TRV option chain The Travelers Companies, Inc.
Cboe delayed options data · as of 12:42 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 ±5.6% (367.69–411.39) · ATM IV 22.6% · P/C open interest 0.65
| 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 | |
| 148.00 | 152.90 | 69.4% | 1.00 | 0.0001 | -0.003 | 240 | 0 | 3.30 | 87.6% | -0.00 | 0.0001 | -0.003 | ||||
| 138.30 | 141.50 | 1.00 | 0.0001 | -0.004 | 250 | 0 | 2.15 | 79.9% | -0.00 | 0.0001 | -0.004 | |||||
| 128.40 | 131.80 | 1 | 1.00 | 0.0001 | -0.006 | 260 | 0 | 2.15 | 73.8% | -0.00 | 0.0001 | -0.006 | ||||
| 118.50 | 121.90 | 1.00 | 0.0002 | -0.007 | 270 | 0 | 2.15 | 68.0% | -0.00 | 0.0002 | -0.007 | |||||
| 108.40 | 111.90 | 0.99 | 0.0003 | -0.010 | 280 | 0 | 2.15 | 6 | 62.3% | -0.01 | 0.0003 | -0.010 | ||||
| 98.60 | 101.70 | 1 | 0.99 | 0.0004 | -0.013 | 290 | 0 | 2.20 | 6 | 57.0% | -0.01 | 0.0004 | -0.013 | |||
| 89.20 | 92.20 | 41.0% | 0.99 | 0.0006 | -0.018 | 300 | 0.0500 | 0.2500 | 39 | 13 | 38.9% | -0.01 | 0.0006 | -0.018 | ||
| 78.90 | 82.10 | 6 | 1 | 28.9% | 0.98 | 0.0009 | -0.024 | 310 | 0.1500 | 0.3500 | 6 | 35.8% | -0.02 | 0.0009 | -0.024 | |
| 69.00 | 71.90 | 1 | 0.97 | 0.0014 | -0.032 | 320 | 0.3000 | 0.4500 | 23 | 64 | 33.5% | -0.02 | 0.0014 | -0.032 | ||
| 59.70 | 62.10 | 3 | 4 | 28.8% | 0.96 | 0.0022 | -0.043 | 330 | 0.4500 | 0.8500 | 7 | 49 | 32.1% | -0.04 | 0.0022 | -0.043 |
| 50.40 | 52.40 | 14 | 3 | 28.7% | 0.94 | 0.0033 | -0.058 | 340 | 0.7500 | 1.10 | 17 | 68 | 29.5% | -0.06 | 0.0033 | -0.059 |
| 40.10 | 42.90 | 8 | 56 | 24.2% | 0.91 | 0.0050 | -0.077 | 350 | 1.20 | 1.70 | 18 | 75 | 27.5% | -0.09 | 0.0050 | -0.078 |
| 31.80 | 33.80 | 11 | 22 | 24.9% | 0.86 | 0.0073 | -0.100 | 360 | 1.70 | 3.10 | 29 | 34 | 25.9% | -0.15 | 0.0074 | -0.102 |
| 22.90 | 25.40 | 15 | 42 | 23.0% | 0.78 | 0.0101 | -0.125 | 370 | 3.70 | 4.20 | 59 | 39 | 24.3% | -0.23 | 0.0103 | -0.127 |
| 15.80 | 18.10 | 15 | 97 | 22.6% | 0.66 | 0.0130 | -0.146 | 380 | 6.10 | 7.70 | 13 | 13 | 24.0% | -0.34 | 0.0132 | -0.149 |
| 9.30 | 12.10 | 35 | 112 | 21.4% | 0.53 | 0.0147 | -0.154 | 390 | 9.80 | 12.50 | 5 | 9 | 23.7% | -0.48 | 0.0151 | -0.159 |
| 5.70 | 7.60 | 16 | 121 | 21.8% | 0.38 | 0.0142 | -0.146 | 400 | 15.60 | 18.40 | 20 | 5 | 23.8% | -0.63 | 0.0148 | -0.152 |
| 2.15 | 4.60 | 437 | 31 | 20.7% | 0.26 | 0.0119 | -0.123 | 410 | 22.60 | 24.80 | 3 | 22.8% | -0.76 | 0.0127 | -0.131 | |
| 1.65 | 2.50 | 35 | 17 | 22.1% | 0.16 | 0.0090 | -0.097 | 420 | 31.10 | 33.20 | 8 | 23.4% | -0.86 | 0.0098 | -0.106 | |
| 0.6000 | 2.55 | 7 | 49 | 21.5% | 0.10 | 0.0063 | -0.072 | 430 | 40.30 | 43.20 | 26.4% | -0.93 | 0.0070 | -0.082 | ||
| 0.4000 | 1.00 | 2 | 27 | 23.9% | 0.07 | 0.0043 | -0.052 | 440 | 49.30 | 52.80 | 26.1% | -0.97 | 0.0043 | -0.054 | ||
| 0 | 4.80 | 36.5% | 0.04 | 0.0029 | -0.038 | 450 | 59.30 | 62.80 | 29.7% | -0.99 | 0.0021 | -0.026 | ||||
| 0 | 3.60 | 34.5% | 0.03 | 0.0019 | -0.027 | 460 | 68.50 | 73.40 | 31.2% | -1.00 | 0.0008 | -0.008 | ||||
| 0 | 2.20 | 20 | 37.0% | 0.02 | 0.0013 | -0.020 | 470 | 78.50 | 83.40 | 34.4% | -1.00 | 0.0003 | -0.002 | |||
| 0 | 2.15 | 40.0% | 0.01 | 0.0009 | -0.014 | 480 | 88.50 | 93.40 | 37.5% | -1.00 | 0.0001 | -0.000 | ||||
| 0 | 2.15 | 43.1% | 0.01 | 0.0006 | -0.011 | 490 | 98.50 | 103.40 | 40.4% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 46.1% | 0.01 | 0.0004 | -0.008 | 500 | 108.50 | 113.40 | 43.3% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 49.0% | 0.00 | 0.0003 | -0.006 | 510 | 118.50 | 123.40 | 44.8% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 51.8% | 0.00 | 0.0002 | -0.004 | 520 | 128.50 | 133.40 | 48.8% | -1.00 | 0.0000 | 0.000 | ||||
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