USB option chain U.S. Bancorp
Cboe delayed options data · as of 09:45 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 ±23.6% (44.17–71.53) · ATM IV 27.4% · P/C open interest 0.78
| 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 | |
| 26.50 | 30.25 | 9 | 38.3% | 0.98 | 0.0031 | 0.000 | 30 | 0.3400 | 0.5900 | 25 | 112 | 39.5% | -0.04 | 0.0035 | -0.002 | |
| 25.75 | 27.05 | 8 | 42.4% | 0.96 | 0.0042 | 0.000 | 32.5 | 0.4600 | 0.8400 | 138 | 38.4% | -0.05 | 0.0046 | -0.003 | ||
| 23.45 | 24.75 | 46 | 39.2% | 0.95 | 0.0055 | -0.000 | 35 | 0.6200 | 1.01 | 774 | 36.5% | -0.07 | 0.0058 | -0.003 | ||
| 21.15 | 22.50 | 17 | 36.1% | 0.93 | 0.0070 | -0.001 | 37.5 | 0.8400 | 1.22 | 70 | 34.9% | -0.09 | 0.0074 | -0.004 | ||
| 18.05 | 20.35 | 107 | 29.5% | 0.90 | 0.0087 | -0.002 | 40 | 1.11 | 1.30 | 626 | 32.6% | -0.11 | 0.0091 | -0.004 | ||
| 16.00 | 18.40 | 514 | 29.1% | 0.88 | 0.0107 | -0.003 | 42.5 | 1.45 | 1.81 | 205 | 32.1% | -0.14 | 0.0111 | -0.004 | ||
| 14.85 | 16.30 | 256 | 30.7% | 0.85 | 0.0129 | -0.003 | 45 | 1.89 | 2.26 | 749 | 31.1% | -0.17 | 0.0133 | -0.005 | ||
| 12.80 | 14.50 | 153 | 29.3% | 0.81 | 0.0152 | -0.004 | 47.5 | 2.30 | 2.99 | 1,503 | 30.3% | -0.21 | 0.0156 | -0.005 | ||
| 10.65 | 12.60 | 252 | 27.0% | 0.77 | 0.0175 | -0.005 | 50 | 2.91 | 4.30 | 699 | 31.0% | -0.25 | 0.0180 | -0.006 | ||
| 9.65 | 10.85 | 374 | 27.6% | 0.72 | 0.0197 | -0.005 | 52.5 | 3.70 | 4.20 | 720 | 28.1% | -0.30 | 0.0203 | -0.006 | ||
| 8.55 | 9.40 | 552 | 27.9% | 0.67 | 0.0216 | -0.006 | 55 | 4.60 | 5.95 | 146 | 29.3% | -0.36 | 0.0224 | -0.007 | ||
| 7.10 | 8.05 | 608 | 27.1% | 0.61 | 0.0232 | -0.006 | 57.5 | 5.15 | 7.05 | 341 | 27.7% | -0.41 | 0.0241 | -0.007 | ||
| 6.00 | 6.80 | 1,843 | 26.7% | 0.55 | 0.0243 | -0.006 | 60 | 6.85 | 7.70 | 251 | 27.0% | -0.48 | 0.0255 | -0.007 | ||
| 4.10 | 5.65 | 272 | 24.4% | 0.50 | 0.0248 | -0.006 | 62.5 | 8.25 | 8.85 | 67 | 26.2% | -0.54 | 0.0264 | -0.007 | ||
| 3.35 | 4.80 | 731 | 24.5% | 0.44 | 0.0248 | -0.006 | 65 | 9.75 | 10.35 | 77 | 25.7% | -0.60 | 0.0270 | -0.006 | ||
| 2.87 | 3.95 | 166 | 24.6% | 0.39 | 0.0243 | -0.006 | 67.5 | 11.20 | 12.10 | 47 | 25.0% | -0.66 | 0.0271 | -0.006 | ||
| 2.60 | 3.30 | 790 | 25.2% | 0.34 | 0.0233 | -0.006 | 70 | 13.30 | 14.35 | 154 | 26.4% | -0.72 | 0.0266 | -0.006 | ||
| 2.11 | 2.71 | 271 | 25.1% | 0.29 | 0.0220 | -0.006 | 72.5 | 14.90 | 15.90 | 24.2% | -0.78 | 0.0253 | -0.005 | |||
| 1.56 | 2.19 | 979 | 24.5% | 0.25 | 0.0204 | -0.005 | 75 | 16.95 | 18.05 | 23.9% | -0.83 | 0.0240 | -0.004 | |||
| 1.08 | 1.50 | 448 | 24.8% | 0.18 | 0.0170 | -0.004 | 80 | 21.20 | 22.85 | 2 | -0.94 | 0.0322 | -0.005 | |||
| 0.6300 | 1.03 | 110 | 24.7% | 0.13 | 0.0136 | -0.003 | 85 | 24.50 | 29.50 | -1.00 | 0.0000 | -0.008 | ||||
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs