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 ±17.7% (208.15–297.85) · ATM IV 41.1% · P/C open interest 0.92
| 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 | |
| 124.40 | 127.40 | 2 | 58.7% | 0.99 | 0.0003 | 0.000 | 130 | 0 | 0.6000 | 116 | 58.1% | -0.01 | 0.0003 | -0.009 | ||
| 119.10 | 122.45 | 9 | 47.1% | 0.99 | 0.0003 | 0.000 | 135 | 0 | 0.8900 | 139 | 56.3% | -0.01 | 0.0004 | -0.010 | ||
| 114.15 | 117.50 | 4 | 45.9% | 0.99 | 0.0004 | 0.000 | 140 | 0 | 0.5800 | 152 | 52.1% | -0.01 | 0.0005 | -0.012 | ||
| 109.70 | 112.70 | 11 | 54.5% | 0.99 | 0.0005 | 0.000 | 145 | 0 | 1.06 | 128 | 54.1% | -0.02 | 0.0006 | -0.013 | ||
| 104.65 | 107.85 | 59 | 51.7% | 0.98 | 0.0006 | 0.000 | 150 | 0.3500 | 0.8500 | 3 | 650 | 52.3% | -0.02 | 0.0007 | -0.015 | |
| 99.95 | 103.00 | 15 | 51.8% | 0.98 | 0.0008 | 0.000 | 155 | 0.3800 | 1.30 | 274 | 52.5% | -0.02 | 0.0008 | -0.018 | ||
| 95.15 | 98.05 | 191 | 49.9% | 0.97 | 0.0010 | 0.000 | 160 | 0.5000 | 2.32 | 368 | 55.0% | -0.03 | 0.0010 | -0.021 | ||
| 90.35 | 93.25 | 56 | 48.8% | 0.97 | 0.0012 | 0.000 | 165 | 0.7000 | 3.10 | 313 | 55.5% | -0.04 | 0.0012 | -0.024 | ||
| 85.65 | 88.55 | 37 | 48.3% | 0.96 | 0.0014 | 0.000 | 170 | 0 | 2.97 | 84 | 49.6% | -0.04 | 0.0014 | -0.027 | ||
| 80.90 | 83.85 | 12 | 47.1% | 0.95 | 0.0016 | -0.003 | 175 | 1.00 | 2.15 | 215 | 47.3% | -0.05 | 0.0017 | -0.032 | ||
| 76.40 | 79.20 | 92 | 46.7% | 0.94 | 0.0019 | -0.009 | 180 | 1.26 | 2.56 | 319 | 46.5% | -0.06 | 0.0020 | -0.036 | ||
| 71.35 | 74.80 | 49 | 45.1% | 0.93 | 0.0022 | -0.016 | 185 | 1.78 | 2.71 | 127 | 45.4% | -0.08 | 0.0023 | -0.041 | ||
| 67.40 | 70.20 | 140 | 45.4% | 0.91 | 0.0026 | -0.023 | 190 | 1.98 | 3.50 | 150 | 44.9% | -0.09 | 0.0026 | -0.046 | ||
| 63.00 | 65.50 | 56 | 44.1% | 0.90 | 0.0030 | -0.030 | 195 | 2.61 | 4.45 | 330 | 45.2% | -0.11 | 0.0030 | -0.051 | ||
| 58.75 | 61.20 | 158 | 43.6% | 0.88 | 0.0034 | -0.037 | 200 | 3.40 | 4.95 | 1 | 140 | 44.4% | -0.12 | 0.0034 | -0.057 | |
| 50.60 | 53.05 | 232 | 42.8% | 0.83 | 0.0042 | -0.051 | 210 | 5.70 | 6.25 | 1 | 360 | 43.6% | -0.17 | 0.0042 | -0.068 | |
| 42.95 | 45.60 | 1 | 411 | 42.3% | 0.78 | 0.0050 | -0.065 | 220 | 7.95 | 8.70 | 13 | 395 | 43.0% | -0.22 | 0.0051 | -0.079 |
| 36.00 | 38.80 | 210 | 41.9% | 0.72 | 0.0058 | -0.077 | 230 | 10.15 | 11.95 | 82 | 1,068 | 41.8% | -0.28 | 0.0059 | -0.088 | |
| 29.70 | 32.55 | 174 | 41.3% | 0.66 | 0.0064 | -0.087 | 240 | 13.65 | 15.50 | 32 | 543 | 41.0% | -0.34 | 0.0066 | -0.095 | |
| 24.15 | 26.80 | 283 | 40.7% | 0.59 | 0.0069 | -0.093 | 250 | 18.00 | 20.75 | 1 | 397 | 41.4% | -0.41 | 0.0070 | -0.098 | |
| 19.65 | 22.10 | 42 | 731 | 40.8% | 0.52 | 0.0071 | -0.097 | 260 | 22.55 | 25.25 | 2,389 | 39.9% | -0.49 | 0.0073 | -0.098 | |
| 15.35 | 18.00 | 2 | 745 | 40.3% | 0.45 | 0.0071 | -0.097 | 270 | 28.85 | 31.75 | 10 | 240 | 40.6% | -0.56 | 0.0073 | -0.095 |
| 12.90 | 14.40 | 1 | 246 | 40.9% | 0.39 | 0.0069 | -0.095 | 280 | 35.95 | 38.25 | 350 | 40.9% | -0.62 | 0.0071 | -0.089 | |
| 9.50 | 11.80 | 39 | 427 | 40.4% | 0.33 | 0.0065 | -0.089 | 290 | 42.80 | 45.60 | 315 | 40.6% | -0.68 | 0.0067 | -0.080 | |
| 6.90 | 9.30 | 6 | 1,271 | 39.8% | 0.27 | 0.0060 | -0.083 | 300 | 50.45 | 53.40 | 281 | 40.6% | -0.74 | 0.0061 | -0.069 | |
| 5.70 | 7.50 | 618 | 40.5% | 0.23 | 0.0054 | -0.075 | 310 | 58.95 | 61.65 | 136 | 41.1% | -0.79 | 0.0055 | -0.058 | ||
| 3.85 | 5.65 | 15 | 698 | 39.5% | 0.19 | 0.0048 | -0.067 | 320 | 67.55 | 70.75 | 133 | 42.1% | -0.83 | 0.0049 | -0.046 | |
| 3.10 | 4.95 | 630 | 40.8% | 0.15 | 0.0042 | -0.060 | 330 | 76.45 | 78.70 | 29 | 40.9% | -0.86 | 0.0044 | -0.036 | ||
| 2.29 | 4.05 | 242 | 41.0% | 0.13 | 0.0037 | -0.052 | 340 | 85.45 | 88.30 | 6 | 41.7% | -0.89 | 0.0040 | -0.028 | ||
| 2.02 | 3.20 | 10 | 515 | 41.8% | 0.10 | 0.0031 | -0.046 | 350 | 94.50 | 97.25 | 2 | 40.1% | -0.92 | 0.0036 | -0.021 | |
| 1.73 | 2.49 | 1 | 1,535 | 42.3% | 0.08 | 0.0027 | -0.040 | 360 | 104.00 | 107.65 | 42.6% | -0.94 | 0.0036 | -0.013 | ||
| 0.8500 | 2.11 | 74 | 41.5% | 0.07 | 0.0023 | -0.034 | 370 | 113.70 | 116.50 | -0.97 | 0.0038 | -0.004 | ||||
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.