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 ±7.9% (82.69–96.83) · ATM IV 26.5% · P/C open interest —
| 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 | |
| 11.80 | 14.95 | 25.8% | 0.92 | 0.0142 | -0.008 | 77 | 0 | 2.52 | 45.0% | -0.08 | 0.0143 | -0.016 | ||||
| 11.05 | 14.05 | 28.4% | 0.90 | 0.0162 | -0.010 | 78 | 0 | 2.59 | 43.0% | -0.10 | 0.0164 | -0.018 | ||||
| 9.75 | 13.20 | 24.7% | 0.89 | 0.0184 | -0.013 | 79 | 0 | 2.68 | 41.0% | -0.11 | 0.0186 | -0.020 | ||||
| 8.90 | 11.30 | 0.87 | 0.0209 | -0.015 | 80 | 0 | 2.79 | 39.1% | -0.13 | 0.0211 | -0.021 | |||||
| 8.45 | 11.50 | 28.8% | 0.85 | 0.0234 | -0.018 | 81 | 0 | 2.90 | 37.2% | -0.16 | 0.0238 | -0.023 | ||||
| 7.55 | 10.70 | 28.4% | 0.82 | 0.0261 | -0.020 | 82 | 0 | 3.10 | 35.7% | -0.18 | 0.0265 | -0.025 | ||||
| 6.75 | 9.90 | 28.2% | 0.79 | 0.0289 | -0.023 | 83 | 0 | 3.25 | 33.8% | -0.21 | 0.0293 | -0.027 | ||||
| 6.40 | 9.10 | 29.9% | 0.76 | 0.0317 | -0.025 | 84 | 0.0100 | 3.40 | 31.9% | -0.24 | 0.0322 | -0.029 | ||||
| 5.20 | 8.40 | 27.7% | 0.73 | 0.0343 | -0.027 | 85 | 0.0500 | 3.70 | 30.6% | -0.27 | 0.0349 | -0.031 | ||||
| 4.45 | 7.75 | 27.5% | 0.70 | 0.0369 | -0.029 | 86 | 1.25 | 3.00 | 29.9% | -0.31 | 0.0376 | -0.032 | ||||
| 4.05 | 5.90 | 23.5% | 0.66 | 0.0392 | -0.031 | 87 | 1.73 | 3.20 | 29.6% | -0.35 | 0.0400 | -0.034 | ||||
| 3.75 | 5.45 | 1 | 25.4% | 0.62 | 0.0411 | -0.032 | 88 | 2.13 | 4.15 | 31.7% | -0.39 | 0.0420 | -0.034 | |||
| 3.00 | 4.75 | 24.2% | 0.58 | 0.0427 | -0.033 | 89 | 2.50 | 4.10 | 29.4% | -0.43 | 0.0437 | -0.035 | ||||
| 3.25 | 4.10 | 26.6% | 0.53 | 0.0437 | -0.034 | 90 | 3.05 | 3.75 | 26.4% | -0.47 | 0.0449 | -0.035 | ||||
| 2.35 | 3.45 | 11 | 24.3% | 0.49 | 0.0442 | -0.034 | 91 | 3.55 | 5.10 | 1 | 29.3% | -0.52 | 0.0456 | -0.035 | ||
| 1.94 | 3.20 | 25.0% | 0.45 | 0.0442 | -0.034 | 92 | 3.35 | 5.50 | 25.7% | -0.57 | 0.0458 | -0.034 | ||||
| 1.35 | 3.05 | 25.0% | 0.40 | 0.0436 | -0.033 | 93 | 4.65 | 6.25 | 28.8% | -0.61 | 0.0453 | -0.032 | ||||
| 1.23 | 3.80 | 30.2% | 0.36 | 0.0424 | -0.032 | 94 | 4.70 | 7.50 | 28.8% | -0.65 | 0.0443 | -0.031 | ||||
| 0.6800 | 3.40 | 29.0% | 0.32 | 0.0407 | -0.030 | 95 | 4.95 | 8.25 | 27.1% | -0.70 | 0.0428 | -0.029 | ||||
| 0.0100 | 3.20 | 27.6% | 0.28 | 0.0386 | -0.028 | 96 | 6.00 | 8.65 | 27.0% | -0.74 | 0.0410 | -0.027 | ||||
| 0.7400 | 2.41 | 29.5% | 0.25 | 0.0361 | -0.026 | 97 | 6.50 | 9.70 | 27.0% | -0.78 | 0.0387 | -0.024 | ||||
| 0 | 2.95 | 30.7% | 0.21 | 0.0334 | -0.024 | 98 | 7.35 | 10.50 | 27.2% | -0.81 | 0.0362 | -0.022 | ||||
| 0.2100 | 1.60 | 1 | 26.9% | 0.18 | 0.0306 | -0.022 | 99 | 9.05 | 10.70 | 28.5% | -0.84 | 0.0336 | -0.019 | |||
| 0 | 1.15 | 1 | 24.7% | 0.16 | 0.0277 | -0.020 | 100 | 9.10 | 12.30 | 28.2% | -0.87 | 0.0306 | -0.017 | |||
| 0.0500 | 0.9000 | 3 | 24.9% | 0.13 | 0.0249 | -0.018 | 101 | 10.10 | 12.60 | 24.1% | -0.90 | 0.0276 | -0.014 | |||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs