VZ option chain Verizon Communications Inc.
Cboe delayed options data · as of 21:55 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 ±3.3% (48.82–52.15) · ATM IV 19.4% · P/C open interest 0.73
| 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 | |
| 22.05 | 23.65 | 1 | 173.3% | 1.00 | 0.0004 | 0.000 | 28 | 0 | 0.0200 | 222 | 110.2% | -0.00 | 0.0004 | -0.001 | ||
| 19.95 | 21.65 | 48 | 148.4% | 1.00 | 0.0006 | 0.000 | 30 | 0 | 0.0200 | 821 | 98.3% | -0.00 | 0.0006 | -0.002 | ||
| 17.05 | 18.05 | 16 | 1.00 | 0.0011 | 0.000 | 33 | 0 | 0.0200 | 7,950 | 81.7% | -0.00 | 0.0011 | -0.002 | |||
| 15.55 | 16.90 | 1.00 | 0.0013 | 0.000 | 34 | 0 | 0.0200 | 489 | 76.5% | -0.00 | 0.0013 | -0.002 | ||||
| 15.40 | 15.95 | 133 | 89.0% | 1.00 | 0.0016 | 0.000 | 35 | 0 | 0.0200 | 14.9K | 71.4% | -0.00 | 0.0016 | -0.002 | ||
| 14.05 | 15.65 | 1 | 107.2% | 1.00 | 0.0019 | 0.000 | 36 | 0 | 0.0200 | 4 | 66.4% | -0.00 | 0.0019 | -0.003 | ||
| 12.90 | 14.85 | 1 | 102.2% | 0.99 | 0.0024 | 0.000 | 37 | 0 | 0.0200 | 984 | 61.6% | -0.01 | 0.0024 | -0.003 | ||
| 12.45 | 12.95 | 551 | 75.0% | 0.99 | 0.0029 | 0.000 | 38 | 0 | 0.0300 | 2 | 16.3K | 59.6% | -0.01 | 0.0030 | -0.003 | |
| 11.35 | 12.60 | 8 | 95.4% | 0.99 | 0.0037 | 0.000 | 39 | 0.0100 | 0.0200 | 326 | 54.8% | -0.01 | 0.0037 | -0.003 | ||
| 10.40 | 11.00 | 1,212 | 62.8% | 0.99 | 0.0047 | 0.000 | 40 | 0.0100 | 0.2900 | 5 | 15.5K | 72.4% | -0.01 | 0.0047 | -0.004 | |
| 9.15 | 10.45 | 600 | 67.9% | 0.99 | 0.0060 | 0.000 | 41 | 0.0100 | 0.0500 | 2 | 1,313 | 49.8% | -0.01 | 0.0060 | -0.004 | |
| 8.30 | 9.90 | 21 | 11.8K | 80.4% | 0.99 | 0.0079 | -0.000 | 42 | 0.0200 | 0.0400 | 15 | 20.2K | 44.9% | -0.01 | 0.0079 | -0.005 |
| 7.25 | 8.15 | 1 | 2,141 | 45.5% | 0.98 | 0.0106 | -0.001 | 43 | 0.0200 | 0.2500 | 10 | 2,863 | 52.7% | -0.02 | 0.0106 | -0.005 |
| 6.30 | 8.30 | 3 | 2,101 | 74.1% | 0.98 | 0.0146 | -0.003 | 44 | 0.0200 | 0.0300 | 1 | 2,692 | 34.1% | -0.02 | 0.0147 | -0.006 |
| 5.60 | 7.05 | 1 | 47.4% | 0.97 | 0.0174 | -0.003 | 44.5 | 0 | 0.5400 | 30 | 52.3% | -0.03 | 0.0175 | -0.006 | ||
| 5.50 | 6.00 | 118 | 16.4K | 38.9% | 0.97 | 0.0209 | -0.004 | 45 | 0.0200 | 0.1000 | 417 | 27.3K | 34.3% | -0.03 | 0.0210 | -0.007 |
| 4.80 | 5.65 | 4 | 34.0% | 0.96 | 0.0254 | -0.005 | 45.5 | 0 | 0.3100 | 8 | 74 | 39.1% | -0.04 | 0.0256 | -0.007 | |
| 4.40 | 4.90 | 47 | 2,846 | 21.0% | 0.96 | 0.0313 | -0.006 | 46 | 0.0300 | 0.0500 | 37 | 3,019 | 27.4% | -0.04 | 0.0315 | -0.008 |
| 3.75 | 4.60 | 11 | 23.4% | 0.95 | 0.0391 | -0.007 | 46.5 | 0 | 0.1400 | 38 | 27.2% | -0.05 | 0.0394 | -0.009 | ||
| 3.65 | 4.05 | 133 | 33.9K | 32.6% | 0.94 | 0.0495 | -0.008 | 47 | 0.0500 | 0.0900 | 26 | 16.1K | 24.5% | -0.06 | 0.0499 | -0.010 |
| 2.02 | 3.80 | 2 | 20 | 0.92 | 0.0636 | -0.010 | 47.5 | 0.0200 | 0.1400 | 4 | 154 | 22.4% | -0.08 | 0.0641 | -0.011 | |
| 2.63 | 2.92 | 74 | 29.2K | 22.4% | 0.89 | 0.0826 | -0.012 | 48 | 0.1100 | 0.1600 | 49 | 4,022 | 22.6% | -0.11 | 0.0834 | -0.013 |
| 2.03 | 2.95 | 43 | 21 | 27.5% | 0.86 | 0.1077 | -0.014 | 48.5 | 0.1000 | 0.2200 | 3 | 223 | 20.5% | -0.14 | 0.1089 | -0.016 |
| 1.77 | 2.17 | 161 | 9,049 | 22.9% | 0.80 | 0.1377 | -0.018 | 49 | 0.2400 | 0.3500 | 164 | 2,257 | 21.9% | -0.20 | 0.1393 | -0.019 |
| 1.40 | 1.84 | 5 | 77 | 23.1% | 0.73 | 0.1669 | -0.021 | 49.5 | 0.3100 | 0.3800 | 26 | 393 | 19.4% | -0.28 | 0.1691 | -0.022 |
| 1.07 | 1.27 | 138 | 29.5K | 19.8% | 0.64 | 0.1905 | -0.024 | 50 | 0.4500 | 0.5400 | 136 | 7,855 | 19.0% | -0.37 | 0.1933 | -0.025 |
| 0.4500 | 0.6600 | 930 | 3,644 | 17.4% | 0.44 | 0.2036 | -0.025 | 51 | 0.9100 | 1.07 | 1,353 | 570 | 19.3% | -0.57 | 0.2078 | -0.026 |
| 0.1900 | 0.3700 | 148 | 11.4K | 18.7% | 0.25 | 0.1651 | -0.021 | 52 | 1.34 | 1.87 | 15 | 23 | 17.3% | -0.76 | 0.1698 | -0.020 |
| 0.1600 | 0.1900 | 320 | 26.2K | 18.5% | 0.18 | 0.1355 | -0.017 | 52.5 | 1.87 | 2.85 | 3 | 62 | 28.8% | -0.84 | 0.1396 | -0.016 |
| 0.1000 | 0.1900 | 103 | 523 | 20.3% | 0.12 | 0.1043 | -0.013 | 53 | 1.05 | 3.30 | 12 | 23 | -0.90 | 0.1092 | -0.012 | |
| 0 | 0.0500 | 9 | 358 | 17.4% | 0.06 | 0.0566 | -0.007 | 54 | 3.15 | 3.65 | 11 | 4 | -0.97 | 0.0745 | -0.009 | |
| 0.0200 | 0.0400 | 212 | 11.4K | 22.1% | 0.03 | 0.0334 | -0.005 | 55 | 4.15 | 4.85 | 8 | 9 | 29.4% | -0.99 | 0.0282 | -0.013 |
| 0 | 0.2500 | 1 | 44 | 34.8% | 0.02 | 0.0212 | -0.004 | 56 | 5.10 | 5.85 | 2 | 32.0% | -1.00 | 0.0073 | -0.016 | |
| 0 | 0.0500 | 3 | 28.8% | 0.02 | 0.0141 | -0.003 | 57 | 6.05 | 6.70 | 1 | 1 | -1.00 | 0.0002 | -0.018 | ||
| 0 | 0.0500 | 5,877 | 30.6% | 0.01 | 0.0116 | -0.003 | 57.5 | 6.60 | 7.45 | 42.6% | -1.00 | 0.0000 | -0.019 | |||
| 0 | 0.0200 | 28.6% | 0.01 | 0.0097 | -0.003 | 58 | 7.10 | 7.90 | 2 | 42.8% | -1.00 | 0.0000 | -0.019 | |||
| 0 | 0.2500 | 47.4% | 0.01 | 0.0070 | -0.002 | 59 | 8.10 | 8.95 | 4 | 49.1% | -1.00 | 0.0000 | -0.020 | |||
| 0 | 0.0100 | 26 | 3,660 | 32.1% | 0.01 | 0.0052 | -0.002 | 60 | 9.10 | 9.95 | 6 | 53.2% | -1.00 | 0.0000 | -0.020 | |
| 0 | 0.7500 | 71.3% | 0.01 | 0.0041 | -0.002 | 61 | 8.65 | 12.05 | 3 | -1.00 | 0.0000 | -0.021 | ||||
| 0 | 0.7500 | 75.7% | 0.00 | 0.0033 | -0.001 | 62 | 10.85 | 13.05 | 1 | 85.9% | -1.00 | 0.0000 | -0.021 | |||
| 0 | 0.0200 | 744 | 48.6% | 0.00 | 0.0019 | -0.001 | 65 | 13.85 | 15.60 | 5 | 87.2% | -1.00 | 0.0000 | -0.021 | ||
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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs