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 ±11.0% (66.40–82.80) · ATM IV 29.8% · P/C open interest 0.04
| 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 | |
| 32.70 | 36.70 | 71.8% | 1.00 | 0.0003 | 0.000 | 40 | 0 | 0.1500 | 61.6% | -0.01 | 0.0009 | -0.002 | ||||
| 27.70 | 30.90 | 1 | 1.00 | 0.0012 | 0.000 | 45 | 0 | 0.1500 | 51.0% | -0.01 | 0.0016 | -0.003 | ||||
| 24.10 | 26.50 | 64.6% | 0.99 | 0.0032 | 0.000 | 50 | 0 | 0.2000 | 3 | 43.3% | -0.02 | 0.0029 | -0.004 | |||
| 19.30 | 21.00 | 48.2% | 0.97 | 0.0056 | 0.000 | 55 | 0.0500 | 0.2500 | 38 | 36.7% | -0.03 | 0.0056 | -0.006 | |||
| 14.40 | 16.30 | 13 | 39.9% | 0.93 | 0.0113 | -0.004 | 60 | 0.2500 | 0.4000 | 237 | 32.7% | -0.07 | 0.0115 | -0.009 | ||
| 9.90 | 11.80 | 41 | 34.4% | 0.85 | 0.0216 | -0.012 | 65 | 0.8000 | 0.9500 | 1 | 2,291 | 31.1% | -0.15 | 0.0220 | -0.016 | |
| 6.40 | 7.60 | 390 | 31.7% | 0.70 | 0.0328 | -0.021 | 70 | 2.10 | 2.25 | 1 | 2,670 | 30.9% | -0.30 | 0.0337 | -0.023 | |
| 3.80 | 4.10 | 1,551 | 29.5% | 0.52 | 0.0387 | -0.025 | 75 | 4.10 | 4.40 | 1,533 | 30.1% | -0.49 | 0.0403 | -0.026 | ||
| 1.95 | 2.15 | 1 | 76.8K | 29.1% | 0.34 | 0.0360 | -0.023 | 80 | 7.10 | 7.70 | 43 | 29.5% | -0.68 | 0.0385 | -0.022 | |
| 0.8500 | 1.05 | 1,331 | 28.8% | 0.19 | 0.0271 | -0.017 | 85 | 11.20 | 11.70 | 35 | 30.1% | -0.84 | 0.0298 | -0.015 | ||
| 0.2000 | 0.6500 | 157 | 29.1% | 0.10 | 0.0174 | -0.011 | 90 | 14.70 | 16.70 | -0.94 | 0.0175 | -0.005 | ||||
| 0.1000 | 0.4000 | 75.6K | 31.3% | 0.06 | 0.0106 | -0.007 | 95 | 19.50 | 21.70 | -0.98 | 0.0081 | 0.000 | ||||
| 0 | 0.2500 | 192 | 32.3% | 0.04 | 0.0069 | -0.006 | 100 | 24.20 | 26.80 | -0.99 | 0.0038 | 0.000 | ||||
| 0 | 0.2000 | 11 | 35.4% | 0.03 | 0.0048 | -0.004 | 105 | 29.40 | 32.00 | -1.00 | 0.0020 | 0.000 | ||||
| 0 | 0.1500 | 37.8% | 0.02 | 0.0035 | -0.004 | 110 | 34.20 | 36.80 | -1.00 | 0.0011 | 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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs