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 ±22.5% (34.30–54.25) · ATM IV 26.0% · P/C open interest 0.76
| 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 | |
| 20.10 | 24.00 | 58.7% | 1.00 | 0.0003 | 0.000 | 23 | 0.1900 | 0.3400 | 220 | 35.4% | -0.04 | 0.0049 | -0.001 | |||
| 18.15 | 21.95 | 223 | 51.5% | 1.00 | 0.0011 | 0.000 | 25 | 0.3000 | 0.4500 | 722 | 34.0% | -0.05 | 0.0066 | -0.002 | ||
| 16.00 | 19.00 | 10 | 48.8% | 0.99 | 0.0048 | 0.000 | 28 | 0.5200 | 0.6800 | 555 | 31.8% | -0.08 | 0.0101 | -0.002 | ||
| 14.35 | 15.25 | 1,605 | 30.9% | 0.97 | 0.0094 | -0.000 | 30 | 0.7400 | 0.9100 | 1,920 | 30.7% | -0.10 | 0.0130 | -0.003 | ||
| 11.55 | 12.55 | 875 | 28.6% | 0.91 | 0.0178 | -0.002 | 33 | 1.20 | 1.39 | 3,069 | 29.3% | -0.16 | 0.0181 | -0.003 | ||
| 10.00 | 10.70 | 2,080 | 27.4% | 0.86 | 0.0227 | -0.003 | 35 | 1.59 | 1.80 | 9,053 | 28.3% | -0.20 | 0.0216 | -0.004 | ||
| 7.20 | 8.50 | 2,497 | 24.5% | 0.77 | 0.0278 | -0.004 | 38 | 2.40 | 2.84 | 7,206 | 28.0% | -0.28 | 0.0266 | -0.004 | ||
| 6.65 | 7.25 | 2,353 | 26.8% | 0.70 | 0.0303 | -0.004 | 40 | 2.98 | 3.50 | 7,199 | 26.9% | -0.33 | 0.0295 | -0.004 | ||
| 5.50 | 6.15 | 2,280 | 26.4% | 0.64 | 0.0324 | -0.004 | 42 | 3.95 | 4.20 | 2,688 | 26.5% | -0.40 | 0.0318 | -0.005 | ||
| 4.10 | 4.65 | 7 | 4,267 | 25.8% | 0.54 | 0.0342 | -0.005 | 45 | 5.40 | 5.80 | 2,320 | 26.3% | -0.49 | 0.0336 | -0.004 | |
| 3.50 | 3.65 | 2 | 5,129 | 25.5% | 0.48 | 0.0344 | -0.005 | 47 | 6.55 | 7.00 | 2,423 | 26.2% | -0.55 | 0.0338 | -0.004 | |
| 2.44 | 2.85 | 22 | 9,035 | 25.3% | 0.39 | 0.0333 | -0.005 | 50 | 8.45 | 8.85 | 4,834 | 25.7% | -0.64 | 0.0325 | -0.004 | |
| 1.73 | 2.21 | 3,276 | 24.8% | 0.32 | 0.0312 | -0.004 | 52.5 | 10.10 | 10.65 | 408 | 25.3% | -0.70 | 0.0303 | -0.003 | ||
| 1.41 | 1.60 | 8,209 | 24.8% | 0.26 | 0.0284 | -0.004 | 55 | 12.15 | 12.55 | 514 | 25.7% | -0.76 | 0.0275 | -0.003 | ||
| 0.8600 | 1.28 | 479 | 24.2% | 0.21 | 0.0253 | -0.003 | 57.5 | 13.85 | 14.70 | 2,282 | 25.1% | -0.81 | 0.0246 | -0.002 | ||
| 0.7600 | 0.9400 | 100 | 5,659 | 24.7% | 0.17 | 0.0220 | -0.003 | 60 | 15.80 | 16.90 | 631 | 24.5% | -0.85 | 0.0216 | -0.001 | |
| 0.4400 | 0.5900 | 3,255 | 25.2% | 0.10 | 0.0159 | -0.002 | 65 | 20.35 | 21.30 | 40 | 23.4% | -0.92 | 0.0159 | 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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs