WFC option chain Wells Fargo & Company
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 ±1.3% (88.61–90.91) · ATM IV 27.5% · P/C open interest 0.52
| 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 | |
| 38.20 | 39.90 | 8 | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.0100 | 1 | 340.9% | 0.00 | 0.0000 | 0.000 | |||
| 34.45 | 35.35 | 412.6% | 1.00 | 0.0000 | 0.000 | 55 | 0 | 2.12 | 635.3% | 0.00 | 0.0000 | 0.000 | ||||
| 28.20 | 31.05 | 1.00 | 0.0000 | 0.000 | 60 | 0 | 2.13 | 544.0% | 0.00 | 0.0000 | 0.000 | |||||
| 23.20 | 26.05 | 1.00 | 0.0000 | 0.000 | 65 | 0 | 2.13 | 458.0% | 0.00 | 0.0000 | 0.000 | |||||
| 18.60 | 21.10 | 206.1% | 1.00 | 0.0001 | 0.000 | 70 | 0 | 0.0100 | 6 | 154.1% | -0.00 | 0.0001 | -0.000 | |||
| 15.65 | 18.10 | 2 | 184.9% | 1.00 | 0.0003 | 0.000 | 73 | 0 | 2.13 | 6 | 329.2% | -0.00 | 0.0003 | -0.001 | ||
| 14.55 | 17.10 | 3 | 152.0% | 1.00 | 0.0005 | 0.000 | 74 | 0 | 2.13 | 15 | 313.6% | -0.00 | 0.0005 | -0.001 | ||
| 13.40 | 14.95 | 3 | 1.00 | 0.0008 | 0.000 | 75 | 0 | 2.13 | 40 | 298.1% | -0.00 | 0.0008 | -0.002 | |||
| 12.20 | 15.10 | 1 | 1.00 | 0.0010 | 0.000 | 76 | 0 | 1.00 | 45 | 225.2% | -0.00 | 0.0010 | -0.002 | |||
| 11.40 | 14.30 | 3 | 134.7% | 1.00 | 0.0014 | 0.000 | 77 | 0 | 0.5400 | 613 | 181.4% | -0.00 | 0.0014 | -0.003 | ||
| 10.50 | 12.20 | 1 | 3 | 1.00 | 0.0019 | 0.000 | 78 | 0 | 1.29 | 65 | 213.7% | -0.00 | 0.0019 | -0.004 | ||
| 9.50 | 11.30 | 1 | 46 | 1.00 | 0.0024 | 0.000 | 79 | 0 | 1.93 | 80 | 228.1% | -0.00 | 0.0024 | -0.004 | ||
| 8.80 | 10.65 | 58 | 1.00 | 0.0033 | -0.001 | 80 | 0 | 0.0100 | 463 | 76.7% | -0.00 | 0.0033 | -0.005 | |||
| 7.60 | 8.95 | 7 | 0.99 | 0.0044 | -0.002 | 81 | 0 | 0.5500 | 284 | 133.8% | -0.01 | 0.0044 | -0.006 | |||
| 6.55 | 8.70 | 123 | 0.99 | 0.0060 | -0.004 | 82 | 0 | 0.0700 | 188 | 79.7% | -0.01 | 0.0060 | -0.008 | |||
| 5.55 | 6.95 | 40 | 0.99 | 0.0086 | -0.007 | 83 | 0 | 0.0700 | 787 | 70.6% | -0.01 | 0.0086 | -0.010 | |||
| 5.40 | 5.90 | 1 | 349 | 0.99 | 0.0129 | -0.010 | 84 | 0.0100 | 0.0300 | 9 | 1,608 | 56.3% | -0.01 | 0.0129 | -0.013 | |
| 3.90 | 5.15 | 2 | 813 | 0.98 | 0.0203 | -0.015 | 85 | 0 | 0.0300 | 6 | 1,746 | 45.6% | -0.02 | 0.0203 | -0.018 | |
| 3.50 | 3.95 | 322 | 1,013 | 0.97 | 0.0346 | -0.025 | 86 | 0 | 0.0700 | 165 | 783 | 42.9% | -0.03 | 0.0346 | -0.026 | |
| 2.76 | 2.97 | 146 | 2,575 | 38.5% | 0.94 | 0.0644 | -0.044 | 87 | 0.0200 | 0.0400 | 62 | 450 | 32.4% | -0.06 | 0.0644 | -0.045 |
| 1.79 | 2.02 | 1,228 | 2,955 | 31.4% | 0.87 | 0.1295 | -0.096 | 88 | 0.0700 | 0.1200 | 422 | 926 | 30.4% | -0.13 | 0.1296 | -0.097 |
| 0.9700 | 1.16 | 80 | 1,584 | 28.2% | 0.71 | 0.2359 | -0.233 | 89 | 0.2100 | 0.3500 | 33 | 404 | 29.0% | -0.29 | 0.2373 | -0.233 |
| 0.4000 | 0.5100 | 336 | 3,690 | 26.6% | 0.45 | 0.2878 | -0.311 | 90 | 0.6300 | 0.7600 | 109 | 94 | 28.4% | -0.56 | 0.2955 | -0.313 |
| 0.1300 | 0.1600 | 187 | 949 | 26.4% | 0.20 | 0.2007 | -0.142 | 91 | 1.21 | 1.67 | 41 | 32.1% | -0.82 | 0.2083 | -0.153 | |
| 0.0300 | 0.0500 | 168 | 1,661 | 27.6% | 0.08 | 0.0949 | -0.049 | 92 | 2.09 | 2.67 | 2 | 40.8% | -0.94 | 0.0922 | -0.072 | |
| 0.0100 | 0.0400 | 24 | 484 | 33.7% | 0.04 | 0.0472 | -0.026 | 93 | 3.10 | 4.00 | 66.5% | -0.97 | 0.0423 | -0.054 | ||
| 0 | 0.1500 | 127 | 51.9% | 0.02 | 0.0271 | -0.017 | 94 | 3.05 | 5.80 | 67.8% | -0.98 | 0.0229 | -0.048 | |||
| 0 | 0.0200 | 1 | 182 | 43.7% | 0.02 | 0.0169 | -0.012 | 95 | 3.95 | 6.85 | 75.8% | -0.99 | 0.0135 | -0.045 | ||
| 0 | 0.0500 | 1 | 57.6% | 0.01 | 0.0111 | -0.009 | 96 | 4.95 | 7.85 | 85.8% | -0.99 | 0.0084 | -0.043 | |||
| 0 | 2.13 | 1 | 166.4% | 0.01 | 0.0076 | -0.007 | 97 | 6.05 | 8.75 | 95.5% | -1.00 | 0.0055 | -0.042 | |||
| 0 | 0.1100 | 20 | 82.0% | 0.01 | 0.0054 | -0.005 | 98 | 7.55 | 9.40 | 114.2% | -1.00 | 0.0037 | -0.041 | |||
| 0 | 0.0300 | 74.1% | 0.00 | 0.0039 | -0.004 | 99 | 8.65 | 10.10 | 1 | 110.0% | -1.00 | 0.0026 | -0.041 | |||
| 0 | 0.0500 | 51 | 86.3% | 0.00 | 0.0029 | -0.003 | 100 | 9.30 | 11.40 | 114.2% | -1.00 | 0.0018 | -0.040 | |||
| 0 | 2.13 | 1 | 213.9% | 0.00 | 0.0022 | -0.003 | 101 | 10.05 | 12.85 | 138.8% | -1.00 | 0.0013 | -0.040 | |||
| 0 | 0.0600 | 1 | 121.8% | 0.00 | 0.0008 | -0.001 | 105 | 14.05 | 17.30 | 202.3% | -1.00 | 0.0004 | -0.039 | |||
| 0 | 0.1000 | 5 | 163.0% | 0.00 | 0.0003 | -0.001 | 110 | 19.05 | 22.30 | 244.8% | -1.00 | 0.0001 | -0.039 | |||
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 — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs