TXN option chain Texas Instruments Incorporated
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 ±2.1% (243.31–253.65) · ATM IV 43.8% · P/C open interest 1.41
| 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 | |
| 86.85 | 90.60 | 2 | 358.9% | 1.00 | 0.0000 | 0.000 | 160 | 0 | 0.0100 | 302 | 235.0% | 0.00 | 0.0000 | -0.000 | ||
| 81.90 | 85.65 | 1 | 344.8% | 1.00 | 0.0000 | 0.000 | 165 | 0 | 0.0100 | 338 | 219.5% | 0.00 | 0.0000 | -0.000 | ||
| 76.90 | 80.65 | 1 | 322.2% | 1.00 | 0.0000 | 0.000 | 170 | 0 | 0.0100 | 391 | 204.5% | 0.00 | 0.0000 | -0.000 | ||
| 71.85 | 75.65 | 1 | 296.5% | 1.00 | 0.0000 | 0.000 | 175 | 0 | 0.0100 | 251 | 259.5% | -0.00 | 0.0000 | -0.000 | ||
| 66.85 | 70.60 | 2 | 271.5% | 1.00 | 0.0000 | 0.000 | 180 | 0 | 0.0100 | 79 | 175.5% | -0.00 | 0.0000 | -0.000 | ||
| 61.90 | 65.65 | 1 | 258.0% | 1.00 | 0.0000 | 0.000 | 185 | 0 | 0.0100 | 214 | 161.5% | -0.00 | 0.0000 | -0.001 | ||
| 57.00 | 60.60 | 3 | 240.5% | 1.00 | 0.0000 | 0.000 | 190 | 0 | 0.7800 | 314 | 246.3% | -0.00 | 0.0000 | -0.001 | ||
| 52.30 | 55.60 | 4 | 235.2% | 1.00 | 0.0001 | 0.000 | 195 | 0 | 0.0100 | 213 | 134.6% | -0.00 | 0.0001 | -0.002 | ||
| 47.10 | 50.65 | 2 | 207.7% | 1.00 | 0.0001 | 0.000 | 200 | 0 | 0.2000 | 824 | 166.5% | -0.00 | 0.0001 | -0.003 | ||
| 41.85 | 45.65 | 1 | 175.7% | 1.00 | 0.0002 | 0.000 | 205 | 0 | 0.7800 | 515 | 186.1% | -0.00 | 0.0002 | -0.005 | ||
| 37.70 | 40.60 | 6 | 186.7% | 1.00 | 0.0004 | 0.000 | 210 | 0 | 0.7800 | 302 | 166.6% | -0.00 | 0.0004 | -0.008 | ||
| 32.90 | 35.60 | 1 | 170.9% | 1.00 | 0.0008 | 0.000 | 215 | 0 | 0.7800 | 1,247 | 147.2% | -0.00 | 0.0008 | -0.014 | ||
| 27.75 | 30.55 | 1 | 144.4% | 0.99 | 0.0015 | -0.012 | 220 | 0 | 0.7800 | 65 | 127.9% | -0.01 | 0.0015 | -0.026 | ||
| 22.80 | 25.70 | 2 | 127.8% | 0.99 | 0.0030 | -0.038 | 225 | 0 | 1.81 | 81 | 133.3% | -0.01 | 0.0030 | -0.050 | ||
| 17.95 | 20.60 | 2 | 107.0% | 0.97 | 0.0061 | -0.091 | 230 | 0.0200 | 0.1100 | 45 | 127 | 64.0% | -0.03 | 0.0061 | -0.100 | |
| 15.35 | 18.20 | 95.9% | 0.96 | 0.0088 | -0.136 | 232.5 | 0 | 0.9500 | 35 | 83.4% | -0.04 | 0.0088 | -0.144 | |||
| 12.90 | 15.75 | 86.3% | 0.94 | 0.0128 | -0.204 | 235 | 0 | 1.24 | 32 | 78.7% | -0.06 | 0.0128 | -0.210 | |||
| 10.55 | 13.30 | 77.6% | 0.92 | 0.0187 | -0.307 | 237.5 | 0.1200 | 0.4700 | 1 | 19 | 55.7% | -0.08 | 0.0187 | -0.313 | ||
| 8.10 | 10.95 | 68.0% | 0.87 | 0.0272 | -0.473 | 240 | 0.0100 | 0.6000 | 1 | 394 | 45.8% | -0.13 | 0.0272 | -0.477 | ||
