WMB option chain The Williams Companies, Inc.

Expiration Cboe delayed options data · as of 09:39 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 ±6.2% (70.51–79.81) · ATM IV 30.8% · P/C open interest 0.06

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
33.20	37.10				1.00	0.0002	0.000	40	0	2.15			187.8%	-0.00	0.0007	-0.005
28.20	32.10				1.00	0.0004	0.000	45	0	0.9500			130.1%	-0.01	0.0011	-0.006
23.20	27.10				1.00	0.0007	0.000	50	0	0.7500			66.4%	-0.01	0.0018	-0.006
18.20	22.10				1.00	0.0014	-0.001	55	0	0.1500		1	60.6%	-0.01	0.0032	-0.008
13.20	17.40			44.5%	0.99	0.0032	-0.003	60	0	0.3500		9	53.0%	-0.02	0.0063	-0.009
12.80	15.60				0.99	0.0040	-0.003	61	0	0.2000			44.8%	-0.03	0.0074	-0.010
11.90	14.40				0.99	0.0048	-0.004	62	0	0.2000			41.8%	-0.03	0.0087	-0.011
11.00	13.60			35.3%	0.99	0.0060	-0.005	63	0	0.4000		2	44.5%	-0.03	0.0103	-0.011
10.00	12.60			32.2%	0.98	0.0078	-0.006	64	0	0.2500			37.4%	-0.04	0.0124	-0.012
8.20	11.60				0.98	0.0101	-0.007	65	0	0.2500		8	34.4%	-0.05	0.0151	-0.013
7.80	9.90				0.97	0.0134	-0.009	66	0.0500	0.2500	8	8	32.6%	-0.06	0.0187	-0.015
6.60	8.80				0.96	0.0184	-0.012	67	0.1000	0.3000		4	31.5%	-0.07	0.0234	-0.017
6.00	8.00				0.95	0.0257	-0.016	68	0.1000	0.5500		5	32.2%	-0.09	0.0297	-0.020
5.10	7.30				0.92	0.0358	-0.022	69	0.1000	0.6500	2	8	29.9%	-0.12	0.0375	-0.024
4.40	6.00	1	11		0.88	0.0477	-0.029	70	0.3500	0.8000	1	23	30.6%	-0.17	0.0464	-0.029
3.80	6.10		3	33.3%	0.82	0.0595	-0.037	71	0.6000	0.7500	2	10	28.3%	-0.22	0.0553	-0.034
3.60	4.30		12	28.7%	0.75	0.0695	-0.043	72	0.7500	1.15	1	12	28.4%	-0.28	0.0636	-0.039
2.90	3.50		4	27.7%	0.68	0.0768	-0.047	73	1.10	1.40	1	2	27.9%	-0.35	0.0705	-0.043
2.00	3.30		6	28.6%	0.60	0.0807	-0.049	74	1.50	1.85	2	12	28.1%	-0.42	0.0753	-0.045
1.90	2.45	11	81	29.4%	0.52	0.0812	-0.048	75	1.95	3.00	1	8	32.3%	-0.50	0.0774	-0.046
1.45	2.40		29	32.1%	0.44	0.0786	-0.046	76	2.45	4.00			34.9%	-0.57	0.0765	-0.045
0.9000	1.50	18	1,256	27.3%	0.36	0.0739	-0.043	77	3.10	4.60			35.0%	-0.65	0.0731	-0.043
0.1500	1.30	4	15	24.5%	0.29	0.0674	-0.039	78	3.80	4.60			30.3%	-0.72	0.0673	-0.039
0.4000	0.9500		34	27.5%	0.23	0.0596	-0.034	79	4.30	6.10			34.4%	-0.78	0.0599	-0.034
0.0500	0.7500		226	25.6%	0.18	0.0511	-0.030	80	4.50	6.90			29.3%	-0.83	0.0513	-0.029
0.0500	0.7500		272	28.8%	0.14	0.0428	-0.025	81	5.20	8.00			30.4%	-0.87	0.0428	-0.025
0.1000	0.4500	1	1	28.5%	0.11	0.0354	-0.022	82	6.80	8.30			32.3%	-0.90	0.0352	-0.021
0.0500	0.3500			28.8%	0.09	0.0295	-0.019	83	8.00	9.70			42.1%	-0.92	0.0290	-0.018
0.1000	0.2500		4	30.3%	0.08	0.0249	-0.018	84	8.70	10.60			40.6%	-0.93	0.0243	-0.017
0	0.2500			30.5%	0.07	0.0214	-0.017	85	9.70	12.00			48.2%	-0.94	0.0207	-0.015
0	0.2500			32.7%	0.06	0.0186	-0.016	86	10.70	12.60			46.2%	-0.95	0.0180	-0.015
0	0				0.00	0.0000	0.000	87	0	0				0.00	0.0000	0.000
0	0.2000			39.4%	0.04	0.0119	-0.015	90	13.90	17.30			54.9%	-0.96	0.0114	-0.013

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 — Sep 25, 2026

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Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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WMB option chain The Williams Companies, Inc.

Volatility smile — Sep 25, 2026

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