TMUS option chain T-Mobile US, Inc.
Cboe delayed options data · as of 15:44 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 ±8.9% (145.09–173.59) · ATM IV 38.1% · P/C open interest 1.27
| 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 | |
| 77.60 | 81.60 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.15 | 147.2% | -0.00 | 0.0000 | -0.001 | |||||
| 72.60 | 76.60 | 1.00 | 0.0001 | 0.000 | 85 | 0 | 2.15 | 135.9% | -0.00 | 0.0001 | -0.001 | |||||
| 67.70 | 71.70 | 1.00 | 0.0001 | 0.000 | 90 | 0 | 1.50 | 116.4% | -0.00 | 0.0001 | -0.002 | |||||
| 62.70 | 66.70 | 10 | 1.00 | 0.0002 | 0.000 | 95 | 0 | 2.15 | 115.3% | -0.00 | 0.0002 | -0.003 | ||||
| 57.70 | 61.70 | 2 | 1.00 | 0.0003 | 0.000 | 100 | 0 | 0.2500 | 12 | 72.8% | -0.00 | 0.0003 | -0.004 | |||
| 52.70 | 56.70 | 50 | 1.00 | 0.0005 | 0.000 | 105 | 0 | 0.5000 | 12 | 73.1% | -0.01 | 0.0006 | -0.006 | |||
| 47.80 | 51.80 | 0.99 | 0.0009 | -0.003 | 110 | 0 | 0.5000 | 40 | 66.0% | -0.01 | 0.0009 | -0.009 | ||||
| 42.80 | 46.80 | 0.99 | 0.0014 | -0.008 | 115 | 0 | 0.5500 | 6 | 60.2% | -0.01 | 0.0014 | -0.013 | ||||
| 37.90 | 41.90 | 0.98 | 0.0022 | -0.014 | 120 | 0.0500 | 0.5000 | 68 | 53.5% | -0.02 | 0.0022 | -0.019 | ||||
| 33.80 | 36.70 | 1 | 48.5% | 0.96 | 0.0034 | -0.023 | 125 | 0.0500 | 0.4500 | 59 | 46.2% | -0.04 | 0.0034 | -0.028 | ||
| 29.40 | 31.90 | 3 | 49.6% | 0.94 | 0.0052 | -0.034 | 130 | 0.2500 | 0.6000 | 2,112 | 44.3% | -0.06 | 0.0052 | -0.038 | ||
| 24.80 | 27.20 | 8 | 46.9% | 0.91 | 0.0075 | -0.048 | 135 | 0.6000 | 0.9000 | 1 | 589 | 43.0% | -0.09 | 0.0076 | -0.052 | |
| 20.30 | 22.40 | 7 | 28 | 42.9% | 0.87 | 0.0106 | -0.065 | 140 | 1.15 | 1.35 | 16 | 3,053 | 41.6% | -0.13 | 0.0106 | -0.068 |
| 16.20 | 18.00 | 112 | 41.0% | 0.81 | 0.0141 | -0.082 | 145 | 1.95 | 2.25 | 7 | 374 | 41.0% | -0.19 | 0.0142 | -0.084 | |
| 15.20 | 17.90 | 42.6% | 0.79 | 0.0148 | -0.085 | 146 | 2.15 | 2.50 | 2 | 40.9% | -0.21 | 0.0149 | -0.087 | |||
| 14.40 | 17.10 | 42.2% | 0.78 | 0.0156 | -0.088 | 147 | 2.30 | 3.00 | 20 | 41.5% | -0.22 | 0.0157 | -0.091 | |||
| 14.00 | 16.20 | 4 | 42.7% | 0.76 | 0.0163 | -0.091 | 148 | 2.40 | 3.40 | 1 | 41.3% | -0.24 | 0.0164 | -0.094 | ||
| 13.10 | 15.60 | 42.3% | 0.75 | 0.0170 | -0.095 | 149 | 2.20 | 3.50 | 39.0% | -0.26 | 0.0172 | -0.097 | ||||
| 12.90 | 14.20 | 3 | 327 | 41.6% | 0.73 | 0.0177 | -0.097 | 150 | 3.10 | 3.50 | 5 | 865 | 40.0% | -0.27 | 0.0179 | -0.100 |
| 10.80 | 13.20 | 4 | 42.1% | 0.68 | 0.0193 | -0.104 | 152.5 | 3.80 | 4.30 | 39.5% | -0.32 | 0.0195 | -0.106 | |||
| 9.60 | 10.40 | 271 | 39.3% | 0.63 | 0.0207 | -0.109 | 155 | 4.70 | 5.20 | 366 | 39.1% | -0.37 | 0.0210 | -0.111 | ||
| 8.10 | 8.90 | 1 | 38.7% | 0.58 | 0.0217 | -0.112 | 157.5 | 5.20 | 6.30 | 37.5% | -0.42 | 0.0221 | -0.114 | |||
| 6.80 | 7.40 | 23 | 523 | 37.9% | 0.52 | 0.0224 | -0.113 | 160 | 7.00 | 7.30 | 4 | 435 | 38.3% | -0.48 | 0.0228 | -0.115 |
| 5.70 | 6.20 | 2 | 3 | 37.8% | 0.47 | 0.0226 | -0.112 | 162.5 | 8.20 | 8.80 | 38.2% | -0.54 | 0.0230 | -0.114 | ||
| 4.70 | 5.10 | 14 | 496 | 37.5% | 0.41 | 0.0222 | -0.109 | 165 | 9.70 | 10.40 | 2 | 604 | 38.4% | -0.59 | 0.0227 | -0.111 |
| 3.50 | 4.40 | 37.0% | 0.36 | 0.0215 | -0.104 | 167.5 | 11.40 | 12.10 | 38.6% | -0.65 | 0.0220 | -0.106 | ||||
| 3.00 | 3.40 | 8 | 531 | 36.9% | 0.31 | 0.0203 | -0.098 | 170 | 13.10 | 13.90 | 1,189 | 38.5% | -0.70 | 0.0210 | -0.099 | |
| 2.40 | 2.75 | 112 | 36.8% | 0.26 | 0.0189 | -0.090 | 172.5 | 14.30 | 16.00 | 37.0% | -0.75 | 0.0196 | -0.092 | |||
| 1.90 | 2.20 | 59 | 278 | 36.8% | 0.22 | 0.0172 | -0.082 | 175 | 15.60 | 18.10 | 398 | 34.7% | -0.79 | 0.0180 | -0.084 | |
| 1.40 | 2.35 | 38.8% | 0.19 | 0.0154 | -0.074 | 177.5 | 17.70 | 20.10 | 33.9% | -0.83 | 0.0162 | -0.075 | ||||
| 1.15 | 1.45 | 6 | 514 | 37.0% | 0.15 | 0.0137 | -0.065 | 180 | 20.20 | 22.00 | 563 | 33.5% | -0.86 | 0.0146 | -0.067 | |
| 0.8000 | 1.50 | 2 | 2 | 38.4% | 0.13 | 0.0119 | -0.057 | 182.5 | 22.10 | 24.80 | 34.1% | -0.89 | 0.0129 | -0.059 | ||
| 0.6000 | 0.9500 | 18 | 1,120 | 37.0% | 0.10 | 0.0103 | -0.050 | 185 | 24.70 | 26.60 | 460 | 27.3% | -0.92 | 0.0114 | -0.052 | |
| 0.3500 | 0.6500 | 949 | 37.8% | 0.07 | 0.0075 | -0.037 | 190 | 29.20 | 31.60 | 81 | -0.96 | 0.0088 | -0.039 | |||
| 0.0500 | 0.7000 | 457 | 39.8% | 0.05 | 0.0054 | -0.027 | 195 | 34.10 | 36.70 | 21 | -0.98 | 0.0059 | -0.029 | |||
| 0.1000 | 0.3000 | 12 | 728 | 39.2% | 0.03 | 0.0038 | -0.019 | 200 | 39.10 | 42.00 | 1 | -1.00 | 0.0022 | -0.023 | ||
| 0 | 0.5500 | 45.0% | 0.02 | 0.0026 | -0.014 | 205 | 44.10 | 47.10 | -1.00 | 0.0003 | -0.021 | |||||
| 0 | 0.5000 | 787 | 47.8% | 0.01 | 0.0018 | -0.010 | 210 | 48.90 | 52.70 | 2 | 54.9% | -1.00 | 0.0000 | -0.021 | ||
| 0 | 0.1500 | 308 | 46.0% | 0.01 | 0.0009 | -0.005 | 220 | 58.70 | 62.70 | 58.1% | -1.00 | 0.0000 | -0.021 | |||
| 0 | 0.0500 | 962 | 45.7% | 0.00 | 0.0004 | -0.003 | 230 | 68.70 | 72.70 | 64.6% | -1.00 | 0.0000 | -0.021 | |||
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