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
0.2%
120 strike
EXPECTED MOVE
$13.36
ATM straddle
MAX PAIN
$170.00
+40.4%
PUT/CALL VOLUME
0.65
1,113 / 1,712

JAN 15, 2027 CHAIN

CALLSPUTS
BidAskLastVolOIIVDeltaGammaThetaStrikeThetaGammaDeltaIVOIVolLastAskBid
0.000.0050.131000.0%1.0000.0000-0.00972.5-0.0000.0000-0.00025.0%140.050.000.00
0.000.0047.60280.0%1.0000.0000-0.00975-0.0000.0000-0.00025.0%1000.070.000.00
0.000.0044.6530.0%1.0000.0000-0.00977.5-0.0000.0000-0.00025.0%20.110.000.00
0.000.0042.6730.0%1.0000.0000-0.01080-0.0000.0000-0.00025.0%10.120.000.00
0.000.0040.8810.0%1.0000.0000-0.01082.5-0.0000.0000-0.00012.5%20.150.000.00
0.000.0046.1010.0%1.0000.0000-0.01085-0.0000.0000-0.00012.5%110.280.000.00
0.000.0038.8080.0%1.0000.0000-0.01187.5-0.0000.0000-0.00012.5%210.340.000.00
0.000.0032.3050.0%1.0000.0000-0.01190-0.0000.0000-0.00012.5%10.280.000.00
0.000.0029.7020.0%1.0000.0000-0.01192.5-0.0000.0000-0.00012.5%100.410.000.00
0.000.0027.0410.0%1.0000.0000-0.01295-0.0000.0000-0.00012.5%10.620.000.00
0.000.0024.55200.0%1.0000.0000-0.01297.5-0.0000.0000-0.00012.5%360.830.000.00
0.000.0022.4510.0%1.0000.0000-0.012100-0.0000.0000-0.0006.3%10.920.000.00
0.000.0018.00400.0%1.0000.0000-0.013105-0.0000.0000-0.0006.3%91.560.000.00
0.000.0015.2510.0%1.0000.0000-0.013110-0.0000.0002-0.0006.3%472.500.000.00
0.000.0010.6030.0%1.0000.0000-0.014115-0.0000.0000-0.0003.1%1233.670.000.00
0.000.007.70290.0%1.0000.0000-0.015120-0.0000.00000.0000.4%3595.660.000.00
0.000.005.302571.6%0.0010.0046-0.0001250.0150.0000-1.0000.0%1138.100.000.00
0.000.003.302613.1%0.0000.0000-0.0001300.0160.0000-1.0000.0%1311.700.000.00
0.000.002.022276.3%0.0000.0004-0.0001350.0160.0000-1.0000.0%815.140.000.00
0.000.001.17896.3%0.0000.0000-0.0001400.0170.0000-1.0000.0%618.360.000.00
0.000.000.68416.3%0.0000.0000-0.0001450.0180.0000-1.0000.0%621.300.000.00
0.000.000.4126612.5%0.0000.0001-0.0001500.0180.0000-1.0000.0%428.250.000.00
0.000.000.25912.5%0.0000.0000-0.0001550.0190.0000-1.0000.0%126.900.000.00
0.000.000.143712.5%0.0000.0000-0.0001600.0200.0000-1.0000.0%638.900.000.00
0.000.000.101012.5%0.0000.0000-0.000165-0.0260.0075-0.85454.1%171732.8545.9042.70
0.000.000.051012.5%0.0000.0000-0.0001700.0210.0000-1.0000.0%961937.7933.8032.05
0.000.000.0511012.5%0.0000.0000-0.0001750.0210.0000-1.0000.0%438.050.000.00
0.000.000.055012.5%0.0000.0000-0.000180
0.000.000.15425.0%0.0000.0001-0.000185
0.000.000.501525.0%0.0000.0000-0.000190
0.000.000.07625.0%0.0000.0000-0.000195

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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