TXN option chain Texas Instruments Incorporated
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 ±9.2% (233.60–280.75) · ATM IV 35.9% · P/C open interest 0.73
| 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 | |
| 96.20 | 99.70 | 65.4% | 0.99 | 0.0004 | -0.003 | 160 | 0 | 1.20 | 80.0% | -0.01 | 0.0004 | -0.013 | ||||
| 91.20 | 94.75 | 61.6% | 0.99 | 0.0004 | -0.005 | 165 | 0 | 1.23 | 75.8% | -0.01 | 0.0005 | -0.015 | ||||
| 86.25 | 89.55 | 51.2% | 0.99 | 0.0006 | -0.007 | 170 | 0 | 0.5700 | 63.1% | -0.01 | 0.0006 | -0.016 | ||||
| 81.30 | 84.70 | 53.2% | 0.99 | 0.0007 | -0.010 | 175 | 0 | 0.5300 | 58.6% | -0.01 | 0.0007 | -0.018 | ||||
| 76.35 | 79.80 | 52.0% | 0.98 | 0.0008 | -0.013 | 180 | 0 | 0.5200 | 2 | 2 | 54.7% | -0.01 | 0.0008 | -0.021 | ||
| 71.40 | 74.85 | 49.4% | 0.98 | 0.0010 | -0.016 | 185 | 0.0100 | 0.5500 | 2 | 1 | 51.6% | -0.02 | 0.0010 | -0.024 | ||
| 66.50 | 69.90 | 47.5% | 0.98 | 0.0013 | -0.020 | 190 | 0.0600 | 2.20 | 2 | 2 | 62.0% | -0.02 | 0.0013 | -0.027 | ||
| 61.75 | 64.90 | 46.4% | 0.97 | 0.0016 | -0.025 | 195 | 0.0600 | 0.6800 | 2 | 46.5% | -0.03 | 0.0016 | -0.031 | |||
| 56.70 | 60.25 | 45.1% | 0.97 | 0.0020 | -0.031 | 200 | 0.2500 | 2.42 | 2 | 3 | 55.5% | -0.03 | 0.0020 | -0.037 | ||
| 51.85 | 55.25 | 42.2% | 0.96 | 0.0025 | -0.037 | 205 | 0.3900 | 1.64 | 2 | 1 | 48.1% | -0.04 | 0.0025 | -0.043 | ||
| 47.05 | 50.45 | 40.8% | 0.94 | 0.0032 | -0.046 | 210 | 0.5800 | 0.9900 | 2 | 1 | 41.6% | -0.06 | 0.0032 | -0.051 | ||
| 42.40 | 45.65 | 39.6% | 0.93 | 0.0040 | -0.056 | 215 | 0.7400 | 1.42 | 1 | 40.6% | -0.07 | 0.0041 | -0.060 | |||
| 37.75 | 41.25 | 39.3% | 0.91 | 0.0051 | -0.068 | 220 | 0.8800 | 2.46 | 41.1% | -0.09 | 0.0051 | -0.072 | ||||
| 33.30 | 36.75 | 1 | 38.4% | 0.88 | 0.0063 | -0.082 | 225 | 1.64 | 3.15 | 3 | 41.2% | -0.12 | 0.0063 | -0.086 | ||
| 29.00 | 32.30 | 37.3% | 0.84 | 0.0076 | -0.097 | 230 | 2.29 | 3.10 | 6 | 3 | 38.1% | -0.16 | 0.0077 | -0.101 | ||
| 24.95 | 28.35 | 37.1% | 0.80 | 0.0090 | -0.113 | 235 | 3.00 | 4.95 | 7 | 39.0% | -0.20 | 0.0091 | -0.116 | |||
| 21.05 | 24.10 | 35.6% | 0.75 | 0.0104 | -0.128 | 240 | 4.25 | 6.00 | 9 | 38.2% | -0.25 | 0.0105 | -0.131 | |||
| 17.50 | 20.55 | 1 | 35.2% | 0.69 | 0.0116 | -0.141 | 245 | 5.60 | 7.65 | 38 | 37.8% | -0.31 | 0.0117 | -0.144 | ||
| 14.45 | 17.10 | 1 | 34.7% | 0.63 | 0.0126 | -0.151 | 250 | 7.40 | 9.60 | 10 | 37.6% | -0.37 | 0.0127 | -0.153 | ||
| 11.70 | 14.35 | 2 | 34.8% | 0.57 | 0.0132 | -0.157 | 255 | 9.25 | 11.85 | 37.0% | -0.44 | 0.0134 | -0.159 | |||
| 10.45 | 11.40 | 35.8% | 0.50 | 0.0135 | -0.158 | 260 | 11.80 | 14.20 | 1 | 2 | 36.6% | -0.50 | 0.0137 | -0.160 | ||
| 7.35 | 9.55 | 2 | 34.7% | 0.43 | 0.0134 | -0.155 | 265 | 14.60 | 17.35 | 1 | 36.8% | -0.57 | 0.0136 | -0.157 | ||
