATM IV 26.2% · P/C open interest 0.55
| 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 | |
| 87.20 | 90.30 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.0500 | 2 | 113.0% | 0.00 | 0.0000 | -0.000 | ||||
| 82.40 | 84.50 | 106.6% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.1000 | 7 | 112.6% | 0.00 | 0.0000 | -0.000 | |||
| 77.20 | 80.20 | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.1000 | 104.4% | -0.00 | 0.0000 | -0.000 | |||||
| 72.20 | 75.50 | 1.00 | 0.0000 | 0.000 | 115 | 0 | 0.1000 | 8 | 96.5% | -0.00 | 0.0000 | -0.000 | ||||
| 67.20 | 70.50 | 1.00 | 0.0000 | 0.000 | 120 | 0 | 0.1000 | 3 | 88.9% | -0.00 | 0.0000 | -0.000 | ||||
| 62.20 | 65.50 | 1.00 | 0.0000 | 0.000 | 125 | 0 | 0.1000 | 17 | 81.6% | -0.00 | 0.0000 | -0.001 | ||||
| 57.20 | 60.50 | 1.00 | 0.0001 | 0.000 | 130 | 0 | 0.1000 | 28 | 74.5% | -0.00 | 0.0001 | -0.001 | ||||
| 52.20 | 56.10 | 70.4% | 1.00 | 0.0001 | 0.000 | 135 | 0 | 0.1000 | 47 | 67.7% | -0.00 | 0.0001 | -0.002 | |||
| 47.20 | 51.20 | 67.5% | 1.00 | 0.0002 | 0.000 | 140 | 0 | 0.1000 | 68 | 61.1% | -0.00 | 0.0002 | -0.002 | |||
| 42.20 | 45.90 | 1.00 | 0.0004 | 0.000 | 145 | 0 | 0.1000 | 154 | 54.7% | -0.00 | 0.0004 | -0.004 | ||||
| 37.20 | 41.20 | 3 | 52.1% | 0.99 | 0.0007 | 0.000 | 150 | 0 | 0.1000 | 329 | 48.4% | -0.00 | 0.0007 | -0.006 | ||
| 32.30 | 35.60 | 1 | 0.99 | 0.0013 | 0.000 | 155 | 0 | 0.7500 | 544 | 57.9% | -0.01 | 0.0013 | -0.010 | |||
| 29.80 | 32.30 | 0.99 | 0.0018 | 0.000 | 157.5 | 0 | 0.1000 | 39.3% | -0.01 | 0.0018 | -0.013 | |||||
| 27.30 | 30.40 | 28 | 0.98 | 0.0024 | -0.002 | 160 | 0.0500 | 0.1500 | 3 | 837 | 40.0% | -0.01 | 0.0024 | -0.016 | ||
| 24.90 | 27.40 | 0.98 | 0.0033 | -0.007 | 162.5 | 0 | 0.7500 | 2 | 46.4% | -0.02 | 0.0033 | -0.020 | ||||
| 22.90 | 25.90 | 590 | 39.6% | 0.97 | 0.0045 | -0.014 | 165 | 0 | 0.2000 | 1 | 604 | 33.6% | -0.03 | 0.0045 | -0.026 | |
| 20.00 | 22.50 | 0.96 | 0.0061 | -0.022 | 167.5 | 0.0500 | 0.2000 | 185 | 31.5% | -0.04 | 0.0061 | -0.033 | ||||
| 18.00 | 20.10 | 36 | 0.95 | 0.0083 | -0.032 | 170 | 0.2000 | 0.4000 | 5 | 823 | 33.4% | -0.05 | 0.0083 | -0.042 | ||
| 15.40 | 17.60 | 3 | 0.93 | 0.0111 | -0.044 | 172.5 | 0.2500 | 0.4500 | 1 | 18 | 30.8% | -0.07 | 0.0112 | -0.052 | ||
| 13.40 | 15.20 | 3 | 830 | 22.1% | 0.90 | 0.0148 | -0.058 | 175 | 0.4500 | 0.6500 | 15 | 505 | 30.3% | -0.10 | 0.0149 | -0.065 |
| 11.10 | 12.90 | 8 | 22.9% | 0.86 | 0.0193 | -0.073 | 177.5 | 0.6500 | 0.8500 | 3 | 25 | 28.7% | -0.14 | 0.0194 | -0.079 | |
| 9.60 | 10.70 | 18 | 969 | 26.7% | 0.81 | 0.0246 | -0.090 | 180 | 0.9500 | 1.20 | 29 | 1,339 | 27.7% | -0.19 | 0.0248 | -0.095 |
| 8.10 | 8.70 | 20 | 28.2% | 0.75 | 0.0303 | -0.106 | 182.5 | 1.45 | 1.75 | 15 | 16 | 27.2% | -0.25 | 0.0304 | -0.110 | |
| 6.20 | 6.90 | 7 | 1,054 | 27.2% | 0.67 | 0.0355 | -0.119 | 185 | 2.10 | 2.40 | 50 | 574 | 26.3% | -0.33 | 0.0357 | -0.122 |
| 4.80 | 5.20 | 279 | 43 | 26.9% | 0.58 | 0.0392 | -0.128 | 187.5 | 3.00 | 3.20 | 2 | 14 | 25.3% | -0.42 | 0.0394 | -0.130 |
| 3.50 | 3.90 | 238 | 1,985 | 26.6% | 0.48 | 0.0403 | -0.129 | 190 | 4.20 | 4.60 | 1 | 681 | 25.8% | -0.52 | 0.0407 | -0.130 |
| 2.45 | 2.70 | 16 | 80 | 25.9% | 0.38 | 0.0387 | -0.123 | 192.5 | 5.40 | 6.60 | 3 | 26.5% | -0.62 | 0.0390 | -0.123 | |
| 1.65 | 1.85 | 13 | 1,665 | 25.7% | 0.29 | 0.0346 | -0.112 | 195 | 7.10 | 8.10 | 2 | 625 | 25.7% | -0.71 | 0.0351 | -0.110 |
| 1.05 | 1.25 | 4 | 25.5% | 0.22 | 0.0293 | -0.096 | 197.5 | 9.00 | 11.40 | 31.5% | -0.79 | 0.0297 | -0.094 | |||
| 0.6500 | 0.8500 | 3 | 2,223 | 25.7% | 0.16 | 0.0237 | -0.081 | 200 | 11.10 | 13.30 | 489 | 31.7% | -0.85 | 0.0241 | -0.077 | |
| 0.4000 | 0.5500 | 20 | 39 | 25.8% | 0.12 | 0.0186 | -0.066 | 202.5 | 13.30 | 15.80 | 34.4% | -0.89 | 0.0189 | -0.060 | ||
| 0.2500 | 0.3500 | 1 | 13 | 26.1% | 0.08 | 0.0143 | -0.053 | 205 | 15.70 | 18.10 | 36.6% | -0.92 | 0.0146 | -0.046 | ||
| 0.0500 | 0.7500 | 1 | 31.1% | 0.06 | 0.0108 | -0.042 | 207.5 | 18.10 | 20.60 | 39.6% | -0.95 | 0.0115 | -0.033 | |||
| 0 | 0.6500 | 10 | 1,263 | 32.6% | 0.04 | 0.0082 | -0.033 | 210 | 20.60 | 22.80 | 37 | 41.1% | -0.96 | 0.0097 | -0.024 | |
| 0 | 0.7500 | 1 | 39.3% | 0.02 | 0.0047 | -0.021 | 215 | 25.60 | 28.00 | 49.0% | -0.99 | 0.0054 | -0.024 | |||
| 0 | 0.7000 | 2 | 873 | 44.1% | 0.01 | 0.0027 | -0.013 | 220 | 30.40 | 33.00 | 231 | 53.7% | -1.00 | 0.0016 | -0.036 | |
| 0 | 0.7500 | 49.9% | 0.01 | 0.0016 | -0.009 | 225 | 35.60 | 38.00 | 61.2% | -1.00 | 0.0002 | -0.045 | ||||
| 0 | 0.3500 | 588 | 48.1% | 0.00 | 0.0010 | -0.006 | 230 | 40.10 | 43.00 | 11 | 62.2% | -1.00 | 0.0000 | -0.049 | ||
| 0 | 0.1000 | 295 | 48.0% | 0.00 | 0.0004 | -0.003 | 240 | 50.10 | 53.00 | 6 | 72.5% | -1.00 | 0.0000 | -0.051 | ||
| 0 | 0.1000 | 783 | 55.1% | 0.00 | 0.0002 | -0.001 | 250 | 60.70 | 63.00 | 6 | 88.5% | -1.00 | 0.0000 | -0.052 | ||
| 0 | 0.0500 | 1 | 300 | 57.5% | 0.00 | 0.0001 | -0.001 | 260 | 70.60 | 73.00 | 96.9% | -1.00 | 0.0000 | -0.052 | ||
| 0 | 0.2000 | 370 | 73.9% | 0.00 | 0.0000 | -0.000 | 270 | 80.70 | 83.00 | 106.8% | -1.00 | 0.0000 | -0.052 | |||
| 0 | 0.7500 | 42 | 96.2% | 0.00 | 0.0000 | -0.000 | 280 | 90.10 | 93.00 | 107.7% | -1.00 | 0.0000 | -0.052 | |||
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 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