| 6.15 | 8.75 | 64.5% | 0.80 | 0.0385 | -0.738 | 242.5 | 0.1800 | 0.9800 | 1 | 35 | 43.7% | -0.20 | 0.0385 | -0.741 | ||
| 4.45 | 5.95 | 54.4% | 0.70 | 0.0508 | -1.100 | 245 | 0.5000 | 1.73 | 89 | 42.8% | -0.30 | 0.0510 | -1.103 | |||
| 2.70 | 4.10 | 5 | 49.4% | 0.56 | 0.0591 | -1.389 | 247.5 | 1.39 | 2.15 | 7 | 142 | 38.2% | -0.44 | 0.0596 | -1.391 | |
| 1.44 | 2.67 | 8 | 14 | 46.9% | 0.42 | 0.0588 | -1.348 | 250 | 2.47 | 3.75 | 20 | 311 | 38.7% | -0.59 | 0.0597 | -1.354 |
| 0.8500 | 1.30 | 9 | 14 | 44.3% | 0.28 | 0.0502 | -1.012 | 252.5 | 4.00 | 5.45 | 5 | 133 | 36.0% | -0.72 | 0.0514 | -1.027 |
| 0.3700 | 1.00 | 1 | 12 | 47.8% | 0.18 | 0.0380 | -0.648 | 255 | 5.85 | 7.70 | 1 | 195 | 32.8% | -0.83 | 0.0389 | -0.678 |
| 0.0100 | 0.6300 | 57 | 46.8% | 0.12 | 0.0268 | -0.409 | 257.5 | 7.30 | 9.95 | 2 | 122 | -0.89 | 0.0272 | -0.454 | ||
| 0.0600 | 0.4200 | 1 | 207 | 52.1% | 0.08 | 0.0190 | -0.292 | 260 | 9.80 | 12.65 | 1 | 123 | -0.93 | 0.0190 | -0.347 | |
| 0 | 0.6500 | 57 | 64.7% | 0.07 | 0.0143 | -0.244 | 262.5 | 12.15 | 15.05 | 2 | 174 | -0.94 | 0.0141 | -0.307 | ||
| 0 | 0.9300 | 1,333 | 79.6% | 0.06 | 0.0114 | -0.227 | 265 | 14.80 | 18.05 | 1 | 67 | -0.95 | 0.0112 | -0.293 | ||
| 0 | 0.4100 | 8 | 124 | 73.8% | 0.05 | 0.0094 | -0.220 | 267.5 | 17.10 | 20.20 | 18 | -0.96 | 0.0092 | -0.286 | ||
| 0.0100 | 0.3500 | 1,419 | 79.3% | 0.05 | 0.0079 | -0.214 | 270 | 19.50 | 22.30 | 20 | 253 | -0.96 | 0.0078 | -0.282 | ||
| 0.0100 | 0.3400 | 226 | 85.9% | 0.04 | 0.0068 | -0.209 | 272.5 | 22.10 | 25.00 | 11 | -0.96 | 0.0066 | -0.278 | |||
| 0 | 1.49 | 68 | 125.3% | 0.04 | 0.0059 | -0.203 | 275 | 24.45 | 27.45 | 9 | -0.97 | 0.0058 | -0.274 | |||
| 0.0100 | 0.3500 | 74 | 100.0% | 0.04 | 0.0052 | -0.198 | 277.5 | 27.00 | 30.55 | -0.97 | 0.0051 | -0.270 | ||||
| 0 | 0.5000 | 2 | 177 | 112.9% | 0.03 | 0.0046 | -0.193 | 280 | 29.45 | 32.35 | -0.97 | 0.0045 | -0.266 | |||
| 0 | 2.13 | 14 | 163.0% | 0.03 | 0.0041 | -0.188 | 282.5 | 32.10 | 34.90 | -0.97 | 0.0040 | -0.262 | ||||
| 0 | 0.3000 | 223 | 116.1% | 0.03 | 0.0037 | -0.182 | 285 | 34.45 | 38.25 | -0.98 | 0.0036 | -0.258 | ||||
| 0 | 1.89 | 14 | 173.9% | 0.03 | 0.0034 | -0.177 | 287.5 | 36.95 | 40.75 | -0.98 | 0.0032 | -0.253 | ||||
| 0 | 0.0400 | 337 | 99.7% | 0.03 | 0.0031 | -0.172 | 290 | 39.45 | 43.25 | -0.98 | 0.0029 | -0.249 | ||||
| 0 | 1.48 | 9 | 178.9% | 0.02 | 0.0028 | -0.167 | 292.5 | 42.00 | 45.75 | -0.98 | 0.0027 | -0.244 | ||||
| 0 | 0.3000 | 121 | 140.1% | 0.02 | 0.0025 | -0.162 | 295 | 44.45 | 48.25 | -0.98 | 0.0024 | -0.240 | ||||
| 0 | 2.13 | 3 | 209.3% | 0.02 | 0.0023 | -0.157 | 297.5 | 47.00 | 50.75 | -0.98 | 0.0022 | -0.236 | ||||
| 0 | 2.13 | 23 | 216.5% | 0.02 | 0.0022 | -0.151 | 300 | 49.45 | 53.25 | -0.98 | 0.0020 | -0.232 | ||||
| 0 | 2.13 | 4 | 223.7% | 0.02 | 0.0020 | -0.146 | 302.5 | 51.95 | 55.75 | -0.98 | 0.0019 | -0.228 | ||||
| 0 | 2.13 | 171 | 230.7% | 0.02 | 0.0018 | -0.141 | 305 | 54.45 | 58.25 | -0.98 | 0.0017 | -0.224 | ||||
| 0 | 2.13 | 2 | 237.6% | 0.02 | 0.0017 | -0.136 | 307.5 | 56.95 | 60.75 | -0.99 | 0.0016 | -0.220 | ||||
| 0 | 2.13 | 24 | 244.4% | 0.02 | 0.0016 | -0.131 | 310 | 59.45 | 63.25 | -0.99 | 0.0015 | -0.215 | ||||
| 0 | 2.13 | 251.1% | 0.01 | 0.0015 | -0.126 | 312.5 | 61.95 | 65.75 | -0.99 | 0.0014 | -0.211 | |||||
| 0 | 2.13 | 105 | 257.7% | 0.01 | 0.0014 | -0.121 | 315 | 64.45 | 68.25 | -0.99 | 0.0013 | -0.207 | ||||
| 0 | 2.13 | 264.2% | 0.01 | 0.0013 | -0.116 | 317.5 | 66.95 | 70.75 | -0.99 | 0.0012 | -0.203 | |||||
| 0 | 2.13 | 76 | 270.6% | 0.01 | 0.0012 | -0.111 | 320 | 69.45 | 73.25 | -0.99 | 0.0011 | -0.199 | ||||
| 0 | 2.13 | 277.0% | 0.01 | 0.0011 | -0.106 | 322.5 | 71.95 | 75.75 | -0.99 | 0.0010 | -0.195 | |||||
| 0 | 2.13 | 74 | 283.2% | 0.01 | 0.0010 | -0.102 | 325 | 74.50 | 78.25 | -0.99 | 0.0010 | -0.191 | ||||
| 0 | 2.13 | 6 | 295.5% | 0.01 | 0.0009 | -0.092 | 330 | 79.45 | 83.25 | -0.99 | 0.0008 | -0.184 | ||||
| 0 | 2.13 | 13 | 307.5% | 0.01 | 0.0008 | -0.083 | 335 | 84.45 | 88.25 | -0.99 | 0.0007 | -0.176 | ||||
| 0 | 2.13 | 9 | 319.2% | 0.01 | 0.0007 | -0.074 | 340 | 89.45 | 93.25 | -0.99 | 0.0006 | -0.169 | ||||
| 0 | 2.13 | 10 | 330.6% | 0.01 | 0.0006 | -0.066 | 345 | 94.45 | 98.20 | -0.99 | 0.0005 | -0.163 | ||||
| 0 | 2.13 | 60 | 341.8% | 0.01 | 0.0005 | -0.058 | 350 | 99.45 | 103.20 | -1.00 | 0.0004 | -0.157 | ||||
| 0 | 2.13 | 2 | 352.7% | 0.01 | 0.0004 | -0.051 | 355 | 104.45 | 108.25 | -1.00 | 0.0004 | -0.151 | ||||
| 0 | 2.13 | 9 | 363.4% | 0.00 | 0.0004 | -0.044 | 360 | 109.45 | 113.25 | -1.00 | 0.0003 | -0.146 | ||||
| 0 | 2.13 | 2 | 373.9% | 0.00 | 0.0003 | -0.038 | 365 | 114.45 | 118.25 | -1.00 | 0.0003 | -0.142 | ||||
| 0 | 2.13 | 1 | 384.1% | 0.00 | 0.0003 | -0.032 | 370 | 119.45 | 123.25 | -1.00 | 0.0002 | -0.138 | ||||
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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