WFC option chain Wells Fargo & Company
Cboe delayed options data · as of 12:42 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 ±3.0% (81.47–86.51) · ATM IV 27.0% · P/C open interest 0.84
| 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 | |
| 32.80 | 35.35 | 8 | 188.8% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 2.13 | 3 | 3 | 281.3% | 0.00 | 0.0000 | 0.000 | |
| 26.95 | 30.45 | 1.00 | 0.0000 | 0.000 | 55 | 0 | 0.1300 | 4 | 105.1% | 0.00 | 0.0000 | 0.000 | ||||
| 22.50 | 25.45 | 1 | 106.5% | 1.00 | 0.0000 | -0.000 | 60 | 0 | 2.13 | 199.7% | -0.00 | 0.0000 | -0.000 | |||
| 17.85 | 20.60 | 116.5% | 1.00 | 0.0002 | -0.000 | 65 | 0 | 0.1700 | 3 | 78.6% | -0.00 | 0.0002 | -0.000 | |||
| 14.85 | 17.15 | 74.5% | 1.00 | 0.0009 | -0.002 | 68 | 0 | 0.2000 | 6 | 81.2% | -0.00 | 0.0009 | -0.002 | |||
| 13.80 | 16.15 | 64.4% | 1.00 | 0.0015 | -0.003 | 69 | 0 | 1.31 | 29 | 115.9% | -0.00 | 0.0015 | -0.003 | |||
| 13.00 | 14.15 | 4 | 25 | 1.00 | 0.0023 | -0.004 | 70 | 0 | 0.0400 | 153 | 56.4% | -0.00 | 0.0023 | -0.004 | ||
| 11.90 | 13.25 | 1 | 1 | 0.99 | 0.0032 | -0.006 | 71 | 0 | 0.0700 | 88 | 56.6% | -0.01 | 0.0032 | -0.006 | ||
| 10.70 | 12.90 | 1 | 2 | 0.99 | 0.0044 | -0.008 | 72 | 0 | 0.0500 | 3 | 79 | 50.1% | -0.01 | 0.0044 | -0.008 | |
| 9.85 | 12.40 | 1 | 64.7% | 0.99 | 0.0058 | -0.009 | 73 | 0 | 0.1100 | 772 | 51.9% | -0.01 | 0.0058 | -0.009 | ||
| 8.80 | 10.85 | 2 | 4 | 0.99 | 0.0076 | -0.011 | 74 | 0.0100 | 0.0400 | 307 | 394 | 42.2% | -0.01 | 0.0076 | -0.011 | |
| 7.80 | 10.05 | 3 | 3 | 0.98 | 0.0100 | -0.013 | 75 | 0 | 0.1500 | 759 | 45.7% | -0.02 | 0.0100 | -0.013 | ||
| 6.70 | 9.10 | 1 | 11 | 0.98 | 0.0133 | -0.015 | 76 | 0.0100 | 0.0600 | 79 | 604 | 36.2% | -0.02 | 0.0134 | -0.015 | |
| 5.90 | 7.95 | 5 | 10 | 0.97 | 0.0183 | -0.018 | 77 | 0 | 0.0700 | 327 | 683 | 32.1% | -0.03 | 0.0184 | -0.019 | |
| 5.20 | 6.20 | 7 | 36 | 0.95 | 0.0261 | -0.024 | 78 | 0.0400 | 0.1400 | 797 | 1,719 | 33.5% | -0.05 | 0.0262 | -0.024 | |
| 4.80 | 5.15 | 4,107 | 958 | 22.5% | 0.93 | 0.0384 | -0.032 | 79 | 0.0500 | 0.1800 | 160 | 703 | 30.4% | -0.07 | 0.0387 | -0.032 |
| 3.35 | 4.20 | 16 | 499 | 0.89 | 0.0564 | -0.045 | 80 | 0.1500 | 0.2700 | 319 | 1,749 | 30.1% | -0.11 | 0.0568 | -0.045 | |
| 2.65 | 3.40 | 250 | 458 | 18.2% | 0.82 | 0.0784 | -0.061 | 81 | 0.2900 | 0.3600 | 896 | 1,105 | 28.5% | -0.18 | 0.0791 | -0.062 |
| 1.95 | 2.57 | 124 | 1,944 | 21.6% | 0.74 | 0.1011 | -0.077 | 82 | 0.4800 | 0.7000 | 198 | 557 | 29.3% | -0.27 | 0.1021 | -0.077 |
| 1.67 | 1.82 | 1,202 | 2,076 | 26.2% | 0.63 | 0.1202 | -0.087 | 83 | 0.7900 | 1.02 | 1,136 | 895 | 28.6% | -0.38 | 0.1215 | -0.088 |
| 1.11 | 1.20 | 1,027 | 616 | 25.4% | 0.50 | 0.1301 | -0.090 | 84 | 1.20 | 1.53 | 475 | 505 | 28.7% | -0.50 | 0.1316 | -0.091 |
| 0.6300 | 0.7700 | 572 | 1,450 | 24.7% | 0.37 | 0.1260 | -0.083 | 85 | 1.73 | 2.14 | 37 | 123 | 28.5% | -0.63 | 0.1277 | -0.084 |
| 0.3700 | 0.4600 | 520 | 728 | 25.3% | 0.25 | 0.1083 | -0.068 | 86 | 2.38 | 3.30 | 172 | 204 | 34.0% | -0.75 | 0.1098 | -0.069 |
| 0.2000 | 0.2500 | 773 | 762 | 24.7% | 0.16 | 0.0825 | -0.050 | 87 | 2.38 | 4.65 | 8 | 31.8% | -0.85 | 0.0835 | -0.051 | |
| 0.0400 | 0.1500 | 123 | 674 | 23.6% | 0.09 | 0.0568 | -0.034 | 88 | 3.45 | 5.25 | 2 | 240 | 31.7% | -0.92 | 0.0568 | -0.034 |
| 0 | 0.1100 | 46 | 132 | 24.9% | 0.06 | 0.0372 | -0.023 | 89 | 4.45 | 6.60 | 1 | 43.3% | -0.95 | 0.0362 | -0.022 | |
| 0.0100 | 0.0500 | 29 | 356 | 25.8% | 0.04 | 0.0250 | -0.017 | 90 | 5.20 | 7.65 | 6 | 44.6% | -0.97 | 0.0234 | -0.015 | |
| 0 | 0.1300 | 156 | 459 | 33.2% | 0.03 | 0.0179 | -0.013 | 91 | 6.15 | 9.20 | 58.8% | -0.98 | 0.0163 | -0.012 | ||
| 0 | 0.0400 | 16 | 1,061 | 30.6% | 0.02 | 0.0136 | -0.012 | 92 | 7.20 | 9.65 | 53.9% | -0.98 | 0.0121 | -0.010 | ||
| 0 | 0.0800 | 192 | 37.2% | 0.02 | 0.0107 | -0.011 | 93 | 8.20 | 11.20 | 69.6% | -0.99 | 0.0093 | -0.009 | |||
| 0 | 0.5100 | 5 | 138 | 57.9% | 0.01 | 0.0086 | -0.009 | 94 | 9.00 | 12.20 | 70.4% | -0.99 | 0.0074 | -0.007 | ||
| 0 | 0.5000 | 84 | 61.6% | 0.01 | 0.0070 | -0.009 | 95 | 10.20 | 13.25 | 79.8% | -0.99 | 0.0059 | -0.007 | |||
| 0 | 1.59 | 43 | 89.6% | 0.01 | 0.0058 | -0.008 | 96 | 11.20 | 13.85 | 75.8% | -0.99 | 0.0048 | -0.006 | |||
| 0 | 0.0400 | 181 | 45.2% | 0.01 | 0.0048 | -0.007 | 97 | 12.20 | 14.65 | 74.8% | -0.99 | 0.0039 | -0.005 | |||
| 0 | 2.12 | 28 | 108.0% | 0.01 | 0.0041 | -0.007 | 98 | 13.15 | 15.55 | 74.2% | -0.99 | 0.0032 | -0.005 | |||
| 0 | 0.6600 | 554 | 81.5% | 0.01 | 0.0035 | -0.006 | 99 | 14.20 | 17.25 | 97.2% | -1.00 | 0.0027 | -0.004 | |||
| 0 | 0.1500 | 2 | 3 | 64.2% | 0.01 | 0.0030 | -0.005 | 100 | 15.20 | 17.65 | 86.2% | -1.00 | 0.0023 | -0.004 | ||
| 0 | 2.13 | 3 | 121.4% | 0.01 | 0.0026 | -0.005 | 101 | 16.00 | 19.25 | 100.6% | -1.00 | 0.0019 | -0.003 | |||
| 0 | 2.13 | 1 | 125.7% | 0.00 | 0.0022 | -0.005 | 102 | 17.20 | 19.65 | 93.4% | -1.00 | 0.0016 | -0.003 | |||
| 0 | 2.13 | 14 | 137.9% | 0.00 | 0.0015 | -0.004 | 105 | 20.20 | 22.85 | 110.0% | -1.00 | 0.0010 | -0.002 | |||
| 0 | 1.07 | 32 | 131.7% | 0.00 | 0.0009 | -0.003 | 110 | 25.20 | 28.25 | 138.1% | -1.00 | 0.0006 | -0.001 | |||
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