VZ option chain Verizon Communications Inc.
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 ±6.9% (41.57–47.75) · ATM IV 27.7% · P/C open interest 0.85
| 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 | |
| 20.20 | 23.55 | 1.00 | 0.0008 | -0.001 | 23 | 0 | 2.13 | 185.0% | -0.00 | 0.0008 | -0.001 | |||||
| 19.85 | 22.20 | 110.3% | 1.00 | 0.0010 | -0.002 | 24 | 0 | 2.13 | 175.4% | -0.00 | 0.0010 | -0.002 | ||||
| 19.05 | 21.20 | 27 | 114.5% | 1.00 | 0.0011 | -0.002 | 25 | 0 | 2.13 | 166.2% | -0.00 | 0.0011 | -0.002 | |||
| 18.00 | 19.80 | 2 | 66.5% | 0.99 | 0.0014 | -0.002 | 26 | 0 | 0.7000 | 117.3% | -0.00 | 0.0014 | -0.002 | |||
| 16.75 | 19.35 | 10 | 3 | 93.3% | 0.99 | 0.0017 | -0.002 | 27 | 0 | 0.1000 | 20 | 77.7% | -0.01 | 0.0017 | -0.002 | |
| 16.45 | 17.75 | 14 | 8 | 92.0% | 0.99 | 0.0020 | -0.002 | 28 | 0 | 0.1100 | 73.8% | -0.01 | 0.0020 | -0.002 | ||
| 15.50 | 16.70 | 8 | 2 | 85.8% | 0.99 | 0.0025 | -0.002 | 29 | 0 | 0.5000 | 90.4% | -0.01 | 0.0025 | -0.002 | ||
| 14.40 | 15.45 | 2 | 23 | 54.1% | 0.99 | 0.0031 | -0.003 | 30 | 0 | 0.0400 | 16 | 255 | 55.8% | -0.01 | 0.0031 | -0.003 |
| 13.00 | 15.10 | 1 | 69.6% | 0.99 | 0.0038 | -0.003 | 31 | 0 | 0.1100 | 59.6% | -0.01 | 0.0038 | -0.003 | |||
| 12.15 | 14.00 | 14 | 66.3% | 0.99 | 0.0047 | -0.003 | 32 | 0 | 0.2000 | 11 | 61.0% | -0.01 | 0.0047 | -0.003 | ||
| 10.95 | 13.10 | 10 | 56.4% | 0.98 | 0.0059 | -0.004 | 33 | 0 | 0.1100 | 12 | 50.8% | -0.02 | 0.0059 | -0.004 | ||
| 10.10 | 12.10 | 18 | 57.6% | 0.98 | 0.0075 | -0.004 | 34 | 0 | 0.1200 | 3,550 | 47.2% | -0.02 | 0.0075 | -0.004 | ||
| 9.05 | 11.10 | 50.6% | 0.98 | 0.0096 | -0.005 | 35 | 0 | 0.4900 | 10 | 207 | 57.1% | -0.02 | 0.0097 | -0.005 | ||
| 8.60 | 9.60 | 42 | 47.3% | 0.97 | 0.0126 | -0.005 | 36 | 0.0100 | 0.4300 | 11 | 542 | 50.6% | -0.03 | 0.0126 | -0.005 | |
| 7.55 | 8.40 | 55 | 31.7% | 0.96 | 0.0166 | -0.006 | 37 | 0.0500 | 0.1500 | 9 | 5,343 | 38.3% | -0.04 | 0.0166 | -0.006 | |
| 6.70 | 7.60 | 7 | 40.1% | 0.95 | 0.0222 | -0.007 | 38 | 0.0900 | 0.2300 | 50 | 1,049 | 37.7% | -0.05 | 0.0223 | -0.007 | |
| 5.70 | 6.40 | 5 | 29.7% | 0.93 | 0.0303 | -0.009 | 39 | 0.0800 | 0.3700 | 4 | 357 | 36.1% | -0.07 | 0.0304 | -0.009 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 39.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.40 | 5.30 | 1 | 323 | 0.90 | 0.0414 | -0.011 | 40 | 0.2000 | 0.2500 | 87 | 7,183 | 31.3% | -0.10 | 0.0417 | -0.011 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 40.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.00 | 4.50 | 13 | 1,002 | 28.7% | 0.85 | 0.0557 | -0.013 | 41 | 0.3100 | 0.3900 | 44 | 1,346 | 30.4% | -0.15 | 0.0563 | -0.014 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 41.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.05 | 3.60 | 8 | 1,821 | 25.4% | 0.79 | 0.0715 | -0.017 | 42 | 0.4700 | 0.5400 | 572 | 7,312 | 29.0% | -0.21 | 0.0724 | -0.017 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 42.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.44 | 2.86 | 69 | 3,012 | 27.0% | 0.71 | 0.0862 | -0.019 | 43 | 0.7100 | 0.8700 | 24 | 3,394 | 29.1% | -0.29 | 0.0875 | -0.020 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 43.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.00 | 2.13 | 250 | 951 | 27.9% | 0.62 | 0.0978 | -0.021 | 44 | 1.10 | 1.25 | 221 | 2,617 | 29.3% | -0.39 | 0.0995 | -0.022 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 44.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.40 | 1.56 | 186 | 7,134 | 26.9% | 0.51 | 0.1039 | -0.022 | 45 | 1.51 | 1.71 | 289 | 1,704 | 28.5% | -0.49 | 0.1063 | -0.022 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 45.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.8800 | 1.11 | 80 | 3,352 | 25.9% | 0.41 | 0.1031 | -0.021 | 46 | 2.06 | 2.40 | 19 | 1,951 | 29.4% | -0.60 | 0.1062 | -0.022 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 46.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6500 | 0.7100 | 1,636 | 4,217 | 26.0% | 0.31 | 0.0952 | -0.019 | 47 | 2.69 | 3.20 | 13 | 1,382 | 30.4% | -0.70 | 0.0992 | -0.020 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 47.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3900 | 0.4600 | 530 | 3,139 | 25.6% | 0.23 | 0.0818 | -0.016 | 48 | 3.40 | 3.80 | 4 | 903 | 28.3% | -0.79 | 0.0868 | -0.017 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 48.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2500 | 0.3000 | 2,135 | 3,976 | 25.9% | 0.16 | 0.0656 | -0.012 | 49 | 4.15 | 4.75 | 20 | 1,596 | 28.9% | -0.87 | 0.0715 | -0.013 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 49.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1500 | 0.2000 | 99 | 5,483 | 25.7% | 0.10 | 0.0494 | -0.009 | 50 | 5.00 | 5.60 | 2 | 34 | 27.4% | -0.93 | 0.0548 | -0.010 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 51 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 52 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0200 | 0.0900 | 18 | 5,627 | 27.4% | 0.04 | 0.0211 | -0.004 | 52.5 | 5.75 | 9.10 | 19 | -0.99 | 0.0138 | -0.002 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 53 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 54 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0100 | 0.0600 | 11 | 6,511 | 31.6% | 0.02 | 0.0108 | -0.003 | 55 | 9.30 | 11.05 | -1.00 | 0.0030 | -0.000 | |||
| 0 | 0.0400 | 465 | 34.6% | 0.01 | 0.0071 | -0.002 | 57.5 | 11.55 | 14.10 | 52.5% | -1.00 | 0.0011 | -0.000 | |||
| 0 | 0.0400 | 556 | 39.7% | 0.01 | 0.0051 | -0.002 | 60 | 13.60 | 16.90 | 53.1% | -1.00 | 0.0006 | 0.000 | |||
| 0 | 0.0200 | 8 | 45.3% | 0.01 | 0.0030 | -0.002 | 65 | 18.85 | 21.70 | 67.4% | -1.00 | 0.0002 | 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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs