WFC option chain Wells Fargo & Company

Expiration Cboe delayed options data · as of 03:45 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 ±24.9% (61.53–102.33) · ATM IV 28.4% · P/C open interest 1.38

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
39.25	42.40		4	45.3%	0.97	0.0022	0.000	42.5	0.3800	0.6200		55	37.6%	-0.03	0.0022	-0.003
37.15	39.90		482	42.6%	0.96	0.0027	0.000	45	0.5200	0.8900		270	37.5%	-0.04	0.0028	-0.003
34.85	38.15		1	42.3%	0.95	0.0033	0.000	47.5	0.6300	1.06		282	36.3%	-0.05	0.0034	-0.004
32.65	35.05		115	36.8%	0.94	0.0039	-0.000	50	0.8000	1.15		3,343	34.8%	-0.06	0.0040	-0.004
28.45	30.90		147	35.0%	0.91	0.0055	-0.002	55	1.26	1.59		1,855	33.0%	-0.09	0.0057	-0.005
24.40	27.45	7	434	34.7%	0.88	0.0073	-0.004	60	1.98	2.53		2,914	32.4%	-0.13	0.0076	-0.007
21.25	23.50		738	34.0%	0.83	0.0093	-0.005	65	2.78	3.35		3,022	30.6%	-0.18	0.0097	-0.008
19.15	21.90	1	212	33.0%	0.80	0.0103	-0.006	67.5	3.65	4.00	1	624	30.8%	-0.21	0.0108	-0.008
17.90	19.35	7	2,977	31.6%	0.77	0.0113	-0.007	70	4.40	4.65	810	5,304	30.4%	-0.24	0.0119	-0.009
15.75	18.10		136	30.8%	0.74	0.0123	-0.008	72.5	5.15	6.35	5	1,736	31.5%	-0.28	0.0130	-0.009
14.85	17.25	2	2,756	32.4%	0.71	0.0132	-0.008	75	5.40	6.30	12	1,825	28.6%	-0.31	0.0140	-0.010
13.40	15.10		470	30.8%	0.67	0.0140	-0.009	77.5	6.90	8.20	29	1,800	30.5%	-0.35	0.0150	-0.010
12.15	12.90	5	5,237	29.3%	0.64	0.0147	-0.009	80	7.05	8.35	14	4,143	27.4%	-0.39	0.0159	-0.010
10.85	11.35	1	1,045	28.5%	0.60	0.0153	-0.009	82.5	9.15	9.45	20	679	28.4%	-0.43	0.0167	-0.011
9.65	10.20	755	3,216	28.1%	0.56	0.0158	-0.010	85	10.40	10.80		6,023	28.2%	-0.47	0.0174	-0.011
7.70	9.05		538	28.0%	0.53	0.0161	-0.010	87.5	11.75	12.15		568	27.9%	-0.51	0.0180	-0.011
6.75	8.10		1,296	27.8%	0.49	0.0163	-0.010	90	13.05	13.65		2,148	27.4%	-0.56	0.0184	-0.011
6.80	8.15	33	293	28.8%	0.45	0.0163	-0.010	92.5	14.70	16.20		83	27.2%	-0.60	0.0188	-0.010
5.90	6.35	38	1,321	27.1%	0.42	0.0162	-0.010	95	15.60	17.90		553	25.8%	-0.64	0.0192	-0.010
4.40	5.60		883	25.8%	0.38	0.0159	-0.009	97.5	17.75	18.75		168	26.3%	-0.69	0.0195	-0.010
4.65	4.95	32	1,193	27.0%	0.35	0.0155	-0.009	100	19.95	20.75		177	26.8%	-0.73	0.0199	-0.010
3.45	3.90		1,341	26.7%	0.29	0.0144	-0.008	105	22.45	24.75		55	21.2%	-0.81	0.0201	-0.010
2.62	3.55	7	527	27.5%	0.24	0.0131	-0.008	110	27.15	29.45		35		-0.89	0.0175	-0.008
2.06	2.78		494	27.5%	0.19	0.0116	-0.007	115	31.40	34.15		20		-0.95	0.0120	-0.003
1.55	2.20		219	27.4%	0.16	0.0102	-0.006	120	36.00	40.85		2	25.5%	-0.98	0.0064	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 — Jan 21, 2028

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 — Jan 21, 2028

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