USB option chain U.S. Bancorp
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 ±1.2% (62.93–64.40) · ATM IV 22.3% · P/C open interest 0.25
| 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 | |
| 28.30 | 28.80 | 20 | 18 | 459.5% | 1.00 | 0.0000 | -0.046 | 35 | 0 | 0.0200 | 415.1% | 0.00 | 0.0000 | 0.000 | ||
| 23.10 | 23.80 | 22 | 5 | 1.00 | 0.0000 | -0.046 | 40 | 0 | 0.2200 | 306.8% | 0.00 | 0.0000 | 0.000 | |||
| 18.15 | 18.85 | 24 | 9 | 1.00 | 0.0000 | -0.046 | 45 | 0 | 0.4400 | 350.2% | 0.00 | 0.0000 | 0.000 | |||
| 13.20 | 13.85 | 22 | 9 | 1.00 | 0.0000 | -0.046 | 50 | 0 | 0.2400 | 256.9% | -0.00 | 0.0001 | -0.000 | |||
| 12.30 | 12.75 | 22 | 7 | 1.00 | 0.0000 | -0.046 | 51 | 0 | 0.2400 | 239.0% | -0.00 | 0.0002 | -0.000 | |||
| 11.35 | 11.70 | 20 | 18 | 1.00 | 0.0000 | -0.046 | 52 | 0 | 0.2400 | 1 | 221.3% | -0.00 | 0.0003 | -0.000 | ||
| 10.35 | 10.80 | 20 | 3 | 179.6% | 1.00 | 0.0001 | -0.046 | 53 | 0 | 0.4400 | 231.8% | -0.00 | 0.0004 | -0.000 | ||
| 9.30 | 9.70 | 20 | 22 | 1.00 | 0.0001 | -0.046 | 54 | 0 | 0.2400 | 186.3% | -0.00 | 0.0007 | -0.001 | |||
| 8.30 | 8.80 | 24 | 11 | 131.1% | 1.00 | 0.0002 | -0.046 | 55 | 0 | 0.0400 | 124.8% | -0.00 | 0.0011 | -0.001 | ||
| 7.25 | 7.60 | 24 | 9 | 1.00 | 0.0005 | -0.046 | 56 | 0 | 0.0400 | 10 | 111.0% | -0.00 | 0.0018 | -0.001 | ||
| 6.35 | 6.85 | 26 | 5 | 126.6% | 1.00 | 0.0010 | -0.047 | 57 | 0 | 0.0400 | 28 | 97.4% | -0.00 | 0.0031 | -0.002 | |
| 5.35 | 5.75 | 20 | 6 | 88.9% | 1.00 | 0.0023 | -0.047 | 58 | 0 | 0.0400 | 17 | 83.7% | -0.00 | 0.0058 | -0.003 | |
| 4.35 | 4.70 | 21 | 11 | 1.00 | 0.0058 | -0.047 | 59 | 0 | 0.0400 | 53 | 70.0% | -0.01 | 0.0114 | -0.005 | ||
| 3.35 | 3.75 | 7 | 23 | 60.5% | 0.99 | 0.0158 | -0.049 | 60 | 0 | 0.0400 | 2 | 49 | 56.2% | -0.02 | 0.0244 | -0.010 |
| 2.40 | 2.71 | 10 | 102 | 48.0% | 0.98 | 0.0474 | -0.055 | 61 | 0.0100 | 0.0500 | 21 | 127 | 45.6% | -0.04 | 0.0573 | -0.021 |
| 1.42 | 1.73 | 12 | 221 | 36.9% | 0.92 | 0.1502 | -0.078 | 62 | 0.0200 | 0.0700 | 4 | 266 | 33.3% | -0.10 | 0.1483 | -0.056 |
| 0.5600 | 0.8000 | 15 | 382 | 28.5% | 0.71 | 0.3856 | -0.197 | 63 | 0.0800 | 0.1900 | 1 | 87 | 24.2% | -0.30 | 0.3579 | -0.191 |
| 0.0800 | 0.2000 | 15 | 168 | 24.9% | 0.30 | 0.3688 | -0.177 | 64 | 0.4800 | 0.7100 | 1 | 24 | 19.7% | -0.70 | 0.3655 | -0.176 |
| 0.0100 | 0.0300 | 103 | 439 | 27.3% | 0.09 | 0.1473 | -0.046 | 65 | 1.32 | 1.63 | -0.91 | 0.1473 | -0.045 | |||
| 0 | 0.0500 | 52 | 42.6% | 0.03 | 0.0541 | -0.016 | 66 | 2.32 | 2.64 | 1 | -0.97 | 0.0541 | -0.015 | |||
| 0 | 0.0400 | 238 | 53.5% | 0.01 | 0.0221 | -0.007 | 67 | 3.30 | 3.65 | -0.99 | 0.0221 | -0.005 | ||||
| 0 | 0.0400 | 31 | 65.5% | 0.01 | 0.0100 | -0.003 | 68 | 4.15 | 5.50 | 122.6% | -0.99 | 0.0100 | -0.001 | |||
| 0 | 0.0400 | 879 | 77.0% | 0.00 | 0.0050 | -0.002 | 69 | 5.30 | 6.25 | 132.6% | -1.00 | 0.0050 | 0.000 | |||
| 0 | 0.0400 | 2 | 88.1% | 0.00 | 0.0026 | -0.001 | 70 | 6.25 | 7.15 | 136.0% | -1.00 | 0.0026 | 0.000 | |||
| 0 | 0.0400 | 1 | 98.9% | 0.00 | 0.0015 | -0.001 | 71 | 6.90 | 8.35 | 2 | 134.5% | -1.00 | 0.0015 | 0.000 | ||
| 0 | 0.0200 | 99.9% | 0.00 | 0.0009 | -0.000 | 72 | 8.25 | 9.05 | 153.7% | -1.00 | 0.0009 | 0.000 | ||||
| 0 | 0.0400 | 119.5% | 0.00 | 0.0005 | -0.000 | 73 | 9.25 | 10.25 | 187.8% | -1.00 | 0.0005 | 0.000 | ||||
| 0 | 0.0400 | 129.4% | 0.00 | 0.0003 | -0.000 | 74 | 10.30 | 11.15 | 2 | 1 | 196.4% | -1.00 | 0.0003 | 0.000 | ||
| 0 | 0.0400 | 139.0% | 0.00 | 0.0002 | -0.000 | 75 | 11.25 | 12.20 | 2 | 209.3% | -1.00 | 0.0002 | 0.000 | |||
| 0 | 0.0400 | 148.5% | 0.00 | 0.0001 | -0.000 | 76 | 12.15 | 13.20 | 2 | 210.1% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0.0400 | 157.7% | 0.00 | 0.0001 | 0.000 | 77 | 13.05 | 14.75 | 268.4% | -1.00 | 0.0001 | 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 — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs