USB option chain U.S. Bancorp
Cboe delayed options data · as of 12:38 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 ±24.4% (47.47–78.07) · ATM IV 27.3% · P/C open interest 0.64
| 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 | |
| 28.75 | 31.65 | 8 | 0.98 | 0.0036 | 0.000 | 32.5 | 0.1400 | 0.7300 | 129 | 37.7% | -0.05 | 0.0036 | -0.003 | |||
| 26.60 | 28.70 | 46 | 0.96 | 0.0047 | 0.000 | 35 | 0.7200 | 0.9300 | 774 | 37.9% | -0.06 | 0.0045 | -0.003 | |||
| 24.35 | 26.50 | 17 | 28.5% | 0.94 | 0.0055 | -0.000 | 37.5 | 0.8700 | 1.14 | 64 | 36.2% | -0.07 | 0.0055 | -0.003 | ||
| 22.30 | 24.15 | 19 | 82 | 29.9% | 0.92 | 0.0067 | -0.001 | 40 | 1.16 | 1.37 | 360 | 35.0% | -0.09 | 0.0068 | -0.004 | |
| 20.45 | 21.80 | 46 | 468 | 30.0% | 0.90 | 0.0080 | -0.002 | 42.5 | 1.29 | 1.74 | 199 | 33.3% | -0.11 | 0.0081 | -0.004 | |
| 18.60 | 19.80 | 257 | 30.3% | 0.87 | 0.0095 | -0.003 | 45 | 1.76 | 2.04 | 196 | 32.4% | -0.14 | 0.0097 | -0.005 | ||
| 16.75 | 18.25 | 19 | 148 | 31.1% | 0.84 | 0.0112 | -0.003 | 47.5 | 2.17 | 2.55 | 1,138 | 31.4% | -0.17 | 0.0114 | -0.005 | |
| 15.30 | 16.00 | 1 | 231 | 30.3% | 0.81 | 0.0129 | -0.004 | 50 | 2.66 | 3.20 | 434 | 30.7% | -0.20 | 0.0131 | -0.006 | |
| 13.55 | 14.50 | 370 | 30.1% | 0.77 | 0.0146 | -0.005 | 52.5 | 3.35 | 3.65 | 559 | 29.6% | -0.24 | 0.0149 | -0.006 | ||
| 11.95 | 13.05 | 555 | 29.8% | 0.73 | 0.0163 | -0.005 | 55 | 4.05 | 4.45 | 141 | 29.0% | -0.28 | 0.0166 | -0.006 | ||
| 10.40 | 11.40 | 594 | 28.8% | 0.68 | 0.0179 | -0.006 | 57.5 | 4.90 | 5.25 | 120 | 28.2% | -0.33 | 0.0183 | -0.007 | ||
| 9.10 | 9.70 | 1,640 | 27.9% | 0.64 | 0.0193 | -0.006 | 60 | 5.80 | 6.30 | 90 | 27.6% | -0.37 | 0.0197 | -0.007 | ||
| 7.75 | 8.55 | 263 | 27.4% | 0.59 | 0.0204 | -0.006 | 62.5 | 6.90 | 7.40 | 65 | 27.1% | -0.42 | 0.0209 | -0.007 | ||
| 6.65 | 7.30 | 478 | 26.9% | 0.54 | 0.0211 | -0.007 | 65 | 8.10 | 8.65 | 6 | 26.6% | -0.48 | 0.0218 | -0.007 | ||
| 5.65 | 6.30 | 165 | 26.6% | 0.49 | 0.0215 | -0.007 | 67.5 | 9.25 | 10.05 | 17 | 26.1% | -0.53 | 0.0224 | -0.006 | ||
| 4.75 | 5.40 | 814 | 26.3% | 0.44 | 0.0215 | -0.007 | 70 | 10.95 | 11.60 | 144 | 25.8% | -0.58 | 0.0227 | -0.006 | ||
| 3.95 | 4.60 | 270 | 26.0% | 0.39 | 0.0212 | -0.006 | 72.5 | 12.55 | 13.30 | 25.6% | -0.63 | 0.0227 | -0.006 | |||
| 3.25 | 3.90 | 481 | 25.7% | 0.35 | 0.0206 | -0.006 | 75 | 14.35 | 15.10 | 25.5% | -0.68 | 0.0225 | -0.005 | |||
| 2.21 | 2.82 | 208 | 25.4% | 0.27 | 0.0186 | -0.005 | 80 | 18.20 | 19.00 | 2 | 25.0% | -0.78 | 0.0224 | -0.005 | ||
| 1.46 | 1.95 | 108 | 24.9% | 0.20 | 0.0160 | -0.005 | 85 | 22.45 | 23.40 | 24.8% | -0.87 | 0.0212 | -0.004 | |||
| 1.00 | 1.46 | 139 | 25.2% | 0.15 | 0.0134 | -0.004 | 90 | 27.00 | 29.00 | 28.9% | -0.94 | 0.0149 | -0.001 | |||
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