UPS option chain United Parcel Service, Inc.
Cboe delayed options data · as of 03:41 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 ±18.0% (84.42–121.58) · ATM IV 28.6% · P/C open interest 0.10
| 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 | |
| 46.80 | 50.50 | 43.6% | 1.00 | 0.0003 | 0.000 | 55 | 0.0700 | 0.2800 | 39.3% | -0.01 | 0.0012 | -0.002 | ||||
| 42.20 | 45.55 | 45.1% | 1.00 | 0.0008 | 0.000 | 60 | 0.0100 | 0.3500 | 34.5% | -0.02 | 0.0019 | -0.003 | ||||
| 36.95 | 40.70 | 36.5% | 0.99 | 0.0017 | 0.000 | 65 | 0.3200 | 0.8000 | 37.0% | -0.04 | 0.0029 | -0.005 | ||||
| 32.95 | 35.50 | 37.9% | 0.97 | 0.0033 | 0.000 | 70 | 0.4200 | 0.8400 | 1 | 32.8% | -0.06 | 0.0044 | -0.007 | |||
| 28.30 | 30.75 | 35.0% | 0.94 | 0.0056 | -0.003 | 75 | 0.8200 | 1.69 | 8 | 33.4% | -0.09 | 0.0063 | -0.009 | |||
| 23.90 | 26.30 | 33.4% | 0.90 | 0.0082 | -0.007 | 80 | 1.49 | 1.91 | 2 | 31.0% | -0.13 | 0.0086 | -0.011 | |||
| 19.85 | 22.45 | 33.1% | 0.85 | 0.0110 | -0.011 | 85 | 2.33 | 2.96 | 3 | 30.4% | -0.18 | 0.0112 | -0.014 | |||
| 16.40 | 17.45 | 30.0% | 0.78 | 0.0136 | -0.014 | 90 | 3.45 | 4.30 | 29.6% | -0.25 | 0.0138 | -0.016 | ||||
| 13.20 | 14.15 | 29.8% | 0.70 | 0.0158 | -0.016 | 95 | 5.10 | 5.90 | 28.9% | -0.33 | 0.0160 | -0.018 | ||||
| 10.20 | 12.55 | 31.2% | 0.61 | 0.0174 | -0.018 | 100 | 7.25 | 9.25 | 220 | 21 | 30.6% | -0.42 | 0.0175 | -0.019 | ||
| 7.70 | 9.10 | 79 | 29.0% | 0.52 | 0.0183 | -0.019 | 105 | 9.65 | 10.70 | 10 | 9 | 28.2% | -0.50 | 0.0183 | -0.018 | |
| 5.60 | 6.90 | 10 | 28.2% | 0.44 | 0.0182 | -0.019 | 110 | 12.25 | 13.55 | 27.0% | -0.59 | 0.0181 | -0.017 | |||
| 4.40 | 4.90 | 1 | 245 | 28.0% | 0.35 | 0.0173 | -0.017 | 115 | 15.65 | 16.95 | 26.7% | -0.67 | 0.0172 | -0.015 | ||
| 2.95 | 3.90 | 51 | 27.8% | 0.28 | 0.0158 | -0.016 | 120 | 19.50 | 20.65 | 26.6% | -0.74 | 0.0155 | -0.013 | |||
| 2.11 | 2.60 | 2 | 27.2% | 0.22 | 0.0138 | -0.014 | 125 | 22.80 | 24.90 | 25.0% | -0.80 | 0.0135 | -0.010 | |||
| 1.63 | 1.99 | 5 | 7 | 27.8% | 0.17 | 0.0118 | -0.012 | 130 | 27.55 | 29.10 | 25.6% | -0.85 | 0.0115 | -0.007 | ||
| 1.16 | 1.56 | 6 | 28.1% | 0.13 | 0.0098 | -0.010 | 135 | 31.75 | 33.60 | 23.8% | -0.89 | 0.0096 | -0.004 | |||
| 0.6300 | 1.10 | 7 | 27.3% | 0.10 | 0.0081 | -0.008 | 140 | 36.00 | 38.30 | -0.92 | 0.0077 | -0.002 | ||||
| 0.5500 | 1.22 | 1 | 29.7% | 0.08 | 0.0066 | -0.007 | 145 | 40.70 | 43.05 | -0.94 | 0.0061 | 0.000 | ||||
| 0.4300 | 0.6200 | 2 | 28.5% | 0.06 | 0.0053 | -0.006 | 150 | 45.75 | 47.90 | -0.96 | 0.0047 | 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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs