VZ option chain Verizon Communications Inc.
Cboe delayed options data · as of 00:39 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 ±3.4% (48.65–52.07) · ATM IV 19.8% · P/C open interest 0.73
| 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 | |
| 22.25 | 22.50 | 1 | 1.00 | 0.0005 | 0.000 | 28 | 0 | 0.0200 | 222 | 106.0% | -0.00 | 0.0005 | -0.001 | |||
| 20.05 | 20.55 | 48 | 1.00 | 0.0006 | 0.000 | 30 | 0 | 0.0200 | 5 | 826 | 94.5% | -0.00 | 0.0006 | -0.002 | ||
| 17.25 | 18.05 | 16 | 126.3% | 1.00 | 0.0011 | 0.000 | 33 | 0 | 0.0200 | 7,950 | 78.4% | -0.00 | 0.0011 | -0.002 | ||
| 16.15 | 17.10 | 116.0% | 1.00 | 0.0014 | -0.000 | 34 | 0 | 0.0200 | 489 | 73.4% | -0.00 | 0.0014 | -0.002 | |||
| 15.20 | 16.10 | 132 | 111.1% | 1.00 | 0.0016 | -0.001 | 35 | 0 | 0.0200 | 14.9K | 68.4% | -0.00 | 0.0016 | -0.002 | ||
| 14.25 | 15.10 | 1 | 106.1% | 1.00 | 0.0020 | -0.001 | 36 | 0 | 0.0200 | 4 | 63.6% | -0.00 | 0.0020 | -0.003 | ||
| 13.30 | 14.10 | 1 | 100.9% | 0.99 | 0.0025 | -0.001 | 37 | 0 | 0.0200 | 984 | 58.9% | -0.01 | 0.0025 | -0.003 | ||
| 12.30 | 13.10 | 551 | 93.7% | 0.99 | 0.0031 | -0.002 | 38 | 0 | 0.0200 | 3 | 16.3K | 54.3% | -0.01 | 0.0031 | -0.003 | |
| 11.30 | 12.15 | 8 | 88.5% | 0.99 | 0.0039 | -0.002 | 39 | 0.0100 | 0.0300 | 326 | 54.2% | -0.01 | 0.0039 | -0.003 | ||
| 10.30 | 11.15 | 1 | 1,213 | 81.5% | 0.99 | 0.0049 | -0.002 | 40 | 0 | 0.0300 | 12 | 15.5K | 47.6% | -0.01 | 0.0049 | -0.004 |
| 9.25 | 10.05 | 600 | 69.4% | 0.99 | 0.0064 | -0.003 | 41 | 0.0100 | 0.0500 | 1,313 | 47.4% | -0.01 | 0.0064 | -0.004 | ||
| 8.30 | 8.75 | 17 | 11.9K | 52.6% | 0.99 | 0.0083 | -0.003 | 42 | 0 | 0.0300 | 9 | 20.2K | 38.7% | -0.01 | 0.0084 | -0.004 |
| 7.35 | 8.05 | 10 | 2,147 | 59.5% | 0.98 | 0.0112 | -0.004 | 43 | 0.0200 | 0.0500 | 2 | 2,863 | 38.8% | -0.02 | 0.0112 | -0.005 |
| 6.35 | 7.10 | 8 | 2,105 | 54.2% | 0.98 | 0.0154 | -0.005 | 44 | 0.0200 | 0.0500 | 13 | 2,698 | 34.0% | -0.02 | 0.0155 | -0.005 |
| 5.80 | 6.65 | 2 | 1 | 50.8% | 0.97 | 0.0183 | -0.005 | 44.5 | 0.0100 | 0.0800 | 30 | 33.0% | -0.03 | 0.0184 | -0.006 | |
| 5.35 | 5.80 | 72 | 16.5K | 39.1% | 0.97 | 0.0221 | -0.006 | 45 | 0.0300 | 0.0400 | 34 | 27.3K | 29.2% | -0.03 | 0.0222 | -0.006 |
| 4.85 | 5.35 | 2 | 5 | 37.6% | 0.96 | 0.0270 | -0.006 | 45.5 | 0.0300 | 0.0500 | 74 | 27.5% | -0.04 | 0.0272 | -0.007 | |
| 4.40 | 4.65 | 6 | 2,847 | 29.8% | 0.96 | 0.0336 | -0.007 | 46 | 0.0300 | 0.0500 | 125 | 2,996 | 25.0% | -0.04 | 0.0339 | -0.008 |
| 3.85 | 4.55 | 4 | 10 | 36.3% | 0.94 | 0.0427 | -0.008 | 46.5 | 0.0400 | 0.0700 | 3 | 35 | 24.1% | -0.06 | 0.0430 | -0.009 |
| 3.40 | 3.60 | 116 | 33.9K | 22.4% | 0.93 | 0.0551 | -0.010 | 47 | 0.0600 | 0.0800 | 152 | 16.1K | 22.7% | -0.07 | 0.0556 | -0.010 |
