TRV option chain The Travelers Companies, Inc.
Cboe delayed options data · as of 15:45 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 ±7.2% (357.67–412.87) · ATM IV 21.7% · P/C open interest 0.71
| 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 | |
| 154.60 | 158.70 | 1.00 | 0.0001 | 0.000 | 230 | 0 | 2.15 | 69.8% | -0.00 | 0.0001 | -0.005 | |||||
| 144.80 | 148.80 | 1.00 | 0.0001 | 0.000 | 240 | 0 | 2.20 | 65.1% | -0.00 | 0.0002 | -0.006 | |||||
| 134.80 | 138.80 | 1.00 | 0.0002 | 0.000 | 250 | 0 | 2.20 | 60.2% | -0.01 | 0.0002 | -0.008 | |||||
| 124.90 | 128.90 | 1.00 | 0.0003 | 0.000 | 260 | 0 | 1.75 | 53.3% | -0.01 | 0.0003 | -0.010 | |||||
| 115.00 | 119.00 | 0.99 | 0.0004 | 0.000 | 270 | 0 | 2.25 | 51.3% | -0.01 | 0.0004 | -0.012 | |||||
| 105.10 | 109.20 | 0.99 | 0.0005 | -0.000 | 280 | 0 | 2.05 | 46.1% | -0.01 | 0.0006 | -0.015 | |||||
| 95.20 | 99.30 | 0.99 | 0.0007 | -0.005 | 290 | 0 | 0.9500 | 36.5% | -0.02 | 0.0008 | -0.019 | |||||
| 85.50 | 89.50 | 27.6% | 0.98 | 0.0010 | -0.011 | 300 | 0.1000 | 0.8500 | 8 | 32.8% | -0.03 | 0.0011 | -0.025 | |||
| 76.80 | 79.70 | 33.0% | 0.97 | 0.0015 | -0.019 | 310 | 0.1500 | 2.65 | 36.0% | -0.04 | 0.0016 | -0.031 | ||||
| 67.40 | 70.00 | 31.5% | 0.96 | 0.0021 | -0.028 | 320 | 0.4000 | 2.90 | 33.1% | -0.05 | 0.0023 | -0.039 | ||||
| 57.90 | 60.40 | 29.3% | 0.93 | 0.0030 | -0.040 | 330 | 1.25 | 1.65 | 3 | 12 | 27.9% | -0.07 | 0.0032 | -0.049 | ||
| 48.60 | 51.10 | 27.5% | 0.90 | 0.0042 | -0.053 | 340 | 1.40 | 3.50 | 13 | 27.5% | -0.10 | 0.0044 | -0.062 | |||
| 39.60 | 41.70 | 2 | 25.3% | 0.86 | 0.0058 | -0.069 | 350 | 2.25 | 3.70 | 3 | 3 | 24.5% | -0.15 | 0.0060 | -0.075 | |
| 30.90 | 33.70 | 24.2% | 0.80 | 0.0077 | -0.085 | 360 | 3.60 | 5.40 | 3 | 1 | 23.3% | -0.22 | 0.0079 | -0.090 | ||
| 23.50 | 26.10 | 23.6% | 0.71 | 0.0097 | -0.100 | 370 | 6.60 | 7.50 | 1 | 8 | 22.8% | -0.30 | 0.0098 | -0.103 | ||
| 17.00 | 19.00 | 1 | 34 | 22.5% | 0.61 | 0.0112 | -0.110 | 380 | 9.70 | 10.90 | 2 | 2 | 21.8% | -0.41 | 0.0113 | -0.111 |
| 11.90 | 13.30 | 2 | 3 | 22.0% | 0.49 | 0.0118 | -0.113 | 390 | 14.10 | 15.90 | 3 | 21.4% | -0.52 | 0.0119 | -0.113 | |
| 7.90 | 9.20 | 5 | 1 | 21.9% | 0.38 | 0.0113 | -0.107 | 400 | 19.50 | 22.40 | 2 | 21.2% | -0.64 | 0.0116 | -0.108 | |
| 4.80 | 6.10 | 4 | 21.6% | 0.28 | 0.0099 | -0.096 | 410 | 27.00 | 29.30 | 21.2% | -0.74 | 0.0106 | -0.099 | |||
| 2.40 | 4.00 | 11 | 21.1% | 0.20 | 0.0081 | -0.081 | 420 | 34.70 | 37.70 | 20.8% | -0.83 | 0.0093 | -0.089 | |||
| 1.40 | 2.60 | 1 | 12 | 21.5% | 0.14 | 0.0063 | -0.067 | 430 | 43.60 | 46.40 | -0.90 | 0.0081 | -0.080 | |||
| 0.7500 | 2.15 | 6 | 22.8% | 0.10 | 0.0048 | -0.053 | 440 | 53.10 | 55.70 | -0.95 | 0.0070 | -0.071 | ||||
| 0.1500 | 2.60 | 25.3% | 0.07 | 0.0036 | -0.043 | 450 | 62.90 | 67.00 | -0.99 | 0.0035 | -0.064 | |||||
| 0 | 2.30 | 27.0% | 0.05 | 0.0027 | -0.034 | 460 | 72.80 | 76.90 | -1.00 | 0.0005 | -0.059 | |||||
| 0 | 1.50 | 27.2% | 0.04 | 0.0020 | -0.026 | 470 | 82.90 | 86.80 | -1.00 | 0.0000 | -0.059 | |||||
| 0 | 1.95 | 31.0% | 0.03 | 0.0015 | -0.021 | 480 | 92.80 | 96.90 | -1.00 | 0.0000 | -0.059 | |||||
| 0 | 1.95 | 33.4% | 0.02 | 0.0011 | -0.017 | 490 | 102.80 | 106.90 | -1.00 | 0.0000 | -0.059 | |||||
| 0 | 2.15 | 36.3% | 0.02 | 0.0009 | -0.013 | 500 | 112.80 | 116.90 | -1.00 | 0.0000 | -0.059 | |||||
| 0 | 1.15 | 34.5% | 0.01 | 0.0007 | -0.011 | 510 | 122.80 | 126.90 | -1.00 | 0.0000 | -0.059 | |||||
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