USB option chain U.S. Bancorp
Cboe delayed options data · as of 00:46 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 ±9.5% (52.44–63.39) · ATM IV 23.6% · P/C open interest 1.01
| 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 | |
| 26.40 | 30.25 | 78.4% | 1.00 | 0.0004 | 0.000 | 30 | 0 | 0.4700 | 237 | 76.0% | -0.00 | 0.0006 | -0.001 | |||
| 24.00 | 27.80 | 72.9% | 1.00 | 0.0007 | 0.000 | 32.5 | 0 | 2.13 | 770 | 96.3% | -0.00 | 0.0010 | -0.001 | |||
| 21.70 | 25.30 | 30 | 68.4% | 1.00 | 0.0012 | 0.000 | 35 | 0 | 0.2800 | 984 | 54.9% | -0.01 | 0.0017 | -0.001 | ||
| 19.45 | 22.00 | 23 | 42.3% | 0.99 | 0.0020 | 0.000 | 37.5 | 0 | 0.1000 | 3,791 | 41.1% | -0.01 | 0.0027 | -0.002 | ||
| 16.65 | 19.35 | 1 | 574 | 0.99 | 0.0034 | 0.000 | 40 | 0 | 0.1200 | 507 | 36.6% | -0.02 | 0.0044 | -0.003 | ||
| 14.15 | 17.95 | 861 | 45.6% | 0.98 | 0.0058 | -0.000 | 42.5 | 0.0800 | 0.1700 | 1,183 | 35.4% | -0.03 | 0.0071 | -0.004 | ||
| 13.30 | 14.40 | 1,213 | 45.7% | 0.96 | 0.0095 | -0.002 | 45 | 0.0600 | 0.4300 | 2,436 | 34.2% | -0.05 | 0.0113 | -0.005 | ||
| 10.90 | 12.00 | 447 | 39.9% | 0.93 | 0.0156 | -0.004 | 47.5 | 0.0500 | 0.5500 | 4,082 | 29.7% | -0.08 | 0.0176 | -0.007 | ||
| 8.60 | 9.60 | 351 | 34.7% | 0.89 | 0.0246 | -0.007 | 50 | 0.2500 | 0.7000 | 33 | 1,613 | 27.0% | -0.13 | 0.0267 | -0.009 | |
| 6.25 | 7.00 | 626 | 27.3% | 0.82 | 0.0370 | -0.010 | 52.5 | 0.7800 | 1.09 | 4 | 1,164 | 26.7% | -0.21 | 0.0386 | -0.012 | |
| 4.35 | 4.95 | 1,497 | 25.2% | 0.72 | 0.0512 | -0.013 | 55 | 1.39 | 1.55 | 3 | 2,516 | 24.4% | -0.31 | 0.0517 | -0.014 | |
| 2.93 | 3.10 | 314 | 1,059 | 23.5% | 0.57 | 0.0623 | -0.015 | 57.5 | 2.30 | 2.62 | 25 | 997 | 23.8% | -0.45 | 0.0613 | -0.014 |
| 1.69 | 1.84 | 850 | 2,073 | 22.4% | 0.42 | 0.0641 | -0.014 | 60 | 3.60 | 3.95 | 3 | 1,391 | 22.8% | -0.61 | 0.0618 | -0.013 |
| 0.8000 | 1.03 | 57 | 2,120 | 21.5% | 0.27 | 0.0550 | -0.012 | 62.5 | 5.30 | 5.55 | 2,071 | 21.5% | -0.75 | 0.0524 | -0.010 | |
| 0.4100 | 0.5300 | 421 | 4,879 | 21.5% | 0.17 | 0.0406 | -0.009 | 65 | 6.55 | 7.60 | 473 | -0.85 | 0.0386 | -0.007 | ||
| 0.1700 | 0.3100 | 3,065 | 21.9% | 0.10 | 0.0274 | -0.006 | 67.5 | 8.75 | 10.05 | 98 | -0.92 | 0.0307 | -0.005 | |||
| 0.0100 | 0.2000 | 3,661 | 21.7% | 0.06 | 0.0177 | -0.004 | 70 | 10.85 | 13.45 | 3 | -0.98 | 0.0331 | -0.005 | |||
| 0.0100 | 0.7000 | 246 | 32.0% | 0.03 | 0.0113 | -0.003 | 72.5 | 12.80 | 16.40 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.5100 | 2,810 | 33.1% | 0.02 | 0.0073 | -0.002 | 75 | 15.40 | 18.90 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.0800 | 105 | 29.1% | 0.01 | 0.0032 | -0.001 | 80 | 20.00 | 23.85 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.0700 | 80 | 33.1% | 0.00 | 0.0015 | -0.001 | 85 | 25.35 | 28.80 | -1.00 | 0.0000 | -0.011 | ||||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs