WFC option chain Wells Fargo & Company

Expiration Cboe delayed options data · as of 12:46 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 ±13.7% (70.77–93.22) · ATM IV 26.7% · P/C open interest 1.82

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
38.40	40.75		10	49.4%	1.00	0.0006	0.000	42.5	0	0.1300		10	45.3%	-0.01	0.0008	-0.001
35.80	39.05			57.9%	0.99	0.0009	0.000	45	0	0.3500		258	48.2%	-0.01	0.0011	-0.002
33.40	36.60			54.3%	0.99	0.0013	0.000	47.5	0.0200	0.1400	2	105	39.4%	-0.01	0.0015	-0.002
30.80	33.45	3	183	34.0%	0.99	0.0018	0.000	50	0.0300	0.2000		639	38.1%	-0.02	0.0020	-0.003
26.90	28.60		29	44.5%	0.98	0.0034	0.000	55	0.1200	0.3100		1,443	35.1%	-0.03	0.0037	-0.004
21.70	24.75		812	41.9%	0.95	0.0063	-0.003	60	0.3400	0.5500	20	3,160	33.2%	-0.06	0.0066	-0.006
17.60	19.35		18	35.4%	0.90	0.0107	-0.007	65	0.7300	0.9000	21	3,107	31.0%	-0.10	0.0110	-0.009
15.60	17.55		91	36.1%	0.87	0.0134	-0.009	67.5	0.9100	1.25		3,671	29.8%	-0.13	0.0137	-0.011
13.50	14.55	4	81	31.1%	0.83	0.0164	-0.011	70	1.45	1.63	95	5,293	29.6%	-0.17	0.0167	-0.013
11.55	13.15		285	32.0%	0.79	0.0194	-0.013	72.5	1.99	2.15	38	3,949	29.0%	-0.22	0.0198	-0.015
9.80	10.90		531	30.0%	0.73	0.0224	-0.015	75	2.61	2.85	42	10.7K	28.4%	-0.28	0.0229	-0.016
8.15	9.70		2,453	30.5%	0.67	0.0250	-0.016	77.5	3.40	3.65	227	8,320	27.7%	-0.34	0.0257	-0.017
6.75	6.95	27	766	27.0%	0.61	0.0271	-0.017	80	4.45	4.60	99	8,630	27.3%	-0.41	0.0279	-0.018
5.45	5.75	51	311	26.9%	0.54	0.0285	-0.018	82.5	5.45	5.80		2,114	26.6%	-0.48	0.0294	-0.018
4.35	4.60	5	1,037	26.6%	0.47	0.0289	-0.017	85	6.80	7.20	5	1,501	26.3%	-0.55	0.0302	-0.018
3.40	3.60	25	1,609	26.2%	0.40	0.0284	-0.017	87.5	8.20	8.80	9	948	25.8%	-0.62	0.0302	-0.017
2.62	2.78	383	2,402	25.9%	0.33	0.0270	-0.016	90	9.90	10.70		403	25.9%	-0.69	0.0295	-0.016
1.98	2.23	54	1,855	26.0%	0.27	0.0248	-0.014	92.5	10.15	13.60		180	23.7%	-0.76	0.0280	-0.015
1.41	1.66		10.3K	25.4%	0.22	0.0223	-0.013	95	12.20	15.50		26	22.3%	-0.82	0.0256	-0.013
0.8400	0.9600	89	1,957	25.8%	0.14	0.0168	-0.010	100	17.15	19.10		12		-0.91	0.0182	-0.008
0.4500	0.7500	22	1,253	27.0%	0.09	0.0118	-0.007	105	21.50	23.90				-0.97	0.0098	-0.002
0.2400	0.3600		871	26.5%	0.06	0.0081	-0.005	110	26.40	29.50		1		-0.99	0.0041	0.000
0.1300	0.2300		2,975	27.1%	0.04	0.0056	-0.004	115	32.15	34.55				-1.00	0.0016	0.000
0	0.3600		434	29.9%	0.03	0.0040	-0.003	120	36.35	39.00				-1.00	0.0006	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 — Mar 19, 2027

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 — Mar 19, 2027

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