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 ±12.5% (24.78–31.88) · ATM IV 41.5% · P/C open interest —
| 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 | |
| 8.70 | 12.60 | 0.95 | 0.0124 | -0.004 | 18 | 0 | 2.13 | 136.1% | -0.06 | 0.0125 | -0.011 | |||||
| 8.85 | 11.55 | 95.6% | 0.94 | 0.0151 | -0.005 | 19 | 0 | 2.34 | 129.2% | -0.07 | 0.0152 | -0.011 | ||||
| 6.75 | 9.20 | 0.93 | 0.0183 | -0.007 | 20 | 0 | 2.15 | 114.0% | -0.08 | 0.0185 | -0.012 | |||||
| 5.90 | 9.60 | 39.8% | 0.92 | 0.0224 | -0.008 | 21 | 0 | 2.37 | 107.7% | -0.09 | 0.0227 | -0.012 | ||||
| 4.95 | 8.65 | 41.8% | 0.90 | 0.0276 | -0.009 | 22 | 0 | 2.20 | 94.1% | -0.11 | 0.0280 | -0.013 | ||||
| 4.00 | 7.70 | 40.1% | 0.88 | 0.0342 | -0.009 | 23 | 0 | 2.24 | 84.7% | -0.13 | 0.0347 | -0.013 | ||||
| 4.10 | 6.75 | 60.1% | 0.85 | 0.0428 | -0.010 | 24 | 0 | 2.30 | 75.8% | -0.16 | 0.0437 | -0.013 | ||||
| 2.18 | 6.00 | 39.0% | 0.82 | 0.0543 | -0.011 | 25 | 0 | 2.39 | 67.3% | -0.19 | 0.0556 | -0.014 | ||||
| 1.30 | 4.95 | 32.5% | 0.77 | 0.0697 | -0.012 | 26 | 0 | 2.52 | 59.1% | -0.24 | 0.0719 | -0.014 | ||||
| 0.3500 | 4.60 | 34.7% | 0.71 | 0.0906 | -0.012 | 27 | 0 | 1.91 | 40.8% | -0.31 | 0.0945 | -0.013 | ||||
| 0 | 3.80 | 35.5% | 0.62 | 0.1177 | -0.012 | 28 | 0 | 3.30 | 47.5% | -0.40 | 0.1254 | -0.013 | ||||
| 0 | 1.49 | 20.0% | 0.49 | 0.1448 | -0.011 | 29 | 0 | 3.55 | 38.0% | -0.55 | 0.1615 | -0.012 | ||||
| 0 | 1.57 | 30.2% | 0.34 | 0.1464 | -0.009 | 30 | 0.0400 | 3.95 | 27.6% | -0.74 | 0.1765 | -0.010 | ||||
| 0 | 2.18 | 45.7% | 0.22 | 0.1162 | -0.007 | 31 | 0.5500 | 4.70 | -0.88 | 0.1717 | -0.007 | |||||
| 0 | 2.13 | 52.2% | 0.15 | 0.0852 | -0.006 | 32 | 1.85 | 5.80 | 35.3% | -0.96 | 0.1065 | -0.016 | ||||
| 0 | 2.13 | 58.6% | 0.11 | 0.0632 | -0.006 | 33 | 2.57 | 6.80 | 33.2% | -0.99 | 0.0368 | -0.028 | ||||
| 0 | 2.13 | 64.6% | 0.09 | 0.0484 | -0.005 | 34 | 3.55 | 7.80 | 36.4% | -1.00 | 0.0023 | -0.035 | ||||
| 0 | 2.13 | 70.2% | 0.07 | 0.0382 | -0.005 | 35 | 4.55 | 8.80 | 40.6% | -1.00 | 0.0000 | -0.038 | ||||
| 0 | 1.99 | 73.3% | 0.06 | 0.0310 | -0.005 | 36 | 5.55 | 9.80 | 44.5% | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 2.13 | 80.3% | 0.05 | 0.0256 | -0.004 | 37 | 6.55 | 10.80 | 48.3% | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 1.78 | 79.5% | 0.05 | 0.0216 | -0.004 | 38 | 7.55 | 11.80 | 51.9% | -1.00 | 0.0000 | -0.041 | ||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs