WBD option chain Warner Bros. Discovery, Inc.
Cboe delayed options data · as of 21:55 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 ±6.9% (26.41–30.32) · ATM IV 24.0% · P/C open interest 3.54
| 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 | |
| 7.75 | 11.60 | 59.8% | 0.99 | 0.0057 | 0.000 | 19 | 0 | 0.0400 | 101 | 54.2% | -0.01 | 0.0058 | -0.002 | |||
| 7.30 | 9.70 | 17 | 0.99 | 0.0084 | 0.000 | 20 | 0.0200 | 0.0800 | 20 | 241.5K | 55.4% | -0.02 | 0.0085 | -0.002 | ||
| 6.25 | 8.70 | 8 | 0.98 | 0.0123 | 0.000 | 21 | 0.0100 | 0.3700 | 993 | 64.1% | -0.02 | 0.0124 | -0.003 | |||
| 5.70 | 7.30 | 10 | 0.97 | 0.0180 | 0.000 | 22 | 0 | 0.5000 | 1,159 | 60.6% | -0.04 | 0.0183 | -0.004 | |||
| 4.70 | 6.55 | 3 | 0.95 | 0.0265 | -0.001 | 23 | 0.0500 | 0.1700 | 1 | 15.5K | 42.8% | -0.05 | 0.0269 | -0.005 | ||
| 3.35 | 5.75 | 280 | 0.93 | 0.0389 | -0.003 | 24 | 0 | 1.19 | 12.8K | 60.7% | -0.08 | 0.0397 | -0.006 | |||
| 2.59 | 4.60 | 8,154 | 0.89 | 0.0569 | -0.005 | 25 | 0.1000 | 0.2400 | 1 | 181.8K | 33.2% | -0.12 | 0.0583 | -0.007 | ||
| 2.13 | 3.70 | 3 | 3,854 | 29.5% | 0.84 | 0.0824 | -0.007 | 26 | 0.0500 | 0.3500 | 668 | 16.8K | 31.9% | -0.17 | 0.0850 | -0.009 |
| 1.01 | 2.32 | 10.9K | 0.75 | 0.1165 | -0.009 | 27 | 0.4000 | 0.5800 | 17 | 132.1K | 29.8% | -0.26 | 0.1214 | -0.010 | ||
| 1.15 | 1.38 | 112 | 43.6K | 22.8% | 0.63 | 0.1563 | -0.010 | 28 | 0.4100 | 0.9700 | 66.7K | 25.1% | -0.39 | 0.1665 | -0.011 | |
| 0.6800 | 0.7500 | 16 | 50.2K | 21.9% | 0.46 | 0.1863 | -0.009 | 29 | 0.8400 | 1.38 | 17 | 111 | 22.8% | -0.58 | 0.2085 | -0.010 |
| 0.3200 | 0.3500 | 761 | 44.0K | 20.3% | 0.26 | 0.1741 | -0.007 | 30 | 0.5200 | 2.87 | 55 | 18.5% | -0.82 | 0.2089 | -0.007 | |
| 0.0100 | 0.0300 | 2 | 25.1K | 12.8% | 0.10 | 0.1064 | -0.003 | 31 | 0.5300 | 3.30 | -1.00 | 0.0000 | -0.040 | |||
| 0 | 0.0100 | 3,036 | 13.8% | 0.03 | 0.0428 | -0.001 | 32 | 1.57 | 5.75 | 28.1% | -1.00 | 0.0000 | -0.043 | |||
| 0 | 0.0300 | 32 | 19.8% | 0.01 | 0.0148 | -0.000 | 33 | 2.57 | 6.75 | 33.2% | -1.00 | 0.0000 | -0.043 | |||
| 0 | 0.0400 | 24.3% | 0.00 | 0.0052 | -0.000 | 34 | 4.00 | 7.75 | 50.7% | -1.00 | 0.0000 | -0.043 | ||||
| 0 | 0.0300 | 26.7% | 0.00 | 0.0020 | -0.000 | 35 | 5.00 | 8.75 | 55.9% | -1.00 | 0.0000 | -0.043 | ||||
| 0 | 2.13 | 82.1% | 0.00 | 0.0008 | 0.000 | 36 | 5.55 | 9.75 | 44.6% | -1.00 | 0.0000 | -0.043 | ||||
| 0 | 2.13 | 87.4% | 0.00 | 0.0004 | 0.000 | 37 | 7.00 | 10.75 | 65.5% | -1.00 | 0.0000 | -0.043 | ||||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs