WFC option chain Wells Fargo & Company
Cboe delayed options data · as of 18:45 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 ±8.3% (75.56–89.25) · ATM IV 25.6% · P/C open interest 2.00
| 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 | |
| 38.55 | 42.00 | 10 | 97.1% | 1.00 | 0.0001 | 0.000 | 42.5 | 0 | 0.3000 | 11.2K | 80.8% | -0.00 | 0.0004 | -0.001 | ||
| 35.55 | 39.25 | 84 | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.1200 | 6,027 | 65.5% | -0.00 | 0.0005 | -0.001 | |||
| 33.55 | 36.95 | 17 | 80.6% | 1.00 | 0.0002 | 0.000 | 47.5 | 0 | 0.0800 | 2,473 | 57.2% | -0.00 | 0.0006 | -0.002 | ||
| 31.50 | 33.65 | 421 | 61.5% | 1.00 | 0.0004 | 0.000 | 50 | 0 | 0.0800 | 1,054 | 52.3% | -0.01 | 0.0009 | -0.002 | ||
| 29.35 | 31.15 | 116 | 66.9% | 1.00 | 0.0006 | 0.000 | 52.5 | 0 | 0.1500 | 10 | 349 | 51.8% | -0.01 | 0.0012 | -0.002 | |
| 26.55 | 28.65 | 156 | 51.9% | 1.00 | 0.0011 | 0.000 | 55 | 0 | 0.1100 | 2,220 | 45.1% | -0.01 | 0.0017 | -0.003 | ||
| 24.25 | 26.35 | 109 | 56.4% | 0.99 | 0.0018 | 0.000 | 57.5 | 0 | 0.1300 | 8,106 | 41.6% | -0.01 | 0.0024 | -0.004 | ||
| 21.80 | 23.70 | 506 | 48.7% | 0.99 | 0.0028 | -0.001 | 60 | 0 | 0.1500 | 2,109 | 38.0% | -0.02 | 0.0034 | -0.004 | ||
| 19.25 | 21.20 | 40 | 42.2% | 0.98 | 0.0045 | -0.003 | 62.5 | 0 | 0.1900 | 2,177 | 35.0% | -0.03 | 0.0048 | -0.006 | ||
| 16.85 | 18.75 | 342 | 39.2% | 0.97 | 0.0070 | -0.005 | 65 | 0.1200 | 0.2000 | 236 | 3,181 | 33.7% | -0.04 | 0.0071 | -0.007 | |
| 14.50 | 16.35 | 305 | 36.9% | 0.95 | 0.0106 | -0.008 | 67.5 | 0.1700 | 0.3200 | 4,219 | 31.9% | -0.05 | 0.0104 | -0.010 | ||
| 12.25 | 13.85 | 1 | 573 | 33.7% | 0.92 | 0.0155 | -0.011 | 70 | 0.3500 | 0.4700 | 227 | 6,163 | 30.8% | -0.08 | 0.0151 | -0.013 |
| 10.10 | 10.75 | 3 | 156 | 26.0% | 0.88 | 0.0216 | -0.015 | 72.5 | 0.5900 | 0.6600 | 2,731 | 8,461 | 29.1% | -0.13 | 0.0214 | -0.017 |
| 8.05 | 9.00 | 935 | 28.4% | 0.82 | 0.0288 | -0.020 | 75 | 0.9600 | 1.05 | 1,776 | 6,910 | 28.1% | -0.19 | 0.0291 | -0.021 | |
| 6.10 | 7.00 | 1 | 826 | 27.0% | 0.74 | 0.0364 | -0.024 | 77.5 | 1.50 | 1.62 | 3,235 | 15.1K | 27.2% | -0.27 | 0.0372 | -0.025 |
| 4.75 | 5.05 | 73 | 4,291 | 26.6% | 0.64 | 0.0432 | -0.026 | 80 | 2.29 | 2.41 | 125 | 65.3K | 26.3% | -0.37 | 0.0445 | -0.028 |
| 3.35 | 3.50 | 149 | 2,205 | 25.6% | 0.52 | 0.0474 | -0.027 | 82.5 | 3.30 | 3.55 | 3,254 | 5,913 | 25.6% | -0.49 | 0.0492 | -0.029 |
| 2.18 | 2.32 | 205 | 3,842 | 24.6% | 0.41 | 0.0473 | -0.026 | 85 | 4.70 | 5.10 | 10 | 5,015 | 25.7% | -0.61 | 0.0495 | -0.027 |
| 1.35 | 1.49 | 131 | 5,007 | 24.2% | 0.30 | 0.0428 | -0.023 | 87.5 | 6.10 | 6.95 | 704 | 24.8% | -0.73 | 0.0450 | -0.023 | |
| 0.7900 | 0.8900 | 273 | 7,155 | 23.8% | 0.20 | 0.0353 | -0.018 | 90 | 7.85 | 8.90 | 2,370 | 23.1% | -0.83 | 0.0366 | -0.018 | |
| 0.4500 | 0.5400 | 387 | 1,744 | 23.8% | 0.13 | 0.0268 | -0.014 | 92.5 | 9.95 | 11.15 | 255 | 22.1% | -0.90 | 0.0265 | -0.012 | |
| 0.2700 | 0.3200 | 17 | 4,484 | 24.2% | 0.08 | 0.0190 | -0.010 | 95 | 11.65 | 13.45 | 1,419 | -0.94 | 0.0173 | -0.007 | ||
| 0.1400 | 0.1800 | 35 | 2,428 | 24.2% | 0.05 | 0.0130 | -0.007 | 97.5 | 14.65 | 16.00 | 218 | -0.97 | 0.0104 | -0.004 | ||
| 0.0900 | 0.1200 | 5 | 39.9K | 25.1% | 0.03 | 0.0089 | -0.005 | 100 | 17.50 | 18.80 | 60 | 34.9% | -0.98 | 0.0062 | -0.001 | |
| 0.0100 | 0.0500 | 285 | 2,965 | 25.3% | 0.02 | 0.0049 | -0.003 | 105 | 21.10 | 24.25 | -0.99 | 0.0028 | 0.000 | |||
| 0 | 0.1400 | 1,972 | 32.9% | 0.01 | 0.0033 | -0.003 | 110 | 26.10 | 29.15 | -1.00 | 0.0017 | 0.000 | ||||
| 0 | 0.0500 | 1,067 | 32.7% | 0.01 | 0.0024 | -0.002 | 115 | 31.05 | 34.25 | -1.00 | 0.0012 | 0.000 | ||||
| 0 | 0.1100 | 437 | 39.8% | 0.01 | 0.0018 | -0.002 | 120 | 35.85 | 39.45 | 1 | -1.00 | 0.0008 | 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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs