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 ±13.8% (64.30–84.90) · ATM IV 28.6% · P/C open interest 0.63
| 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 | |
| 34.90 | 38.70 | 20 | 64.6% | 1.00 | 0.0002 | 0.000 | 38 | 0 | 0.0500 | 82 | 44.2% | -0.01 | 0.0008 | -0.001 | ||
| 32.70 | 36.60 | 323 | 50.3% | 1.00 | 0.0005 | 0.000 | 40 | 0 | 0.0500 | 389 | 41.1% | -0.01 | 0.0010 | -0.001 | ||
| 30.40 | 34.70 | 13 | 1.00 | 0.0012 | 0.000 | 42 | 0 | 0.4000 | 35 | 50.9% | -0.01 | 0.0013 | -0.002 | |||
| 29.40 | 33.70 | 7 | 0.99 | 0.0014 | 0.000 | 43 | 0 | 0.2000 | 45 | 43.9% | -0.01 | 0.0015 | -0.002 | |||
| 29.00 | 31.50 | 141 | 59.8% | 0.99 | 0.0017 | 0.000 | 45 | 0.0500 | 0.2000 | 167 | 42.1% | -0.01 | 0.0020 | -0.002 | ||
| 26.10 | 29.00 | 177 | 0.99 | 0.0022 | 0.000 | 47 | 0.0500 | 0.2500 | 187 | 40.0% | -0.02 | 0.0026 | -0.003 | |||
| 24.10 | 26.10 | 379 | 45.2% | 0.98 | 0.0035 | 0.000 | 50 | 0.0500 | 0.3500 | 896 | 37.2% | -0.03 | 0.0040 | -0.004 | ||
| 19.60 | 20.40 | 772 | 32.8% | 0.95 | 0.0071 | -0.002 | 55 | 0.2500 | 0.6500 | 532 | 35.1% | -0.06 | 0.0076 | -0.006 | ||
| 15.10 | 16.80 | 983 | 37.1% | 0.90 | 0.0129 | -0.006 | 60 | 0.6500 | 1.00 | 436 | 32.0% | -0.11 | 0.0134 | -0.010 | ||
| 11.10 | 11.70 | 33 | 2,905 | 30.8% | 0.81 | 0.0204 | -0.012 | 65 | 1.55 | 1.85 | 4,316 | 30.8% | -0.20 | 0.0207 | -0.014 | |
| 7.40 | 8.60 | 1,782 | 30.6% | 0.68 | 0.0275 | -0.016 | 70 | 3.00 | 3.30 | 954 | 29.7% | -0.33 | 0.0278 | -0.017 | ||
| 4.80 | 5.20 | 2 | 4,102 | 28.5% | 0.53 | 0.0314 | -0.018 | 75 | 5.10 | 5.50 | 3,198 | 28.7% | -0.48 | 0.0317 | -0.018 | |
| 2.85 | 3.20 | 4 | 3,386 | 28.2% | 0.38 | 0.0305 | -0.017 | 80 | 7.60 | 8.50 | 20 | 26.8% | -0.63 | 0.0310 | -0.016 | |
| 1.60 | 1.85 | 2 | 1,215 | 27.9% | 0.25 | 0.0257 | -0.014 | 85 | 11.30 | 12.60 | 12 | 27.7% | -0.77 | 0.0276 | -0.013 | |
| 0.8500 | 1.05 | 5 | 1,107 | 27.9% | 0.16 | 0.0194 | -0.011 | 90 | 15.10 | 16.90 | 1 | 24.4% | -0.87 | 0.0229 | -0.010 | |
| 0.4500 | 0.7500 | 887 | 29.2% | 0.10 | 0.0136 | -0.008 | 95 | 19.70 | 21.50 | 3 | -0.95 | 0.0152 | -0.004 | |||
| 0.2000 | 0.5000 | 179 | 29.8% | 0.06 | 0.0094 | -0.006 | 100 | 24.50 | 27.50 | 34.3% | -0.98 | 0.0073 | 0.000 | |||
| 0.0500 | 0.3500 | 29 | 30.3% | 0.04 | 0.0066 | -0.004 | 105 | 29.50 | 32.30 | 36.0% | -0.99 | 0.0029 | 0.000 | |||
| 0 | 0.2500 | 14 | 31.1% | 0.03 | 0.0048 | -0.004 | 110 | 34.30 | 36.90 | -1.00 | 0.0010 | 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 — 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