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
0.4%
120 strike
EXPECTED MOVE
$10.40
ATM straddle
MAX PAIN
$57.50
-52.5%
PUT/CALL VOLUME
1.71
5,033 / 2,940

DEC 18, 2026 CHAIN

CALLSPUTS
BidAskLastVolOIIVDeltaGammaThetaStrikeThetaGammaDeltaIVOIVolLastAskBid
0.000.0054.04110.0%1.0000.0000-0.00972.5-0.0000.0000-0.00025.0%50.080.000.00
0.000.0050.50100.0%1.0000.0000-0.00975-0.0000.0000-0.00025.0%60.040.000.00
58.7562.2055.60546239.9%0.8290.0023-0.27077.5-0.0000.0000-0.00025.0%10.070.000.00
0.000.0044.0020.0%1.0000.0000-0.01080-0.0000.0000-0.00025.0%10.100.000.00
54.6557.2550.25152223.7%0.8120.0026-0.26982.5-0.0000.0000-0.00025.0%20.070.000.00
0.000.0046.3020.0%1.0000.0000-0.01085-0.0000.0000-0.00025.0%10.100.000.00
0.000.0035.2510.0%1.0000.0000-0.01187.5-0.0000.0001-0.00025.0%20.100.000.00
0.000.0033.00290.0%1.0000.0000-0.01190-0.0000.0000-0.00012.5%40.150.000.00
0.000.0034.00500.0%1.0000.0000-0.01192.5-0.0000.0000-0.00012.5%230.180.000.00
0.000.0035.9120.0%1.0000.0000-0.01295-0.0000.0000-0.00012.5%360.200.000.00
0.000.0023.5610.0%1.0000.0000-0.01297.5-0.0000.0000-0.00012.5%7420.310.000.00
0.000.0024.1520.0%1.0000.0000-0.012100-0.0000.0000-0.00012.5%1,1140.370.000.00
0.000.0018.2720.0%1.0000.0000-0.013105-0.0000.0000-0.0006.3%70.740.000.00
0.000.0013.2010.0%1.0000.0000-0.013110-0.0000.0000-0.0006.3%3961.580.000.00
0.000.009.6060.0%1.0000.0000-0.014115-0.0000.0000-0.0003.1%312.670.000.00
0.000.006.15290.0%1.0000.0000-0.015120-0.0000.0000-0.0000.8%294.250.000.00
0.000.003.452301.6%0.0000.0000-0.0001250.0150.0000-1.0000.0%1,5437.200.000.00
0.000.001.812693.1%0.0000.0000-0.0001300.0160.0000-1.0000.0%3510.540.000.00
0.000.000.982486.3%0.0000.0000-0.0001350.0170.0000-1.0000.0%1214.020.000.00
0.000.000.471336.3%0.0000.0000-0.0001400.0170.0000-1.0000.0%1118.950.000.00
0.000.000.23212.5%0.0000.0001-0.0001450.0180.0000-1.0000.0%1115.400.000.00
0.000.000.121812.5%0.0000.0000-0.0001500.0180.0000-1.0000.0%326.960.000.00
0.000.000.051012.5%0.0000.0000-0.0001550.0190.0000-1.0000.0%122.040.000.00
0.000.000.035512.5%0.0000.0000-0.000160-0.0400.0080-0.86159.9%22127.9040.6538.30
0.000.000.03212.5%0.0000.0000-0.000165
0.000.000.04625.0%0.0000.0001-0.0001700.0210.0000-1.0000.0%136.890.000.00
0.000.000.02125.0%0.0000.0000-0.000175
0.000.000.0750025.0%0.0000.0000-0.0001800.0220.0000-1.0000.0%42.820.000.00
0.000.000.2110025.0%0.0000.0000-0.000185
0.000.000.01225.0%0.0000.0000-0.000190
0.000.000.03125.0%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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