WBD option chain Warner Bros. Discovery, Inc.
Cboe delayed options data · as of 15:39 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 ±9.2% (25.74–30.95) · ATM IV 20.6% · P/C open interest 10.62
| 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 | |
| 12.80 | 15.25 | 1,734 | 89.4% | 0.98 | 0.0052 | 0.000 | 15 | 0.0100 | 0.4500 | 9,847 | 78.7% | -0.02 | 0.0052 | -0.002 | ||
| 11.80 | 13.20 | 1 | 0.98 | 0.0065 | 0.000 | 16 | 0 | 0.4600 | 1 | 72.0% | -0.03 | 0.0066 | -0.003 | |||
| 11.20 | 11.90 | 1 | 1,431 | 0.97 | 0.0082 | 0.000 | 17 | 0.0100 | 0.4500 | 4,077 | 65.7% | -0.03 | 0.0083 | -0.003 | ||
| 10.05 | 11.05 | 13 | 0.96 | 0.0103 | -0.000 | 18 | 0 | 0.4700 | 5,043 | 60.0% | -0.04 | 0.0104 | -0.003 | |||
| 8.85 | 10.25 | 3 | 0.96 | 0.0129 | -0.001 | 19 | 0 | 0.1600 | 5,067 | 43.3% | -0.05 | 0.0130 | -0.004 | |||
| 8.40 | 9.00 | 2,091 | 22.8% | 0.95 | 0.0162 | -0.001 | 20 | 0.0700 | 0.2000 | 183.9K | 43.0% | -0.06 | 0.0164 | -0.004 | ||
| 6.95 | 8.35 | 9 | 0.93 | 0.0204 | -0.002 | 21 | 0 | 0.5500 | 100 | 45.4% | -0.07 | 0.0207 | -0.004 | |||
| 6.20 | 7.20 | 255 | 0.92 | 0.0259 | -0.003 | 22 | 0 | 0.6000 | 16.5K | 41.1% | -0.09 | 0.0264 | -0.004 | |||
| 5.05 | 6.50 | 22.4% | 0.90 | 0.0331 | -0.003 | 23 | 0.0900 | 0.3500 | 6,349 | 32.9% | -0.11 | 0.0338 | -0.005 | |||
| 4.40 | 5.40 | 7 | 25.3% | 0.87 | 0.0426 | -0.004 | 24 | 0.0100 | 0.3500 | 10.8K | 26.5% | -0.14 | 0.0436 | -0.005 | ||
| 3.90 | 4.50 | 1,350 | 29.7% | 0.84 | 0.0552 | -0.004 | 25 | 0.2500 | 0.4500 | 30.3K | 27.2% | -0.17 | 0.0569 | -0.005 | ||
| 2.62 | 3.60 | 24 | 21.7% | 0.79 | 0.0724 | -0.005 | 26 | 0.2200 | 0.7000 | 1,342 | 24.6% | -0.22 | 0.0752 | -0.006 | ||
| 2.00 | 2.75 | 3,968 | 21.7% | 0.72 | 0.0954 | -0.005 | 27 | 0.2500 | 1.10 | 16.0K | 23.1% | -0.29 | 0.1008 | -0.006 | ||
| 1.50 | 1.93 | 623 | 21.1% | 0.63 | 0.1256 | -0.005 | 28 | 0.4400 | 1.34 | 110 | 20.2% | -0.40 | 0.1367 | -0.006 | ||
| 0 | 1.32 | 6,836 | 12.2% | 0.49 | 0.1590 | -0.004 | 29 | 0.0200 | 1.72 | 54 | 11.1% | -0.56 | 0.1854 | -0.005 | ||
| 0.3800 | 0.6600 | 3,034 | 16.0% | 0.30 | 0.1699 | -0.003 | 30 | 0 | 2.68 | 70 | -0.82 | 0.2347 | -0.004 | |||
| 0.0400 | 0.0600 | 1,129 | 9.4% | 0.14 | 0.1196 | -0.002 | 31 | 0.5300 | 4.75 | 67 | -1.00 | 0.0000 | -0.010 | |||
| 0 | 0.0500 | 813 | 10.8% | 0.06 | 0.0631 | -0.001 | 32 | 1.53 | 5.30 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0500 | 13.4% | 0.03 | 0.0337 | -0.001 | 33 | 2.53 | 6.30 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 1.25 | 35.3% | 0.02 | 0.0195 | -0.000 | 34 | 3.60 | 7.75 | 26.6% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0200 | 550 | 15.8% | 0.01 | 0.0122 | -0.000 | 35 | 4.55 | 8.30 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 2.13 | 51.7% | 0.01 | 0.0081 | -0.000 | 36 | 5.55 | 9.30 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0300 | 282 | 20.6% | 0.01 | 0.0056 | -0.000 | 37 | 6.80 | 10.75 | 40.4% | -1.00 | 0.0000 | -0.010 | |||
| 0 | 2.13 | 58.4% | 0.00 | 0.0041 | -0.000 | 38 | 7.60 | 11.40 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 2.13 | 61.4% | 0.00 | 0.0030 | -0.000 | 39 | 8.55 | 12.75 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 2.13 | 64.3% | 0.00 | 0.0023 | -0.000 | 40 | 9.70 | 13.75 | 46.2% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 2.13 | 67.2% | 0.00 | 0.0018 | -0.000 | 41 | 10.55 | 14.75 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0300 | 211 | 29.3% | 0.00 | 0.0015 | -0.000 | 42 | 11.90 | 15.75 | 55.8% | -1.00 | 0.0000 | -0.010 | |||
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 — Dec 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