VZ option chain Verizon Communications Inc.
Cboe delayed options data · as of 15:46 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 ±13.0% (38.51–50.05) · ATM IV 25.4% · P/C open interest 0.67
| 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 | |
| 20.45 | 23.05 | 66.8% | 1.00 | 0.0007 | 0.000 | 23 | 0 | 0.0800 | 45.8% | -0.01 | 0.0017 | -0.001 | ||||
| 19.70 | 21.20 | 1.00 | 0.0010 | 0.000 | 24 | 0 | 0.0900 | 43.8% | -0.01 | 0.0021 | -0.001 | |||||
| 18.95 | 20.35 | 51.3% | 1.00 | 0.0013 | 0.000 | 25 | 0 | 0.1000 | 14 | 41.8% | -0.01 | 0.0026 | -0.001 | |||
| 17.75 | 19.45 | 40.0% | 1.00 | 0.0017 | 0.000 | 26 | 0 | 0.1100 | 39.8% | -0.01 | 0.0031 | -0.001 | ||||
| 16.50 | 18.40 | 0.99 | 0.0022 | 0.000 | 27 | 0 | 0.1200 | 37.8% | -0.02 | 0.0038 | -0.001 | |||||
| 15.55 | 18.60 | 58.8% | 0.99 | 0.0028 | 0.000 | 28 | 0 | 0.1400 | 36.2% | -0.02 | 0.0047 | -0.002 | ||||
| 14.55 | 17.60 | 54.9% | 0.99 | 0.0038 | 0.000 | 29 | 0.0200 | 0.1600 | 3 | 35.2% | -0.02 | 0.0058 | -0.002 | |||
| 13.55 | 16.10 | 8 | 43.1% | 0.98 | 0.0049 | 0.000 | 30 | 0.0500 | 0.1800 | 1,085 | 34.2% | -0.03 | 0.0071 | -0.002 | ||
| 13.05 | 14.35 | 33.3% | 0.98 | 0.0065 | -0.000 | 31 | 0.0700 | 0.2100 | 32.9% | -0.04 | 0.0088 | -0.003 | ||||
| 12.40 | 13.35 | 38.4% | 0.97 | 0.0085 | -0.001 | 32 | 0.1100 | 0.2500 | 82 | 32.1% | -0.05 | 0.0109 | -0.003 | |||
| 11.35 | 12.40 | 35.2% | 0.96 | 0.0110 | -0.002 | 33 | 0.1600 | 0.3000 | 55 | 31.2% | -0.06 | 0.0134 | -0.003 | |||
| 10.45 | 11.45 | 34.2% | 0.95 | 0.0141 | -0.002 | 34 | 0.2200 | 0.3600 | 74 | 30.3% | -0.07 | 0.0164 | -0.004 | |||
| 9.45 | 10.45 | 789 | 31.1% | 0.93 | 0.0178 | -0.003 | 35 | 0.3100 | 0.4400 | 2,986 | 29.7% | -0.09 | 0.0199 | -0.004 | ||
| 8.65 | 9.55 | 31.4% | 0.91 | 0.0222 | -0.004 | 36 | 0.4000 | 0.5400 | 61 | 28.9% | -0.11 | 0.0238 | -0.005 | |||
| 7.70 | 8.70 | 30.2% | 0.89 | 0.0270 | -0.005 | 37 | 0.5300 | 0.6800 | 5 | 28.4% | -0.14 | 0.0282 | -0.006 | |||
| 6.90 | 7.80 | 29.4% | 0.86 | 0.0322 | -0.006 | 38 | 0.7700 | 0.9700 | 29 | 29.2% | -0.17 | 0.0330 | -0.007 | |||
| 6.05 | 7.00 | 28.5% | 0.82 | 0.0375 | -0.007 | 39 | 0.9400 | 1.17 | 29 | 28.4% | -0.21 | 0.0379 | -0.007 | |||
| 5.30 | 6.15 | 2,516 | 27.6% | 0.78 | 0.0427 | -0.008 | 40 | 1.19 | 1.24 | 52 | 5,471 | 27.0% | -0.25 | 0.0429 | -0.008 | |
| 4.70 | 5.15 | 3 | 26.3% | 0.73 | 0.0476 | -0.008 | 41 | 1.45 | 1.72 | 9 | 42 | 27.4% | -0.30 | 0.0476 | -0.009 | |
| 3.85 | 4.75 | 15 | 26.4% | 0.68 | 0.0518 | -0.009 | 42 | 1.79 | 2.01 | 4 | 97 | 26.7% | -0.35 | 0.0519 | -0.009 | |
| 3.45 | 3.80 | 80 | 1,046 | 25.5% | 0.63 | 0.0552 | -0.009 | 43 | 2.12 | 2.24 | 156 | 25.3% | -0.40 | 0.0555 | -0.009 | |
| 2.90 | 3.35 | 4 | 855 | 25.7% | 0.57 | 0.0575 | -0.009 | 44 | 2.61 | 2.68 | 2 | 136 | 25.1% | -0.46 | 0.0581 | -0.009 |
| 2.47 | 2.74 | 6 | 2,301 | 25.2% | 0.51 | 0.0587 | -0.009 | 45 | 3.15 | 3.25 | 6,339 | 25.2% | -0.52 | 0.0595 | -0.009 | |
| 2.09 | 2.18 | 3 | 88 | 24.7% | 0.45 | 0.0586 | -0.009 | 46 | 3.55 | 3.90 | 12 | 24.5% | -0.57 | 0.0596 | -0.009 | |
| 1.66 | 1.79 | 3 | 123 | 24.2% | 0.40 | 0.0572 | -0.009 | 47 | 4.30 | 4.55 | 2 | 25.0% | -0.63 | 0.0583 | -0.009 | |
| 1.34 | 1.45 | 54 | 116 | 23.9% | 0.34 | 0.0549 | -0.008 | 48 | 5.00 | 5.30 | 25.2% | -0.69 | 0.0558 | -0.008 | ||
| 0.9800 | 1.30 | 4 | 114 | 24.0% | 0.29 | 0.0516 | -0.008 | 49 | 5.35 | 6.05 | 23.1% | -0.74 | 0.0521 | -0.007 | ||
| 0.8400 | 1.00 | 8 | 6,150 | 24.0% | 0.25 | 0.0476 | -0.007 | 50 | 6.40 | 6.80 | 1,281 | 24.3% | -0.78 | 0.0476 | -0.006 | |
| 0.4700 | 0.5500 | 70 | 6,106 | 23.7% | 0.16 | 0.0362 | -0.005 | 52.5 | 8.30 | 9.00 | 66 | 23.0% | -0.87 | 0.0347 | -0.004 | |
| 0.2100 | 0.3500 | 74 | 2,009 | 23.8% | 0.10 | 0.0256 | -0.004 | 55 | 10.40 | 11.30 | 6 | 18.8% | -0.93 | 0.0228 | -0.002 | |
| 0.1100 | 0.2300 | 2 | 3,387 | 24.5% | 0.06 | 0.0175 | -0.003 | 57.5 | 12.75 | 13.75 | 88 | -0.96 | 0.0145 | -0.001 | ||
| 0.0700 | 0.1500 | 15 | 1,217 | 25.5% | 0.04 | 0.0122 | -0.002 | 60 | 15.25 | 16.35 | 21 | 24.8% | -0.98 | 0.0094 | 0.000 | |
| 0 | 0.1000 | 151 | 27.3% | 0.02 | 0.0067 | -0.001 | 65 | 20.05 | 21.40 | 27.8% | -0.99 | 0.0100 | 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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs