WBD option chain Warner Bros. Discovery, Inc.
Cboe delayed options data · as of 00:39 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 ±10.6% (25.32–31.32) · ATM IV 19.5% · P/C open interest 3.85
| 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 | |
| 11.60 | 15.80 | 67.5% | 0.96 | 0.0072 | -0.000 | 15 | 0 | 0.6600 | 67.5% | -0.03 | 0.0066 | -0.002 | ||||
| 10.65 | 14.85 | 63.5% | 0.95 | 0.0087 | -0.001 | 16 | 0 | 0.4600 | 56.7% | -0.04 | 0.0081 | -0.003 | ||||
| 9.75 | 13.75 | 57.4% | 0.95 | 0.0104 | -0.001 | 17 | 0 | 0.8800 | 60.9% | -0.05 | 0.0099 | -0.003 | ||||
| 9.90 | 12.05 | 59.6% | 0.94 | 0.0126 | -0.001 | 18 | 0 | 0.9000 | 1 | 55.9% | -0.06 | 0.0122 | -0.003 | |||
| 7.85 | 10.70 | 0.93 | 0.0152 | -0.002 | 19 | 0 | 0.5200 | 43.7% | -0.07 | 0.0149 | -0.003 | |||||
| 6.80 | 11.05 | 46.6% | 0.91 | 0.0184 | -0.002 | 20 | 0.1600 | 0.3600 | 80 | 39.3% | -0.08 | 0.0183 | -0.003 | |||
| 7.05 | 9.00 | 44.0% | 0.90 | 0.0226 | -0.002 | 21 | 0 | 0.8400 | 40.2% | -0.09 | 0.0225 | -0.004 | ||||
| 4.95 | 9.15 | 39.4% | 0.88 | 0.0278 | -0.003 | 22 | 0 | 1.13 | 39.3% | -0.11 | 0.0279 | -0.004 | ||||
| 5.10 | 6.90 | 33.1% | 0.86 | 0.0345 | -0.003 | 23 | 0 | 1.22 | 35.6% | -0.13 | 0.0348 | -0.004 | ||||
| 3.10 | 6.40 | 21.9% | 0.83 | 0.0431 | -0.003 | 24 | 0 | 0.5500 | 2,001 | 23.3% | -0.16 | 0.0436 | -0.004 | |||
| 2.24 | 5.60 | 1 | 21.6% | 0.79 | 0.0544 | -0.003 | 25 | 0.4000 | 0.7100 | 1 | 25.2% | -0.20 | 0.0553 | -0.004 | ||
| 2.59 | 4.05 | 24.1% | 0.74 | 0.0694 | -0.004 | 26 | 0.1400 | 1.45 | 24.6% | -0.25 | 0.0710 | -0.004 | ||||
| 2.01 | 3.30 | 20 | 23.6% | 0.68 | 0.0890 | -0.004 | 27 | 0.3600 | 0.9600 | 1,015 | 17.5% | -0.31 | 0.0918 | -0.004 | ||
| 1.04 | 2.67 | 4 | 20.3% | 0.59 | 0.1141 | -0.004 | 28 | 0.3300 | 1.95 | 18.6% | -0.41 | 0.1196 | -0.004 | |||
| 0.1800 | 2.05 | 16.9% | 0.46 | 0.1415 | -0.003 | 29 | 1.00 | 2.17 | 17.7% | -0.55 | 0.1534 | -0.003 | ||||
| 0.1200 | 0.9500 | 3 | 13.8% | 0.29 | 0.1500 | -0.002 | 30 | 1.00 | 3.95 | 21.4% | -0.75 | 0.1794 | -0.002 | |||
| 0.0600 | 0.1700 | 308 | 9.9% | 0.14 | 0.1083 | -0.001 | 31 | 0.5100 | 4.75 | -0.97 | 0.1689 | -0.001 | ||||
| 0.0100 | 0.0500 | 5 | 319 | 9.3% | 0.06 | 0.0609 | -0.001 | 32 | 1.51 | 5.75 | 1 | -1.00 | 0.0000 | -0.002 | ||
| 0 | 0.0500 | 77 | 11.0% | 0.03 | 0.0348 | -0.001 | 33 | 2.51 | 6.75 | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.0300 | 49 | 11.9% | 0.02 | 0.0215 | -0.000 | 34 | 3.50 | 7.70 | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.0400 | 23 | 14.2% | 0.01 | 0.0141 | -0.000 | 35 | 4.85 | 8.75 | 26.7% | -1.00 | 0.0000 | -0.002 | |||
| 0 | 0.0400 | 15.8% | 0.01 | 0.0098 | -0.000 | 36 | 5.60 | 9.75 | 24.7% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.0500 | 18.0% | 0.01 | 0.0071 | -0.000 | 37 | 6.55 | 10.75 | 25.1% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 47.1% | 0.01 | 0.0053 | -0.000 | 38 | 7.55 | 11.75 | 27.2% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 49.5% | 0.00 | 0.0041 | -0.000 | 39 | 8.55 | 12.75 | 29.2% | -1.00 | 0.0000 | -0.002 | ||||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs