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 ±8.5% (25.93–30.73) · ATM IV 36.5% · P/C open interest 0.04
| 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 | |
| 8.30 | 12.55 | 0.99 | 0.0049 | 0.000 | 18 | 0 | 0.0100 | 62.3% | -0.01 | 0.0049 | -0.003 | |||||
| 7.35 | 11.55 | 0.99 | 0.0067 | 0.000 | 19 | 0 | 0.2700 | 90.4% | -0.01 | 0.0068 | -0.004 | |||||
| 6.35 | 10.55 | 0.99 | 0.0093 | 0.000 | 20 | 0 | 0.0800 | 64.5% | -0.02 | 0.0094 | -0.004 | |||||
| 5.35 | 9.55 | 0.98 | 0.0130 | -0.001 | 21 | 0 | 0.2900 | 72.8% | -0.03 | 0.0132 | -0.005 | |||||
| 4.40 | 8.55 | 0.97 | 0.0184 | -0.002 | 22 | 0 | 2.13 | 120.4% | -0.04 | 0.0186 | -0.006 | |||||
| 3.40 | 7.55 | 0.96 | 0.0263 | -0.004 | 23 | 0 | 2.13 | 107.3% | -0.05 | 0.0267 | -0.007 | |||||
| 2.42 | 6.60 | 0.94 | 0.0383 | -0.006 | 24 | 0 | 2.15 | 94.8% | -0.07 | 0.0390 | -0.008 | |||||
| 1.47 | 5.60 | 0.91 | 0.0567 | -0.007 | 25 | 0.0800 | 0.1700 | 9 | 36.6% | -0.10 | 0.0579 | -0.009 | ||||
| 0.6000 | 4.75 | 24.2% | 0.86 | 0.0854 | -0.009 | 26 | 0 | 0.3900 | 32 | 32.5% | -0.15 | 0.0878 | -0.011 | |||
| 0.1000 | 3.90 | 1 | 31.8% | 0.78 | 0.1299 | -0.011 | 27 | 0 | 2.45 | 61.3% | -0.24 | 0.1352 | -0.013 | |||
| 0.5400 | 3.15 | 1 | 10 | 47.8% | 0.64 | 0.1928 | -0.012 | 28 | 0.0500 | 1.05 | 25.2% | -0.38 | 0.2058 | -0.013 | ||
| 0.3500 | 0.5500 | 70 | 19.2% | 0.42 | 0.2433 | -0.011 | 29 | 0 | 3.15 | 5 | 41.5% | -0.63 | 0.2798 | -0.012 | ||
| 0.1200 | 0.2000 | 1 | 512 | 18.9% | 0.18 | 0.1858 | -0.006 | 30 | 0.0500 | 3.85 | 32.1% | -0.96 | 0.2651 | -0.015 | ||
| 0 | 0.0300 | 398 | 15.2% | 0.07 | 0.0871 | -0.003 | 31 | 0.5700 | 4.80 | 27.3% | -1.00 | 0.0000 | -0.038 | |||
| 0 | 0.0200 | 131 | 18.8% | 0.03 | 0.0386 | -0.002 | 32 | 1.57 | 5.80 | 33.9% | -1.00 | 0.0000 | -0.039 | |||
| 0 | 0.0200 | 1 | 23.1% | 0.01 | 0.0187 | -0.001 | 33 | 2.57 | 6.80 | 39.9% | -1.00 | 0.0000 | -0.039 | |||
| 0 | 0.0200 | 27.2% | 0.01 | 0.0100 | -0.001 | 34 | 3.55 | 7.80 | 43.8% | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 0.0200 | 31.1% | 0.00 | 0.0058 | -0.000 | 35 | 4.55 | 8.80 | 49.0% | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 0.0200 | 34.8% | 0.00 | 0.0035 | -0.000 | 36 | 5.55 | 9.80 | 53.9% | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 0.0200 | 38.3% | 0.00 | 0.0023 | -0.000 | 37 | 6.55 | 10.80 | 58.6% | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 2.13 | 113.0% | 0.00 | 0.0015 | -0.000 | 38 | 7.55 | 11.80 | 63.1% | -1.00 | 0.0000 | -0.039 | ||||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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