WBD option chain Warner Bros. Discovery, Inc.
Cboe delayed options data · as of 18:39 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 ±1.3% (27.97–28.69) · ATM IV 27.4% · P/C open interest 0.30
| 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 | |
| 11.25 | 15.45 | 1 | 1.00 | 0.0000 | 0.000 | 15 | 0 | 0.0500 | 302 | 521.6% | 0.00 | 0.0000 | 0.000 | |||
| 10.35 | 14.45 | 2 | 497.5% | 1.00 | 0.0000 | 0.000 | 16 | 0 | 0.0100 | 1 | 392.2% | 0.00 | 0.0000 | 0.000 | ||
| 9.65 | 12.55 | 5 | 1.00 | 0.0000 | 0.000 | 17 | 0 | 0.0100 | 353.6% | 0.00 | 0.0000 | 0.000 | ||||
| 8.80 | 11.55 | 2 | 3 | 1.00 | 0.0000 | 0.000 | 18 | 0 | 0.0100 | 317.0% | 0.00 | 0.0000 | 0.000 | |||
| 7.80 | 10.35 | 13 | 1 | 1.00 | 0.0000 | 0.000 | 19 | 0 | 0.0100 | 282.2% | 0.00 | 0.0000 | 0.000 | |||
| 6.30 | 10.05 | 4 | 8 | 1.00 | 0.0000 | 0.000 | 20 | 0 | 0.0100 | 249.1% | 0.00 | 0.0000 | 0.000 | |||
| 5.30 | 9.35 | 3 | 1.00 | 0.0000 | 0.000 | 21 | 0 | 0.0100 | 217.3% | 0.00 | 0.0000 | 0.000 | ||||
| 4.25 | 8.45 | 1 | 1.00 | 0.0000 | 0.000 | 22 | 0 | 0.0100 | 186.7% | 0.00 | 0.0000 | 0.000 | ||||
| 3.75 | 7.95 | 1.00 | 0.0000 | 0.000 | 22.5 | 0 | 0.0100 | 3 | 171.7% | 0.00 | 0.0000 | 0.000 | ||||
| 3.25 | 7.45 | 1 | 1.00 | 0.0000 | 0.000 | 23 | 0 | 0.0100 | 1 | 157.0% | 0.00 | 0.0000 | 0.000 | |||
| 2.77 | 6.95 | 1.00 | 0.0000 | 0.000 | 23.5 | 0 | 0.0100 | 142.6% | 0.00 | 0.0000 | 0.000 | |||||
| 2.29 | 6.45 | 4 | 114.6% | 1.00 | 0.0001 | 0.000 | 24 | 0 | 0.0100 | 10 | 5 | 128.3% | 0.00 | 0.0001 | 0.000 | |
| 1.79 | 5.95 | 1 | 100.2% | 1.00 | 0.0002 | 0.000 | 24.5 | 0 | 0.0100 | 10 | 122 | 114.1% | 0.00 | 0.0002 | 0.000 | |
| 1.29 | 5.45 | 2 | 86.2% | 1.00 | 0.0005 | 0.000 | 25 | 0 | 0.0100 | 42 | 100.1% | -0.00 | 0.0005 | 0.000 | ||
| 0.7900 | 4.95 | 1 | 72.4% | 1.00 | 0.0013 | 0.000 | 25.5 | 0 | 0.0500 | 10 | 110.6% | -0.00 | 0.0013 | -0.000 | ||
| 0.3000 | 4.45 | 3 | 73.9% | 1.00 | 0.0037 | 0.000 | 26 | 0 | 0.0100 | 256 | 72.3% | -0.00 | 0.0037 | -0.000 | ||
| 0.0600 | 3.05 | 7 | 10 | 1.00 | 0.0115 | 0.000 | 26.5 | 0 | 0.0100 | 2 | 58.4% | -0.00 | 0.0115 | -0.001 | ||
| 0.2600 | 1.86 | 1 | 83 | 0.99 | 0.0406 | -0.001 | 27 | 0 | 0.0500 | 8 | 59.6% | -0.01 | 0.0406 | -0.002 | ||
| 0 | 1.22 | 4 | 10 | 0.96 | 0.1617 | -0.007 | 27.5 | 0 | 0.0100 | 13 | 2,362 | 30.0% | -0.04 | 0.1617 | -0.007 | |
| 0.1200 | 0.9300 | 1 | 43 | 49.7% | 0.83 | 0.6443 | -0.037 | 28 | 0 | 0.0500 | 10 | 608 | 22.4% | -0.17 | 0.6544 | -0.037 |
| 0.0700 | 0.1500 | 223 | 15.2K | 27.0% | 0.35 | 1.1036 | -0.075 | 28.5 | 0.1800 | 0.3200 | 32 | 2,715 | 27.8% | -0.69 | 1.2494 | -0.083 |
| 0.0400 | 0.0700 | 64 | 1,808 | 40.9% | 0.05 | 0.2597 | -0.007 | 29 | 0.0200 | 1.73 | 22 | 79.1% | -0.99 | 0.1361 | -0.037 | |
| 0.0100 | 0.2500 | 2 | 164 | 80.4% | 0.01 | 0.0365 | -0.001 | 29.5 | 0 | 3.30 | 1 | 155.9% | -1.00 | 0.0050 | -0.036 | |
| 0 | 0.0500 | 3,047 | 64.8% | 0.00 | 0.0063 | -0.000 | 30 | 0.0100 | 3.75 | 128.2% | -1.00 | 0.0002 | -0.036 | |||
| 0 | 0.0200 | 13 | 67.5% | 0.00 | 0.0014 | 0.000 | 30.5 | 0.2200 | 4.30 | 117.0% | -1.00 | 0.0000 | -0.036 | |||
| 0 | 0.0100 | 901 | 72.5% | 0.00 | 0.0004 | 0.000 | 31 | 0.5700 | 4.75 | -1.00 | 0.0000 | -0.036 | ||||
| 0 | 0.0100 | 83.6% | 0.00 | 0.0001 | 0.000 | 31.5 | 1.07 | 5.25 | -1.00 | 0.0000 | -0.036 | |||||
| 0 | 0.0100 | 25 | 94.4% | 0.00 | 0.0000 | 0.000 | 32 | 1.57 | 5.75 | -1.00 | 0.0000 | -0.036 | ||||
| 0 | 0.0200 | 125.8% | 0.00 | 0.0000 | 0.000 | 33 | 2.75 | 6.80 | 203.5% | -1.00 | 0.0000 | -0.036 | ||||
| 0 | 0.0300 | 155.1% | 0.00 | 0.0000 | 0.000 | 34 | 3.55 | 7.80 | 161.1% | -1.00 | 0.0000 | -0.036 | ||||
| 0 | 0.0100 | 153.4% | 0.00 | 0.0000 | 0.000 | 35 | 4.55 | 8.80 | 182.1% | -1.00 | 0.0000 | -0.036 | ||||
| 0 | 0.0300 | 195.7% | 0.00 | 0.0000 | 0.000 | 36 | 5.55 | 9.80 | 202.1% | -1.00 | 0.0000 | -0.036 | ||||
| 0 | 0.0500 | 230.3% | 0.00 | 0.0000 | 0.000 | 37 | 6.55 | 10.80 | 221.3% | -1.00 | 0.0000 | -0.036 | ||||
| 0 | 0.0500 | 249.5% | 0.00 | 0.0000 | 0.000 | 38 | 7.55 | 11.80 | 239.8% | -1.00 | 0.0000 | -0.036 | ||||
| 0 | 0.0500 | 285.8% | 0.00 | 0.0000 | 0.000 | 40 | 9.55 | 13.75 | -1.00 | 0.0000 | -0.036 | |||||
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs