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 ±3.0% (72.20–76.70) · ATM IV 23.2% · P/C open interest 12.04
| 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 | |
| 33.80 | 36.20 | 4 | 312.0% | 1.00 | 0.0004 | 0.000 | 40 | 0 | 1.40 | 280.5% | -0.00 | 0.0006 | -0.008 | |||
| 28.60 | 31.20 | 4 | 254.5% | 1.00 | 0.0007 | 0.000 | 45 | 0 | 1.60 | 242.4% | -0.00 | 0.0009 | -0.009 | |||
| 23.60 | 26.20 | 210.0% | 1.00 | 0.0012 | 0.000 | 50 | 0 | 0.0500 | 108.2% | -0.01 | 0.0015 | -0.011 | ||||
| 18.50 | 21.20 | 166.4% | 0.99 | 0.0021 | -0.000 | 55 | 0 | 1.15 | 146.6% | -0.01 | 0.0028 | -0.013 | ||||
| 15.60 | 18.20 | 146.2% | 0.99 | 0.0031 | -0.003 | 58 | 0 | 1.20 | 126.9% | -0.01 | 0.0042 | -0.015 | ||||
| 14.50 | 17.30 | 1 | 138.5% | 0.99 | 0.0036 | -0.004 | 59 | 0 | 1.35 | 124.0% | -0.01 | 0.0048 | -0.015 | |||
| 13.60 | 16.20 | 2 | 131.0% | 0.99 | 0.0042 | -0.005 | 60 | 0 | 1.15 | 111.7% | -0.02 | 0.0057 | -0.016 | |||
| 12.10 | 14.60 | 92.7% | 0.99 | 0.0050 | -0.006 | 61 | 0 | 0.9500 | 99.4% | -0.02 | 0.0067 | -0.017 | ||||
| 11.80 | 14.20 | 120.4% | 0.99 | 0.0059 | -0.007 | 62 | 0 | 1.35 | 103.0% | -0.02 | 0.0080 | -0.017 | ||||
| 10.80 | 13.30 | 115.1% | 0.98 | 0.0071 | -0.008 | 63 | 0 | 1.35 | 96.0% | -0.02 | 0.0096 | -0.018 | ||||
| 9.80 | 12.20 | 105.5% | 0.98 | 0.0087 | -0.009 | 64 | 0 | 0.9500 | 34.9K | 79.8% | -0.03 | 0.0117 | -0.019 | |||
| 8.90 | 10.80 | 92.0% | 0.98 | 0.0107 | -0.011 | 65 | 0 | 0.7500 | 16.2K | 68.4% | -0.03 | 0.0145 | -0.021 | |||
| 7.80 | 9.80 | 82.7% | 0.97 | 0.0135 | -0.012 | 66 | 0 | 0.9500 | 3 | 66.8% | -0.04 | 0.0183 | -0.022 | |||
| 7.00 | 8.80 | 1 | 75.6% | 0.97 | 0.0175 | -0.014 | 67 | 0 | 1.15 | 25 | 64.3% | -0.05 | 0.0237 | -0.024 | ||
| 5.70 | 7.80 | 9 | 66.4% | 0.96 | 0.0233 | -0.016 | 68 | 0 | 0.8500 | 34 | 51.6% | -0.06 | 0.0315 | -0.026 | ||
| 4.90 | 7.30 | 1 | 70.4% | 0.95 | 0.0326 | -0.019 | 69 | 0.0500 | 0.3000 | 18 | 271 | 34.1% | -0.08 | 0.0434 | -0.030 | |
| 4.00 | 6.20 | 30 | 62.3% | 0.92 | 0.0481 | -0.025 | 70 | 0.0500 | 0.3500 | 20 | 1,031 | 29.5% | -0.11 | 0.0623 | -0.035 | |
| 3.10 | 4.70 | 23 | 48.3% | 0.88 | 0.0741 | -0.035 | 71 | 0.0500 | 0.6000 | 8 | 318 | 28.0% | -0.17 | 0.0904 | -0.045 | |
| 2.25 | 3.80 | 16 | 38 | 43.3% | 0.79 | 0.1084 | -0.051 | 72 | 0.3500 | 0.5500 | 5 | 725 | 24.5% | -0.28 | 0.1212 | -0.058 |
| 1.55 | 2.00 | 108 | 96 | 27.8% | 0.66 | 0.1376 | -0.066 | 73 | 0.6500 | 0.9000 | 27 | 15 | 23.9% | -0.41 | 0.1414 | -0.068 |
| 0.7000 | 1.35 | 45 | 24 | 23.6% | 0.52 | 0.1508 | -0.072 | 74 | 1.05 | 1.40 | 189 | 34 | 22.9% | -0.55 | 0.1442 | -0.069 |
| 0.6000 | 0.8500 | 11 | 1,481 | 26.7% | 0.37 | 0.1433 | -0.068 | 75 | 1.65 | 2.20 | 53 | 58 | 24.2% | -0.69 | 0.1291 | -0.060 |
| 0.3500 | 0.5000 | 7 | 131 | 26.8% | 0.24 | 0.1175 | -0.056 | 76 | 2.25 | 2.95 | 2 | 10 | 20.8% | -0.80 | 0.1011 | -0.047 |
| 0.1500 | 0.3500 | 9 | 44 | 27.5% | 0.16 | 0.0859 | -0.045 | 77 | 2.65 | 3.70 | -0.87 | 0.0725 | -0.036 | |||
| 0.0500 | 0.2000 | 2 | 280 | 27.2% | 0.11 | 0.0617 | -0.038 | 78 | 3.00 | 4.90 | -0.91 | 0.0522 | -0.030 | |||
| 0 | 0.2000 | 5 | 1,981 | 30.3% | 0.09 | 0.0458 | -0.034 | 79 | 4.00 | 5.90 | -0.93 | 0.0392 | -0.026 | |||
| 0 | 0.2500 | 283 | 36.5% | 0.07 | 0.0348 | -0.030 | 80 | 4.70 | 7.20 | -0.94 | 0.0303 | -0.023 | ||||
| 0 | 0.2000 | 16 | 38.9% | 0.05 | 0.0270 | -0.027 | 81 | 5.90 | 7.60 | -0.95 | 0.0237 | -0.020 | ||||
| 0 | 1.15 | 67.2% | 0.04 | 0.0212 | -0.023 | 82 | 6.40 | 9.00 | -0.96 | 0.0187 | -0.017 | |||||
| 0 | 0.9500 | 68.2% | 0.03 | 0.0168 | -0.020 | 83 | 7.50 | 10.20 | -0.97 | 0.0150 | -0.014 | |||||
| 0 | 0.9500 | 73.0% | 0.03 | 0.0136 | -0.018 | 84 | 8.60 | 10.70 | -0.97 | 0.0122 | -0.011 | |||||
| 0 | 1.20 | 83.0% | 0.02 | 0.0112 | -0.016 | 85 | 9.20 | 12.20 | -0.98 | 0.0102 | -0.010 | |||||
| 0 | 1.35 | 90.8% | 0.02 | 0.0094 | -0.015 | 86 | 10.30 | 12.80 | -0.98 | 0.0086 | -0.008 | |||||
| 0 | 1.15 | 91.1% | 0.02 | 0.0081 | -0.014 | 87 | 11.30 | 14.10 | -0.98 | 0.0074 | -0.007 | |||||
| 0 | 1.60 | 114.0% | 0.01 | 0.0054 | -0.012 | 90 | 14.50 | 17.10 | -0.99 | 0.0051 | -0.004 | |||||
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 — Sep 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs