VZ option chain Verizon Communications Inc.
Cboe delayed options data · as of 00:45 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 ±10.3% (39.84–48.99) · ATM IV 25.1% · P/C open interest 0.70
| 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 | |
| 19.60 | 23.60 | 2 | 1.00 | 0.0007 | 0.000 | 23 | 0 | 0.0900 | 847 | 61.1% | -0.00 | 0.0011 | -0.001 | |||
| 18.60 | 22.75 | 1.00 | 0.0008 | 0.000 | 24 | 0 | 0.1000 | 58.3% | -0.00 | 0.0013 | -0.001 | |||||
| 17.60 | 21.80 | 9 | 1.00 | 0.0010 | 0.000 | 25 | 0 | 0.0900 | 1,425 | 54.0% | -0.01 | 0.0016 | -0.001 | |||
| 16.60 | 20.75 | 1.00 | 0.0013 | 0.000 | 26 | 0 | 0.3000 | 61.4% | -0.01 | 0.0020 | -0.001 | |||||
| 15.65 | 19.75 | 0.99 | 0.0016 | 0.000 | 27 | 0 | 2.14 | 93.1% | -0.01 | 0.0024 | -0.001 | |||||
| 14.65 | 18.85 | 1 | 0.99 | 0.0020 | 0.000 | 28 | 0 | 0.1000 | 1,987 | 45.0% | -0.01 | 0.0030 | -0.001 | |||
| 13.65 | 17.80 | 0.99 | 0.0026 | 0.000 | 29 | 0 | 0.3100 | 50.8% | -0.01 | 0.0038 | -0.002 | |||||
| 12.65 | 16.80 | 7 | 0.99 | 0.0033 | 0.000 | 30 | 0.0300 | 0.4300 | 8,165 | 51.3% | -0.02 | 0.0048 | -0.002 | |||
| 11.70 | 15.80 | 0.99 | 0.0042 | 0.000 | 31 | 0 | 0.5400 | 6 | 49.5% | -0.02 | 0.0060 | -0.002 | ||||
| 10.90 | 14.65 | 1 | 0.98 | 0.0053 | 0.000 | 32 | 0 | 0.1500 | 6 | 35.5% | -0.02 | 0.0076 | -0.002 | |||
| 10.10 | 13.55 | 1,577 | 0.98 | 0.0069 | 0.000 | 33 | 0.0300 | 0.3500 | 4 | 4,116 | 39.1% | -0.03 | 0.0096 | -0.003 | ||
| 8.75 | 12.90 | 0.97 | 0.0090 | -0.000 | 34 | 0.0300 | 0.1900 | 9 | 32.0% | -0.04 | 0.0122 | -0.003 | ||||
| 9.00 | 11.00 | 2,109 | 30.6% | 0.97 | 0.0118 | -0.001 | 35 | 0.1100 | 0.1700 | 40 | 16.5K | 30.6% | -0.05 | 0.0156 | -0.004 | |
| 7.70 | 10.20 | 10 | 23.0% | 0.95 | 0.0156 | -0.002 | 36 | 0.1100 | 0.2800 | 50 | 65 | 29.7% | -0.06 | 0.0200 | -0.004 | |
| 6.50 | 9.45 | 3 | 21.9% | 0.94 | 0.0204 | -0.003 | 37 | 0 | 0.3500 | 55 | 28 | 25.9% | -0.08 | 0.0257 | -0.005 | |
| 5.00 | 7.45 | 1,262 | 0.92 | 0.0267 | -0.004 | 38 | 0.2500 | 0.6600 | 5 | 13.3K | 30.1% | -0.11 | 0.0326 | -0.006 | ||
| 4.95 | 7.10 | 1 | 18.5% | 0.89 | 0.0344 | -0.005 | 39 | 0.3800 | 0.5600 | 9 | 175 | 26.3% | -0.15 | 0.0406 | -0.007 | |
| 5.15 | 5.50 | 31 | 7,937 | 24.1% | 0.85 | 0.0432 | -0.007 | 40 | 0.5100 | 0.8000 | 10 | 16.5K | 26.5% | -0.19 | 0.0493 | -0.009 |
| 4.10 | 4.70 | 388 | 21.8% | 0.80 | 0.0526 | -0.008 | 41 | 0.6600 | 0.9000 | 159 | 2,852 | 24.4% | -0.25 | 0.0580 | -0.010 | |
| 3.10 | 4.05 | 24 | 6,265 | 20.8% | 0.74 | 0.0618 | -0.009 | 42 | 1.05 | 1.48 | 19 | 8,758 | 27.2% | -0.31 | 0.0659 | -0.011 |
| 2.20 | 4.00 | 34 | 746 | 23.8% | 0.68 | 0.0699 | -0.011 | 43 | 1.26 | 1.70 | 276 | 2,335 | 25.9% | -0.38 | 0.0724 | -0.011 |
| 2.17 | 2.69 | 124 | 3,276 | 22.9% | 0.60 | 0.0761 | -0.011 | 44 | 1.83 | 2.46 | 50 | 1,829 | 27.4% | -0.45 | 0.0766 | -0.011 |
| 1.97 | 2.05 | 134 | 32.0K | 24.0% | 0.52 | 0.0796 | -0.012 | 45 | 2.40 | 2.86 | 76 | 7,213 | 26.4% | -0.53 | 0.0780 | -0.011 |
| 1.51 | 1.55 | 192 | 2,385 | 23.4% | 0.45 | 0.0799 | -0.011 | 46 | 2.32 | 3.85 | 32 | 1,366 | 24.6% | -0.61 | 0.0764 | -0.011 |
| 1.13 | 1.20 | 150 | 8,145 | 23.3% | 0.37 | 0.0771 | -0.011 | 47 | 2.85 | 4.55 | 3 | 3,944 | 23.9% | -0.68 | 0.0720 | -0.010 |
| 0.7000 | 0.8500 | 258 | 5,238 | 22.0% | 0.30 | 0.0715 | -0.010 | 48 | 4.15 | 5.40 | 1 | 1,270 | 28.6% | -0.74 | 0.0653 | -0.008 |
| 0.5600 | 0.6500 | 116 | 2,597 | 22.7% | 0.23 | 0.0636 | -0.009 | 49 | 3.75 | 6.75 | 13 | 912 | 24.3% | -0.80 | 0.0570 | -0.007 |
| 0.3500 | 0.4400 | 422 | 25.5K | 22.0% | 0.18 | 0.0545 | -0.007 | 50 | 5.40 | 7.55 | 66 | 4,496 | 30.9% | -0.85 | 0.0481 | -0.005 |
| 0.1500 | 0.2000 | 124 | 8,766 | 22.8% | 0.09 | 0.0324 | -0.004 | 52.5 | 7.35 | 10.05 | 45 | 522 | 33.3% | -0.93 | 0.0278 | -0.002 |
| 0.0500 | 0.1100 | 29 | 14.8K | 23.7% | 0.04 | 0.0179 | -0.003 | 55 | 8.70 | 12.80 | 232 | 28.2% | -0.96 | 0.0153 | -0.000 | |
| 0.0100 | 0.0800 | 4,222 | 23.3% | 0.02 | 0.0106 | -0.002 | 57.5 | 11.20 | 15.15 | 64 | 30.4% | -0.98 | 0.0091 | 0.000 | ||
| 0.0100 | 0.0700 | 1 | 5,698 | 26.7% | 0.02 | 0.0069 | -0.001 | 60 | 13.60 | 17.75 | 55 | 35.5% | -0.99 | 0.0060 | 0.000 | |
| 0 | 0.0500 | 7,686 | 32.8% | 0.01 | 0.0037 | -0.001 | 65 | 19.30 | 21.55 | 32 | -0.99 | 0.0033 | 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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs