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 ±7.6% (41.27–48.05) · ATM IV 27.8% · P/C open interest 0.32
| 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 | 23.90 | 107.1% | 1.00 | 0.0010 | -0.002 | 23 | 0 | 2.13 | 169.3% | -0.00 | 0.0010 | -0.002 | ||||
| 18.80 | 22.90 | 1.00 | 0.0011 | -0.002 | 24 | 0 | 2.13 | 160.6% | -0.00 | 0.0011 | -0.002 | |||||
| 18.20 | 21.90 | 94.0% | 0.99 | 0.0014 | -0.002 | 25 | 0 | 2.13 | 152.2% | -0.01 | 0.0014 | -0.002 | ||||
| 16.80 | 20.90 | 0.99 | 0.0016 | -0.002 | 26 | 0 | 2.13 | 144.1% | -0.01 | 0.0016 | -0.002 | |||||
| 16.15 | 19.90 | 78.7% | 0.99 | 0.0020 | -0.002 | 27 | 0 | 2.13 | 136.3% | -0.01 | 0.0020 | -0.002 | ||||
| 15.30 | 18.95 | 83.6% | 0.99 | 0.0024 | -0.002 | 28 | 0 | 2.13 | 128.7% | -0.01 | 0.0024 | -0.002 | ||||
| 14.15 | 17.95 | 70.7% | 0.99 | 0.0029 | -0.003 | 29 | 0 | 2.14 | 121.6% | -0.01 | 0.0029 | -0.003 | ||||
| 13.50 | 16.95 | 79.4% | 0.99 | 0.0035 | -0.003 | 30 | 0 | 1.55 | 103.4% | -0.01 | 0.0035 | -0.003 | ||||
| 11.85 | 15.95 | 0.99 | 0.0043 | -0.003 | 31 | 0 | 1.75 | 100.7% | -0.01 | 0.0043 | -0.003 | |||||
| 11.85 | 14.95 | 2 | 2 | 77.4% | 0.98 | 0.0053 | -0.003 | 32 | 0 | 1.60 | 91.6% | -0.02 | 0.0054 | -0.003 | ||
| 10.55 | 14.00 | 65.7% | 0.98 | 0.0066 | -0.004 | 33 | 0 | 1.37 | 81.4% | -0.02 | 0.0067 | -0.004 | ||||
| 9.55 | 13.00 | 2 | 60.4% | 0.98 | 0.0083 | -0.004 | 34 | 0 | 1.17 | 71.9% | -0.02 | 0.0084 | -0.004 | |||
| 8.60 | 12.00 | 26 | 13 | 56.4% | 0.97 | 0.0106 | -0.005 | 35 | 0 | 0.3000 | 7 | 46.8% | -0.03 | 0.0106 | -0.005 | |
| 8.30 | 10.25 | 50.2% | 0.96 | 0.0136 | -0.005 | 36 | 0 | 1.96 | 1 | 72.8% | -0.04 | 0.0137 | -0.005 | |||
| 7.30 | 9.30 | 46.2% | 0.95 | 0.0177 | -0.006 | 37 | 0 | 0.4500 | 28 | 42.1% | -0.05 | 0.0178 | -0.006 | |||
| 6.45 | 9.10 | 55.9% | 0.94 | 0.0234 | -0.007 | 38 | 0.0300 | 0.3000 | 1 | 26 | 34.9% | -0.06 | 0.0236 | -0.007 | ||
| 5.65 | 8.05 | 7 | 52.0% | 0.92 | 0.0312 | -0.008 | 39 | 0 | 0.7600 | 1 | 18 | 38.7% | -0.08 | 0.0315 | -0.008 | |
| 4.80 | 5.35 | 100 | 91 | 22.1% | 0.89 | 0.0418 | -0.010 | 40 | 0.1400 | 0.4000 | 19 | 119 | 30.3% | -0.11 | 0.0422 | -0.010 |
| 3.25 | 4.90 | 9 | 46 | 18.1% | 0.84 | 0.0549 | -0.012 | 41 | 0.2700 | 0.4600 | 47 | 42 | 28.4% | -0.16 | 0.0556 | -0.013 |
| 3.15 | 3.95 | 55 | 27.7% | 0.78 | 0.0692 | -0.015 | 42 | 0.0100 | 0.7200 | 5 | 22 | 23.4% | -0.22 | 0.0702 | -0.015 | |
| 2.49 | 3.20 | 3 | 81 | 27.8% | 0.70 | 0.0824 | -0.017 | 43 | 0.7300 | 1.11 | 3 | 44 | 29.3% | -0.30 | 0.0838 | -0.017 |
| 1.70 | 2.37 | 7 | 104 | 24.5% | 0.62 | 0.0928 | -0.019 | 44 | 0.9000 | 1.75 | 1 | 30 | 29.6% | -0.39 | 0.0948 | -0.019 |
| 1.30 | 2.28 | 11 | 109 | 29.4% | 0.52 | 0.0985 | -0.019 | 45 | 1.38 | 1.81 | 3 | 9 | 26.2% | -0.49 | 0.1011 | -0.020 |
| 0.8800 | 1.22 | 1 | 247 | 24.3% | 0.42 | 0.0982 | -0.018 | 46 | 1.97 | 2.42 | 40 | 26.6% | -0.59 | 0.1017 | -0.019 | |
| 0.5100 | 0.8200 | 104 | 206 | 23.3% | 0.33 | 0.0918 | -0.017 | 47 | 2.52 | 3.20 | 9 | 26.7% | -0.69 | 0.0962 | -0.018 | |
| 0.2700 | 0.6000 | 24 | 286 | 23.4% | 0.24 | 0.0806 | -0.015 | 48 | 3.05 | 4.05 | 2 | 18 | 25.4% | -0.77 | 0.0862 | -0.015 |
| 0.0900 | 0.5300 | 4 | 9 | 24.5% | 0.18 | 0.0666 | -0.012 | 49 | 3.65 | 5.85 | 4 | 34.2% | -0.85 | 0.0733 | -0.013 | |
| 0 | 0.2500 | 1 | 30 | 21.9% | 0.12 | 0.0520 | -0.009 | 50 | 4.55 | 6.40 | 15 | 31.8% | -0.91 | 0.0589 | -0.011 | |
| 0 | 0.2100 | 8 | 24.0% | 0.08 | 0.0389 | -0.007 | 51 | 5.05 | 7.60 | 2 | 30.5% | -0.95 | 0.0419 | -0.008 | ||
| 0 | 0.1500 | 5 | 25.1% | 0.06 | 0.0284 | -0.005 | 52 | 5.25 | 9.30 | 31.4% | -0.98 | 0.0248 | -0.004 | |||
| 0 | 0.4300 | 35 | 35 | 34.7% | 0.04 | 0.0209 | -0.004 | 53 | 6.20 | 10.30 | 1 | 32.9% | -0.99 | 0.0125 | -0.002 | |
| 0 | 0.9600 | 46.6% | 0.03 | 0.0159 | -0.003 | 54 | 7.25 | 11.30 | 37.2% | -1.00 | 0.0062 | -0.001 | ||||
| 0 | 0.3500 | 10 | 38.5% | 0.02 | 0.0126 | -0.003 | 55 | 9.05 | 12.30 | 2 | 54.9% | -1.00 | 0.0034 | -0.001 | ||
| 0 | 0.0200 | 2 | 2 | 26.2% | 0.02 | 0.0104 | -0.003 | 56 | 10.05 | 13.30 | 58.1% | -1.00 | 0.0020 | -0.000 | ||
| 0 | 0.0200 | 28.1% | 0.02 | 0.0088 | -0.002 | 57 | 11.05 | 14.30 | 61.2% | -1.00 | 0.0013 | -0.000 | ||||
| 0 | 0.0200 | 29.9% | 0.02 | 0.0076 | -0.002 | 58 | 12.05 | 15.30 | 1 | 64.2% | -1.00 | 0.0010 | -0.000 | |||
| 0 | 0.0200 | 10 | 33.4% | 0.01 | 0.0059 | -0.002 | 60 | 13.60 | 17.30 | 61.9% | -1.00 | 0.0006 | -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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs