USB option chain U.S. Bancorp

Expiration Cboe delayed options data · as of 12:42 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 ±4.8% (55.72–61.40) · ATM IV 25.1% · P/C open interest 6.64

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
22.50	25.70	2	4	134.7%	1.00	0.0003	-0.001	35	0	0.0700			93.5%	-0.00	0.0003	-0.001
17.50	20.75			105.8%	1.00	0.0011	-0.002	40	0	0.7500			108.0%	-0.00	0.0011	-0.002
13.50	16.60			54.9%	0.99	0.0029	-0.003	44	0	0.7500			85.9%	-0.01	0.0029	-0.003
12.50	15.65			50.5%	0.99	0.0037	-0.004	45	0	0.9500			85.6%	-0.01	0.0037	-0.004
11.65	14.65			57.0%	0.99	0.0048	-0.005	46	0	0.9500			80.2%	-0.01	0.0048	-0.005
10.45	13.70			65.0%	0.98	0.0063	-0.005	47	0	0.7500			70.2%	-0.02	0.0063	-0.006
9.65	11.65				0.98	0.0082	-0.007	48	0	2.15			90.4%	-0.02	0.0082	-0.007
9.10	10.70			43.8%	0.97	0.0108	-0.008	49	0	2.16		1	84.3%	-0.03	0.0108	-0.008
8.10	9.65			37.3%	0.96	0.0142	-0.009	50	0	2.17		30	78.2%	-0.04	0.0143	-0.009
7.15	8.70			37.2%	0.95	0.0189	-0.011	51	0	2.19	4	26	72.3%	-0.05	0.0190	-0.011
6.15	7.90			38.3%	0.94	0.0252	-0.014	52	0.0300	0.3700		24	37.8%	-0.06	0.0253	-0.014
5.30	6.65			31.3%	0.92	0.0336	-0.016	53	0.0300	0.3800	4	5	33.5%	-0.08	0.0338	-0.016
4.30	6.00			33.4%	0.89	0.0448	-0.019	54	0.0600	0.3300		1,212	28.5%	-0.11	0.0450	-0.019
3.50	4.25	4		17.3%	0.84	0.0591	-0.023	55	0.0900	0.4200		67	26.0%	-0.16	0.0594	-0.023
2.72	4.35	3	5	32.4%	0.79	0.0765	-0.026	56	0.2700	0.6000	9	39	25.9%	-0.21	0.0770	-0.026
2.22	2.61	1	18	23.5%	0.71	0.0954	-0.029	57	0.5000	0.9800	4	26	26.6%	-0.29	0.0963	-0.030
1.60	1.92	34	8	23.3%	0.61	0.1120	-0.031	58	0.8200	1.32	57	31	25.8%	-0.40	0.1132	-0.032
1.11	1.48	5	31	24.4%	0.49	0.1200	-0.032	59	1.30	1.79	65	2	25.7%	-0.51	0.1216	-0.032
0.6900	0.9800	94	31	23.5%	0.37	0.1152	-0.030	60	1.94	2.31		3	25.6%	-0.63	0.1173	-0.030
0.3700	0.5200	11	23	21.6%	0.27	0.0997	-0.026	61	2.40	3.55		1	28.9%	-0.74	0.1022	-0.027
0.0900	0.3400	1	27	20.4%	0.19	0.0799	-0.022	62	2.95	4.50		1	28.8%	-0.82	0.0826	-0.023
0.0500	0.3400		58	23.8%	0.13	0.0612	-0.018	63	3.85	5.60			33.6%	-0.88	0.0640	-0.019
0	0.7300		15	33.2%	0.10	0.0458	-0.014	64	4.75	6.55			36.0%	-0.92	0.0483	-0.015
0	2.21		1	56.0%	0.07	0.0342	-0.012	65	5.75	7.50			39.4%	-0.95	0.0359	-0.012
0	2.19			60.4%	0.05	0.0256	-0.009	66	5.95	9.40			44.8%	-0.96	0.0263	-0.010
0	2.17			64.5%	0.04	0.0193	-0.008	67	7.10	10.40			51.0%	-0.98	0.0189	-0.008
0	2.16			68.5%	0.03	0.0147	-0.006	68	8.10	11.40			54.8%	-0.98	0.0134	-0.006
0	2.15			72.4%	0.02	0.0113	-0.005	69	9.10	12.40			58.4%	-0.99	0.0094	-0.004
0	2.14			76.2%	0.02	0.0088	-0.004	70	10.10	13.40			61.9%	-0.99	0.0064	-0.003
0	2.14			80.0%	0.01	0.0069	-0.004	71	11.10	14.40			65.3%	-1.00	0.0044	-0.002
0	0.7500			70.3%	0.01	0.0029	-0.002	75	15.10	18.40			78.2%	-1.00	0.0009	-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 — Nov 06, 2026

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Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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USB option chain U.S. Bancorp

Volatility smile — Nov 06, 2026

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