WFC option chain Wells Fargo & Company

Expiration Cboe delayed options data · as of 00:39 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 ±26.1% (65.89–112.49) · ATM IV 28.4% · P/C open interest 1.83

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
44.55	46.60		55	40.7%	0.97	0.0020	0.000	45	0.5600	0.8700		268	39.4%	-0.04	0.0021	-0.003
42.35	44.40		2	39.7%	0.96	0.0024	0.000	47.5	0.6700	1.09		230	38.6%	-0.04	0.0024	-0.004
40.20	42.20	40	146	38.6%	0.95	0.0028	0.000	50	0.7400	1.12		3,345	36.6%	-0.05	0.0029	-0.004
35.90	37.95		169	36.7%	0.93	0.0038	0.000	55	1.24	1.50		1,879	35.1%	-0.07	0.0039	-0.005
31.65	33.80	2	429	34.6%	0.90	0.0050	-0.001	60	1.85	2.08		2,906	33.9%	-0.10	0.0052	-0.006
27.90	29.90		604	33.8%	0.87	0.0064	-0.003	65	2.37	2.85		1,971	32.1%	-0.14	0.0066	-0.007
24.50	29.00		214	32.1%	0.85	0.0072	-0.004	67.5	3.00	3.55		566	32.5%	-0.16	0.0074	-0.007
24.20	26.10		1,019	32.5%	0.83	0.0080	-0.005	70	3.65	4.05		2,953	32.1%	-0.18	0.0082	-0.008
22.45	24.40		113	32.1%	0.81	0.0087	-0.005	72.5	4.25	4.60		1,574	31.5%	-0.20	0.0091	-0.009
20.85	22.15		1,636	30.9%	0.78	0.0095	-0.006	75	4.90	6.15		1,403	30.9%	-0.23	0.0099	-0.009
19.25	21.05	1	469	31.4%	0.75	0.0102	-0.007	77.5	5.70	6.55		1,729	31.5%	-0.26	0.0107	-0.009
17.75	18.55	2	1,638	29.6%	0.73	0.0109	-0.007	80	5.95	7.30	14	2,201	30.1%	-0.29	0.0115	-0.010
15.95	18.15		985	30.4%	0.70	0.0116	-0.008	82.5	5.00	7.75	5	624	29.9%	-0.32	0.0122	-0.010
14.95	15.80	3	1,559	29.3%	0.67	0.0122	-0.009	85	7.55	8.70		5,911	28.4%	-0.35	0.0129	-0.010
13.20	14.25		548	28.1%	0.64	0.0127	-0.009	87.5	9.45	10.50		402	30.1%	-0.39	0.0136	-0.011
12.05	13.05	2	1,090	28.1%	0.60	0.0131	-0.009	90	10.60	10.90		2,094	28.8%	-0.42	0.0142	-0.011
11.50	11.80		266	28.5%	0.57	0.0135	-0.010	92.5	11.85	13.05		78	29.7%	-0.46	0.0147	-0.011
9.90	10.75		1,298	27.6%	0.54	0.0138	-0.010	95	13.15	13.60		531	28.4%	-0.49	0.0152	-0.011
9.45	9.70		335	28.0%	0.51	0.0139	-0.010	97.5	14.50	15.95	2	169	29.2%	-0.53	0.0156	-0.011
8.35	8.80	13	1,180	27.7%	0.48	0.0140	-0.010	100	16.10	16.65		177	28.1%	-0.57	0.0159	-0.010
6.80	7.75		1,155	28.1%	0.42	0.0139	-0.010	105	18.85	20.50		55	27.7%	-0.64	0.0163	-0.010
5.25	5.80		345	26.9%	0.36	0.0134	-0.009	110	22.55	24.00		35	27.2%	-0.71	0.0163	-0.009
3.90	5.20		395	27.1%	0.31	0.0127	-0.009	115	25.95	28.00		20	26.0%	-0.78	0.0159	-0.008
2.91	3.80		203	27.0%	0.26	0.0118	-0.008	120	30.60	32.25		2	26.5%	-0.84	0.0161	-0.007
2.60	3.30		369	27.0%	0.22	0.0107	-0.007	125	35.15	37.25			27.8%	-0.91	0.0192	-0.007
2.08	2.70		247	27.0%	0.18	0.0097	-0.007	130	38.50	43.50			28.8%	-0.96	0.0146	-0.009

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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