WMB option chain The Williams Companies, Inc.
Cboe delayed options data · as of 12:46 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 ±17.7% (57.93–82.83) · ATM IV 29.0% · P/C open interest 0.53
| 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 | |
| 29.30 | 32.10 | 0.99 | 0.0021 | 0.000 | 40 | 0 | 0.5000 | 42.8% | -0.02 | 0.0022 | -0.002 | |||||
| 24.70 | 27.90 | 34.3% | 0.97 | 0.0039 | 0.000 | 45 | 0.1000 | 0.6000 | 34.5% | -0.03 | 0.0040 | -0.003 | ||||
| 20.00 | 23.50 | 33.5% | 0.94 | 0.0069 | -0.000 | 50 | 0.0500 | 1.10 | 5 | 34.0% | -0.06 | 0.0072 | -0.005 | |||
| 15.90 | 18.60 | 30.4% | 0.89 | 0.0114 | -0.004 | 55 | 0.5500 | 1.65 | 14 | 32.3% | -0.12 | 0.0118 | -0.008 | |||
| 11.80 | 14.60 | 1 | 29.2% | 0.81 | 0.0165 | -0.008 | 60 | 1.80 | 2.35 | 5 | 31.5% | -0.20 | 0.0171 | -0.011 | ||
| 9.20 | 11.10 | 6 | 31.0% | 0.71 | 0.0215 | -0.011 | 65 | 3.20 | 3.80 | 3 | 30.4% | -0.30 | 0.0224 | -0.013 | ||
| 6.60 | 8.00 | 30.3% | 0.59 | 0.0249 | -0.013 | 70 | 4.30 | 6.00 | 27.6% | -0.43 | 0.0262 | -0.014 | ||||
| 3.80 | 6.20 | 5 | 29.5% | 0.47 | 0.0259 | -0.013 | 75 | 7.20 | 8.80 | 27.7% | -0.56 | 0.0276 | -0.014 | |||
| 2.85 | 4.00 | 31 | 29.6% | 0.36 | 0.0244 | -0.013 | 80 | 9.90 | 12.20 | 25.4% | -0.68 | 0.0265 | -0.012 | |||
| 1.75 | 2.40 | 5 | 7 | 28.5% | 0.26 | 0.0212 | -0.011 | 85 | 14.30 | 16.20 | 26.3% | -0.79 | 0.0230 | -0.009 | ||
| 0.8500 | 1.90 | 28.9% | 0.18 | 0.0173 | -0.009 | 90 | 18.80 | 21.60 | 31.1% | -0.87 | 0.0184 | -0.005 | ||||
| 0.6500 | 1.10 | 29.0% | 0.13 | 0.0135 | -0.007 | 95 | 23.20 | 25.90 | 28.0% | -0.95 | 0.0221 | -0.004 | ||||
| 0.1500 | 0.9500 | 2 | 29.1% | 0.09 | 0.0104 | -0.006 | 100 | 27.70 | 30.20 | -0.99 | 0.0050 | -0.017 | ||||
| 0.2500 | 0.6000 | 30.5% | 0.07 | 0.0080 | -0.005 | 105 | 33.20 | 36.00 | 36.9% | -1.00 | 0.0000 | -0.020 | ||||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs