WMB option chain The Williams Companies, Inc.
Cboe delayed options data · as of 15:39 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 ±7.4% (68.72–79.67) · ATM IV 26.7% · P/C open interest 0.32
| 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 | |
| 32.20 | 36.10 | 1 | 93.2% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.2500 | 88.9% | -0.00 | 0.0005 | -0.002 | |||
| 27.20 | 31.10 | 76.3% | 1.00 | 0.0000 | -0.000 | 45 | 0 | 0.1500 | 68.2% | -0.00 | 0.0009 | -0.002 | ||||
| 22.20 | 26.00 | 4 | 1.00 | 0.0002 | -0.000 | 50 | 0 | 0.0500 | 47.7% | -0.01 | 0.0017 | -0.003 | ||||
| 17.20 | 21.20 | 10 | 52.5% | 1.00 | 0.0012 | -0.001 | 55 | 0 | 0.1500 | 1 | 43.2% | -0.01 | 0.0036 | -0.004 | ||
| 13.00 | 15.40 | 8 | 39.1% | 0.99 | 0.0067 | -0.006 | 60 | 0 | 0.1500 | 126 | 32.0% | -0.03 | 0.0086 | -0.007 | ||
| 8.40 | 10.40 | 9 | 32.5% | 0.91 | 0.0263 | -0.019 | 65 | 0.3000 | 0.6000 | 1,287 | 32.3% | -0.10 | 0.0230 | -0.016 | ||
| 4.70 | 5.90 | 834 | 29.9% | 0.73 | 0.0460 | -0.029 | 70 | 1.10 | 1.40 | 1,824 | 28.6% | -0.28 | 0.0462 | -0.029 | ||
| 1.95 | 2.40 | 31 | 4,181 | 26.4% | 0.46 | 0.0571 | -0.033 | 75 | 3.10 | 3.50 | 3 | 249 | 26.9% | -0.55 | 0.0589 | -0.034 |
| 0.7000 | 0.8500 | 2 | 5,764 | 27.1% | 0.22 | 0.0424 | -0.024 | 80 | 6.50 | 7.30 | 1 | 34 | 26.9% | -0.80 | 0.0447 | -0.025 |
| 0.1000 | 0.5000 | 147 | 29.5% | 0.08 | 0.0215 | -0.013 | 85 | 11.00 | 12.60 | 26 | 36.6% | -0.94 | 0.0208 | -0.012 | ||
| 0 | 0.3000 | 152 | 33.1% | 0.04 | 0.0112 | -0.009 | 90 | 15.10 | 18.30 | 7 | 43.9% | -0.98 | 0.0092 | -0.007 | ||
| 0 | 0.2000 | 37.6% | 0.03 | 0.0071 | -0.007 | 95 | 20.10 | 22.40 | -0.99 | 0.0054 | -0.005 | |||||
| 0 | 0.1500 | 100 | 41.9% | 0.02 | 0.0050 | -0.006 | 100 | 25.40 | 27.60 | 52.9% | -0.99 | 0.0035 | -0.004 | |||
| 0 | 0.1500 | 47.5% | 0.02 | 0.0037 | -0.006 | 105 | 30.10 | 32.40 | -0.99 | 0.0024 | -0.004 | |||||
| 0 | 0.1500 | 52.8% | 0.01 | 0.0028 | -0.005 | 110 | 35.50 | 37.40 | 62.9% | -0.99 | 0.0017 | -0.003 | ||||
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs