TXN option chain Texas Instruments Incorporated
Cboe delayed options data · as of 03:38 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 ±10.1% (231.33–283.03) · ATM IV 35.9% · P/C open interest 0.82
| 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 | |
| 126.10 | 129.25 | 11 | 1.00 | 0.0001 | 0.000 | 130 | 0 | 0.4700 | 116 | 88.1% | -0.00 | 0.0001 | -0.006 | |||
| 121.15 | 124.50 | 1 | 1.00 | 0.0001 | 0.000 | 135 | 0 | 0.2800 | 7 | 78.3% | -0.00 | 0.0001 | -0.006 | |||
| 116.20 | 119.70 | 71.0% | 1.00 | 0.0002 | 0.000 | 140 | 0 | 0.2800 | 79 | 74.3% | -0.00 | 0.0002 | -0.007 | |||
| 111.20 | 114.40 | 1.00 | 0.0002 | 0.000 | 145 | 0 | 0.2900 | 44 | 70.7% | -0.00 | 0.0002 | -0.008 | ||||
| 106.25 | 109.50 | 3 | 0.99 | 0.0003 | 0.000 | 150 | 0 | 0.2900 | 32 | 66.9% | -0.01 | 0.0003 | -0.009 | |||
| 101.30 | 104.60 | 2 | 48.4% | 0.99 | 0.0003 | 0.000 | 155 | 0 | 0.3100 | 5 | 63.8% | -0.01 | 0.0003 | -0.010 | ||
| 96.30 | 99.80 | 5 | 55.8% | 0.99 | 0.0004 | 0.000 | 160 | 0 | 0.3200 | 177 | 60.4% | -0.01 | 0.0004 | -0.011 | ||
| 91.35 | 94.85 | 1 | 54.0% | 0.99 | 0.0005 | 0.000 | 165 | 0 | 0.3500 | 61 | 57.6% | -0.01 | 0.0005 | -0.013 | ||
| 86.40 | 89.55 | 3 | 0.99 | 0.0006 | -0.000 | 170 | 0 | 0.3800 | 30 | 54.8% | -0.01 | 0.0006 | -0.015 | |||
| 81.50 | 84.70 | 2 | 4 | 43.5% | 0.99 | 0.0007 | -0.003 | 175 | 0 | 0.4200 | 2 | 176 | 52.1% | -0.01 | 0.0007 | -0.017 |
| 76.55 | 80.20 | 44 | 51.3% | 0.98 | 0.0009 | -0.007 | 180 | 0 | 0.4800 | 51 | 49.7% | -0.02 | 0.0009 | -0.020 | ||
| 71.65 | 75.15 | 3 | 47.8% | 0.98 | 0.0011 | -0.011 | 185 | 0.1100 | 0.5600 | 92 | 48.8% | -0.02 | 0.0011 | -0.023 | ||
| 66.75 | 70.00 | 9 | 43.1% | 0.97 | 0.0014 | -0.016 | 190 | 0.2000 | 0.5600 | 85 | 46.4% | -0.03 | 0.0014 | -0.027 | ||
| 61.85 | 65.05 | 21 | 41.1% | 0.97 | 0.0018 | -0.021 | 195 | 0.2800 | 0.7100 | 92 | 45.0% | -0.03 | 0.0018 | -0.032 | ||
| 57.05 | 60.30 | 43 | 41.4% | 0.96 | 0.0022 | -0.028 | 200 | 0.4800 | 0.8900 | 185 | 44.2% | -0.04 | 0.0022 | -0.038 | ||
| 47.55 | 50.75 | 203 | 39.5% | 0.93 | 0.0034 | -0.045 | 210 | 0.8800 | 1.42 | 352 | 41.7% | -0.07 | 0.0035 | -0.054 | ||
| 38.40 | 41.30 | 76 | 37.1% | 0.89 | 0.0052 | -0.068 | 220 | 1.80 | 2.35 | 5 | 374 | 40.3% | -0.11 | 0.0053 | -0.075 | |
| 30.10 | 33.05 | 77 | 37.6% | 0.83 | 0.0074 | -0.094 | 230 | 3.30 | 3.55 | 163 | 889 | 38.4% | -0.18 | 0.0075 | -0.100 | |
| 22.70 | 24.90 | 1,157 | 36.3% | 0.74 | 0.0098 | -0.119 | 240 | 5.35 | 5.80 | 7 | 1,895 | 36.9% | -0.26 | 0.0099 | -0.123 | |
| 17.25 | 18.00 | 535 | 36.9% | 0.63 | 0.0116 | -0.136 | 250 | 8.70 | 9.25 | 4 | 1,223 | 36.2% | -0.38 | 0.0118 | -0.140 | |
| 11.85 | 12.55 | 6 | 279 | 36.1% | 0.51 | 0.0124 | -0.143 | 260 | 13.30 | 14.00 | 1 | 1,461 | 35.7% | -0.50 | 0.0126 | -0.145 |
| 7.90 | 8.55 | 11 | 446 | 36.1% | 0.39 | 0.0120 | -0.136 | 270 | 19.25 | 19.85 | 8 | 583 | 35.2% | -0.62 | 0.0123 | -0.138 |
| 5.05 | 5.55 | 16 | 477 | 35.9% | 0.28 | 0.0106 | -0.120 | 280 | 25.95 | 27.85 | 1 | 1,167 | 35.7% | -0.73 | 0.0110 | -0.121 |
| 3.15 | 3.50 | 35 | 1,128 | 36.0% | 0.20 | 0.0086 | -0.098 | 290 | 34.00 | 35.95 | 452 | 35.6% | -0.82 | 0.0091 | -0.098 | |
| 1.73 | 2.26 | 8 | 1,063 | 36.0% | 0.13 | 0.0066 | -0.076 | 300 | 42.55 | 45.50 | 311 | 37.0% | -0.89 | 0.0071 | -0.075 | |
| 0.9400 | 1.43 | 35 | 1,224 | 36.2% | 0.09 | 0.0048 | -0.058 | 310 | 52.10 | 55.00 | 164 | 39.2% | -0.94 | 0.0055 | -0.058 | |
| 0.6000 | 0.9300 | 1 | 501 | 37.2% | 0.06 | 0.0035 | -0.043 | 320 | 61.35 | 64.80 | 100 | 39.6% | -0.97 | 0.0044 | -0.044 | |
| 0.1500 | 0.6800 | 730 | 37.0% | 0.04 | 0.0025 | -0.033 | 330 | 71.60 | 74.50 | 43.5% | -0.99 | 0.0024 | -0.038 | |||
| 0.0100 | 0.5500 | 878 | 38.3% | 0.03 | 0.0018 | -0.026 | 340 | 81.30 | 84.50 | 44.9% | -1.00 | 0.0008 | -0.041 | |||
| 0.0100 | 0.4600 | 642 | 40.6% | 0.02 | 0.0014 | -0.021 | 350 | 91.45 | 94.50 | 50.2% | -1.00 | 0.0000 | -0.041 | |||
| 0.0200 | 0.4000 | 379 | 43.0% | 0.02 | 0.0011 | -0.018 | 360 | 101.45 | 104.50 | 54.0% | -1.00 | 0.0000 | -0.041 | |||
| 0.0200 | 0.3700 | 295 | 45.6% | 0.01 | 0.0009 | -0.015 | 370 | 111.50 | 114.50 | 58.1% | -1.00 | 0.0000 | -0.041 | |||
| 0 | 0.3400 | 469 | 47.6% | 0.01 | 0.0007 | -0.014 | 380 | 121.50 | 124.50 | 61.5% | -1.00 | 0.0000 | -0.041 | |||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs