UPS option chain United Parcel Service, Inc.
Cboe delayed options data · as of 00:41 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 ±12.4% (90.65–116.35) · ATM IV 28.2% · P/C open interest 1.35
| 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 | |
| 47.15 | 50.00 | 1 | 1.00 | 0.0004 | 0.000 | 55 | 0 | 0.6700 | 117 | 63.9% | -0.01 | 0.0007 | -0.003 | |||
| 42.20 | 44.90 | 2 | 1.00 | 0.0006 | 0.000 | 60 | 0 | 0.1400 | 597 | 44.1% | -0.01 | 0.0011 | -0.003 | |||
| 37.25 | 39.75 | 0.99 | 0.0009 | 0.000 | 65 | 0.0300 | 0.1900 | 582 | 40.7% | -0.01 | 0.0016 | -0.004 | ||||
| 33.05 | 34.75 | 7 | 0.99 | 0.0015 | 0.000 | 70 | 0.0100 | 0.2200 | 12 | 941 | 35.1% | -0.02 | 0.0025 | -0.005 | ||
| 28.15 | 29.95 | 6 | 0.98 | 0.0028 | 0.000 | 75 | 0.1800 | 0.4400 | 2 | 696 | 35.2% | -0.04 | 0.0041 | -0.007 | ||
| 23.00 | 25.00 | 11 | 0.96 | 0.0053 | -0.001 | 80 | 0.3300 | 0.5600 | 25 | 2,478 | 31.5% | -0.06 | 0.0069 | -0.010 | ||
| 18.55 | 20.45 | 38 | 26.4% | 0.92 | 0.0095 | -0.007 | 85 | 0.8200 | 1.14 | 3 | 2,047 | 31.4% | -0.11 | 0.0110 | -0.015 | |
| 14.30 | 16.20 | 243 | 28.4% | 0.86 | 0.0150 | -0.015 | 90 | 1.63 | 1.97 | 20 | 667 | 30.6% | -0.18 | 0.0160 | -0.020 | |
| 11.20 | 11.95 | 2 | 317 | 29.5% | 0.76 | 0.0208 | -0.022 | 95 | 2.85 | 3.05 | 128 | 4,298 | 29.2% | -0.28 | 0.0210 | -0.025 |
| 8.05 | 8.60 | 21 | 828 | 29.2% | 0.64 | 0.0253 | -0.027 | 100 | 4.60 | 5.20 | 51 | 1,823 | 29.2% | -0.40 | 0.0248 | -0.028 |
| 5.40 | 5.80 | 47 | 767 | 28.3% | 0.51 | 0.0271 | -0.029 | 105 | 7.05 | 7.45 | 1 | 1,080 | 28.1% | -0.52 | 0.0262 | -0.028 |
| 3.40 | 3.80 | 23 | 2,491 | 27.8% | 0.38 | 0.0259 | -0.027 | 110 | 10.00 | 10.55 | 3 | 1,213 | 27.3% | -0.65 | 0.0250 | -0.025 |
| 2.01 | 2.35 | 74 | 2,183 | 27.3% | 0.27 | 0.0223 | -0.023 | 115 | 13.65 | 15.30 | 218 | 30.0% | -0.76 | 0.0214 | -0.019 | |
| 1.16 | 1.42 | 43 | 3,866 | 27.2% | 0.18 | 0.0176 | -0.018 | 120 | 17.75 | 19.50 | 60 | 30.6% | -0.84 | 0.0168 | -0.013 | |
| 0.6400 | 1.00 | 20 | 1,361 | 27.9% | 0.12 | 0.0130 | -0.014 | 125 | 21.65 | 24.00 | 17 | 29.3% | -0.90 | 0.0122 | -0.007 | |
| 0.4000 | 0.5800 | 20 | 891 | 28.1% | 0.08 | 0.0093 | -0.010 | 130 | 26.35 | 28.70 | 65 | 30.5% | -0.94 | 0.0086 | -0.002 | |
| 0.1800 | 0.4200 | 2 | 434 | 28.6% | 0.05 | 0.0067 | -0.008 | 135 | 31.15 | 33.50 | 13 | 31.9% | -0.96 | 0.0061 | 0.000 | |
| 0 | 0.2900 | 1 | 453 | 28.0% | 0.04 | 0.0049 | -0.006 | 140 | 36.00 | 38.40 | 29 | 33.7% | -0.97 | 0.0044 | 0.000 | |
| 0.1000 | 0.2300 | 460 | 31.3% | 0.03 | 0.0037 | -0.005 | 145 | 40.90 | 43.30 | 14 | 35.5% | -0.98 | 0.0032 | 0.000 | ||
| 0 | 0.3500 | 5 | 209 | 34.1% | 0.02 | 0.0029 | -0.004 | 150 | 45.85 | 47.95 | 5 | 33.9% | -0.98 | 0.0025 | 0.000 | |
| 0 | 0.1700 | 36 | 33.1% | 0.02 | 0.0023 | -0.004 | 155 | 50.80 | 52.90 | 36.1% | -0.99 | 0.0019 | 0.000 | |||
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