| 5.40 | 7.80 | 81 | 34.4% | 0.37 | 0.0129 | -0.148 | 270 | 17.85 | 20.50 | 1 | 36.7% | -0.64 | 0.0132 | -0.150 | ||
| 4.05 | 6.20 | 34.4% | 0.31 | 0.0121 | -0.138 | 275 | 21.15 | 24.00 | 6 | 36.4% | -0.70 | 0.0124 | -0.140 | |||
| 2.82 | 4.75 | 33.8% | 0.26 | 0.0110 | -0.126 | 280 | 25.05 | 27.90 | 36.8% | -0.75 | 0.0114 | -0.128 | ||||
| 2.30 | 3.90 | 2 | 34.9% | 0.21 | 0.0098 | -0.112 | 285 | 29.30 | 31.45 | 36.3% | -0.80 | 0.0102 | -0.114 | |||
| 1.24 | 3.15 | 2 | 34.2% | 0.17 | 0.0086 | -0.099 | 290 | 33.40 | 35.75 | 36.2% | -0.84 | 0.0090 | -0.101 | |||
| 1.25 | 2.67 | 1 | 36.2% | 0.14 | 0.0074 | -0.086 | 295 | 37.60 | 40.50 | 36.6% | -0.88 | 0.0078 | -0.087 | |||
| 0.5000 | 2.25 | 28 | 35.6% | 0.11 | 0.0063 | -0.074 | 300 | 41.90 | 45.35 | 36.8% | -0.91 | 0.0067 | -0.075 | |||
| 0.3900 | 1.62 | 35.6% | 0.09 | 0.0053 | -0.064 | 305 | 46.60 | 50.00 | 36.9% | -0.93 | 0.0059 | -0.065 | ||||
| 0.0700 | 1.67 | 37.0% | 0.07 | 0.0044 | -0.055 | 310 | 51.65 | 54.90 | 39.3% | -0.95 | 0.0051 | -0.059 | ||||
| 0.0100 | 1.51 | 38.4% | 0.06 | 0.0037 | -0.048 | 315 | 56.40 | 59.75 | 39.5% | -0.96 | 0.0046 | -0.056 | ||||
| 0 | 2.10 | 43.5% | 0.05 | 0.0032 | -0.042 | 320 | 61.45 | 64.50 | 40.4% | -0.97 | 0.0040 | -0.047 | ||||
| 0 | 1.04 | 1 | 40.0% | 0.04 | 0.0027 | -0.037 | 325 | 65.90 | 69.50 | -0.98 | 0.0032 | -0.040 | ||||
| 0 | 1.95 | 1 | 47.5% | 0.04 | 0.0023 | -0.034 | 330 | 71.15 | 74.50 | 39.8% | -0.99 | 0.0024 | -0.038 | |||
| 0 | 1.00 | 1 | 43.9% | 0.03 | 0.0020 | -0.030 | 335 | 75.90 | 79.50 | -0.99 | 0.0017 | -0.027 | ||||
| 0 | 1.65 | 1 | 50.2% | 0.03 | 0.0017 | -0.028 | 340 | 81.30 | 84.50 | 47.4% | -1.00 | 0.0011 | -0.023 | |||
| 0 | 1.97 | 54.1% | 0.02 | 0.0015 | -0.025 | 345 | 86.15 | 89.50 | 45.7% | -1.00 | 0.0006 | -0.023 | ||||
| 0 | 1.30 | 52.0% | 0.02 | 0.0014 | -0.024 | 350 | 90.65 | 94.50 | -1.00 | 0.0003 | -0.023 | |||||
| 0 | 1.18 | 1 | 53.1% | 0.02 | 0.0012 | -0.022 | 355 | 96.00 | 99.50 | -1.00 | 0.0001 | -0.023 | ||||
| 0 | 1.08 | 1 | 54.1% | 0.02 | 0.0011 | -0.021 | 360 | 100.90 | 104.50 | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 1.01 | 2 | 55.4% | 0.02 | 0.0010 | -0.019 | 365 | 106.35 | 109.50 | 58.0% | -1.00 | 0.0000 | -0.023 | |||
| 0 | 1.19 | 1 | 58.7% | 0.01 | 0.0009 | -0.018 | 370 | 111.15 | 114.50 | 54.9% | -1.00 | 0.0000 | -0.023 | |||
| 0 | 1.20 | 60.5% | 0.01 | 0.0008 | -0.017 | 375 | 116.40 | 119.50 | 62.4% | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 1.20 | 1 | 62.2% | 0.01 | 0.0007 | -0.016 | 380 | 120.85 | 124.50 | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 1.00 | 1 | 62.1% | 0.01 | 0.0007 | -0.015 | 385 | 126.30 | 129.50 | 64.5% | -1.00 | 0.0000 | -0.023 | |||
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 — Oct 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.