| 2.90 | 3.20 | 1 | 19 | 22.7% | 0.91 | 0.0719 | -0.012 | 47.5 | 0.0900 | 0.1200 | 6 | 153 | 22.1% | -0.10 | 0.0726 | -0.012 |
| 2.54 | 2.78 | 56 | 29.3K | 24.3% | 0.87 | 0.0934 | -0.014 | 48 | 0.1400 | 0.1600 | 110 | 3,984 | 21.4% | -0.13 | 0.0945 | -0.015 |
| 1.92 | 2.52 | 21 | 23.1% | 0.82 | 0.1192 | -0.017 | 48.5 | 0.2000 | 0.2500 | 172 | 214 | 21.1% | -0.18 | 0.1207 | -0.018 | |
| 1.70 | 1.96 | 269 | 9,072 | 22.7% | 0.76 | 0.1467 | -0.020 | 49 | 0.2900 | 0.3200 | 82 | 2,238 | 20.0% | -0.24 | 0.1486 | -0.021 |
| 1.33 | 1.79 | 1 | 77 | 24.5% | 0.68 | 0.1705 | -0.023 | 49.5 | 0.4300 | 0.4800 | 30 | 376 | 20.1% | -0.32 | 0.1730 | -0.024 |
| 1.05 | 1.10 | 384 | 29.5K | 19.7% | 0.59 | 0.1852 | -0.025 | 50 | 0.6000 | 0.6700 | 193 | 7,827 | 19.9% | -0.41 | 0.1883 | -0.026 |
| 0.5500 | 0.6000 | 257 | 3,495 | 19.4% | 0.40 | 0.1852 | -0.025 | 51 | 1.11 | 1.18 | 934 | 77 | 19.5% | -0.60 | 0.1894 | -0.026 |
| 0.2500 | 0.3000 | 1,873 | 9,635 | 19.4% | 0.24 | 0.1491 | -0.020 | 52 | 1.79 | 1.97 | 14 | 28 | 20.2% | -0.78 | 0.1537 | -0.020 |
| 0.1700 | 0.2000 | 134 | 26.3K | 19.6% | 0.17 | 0.1226 | -0.016 | 52.5 | 1.95 | 2.49 | 1 | 63 | 17.3% | -0.84 | 0.1282 | -0.017 |
| 0.1100 | 0.1800 | 19 | 504 | 20.8% | 0.12 | 0.0967 | -0.013 | 53 | 2.10 | 2.85 | 3 | 25 | -0.89 | 0.1048 | -0.014 | |
| 0.0400 | 0.1100 | 2 | 356 | 22.1% | 0.07 | 0.0578 | -0.009 | 54 | 3.05 | 3.80 | 3 | 4 | -0.96 | 0.0708 | -0.011 | |
| 0.0300 | 0.0400 | 395 | 11.3K | 22.9% | 0.04 | 0.0353 | -0.006 | 55 | 4.10 | 4.80 | 4 | 7 | -0.99 | 0.0365 | -0.008 | |
| 0 | 0.2500 | 44 | 34.4% | 0.03 | 0.0222 | -0.005 | 56 | 5.05 | 5.80 | 3 | -1.00 | 0.0113 | -0.006 | |||
| 0 | 0.0500 | 3 | 28.7% | 0.02 | 0.0144 | -0.003 | 57 | 6.05 | 6.85 | 3 | -1.00 | 0.0022 | -0.005 | |||
| 0 | 0.0500 | 5,877 | 30.5% | 0.01 | 0.0118 | -0.003 | 57.5 | 6.45 | 7.65 | -1.00 | 0.0002 | -0.005 | ||||
| 0 | 0.0300 | 29.9% | 0.01 | 0.0096 | -0.003 | 58 | 6.95 | 8.15 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.1100 | 40.1% | 0.01 | 0.0067 | -0.002 | 59 | 7.95 | 9.15 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.0100 | 3,660 | 31.7% | 0.01 | 0.0048 | -0.002 | 60 | 8.95 | 10.15 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.1100 | 47.0% | 0.00 | 0.0036 | -0.001 | 61 | 9.95 | 11.15 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.1000 | 49.5% | 0.00 | 0.0027 | -0.001 | 62 | 10.95 | 12.15 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.0200 | 744 | 47.8% | 0.00 | 0.0015 | -0.001 | 65 | 13.95 | 15.15 | 5 | -1.00 | 0.0000 | -0.005 | |||
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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs