WMB option chain The Williams Companies, Inc.
Cboe delayed options data · as of 15:46 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 ±11.6% (62.65–79.05) · ATM IV 29.5% · P/C open interest 0.68
| 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 | |
| 31.20 | 35.10 | 1 | 65.5% | 0.99 | 0.0009 | 0.000 | 38 | 0 | 0.0500 | 82 | 51.0% | -0.01 | 0.0012 | -0.003 | ||
| 29.10 | 33.10 | 24 | 53.1% | 0.99 | 0.0011 | 0.000 | 40 | 0 | 0.1500 | 391 | 54.1% | -0.01 | 0.0015 | -0.003 | ||
| 26.90 | 31.20 | 13 | 0.99 | 0.0014 | 0.000 | 42 | 0 | 2.15 | 35 | 84.4% | -0.01 | 0.0018 | -0.003 | |||
| 26.00 | 30.20 | 7 | 42.6% | 0.99 | 0.0016 | 0.000 | 43 | 0 | 0.4500 | 45 | 57.2% | -0.01 | 0.0021 | -0.003 | ||
| 24.60 | 28.20 | 116 | 59.4% | 0.99 | 0.0021 | -0.001 | 45 | 0 | 0.2000 | 177 | 46.0% | -0.02 | 0.0026 | -0.004 | ||
| 22.80 | 26.20 | 151 | 57.5% | 0.99 | 0.0027 | -0.001 | 47 | 0 | 0.4000 | 191 | 47.4% | -0.02 | 0.0033 | -0.004 | ||
| 19.80 | 23.20 | 351 | 49.8% | 0.98 | 0.0041 | -0.002 | 50 | 0.0500 | 0.2500 | 892 | 39.1% | -0.03 | 0.0048 | -0.005 | ||
| 16.10 | 16.90 | 679 | 37.8% | 0.96 | 0.0087 | -0.005 | 55 | 0.1000 | 0.4000 | 532 | 33.2% | -0.06 | 0.0094 | -0.007 | ||
| 11.50 | 13.40 | 984 | 40.6% | 0.89 | 0.0184 | -0.011 | 60 | 0.5000 | 0.8000 | 774 | 30.8% | -0.12 | 0.0188 | -0.012 | ||
| 7.60 | 8.10 | 2,819 | 31.2% | 0.76 | 0.0310 | -0.018 | 65 | 1.60 | 1.75 | 7 | 5,955 | 30.0% | -0.25 | 0.0310 | -0.019 | |
| 4.50 | 4.70 | 1 | 1,859 | 29.4% | 0.57 | 0.0389 | -0.023 | 70 | 3.50 | 3.70 | 1 | 1,249 | 29.7% | -0.44 | 0.0393 | -0.023 |
| 2.40 | 2.55 | 7 | 4,380 | 29.1% | 0.38 | 0.0380 | -0.022 | 75 | 6.30 | 6.60 | 3,272 | 29.0% | -0.63 | 0.0385 | -0.022 | |
| 1.15 | 1.30 | 15 | 3,898 | 29.1% | 0.23 | 0.0300 | -0.017 | 80 | 9.30 | 10.50 | 19 | 25.6% | -0.79 | 0.0300 | -0.016 | |
| 0.5000 | 0.7000 | 3 | 2,113 | 29.7% | 0.12 | 0.0200 | -0.011 | 85 | 13.00 | 14.90 | 4 | -0.89 | 0.0194 | -0.010 | ||
| 0.1500 | 0.5000 | 2,063 | 31.2% | 0.07 | 0.0123 | -0.007 | 90 | 17.70 | 19.50 | 1 | -0.95 | 0.0134 | -0.006 | |||
| 0 | 0.3500 | 885 | 32.4% | 0.04 | 0.0080 | -0.006 | 95 | 22.10 | 25.70 | 1 | -0.98 | 0.0132 | -0.008 | |||
| 0 | 0.2500 | 179 | 35.0% | 0.03 | 0.0056 | -0.004 | 100 | 27.10 | 30.70 | -1.00 | 0.0024 | -0.006 | ||||
| 0 | 0.2000 | 29 | 37.7% | 0.02 | 0.0042 | -0.004 | 105 | 32.10 | 35.70 | -1.00 | 0.0000 | -0.006 | ||||
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 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs