WFC option chain Wells Fargo & Company

Expiration Cboe delayed options data · as of 15:46 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 ±6.1% (77.94–88.00) · ATM IV 25.4% · P/C open interest 1.39

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
38.60	42.55			85.9%	1.00	0.0000	0.000	42.5	0	0.3000		75	110.8%	-0.00	0.0001	-0.001
36.10	40.05		4		1.00	0.0000	0.000	45	0	0.4900		61	110.8%	-0.00	0.0002	-0.001
33.60	37.55				1.00	0.0001	0.000	47.5	0	0.0100		86	63.4%	-0.00	0.0002	-0.001
31.10	35.05		4		1.00	0.0001	0.000	50	0	0.1000		204	73.8%	-0.00	0.0004	-0.001
26.90	29.55		3	76.9%	1.00	0.0003	0.000	55	0	0.0100		400	47.6%	-0.00	0.0007	-0.002
21.90	24.55		5	62.0%	1.00	0.0008	0.000	60	0	0.0500		964	45.2%	-0.01	0.0016	-0.003
17.65	19.25		16	58.8%	0.99	0.0024	-0.001	65	0.0100	0.0600	113	3,165	36.6%	-0.01	0.0039	-0.005
14.45	17.10		22	44.4%	0.99	0.0045	-0.003	67.5	0.0100	0.1100		1,853	34.1%	-0.02	0.0064	-0.007
12.55	13.75		261	28.5%	0.97	0.0084	-0.007	70	0.1000	0.1500	105	9,031	32.8%	-0.04	0.0106	-0.011
10.80	12.05			37.8%	0.96	0.0136	-0.011	72	0.0900	0.2900			30.8%	-0.06	0.0158	-0.014
10.60	11.65		216	41.3%	0.95	0.0153	-0.012	72.5	0.1800	0.2700	11	12.4K	30.7%	-0.07	0.0175	-0.015
9.85	11.15			36.9%	0.94	0.0172	-0.013	73	0.1700	0.3200			30.0%	-0.08	0.0193	-0.017
9.00	10.10			35.2%	0.93	0.0215	-0.017	74	0.2900	0.4200	12		30.3%	-0.10	0.0232	-0.019
8.20	8.80		384	31.1%	0.91	0.0266	-0.020	75	0.4000	0.4600	1,868	13.8K	29.2%	-0.12	0.0278	-0.022
7.15	8.40			33.4%	0.88	0.0323	-0.024	76	0.5100	0.6400	8		29.1%	-0.15	0.0330	-0.025
6.25	7.45			31.4%	0.84	0.0386	-0.028	77	0.6500	0.7300	6		27.9%	-0.18	0.0386	-0.028
5.90	6.35	2	538	26.1%	0.82	0.0418	-0.029	77.5	0.7500	0.8200	256	8,812	27.7%	-0.20	0.0414	-0.030
5.45	6.60			30.6%	0.80	0.0450	-0.031	78	0.8400	0.9200	1		27.4%	-0.22	0.0442	-0.031
4.70	5.60			28.7%	0.76	0.0512	-0.035	79	1.07	1.16	2		27.0%	-0.27	0.0499	-0.034
4.15	4.60	8	2,148	27.6%	0.70	0.0569	-0.037	80	1.36	1.44	95	7,169	26.6%	-0.32	0.0552	-0.036
3.45	3.65			25.5%	0.64	0.0616	-0.039	81	1.67	1.78	10		26.0%	-0.38	0.0596	-0.038
2.81	3.10			25.4%	0.58	0.0650	-0.040	82	2.07	2.19	10		25.7%	-0.44	0.0630	-0.039
2.64	2.76	37	3,412	25.6%	0.55	0.0660	-0.040	82.5	2.33	2.42	164	6,372	25.7%	-0.47	0.0641	-0.039
2.34	2.49	44		25.2%	0.52	0.0666	-0.040	83	2.56	2.67	16		25.5%	-0.50	0.0648	-0.039
1.90	2.00	86		25.1%	0.45	0.0664	-0.039	84	3.05	3.25			25.3%	-0.57	0.0649	-0.038
1.50	1.58	81	3,978	24.8%	0.38	0.0643	-0.037	85	3.65	3.85	915	3,714	25.0%	-0.63	0.0631	-0.036
1.14	1.25	10		24.6%	0.32	0.0606	-0.034	86	3.95	4.80			24.3%	-0.69	0.0597	-0.033
0.8500	0.9900	2		24.4%	0.26	0.0554	-0.031	87	4.65	5.50			23.7%	-0.75	0.0547	-0.030
0.7700	0.8600	724	6,868	24.6%	0.24	0.0525	-0.029	87.5	5.35	5.85		1,850	25.5%	-0.77	0.0518	-0.028
0.6700	0.7700	8		24.7%	0.21	0.0494	-0.027	88	5.40	6.30			23.4%	-0.80	0.0487	-0.026
0.4800	0.5700	105		24.3%	0.17	0.0430	-0.023	89	6.05	7.25			22.6%	-0.84	0.0422	-0.022
0.3700	0.4300	207	7,536	24.5%	0.13	0.0365	-0.020	90	7.35	7.80		1,010	23.3%	-0.88	0.0356	-0.018
0.2700	0.2900	1		24.2%	0.11	0.0305	-0.017	91	7.65	9.05			18.6%	-0.91	0.0294	-0.015
0.1800	0.4300			26.8%	0.08	0.0252	-0.014	92	8.80	9.95			21.6%	-0.93	0.0241	-0.012
0.1600	0.2100	5	8,955	24.7%	0.07	0.0229	-0.013	92.5	9.80	10.20		105	26.7%	-0.94	0.0217	-0.011
0.1200	0.3500			27.0%	0.07	0.0208	-0.012	93	9.60	10.80				-0.94	0.0196	-0.010
0.0800	0.2800			27.2%	0.05	0.0172	-0.010	94	10.65	11.90				-0.95	0.0161	-0.008
0.0600	0.1400		4,622	25.8%	0.04	0.0144	-0.009	95	11.50	12.95		158		-0.96	0.0133	-0.007
0.0200	0.2100			28.1%	0.04	0.0123	-0.008	96	12.15	14.05				-0.97	0.0113	-0.006
0	0.1700		3,666	28.9%	0.03	0.0100	-0.007	97.5	13.60	15.60		27		-0.97	0.0091	-0.005
0.0100	0.1200	10	7,000	31.2%	0.02	0.0074	-0.006	100	15.45	18.60		94		-0.98	0.0067	-0.004
0	0.1200		966	37.4%	0.02	0.0047	-0.005	105	20.85	23.45				-0.99	0.0041	-0.002
0	0.0700		276	40.5%	0.01	0.0032	-0.005	110	25.80	28.60				-0.99	0.0028	-0.001
0	0.1000		424	48.0%	0.01	0.0023	-0.004	115	30.80	33.45				-0.99	0.0020	0.000
0	0.1000		37	53.3%	0.01	0.0017	-0.004	120	35.80	38.90			62.9%	-0.99	0.0015	0.000

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 — Nov 20, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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WFC option chain Wells Fargo & Company

Volatility smile — Nov 20, 2026

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