WFC option chain Wells Fargo & Company
Cboe delayed options data · as of 09:45 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 ±15.2% (69.70–94.65) · ATM IV 27.3% · P/C open interest 1.16
| 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 | |
| 26.45 | 28.50 | 0.97 | 0.0039 | 0.000 | 55 | 0.2500 | 0.4000 | 52 | 35.5% | -0.04 | 0.0040 | -0.004 | ||||
| 21.85 | 23.75 | 22 | 25.5% | 0.94 | 0.0066 | -0.002 | 60 | 0.5000 | 0.6900 | 4 | 785 | 33.4% | -0.07 | 0.0068 | -0.006 | |
| 17.35 | 19.40 | 4 | 27.2% | 0.89 | 0.0105 | -0.005 | 65 | 0.9800 | 1.20 | 310 | 31.8% | -0.11 | 0.0108 | -0.009 | ||
| 13.35 | 15.25 | 310 | 27.4% | 0.82 | 0.0152 | -0.009 | 70 | 1.73 | 2.05 | 14 | 2,698 | 30.4% | -0.18 | 0.0157 | -0.013 | |
| 11.50 | 13.30 | 27.2% | 0.78 | 0.0177 | -0.011 | 72.5 | 2.28 | 2.62 | 527 | 29.7% | -0.23 | 0.0183 | -0.014 | |||
| 10.25 | 11.65 | 87 | 28.6% | 0.73 | 0.0201 | -0.013 | 75 | 2.85 | 3.35 | 1,660 | 29.0% | -0.28 | 0.0208 | -0.015 | ||
| 8.35 | 9.75 | 101 | 26.9% | 0.68 | 0.0222 | -0.014 | 77.5 | 3.75 | 4.35 | 5 | 2,185 | 29.0% | -0.34 | 0.0231 | -0.016 | |
| 7.05 | 8.05 | 2 | 949 | 26.5% | 0.62 | 0.0240 | -0.015 | 80 | 4.70 | 5.40 | 37 | 237 | 28.6% | -0.40 | 0.0250 | -0.017 |
| 5.95 | 6.65 | 12 | 166 | 26.5% | 0.56 | 0.0252 | -0.016 | 82.5 | 5.90 | 6.45 | 197 | 28.1% | -0.46 | 0.0263 | -0.017 | |
| 5.10 | 5.50 | 13 | 317 | 26.9% | 0.49 | 0.0258 | -0.016 | 85 | 7.10 | 7.70 | 318 | 27.3% | -0.53 | 0.0270 | -0.017 | |
| 4.10 | 4.50 | 100 | 402 | 26.7% | 0.43 | 0.0256 | -0.016 | 87.5 | 8.70 | 9.30 | 1 | 109 | 27.5% | -0.59 | 0.0272 | -0.016 |
| 3.20 | 3.65 | 173 | 26.3% | 0.37 | 0.0249 | -0.015 | 90 | 10.20 | 11.50 | 62 | 28.3% | -0.66 | 0.0270 | -0.015 | ||
| 2.44 | 2.94 | 4 | 259 | 26.0% | 0.32 | 0.0236 | -0.014 | 92.5 | 12.15 | 13.30 | 3 | 1 | 28.6% | -0.72 | 0.0262 | -0.014 |
| 2.04 | 2.27 | 58 | 692 | 26.1% | 0.27 | 0.0219 | -0.013 | 95 | 13.75 | 15.40 | 28.1% | -0.78 | 0.0251 | -0.013 | ||
| 0.9300 | 1.53 | 3,375 | 25.5% | 0.18 | 0.0177 | -0.011 | 100 | 18.05 | 19.85 | 29.4% | -0.88 | 0.0205 | -0.009 | |||
| 0.6600 | 1.03 | 119 | 26.6% | 0.12 | 0.0134 | -0.008 | 105 | 22.60 | 24.65 | 31.3% | -0.94 | 0.0133 | -0.003 | |||
| 0.3900 | 0.7300 | 78 | 27.3% | 0.08 | 0.0098 | -0.006 | 110 | 26.80 | 30.25 | 34.4% | -0.98 | 0.0064 | 0.000 | |||
| 0.0500 | 0.5700 | 33 | 88 | 27.0% | 0.05 | 0.0070 | -0.004 | 115 | 31.80 | 35.20 | 37.9% | -0.99 | 0.0025 | 0.000 | ||
| 0 | 0.2600 | 46 | 25.7% | 0.04 | 0.0050 | -0.003 | 120 | 36.75 | 40.20 | 41.2% | -1.00 | 0.0009 | 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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs