UPS option chain United Parcel Service, Inc.
Cboe delayed options data · as of 03:44 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 ±15.4% (82.62–112.67) · ATM IV 29.0% · P/C open interest 1.15
| 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 | |
| 46.00 | 49.30 | 2 | 1.00 | 0.0000 | 0.000 | 50 | 0.0300 | 0.5500 | 106 | 54.8% | -0.01 | 0.0008 | -0.002 | |||
| 41.00 | 44.35 | 1.00 | 0.0001 | 0.000 | 55 | 0 | 0.1900 | 77 | 40.1% | -0.01 | 0.0013 | -0.003 | ||||
| 36.40 | 39.40 | 3 | 52.2% | 1.00 | 0.0003 | 0.000 | 60 | 0.0800 | 0.2600 | 83 | 37.6% | -0.02 | 0.0021 | -0.004 | ||
| 31.05 | 34.55 | 6 | 40.6% | 1.00 | 0.0011 | 0.000 | 65 | 0.2100 | 0.3900 | 99 | 35.4% | -0.03 | 0.0035 | -0.005 | ||
| 26.75 | 28.35 | 10 | 0.98 | 0.0036 | -0.001 | 70 | 0.4300 | 0.6400 | 232 | 33.5% | -0.06 | 0.0057 | -0.008 | |||
| 21.85 | 23.65 | 1 | 0.95 | 0.0081 | -0.007 | 75 | 0.8400 | 1.20 | 344 | 32.8% | -0.10 | 0.0088 | -0.011 | |||
| 17.55 | 19.10 | 66 | 28.9% | 0.88 | 0.0127 | -0.012 | 80 | 1.43 | 1.76 | 14 | 1,177 | 30.6% | -0.16 | 0.0127 | -0.015 | |
| 13.65 | 15.10 | 131 | 29.4% | 0.80 | 0.0165 | -0.017 | 85 | 2.60 | 2.99 | 14 | 979 | 30.5% | -0.24 | 0.0167 | -0.019 | |
| 10.60 | 11.45 | 5 | 143 | 29.7% | 0.70 | 0.0199 | -0.020 | 90 | 4.30 | 4.90 | 13 | 1,640 | 30.8% | -0.33 | 0.0201 | -0.021 |
| 7.90 | 8.30 | 286 | 29.3% | 0.59 | 0.0225 | -0.023 | 95 | 6.40 | 6.75 | 1 | 2,055 | 29.5% | -0.44 | 0.0222 | -0.023 | |
| 5.60 | 5.95 | 5 | 1,020 | 29.1% | 0.48 | 0.0233 | -0.023 | 100 | 9.00 | 9.50 | 1,685 | 29.0% | -0.55 | 0.0227 | -0.022 | |
| 3.85 | 4.20 | 5 | 1,795 | 29.1% | 0.37 | 0.0223 | -0.022 | 105 | 12.15 | 12.95 | 911 | 29.0% | -0.65 | 0.0214 | -0.020 | |
| 2.51 | 2.73 | 24 | 948 | 28.5% | 0.28 | 0.0198 | -0.019 | 110 | 15.85 | 16.65 | 1,183 | 28.8% | -0.75 | 0.0189 | -0.016 | |
| 1.63 | 1.79 | 12 | 1,632 | 28.4% | 0.20 | 0.0165 | -0.016 | 115 | 19.70 | 20.85 | 16 | 28.4% | -0.82 | 0.0156 | -0.012 | |
| 0.9900 | 1.15 | 11 | 1,067 | 28.2% | 0.14 | 0.0130 | -0.012 | 120 | 24.05 | 25.80 | 67 | 30.6% | -0.88 | 0.0122 | -0.008 | |
| 0.6000 | 0.8400 | 10 | 668 | 28.7% | 0.10 | 0.0099 | -0.010 | 125 | 28.60 | 30.50 | 68 | 31.9% | -0.92 | 0.0096 | -0.005 | |
| 0.3800 | 0.5900 | 14 | 419 | 29.2% | 0.07 | 0.0075 | -0.007 | 130 | 33.35 | 35.30 | 3 | 33.6% | -0.95 | 0.0074 | -0.002 | |
| 0.2400 | 0.4200 | 821 | 29.7% | 0.05 | 0.0056 | -0.006 | 135 | 38.05 | 40.55 | 37.0% | -0.97 | 0.0054 | 0.000 | |||
| 0.0100 | 0.3100 | 99 | 30.8% | 0.04 | 0.0043 | -0.005 | 140 | 41.70 | 45.70 | 4 | 24 | 30.1% | -0.98 | 0.0037 | 0.000 | |
| 0.0400 | 0.1900 | 108 | 29.3% | 0.03 | 0.0034 | -0.004 | 145 | 47.15 | 50.75 | 39.2% | -0.99 | 0.0024 | 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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs