WBD option chain Warner Bros. Discovery, Inc.
Cboe delayed options data · as of 09:39 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 ±14.6% (24.16–32.41) · ATM IV 24.9% · P/C open interest 6.52
| 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 | |
| 11.50 | 16.00 | 1 | 61.4% | 0.95 | 0.0078 | -0.000 | 15 | 0 | 0.4600 | 33.5K | 57.7% | -0.04 | 0.0075 | -0.003 | ||
| 10.50 | 15.00 | 55.4% | 0.94 | 0.0092 | -0.001 | 16 | 0 | 0.2500 | 54 | 46.5% | -0.05 | 0.0090 | -0.003 | |||
| 9.70 | 13.90 | 51.9% | 0.93 | 0.0110 | -0.001 | 17 | 0 | 0.7500 | 54.3% | -0.06 | 0.0108 | -0.003 | ||||
| 8.85 | 12.95 | 27 | 50.1% | 0.92 | 0.0131 | -0.001 | 18 | 0.0100 | 0.5000 | 20.0K | 44.8% | -0.07 | 0.0130 | -0.003 | ||
| 8.70 | 11.50 | 50.8% | 0.91 | 0.0156 | -0.002 | 19 | 0 | 0.7600 | 231 | 45.0% | -0.08 | 0.0156 | -0.003 | |||
| 7.70 | 10.40 | 1 | 44.1% | 0.90 | 0.0187 | -0.002 | 20 | 0.1800 | 1.01 | 12.1K | 46.6% | -0.09 | 0.0188 | -0.004 | ||
| 6.75 | 10.25 | 8 | 49.3% | 0.88 | 0.0225 | -0.002 | 21 | 0 | 0.9400 | 61 | 38.8% | -0.11 | 0.0228 | -0.004 | ||
| 6.30 | 8.20 | 38.7% | 0.86 | 0.0273 | -0.003 | 22 | 0 | 0.8800 | 37 | 33.8% | -0.13 | 0.0277 | -0.004 | |||
| 5.70 | 7.65 | 1 | 41.8% | 0.84 | 0.0333 | -0.003 | 23 | 0 | 1.27 | 2,001 | 62.1K | 33.9% | -0.15 | 0.0338 | -0.004 | |
| 4.65 | 7.30 | 1 | 41.4% | 0.81 | 0.0408 | -0.003 | 24 | 0.2200 | 1.23 | 31.1% | -0.18 | 0.0417 | -0.004 | |||
| 4.40 | 5.90 | 475 | 38.6% | 0.78 | 0.0505 | -0.003 | 25 | 0.5000 | 0.9900 | 53.2K | 27.0% | -0.21 | 0.0517 | -0.004 | ||
| 2.95 | 4.75 | 8 | 28.7% | 0.74 | 0.0629 | -0.003 | 26 | 0.5000 | 1.81 | 28.5% | -0.26 | 0.0650 | -0.004 | |||
| 2.41 | 3.65 | 673 | 25.7% | 0.68 | 0.0792 | -0.003 | 27 | 0.8200 | 1.30 | 2,101 | 22.2% | -0.32 | 0.0826 | -0.004 | ||
| 0.2500 | 4.30 | 1 | 84 | 23.1% | 0.60 | 0.1000 | -0.003 | 28 | 0.3000 | 3.40 | 1 | 5 | 26.7% | -0.40 | 0.1062 | -0.004 |
| 1.00 | 1.60 | 26 | 17.0% | 0.49 | 0.1243 | -0.003 | 29 | 0.7500 | 3.40 | 23.1% | -0.53 | 0.1375 | -0.003 | |||
| 0 | 1.01 | 21.2K | 11.8% | 0.33 | 0.1406 | -0.002 | 30 | 1.00 | 3.85 | 115 | 20.0% | -0.72 | 0.1732 | -0.003 | ||
| 0.0500 | 0.2000 | 225 | 9.0% | 0.17 | 0.1170 | -0.001 | 31 | 0.0500 | 4.95 | -0.96 | 0.1951 | -0.001 | ||||
| 0.0100 | 0.0900 | 7 | 1,430 | 9.2% | 0.08 | 0.0713 | -0.001 | 32 | 1.10 | 6.00 | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.1000 | 11.2% | 0.05 | 0.0422 | -0.001 | 33 | 2.00 | 6.80 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 4.65 | 46.3% | 0.03 | 0.0267 | -0.000 | 34 | 3.00 | 7.80 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.0300 | 3,665 | 12.3% | 0.02 | 0.0179 | -0.000 | 35 | 4.50 | 9.00 | 25.3% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 4.70 | 52.2% | 0.01 | 0.0127 | -0.000 | 36 | 5.50 | 10.00 | 27.7% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.0400 | 301 | 15.8% | 0.01 | 0.0094 | -0.000 | 37 | 6.50 | 11.00 | 29.9% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 4.75 | 57.6% | 0.01 | 0.0072 | -0.000 | 38 | 7.50 | 12.00 | 32.1% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.0300 | 19.2% | 0.01 | 0.0045 | -0.000 | 40 | 9.50 | 14.00 | 36.3% | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 4.75 | 66.7% | 0.00 | 0.0031 | -0.000 | 42 | 11.50 | 16.00 | 40.2% | -1.00 | 0.0000 | -0.003 | ||||
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 — Mar 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