C Options Chain

C $121.04 · Updated Oct 26, 4:00 PM ET

C is at $121.04. The nearest expiration, Oct 30, 2026 (4 days out), lists 51 strikes, with 6,472 calls and 2,584 puts traded in the latest session. At-the-money implied volatility is 0.1%. The at-the-money straddle prices a move of about $3.39 (2.8%) by expiration.

EXPIRATION

ATM IV
0.1%
121 strike
EXPECTED MOVE
$3.39
ATM straddle
MAX PAIN
$75.00
-38.0%
PUT/CALL VOLUME
0.40
2,584 / 6,472

OCT 30, 2026 CHAIN

CALLSPUTS
BidAskLastVolOIIVDeltaGammaThetaStrikeThetaGammaDeltaIVOIVolLastAskBid
0.000.0031.2410.0%1.0000.0000-0.01190-0.0000.0000-0.00050.0%0.010.000.00
0.000.0021.2020.0%1.0000.0000-0.012100-0.0000.0000-0.00050.0%30.020.000.00
0.000.0017.0310.0%1.0000.0000-0.013105-0.0000.0000-0.00025.0%50.010.000.00
109-0.0000.0000-0.00025.0%10.030.000.00
0.000.0012.7920.0%1.0000.0000-0.014110-0.0000.0001-0.00025.0%140.040.000.00
111-0.0000.0003-0.00025.0%180.050.000.00
0.000.009.500.0%1.0000.0000-0.014112-0.0000.0000-0.00012.5%90.050.000.00
0.000.009.7320.0%1.0000.0000-0.014113-0.0000.0000-0.00012.5%1470.070.000.00
0.000.008.7320.0%1.0000.0000-0.014114-0.0000.0000-0.00012.5%1240.130.000.00
0.000.006.4120.0%1.0000.0000-0.014115-0.0000.0001-0.00012.5%8530.180.000.00
0.000.006.30160.0%1.0000.0000-0.014116-0.0000.0007-0.00012.5%280.240.000.00
0.000.005.40160.0%1.0000.0000-0.014117-0.0000.0000-0.0006.3%520.370.000.00
0.000.003.70110.0%1.0000.0000-0.015118-0.0000.0001-0.0006.3%320.600.000.00
0.000.003.70650.0%1.0000.0000-0.015119-0.0000.0000-0.0003.1%880.840.000.00
0.000.002.6010.0%1.0000.0000-0.015120-0.0000.0159-0.0023.1%1811.170.000.00
0.000.001.756940.0%1.0000.0000-0.0151210.0000.0061-0.0000.2%991.640.000.00
0.000.001.419431.6%0.0000.0000-0.0001220.0150.0000-1.0000.0%5932.150.000.00
0.000.000.851,5013.1%0.0000.0000-0.0001230.0150.0000-1.0000.0%842.600.000.00
0.000.000.634636.3%0.0000.0004-0.0001240.0150.0000-1.0000.0%1172.740.000.00
0.000.000.401,4116.3%0.0000.0000-0.0001250.0150.0000-1.0000.0%143.780.000.00
0.000.000.2538112.5%0.0010.0018-0.0011260.0160.0000-1.0000.0%24.520.000.00
0.000.000.1518912.5%0.0000.0002-0.0001270.0160.0000-1.0000.0%135.300.000.00
0.000.000.1126312.5%0.0000.0000-0.0001280.0160.0000-1.0000.0%106.280.000.00
0.000.000.067112.5%0.0000.0000-0.0001290.0160.0000-1.0000.0%17.450.000.00
0.000.000.0516612.5%0.0000.0000-0.0001300.0160.0000-1.0000.0%298.100.000.00
0.000.000.035112.5%0.0000.0000-0.0001310.0160.0000-1.0000.0%39.200.000.00
0.000.000.027025.0%0.0000.0004-0.0001320.0160.0000-1.0000.0%19.000.000.00
0.000.000.02425.0%0.0000.0001-0.0001330.0160.0000-1.0000.0%110.980.000.00
0.000.000.09425.0%0.0000.0000-0.0001340.0170.0000-1.0000.0%111.900.000.00
0.000.000.01425.0%0.0000.0000-0.0001350.0170.0000-1.0000.0%1014.000.000.00
0.000.000.20225.0%0.0000.0000-0.0001360.0170.0000-1.0000.0%112.500.000.00

Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.

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How this is calculated: Options Chain methodology

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