WMB option chain The Williams Companies, Inc.
Cboe delayed options data · as of 21:55 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 ±8.1% (68.42–80.47) · ATM IV 27.5% · P/C open interest —
| 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 | |
| 10.20 | 13.40 | 43.0% | 0.90 | 0.0200 | -0.013 | 63 | 0 | 2.35 | 47.6% | -0.10 | 0.0184 | -0.018 | ||||
| 9.30 | 12.50 | 41.5% | 0.88 | 0.0223 | -0.015 | 64 | 0 | 2.40 | 44.8% | -0.12 | 0.0211 | -0.019 | ||||
| 8.30 | 11.60 | 39.2% | 0.86 | 0.0248 | -0.017 | 65 | 0 | 2.50 | 42.4% | -0.15 | 0.0241 | -0.021 | ||||
| 7.20 | 10.70 | 36.1% | 0.83 | 0.0276 | -0.019 | 66 | 0 | 2.60 | 39.9% | -0.17 | 0.0272 | -0.023 | ||||
| 6.50 | 9.90 | 36.3% | 0.80 | 0.0305 | -0.021 | 67 | 0.3000 | 2.70 | 39.2% | -0.20 | 0.0305 | -0.025 | ||||
| 5.90 | 9.10 | 36.6% | 0.77 | 0.0337 | -0.023 | 68 | 0 | 2.85 | 35.0% | -0.23 | 0.0340 | -0.027 | ||||
| 5.10 | 8.30 | 35.4% | 0.74 | 0.0371 | -0.025 | 69 | 0 | 3.10 | 33.1% | -0.26 | 0.0375 | -0.028 | ||||
| 4.10 | 7.60 | 33.3% | 0.70 | 0.0405 | -0.026 | 70 | 0.0500 | 3.30 | 30.9% | -0.30 | 0.0411 | -0.029 | ||||
| 3.20 | 6.90 | 31.6% | 0.66 | 0.0437 | -0.028 | 71 | 0.2000 | 3.60 | 29.5% | -0.34 | 0.0446 | -0.030 | ||||
| 2.45 | 6.20 | 30.3% | 0.62 | 0.0465 | -0.029 | 72 | 0.2000 | 3.80 | 26.7% | -0.39 | 0.0476 | -0.030 | ||||
| 2.05 | 5.70 | 31.1% | 0.57 | 0.0486 | -0.029 | 73 | 0.5000 | 4.20 | 25.8% | -0.44 | 0.0498 | -0.031 | ||||
| 1.30 | 5.20 | 30.0% | 0.52 | 0.0497 | -0.030 | 74 | 0.9500 | 4.60 | 25.1% | -0.49 | 0.0511 | -0.031 | ||||
| 0.9000 | 4.70 | 30.0% | 0.47 | 0.0498 | -0.030 | 75 | 1.50 | 4.90 | 23.8% | -0.54 | 0.0514 | -0.030 | ||||
| 0.4000 | 4.30 | 29.5% | 0.42 | 0.0489 | -0.030 | 76 | 2.05 | 5.80 | 24.9% | -0.59 | 0.0507 | -0.030 | ||||
| 0.1000 | 3.90 | 29.6% | 0.38 | 0.0473 | -0.029 | 77 | 2.70 | 6.10 | 22.8% | -0.63 | 0.0492 | -0.029 | ||||
| 0.0500 | 3.60 | 31.0% | 0.34 | 0.0451 | -0.028 | 78 | 3.40 | 7.00 | 23.5% | -0.68 | 0.0471 | -0.027 | ||||
| 0 | 3.40 | 32.6% | 0.30 | 0.0425 | -0.027 | 79 | 4.10 | 7.40 | 20.3% | -0.72 | 0.0446 | -0.026 | ||||
| 0.1000 | 3.00 | 33.8% | 0.26 | 0.0396 | -0.026 | 80 | 4.90 | 8.50 | 21.7% | -0.76 | 0.0418 | -0.024 | ||||
| 0 | 2.90 | 35.3% | 0.23 | 0.0366 | -0.024 | 81 | 5.80 | 9.00 | 14.8% | -0.79 | 0.0387 | -0.021 | ||||
| 0 | 2.75 | 36.8% | 0.20 | 0.0335 | -0.022 | 82 | 6.60 | 9.90 | -0.83 | 0.0355 | -0.019 | |||||
| 0 | 2.65 | 38.6% | 0.17 | 0.0303 | -0.020 | 83 | 7.90 | 10.60 | -0.86 | 0.0320 | -0.016 | |||||
| 0 | 2.55 | 40.2% | 0.14 | 0.0272 | -0.018 | 84 | 8.40 | 11.30 | -0.88 | 0.0286 | -0.013 | |||||
| 0 | 2.45 | 41.7% | 0.12 | 0.0243 | -0.016 | 85 | 9.40 | 12.50 | -0.90 | 0.0252 | -0.010 | |||||
| 0 | 2.40 | 43.5% | 0.10 | 0.0215 | -0.015 | 86 | 10.30 | 13.30 | -0.92 | 0.0218 | -0.008 | |||||
| 0 | 2.35 | 45.2% | 0.09 | 0.0189 | -0.013 | 87 | 11.30 | 14.30 | -0.94 | 0.0187 | -0.005 | |||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs