WFC Options Chain
WFC $82.65 · Updated Oct 26, 4:00 PM ET
WFC is at $82.65. The nearest expiration, Oct 30, 2026 (4 days out), lists 40 strikes, with 3,085 calls and 3,700 puts traded in the latest session. At-the-money implied volatility is 35.0%. The at-the-money straddle prices a move of about $2.08 (2.5%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Mar 19, 2027
- Apr 16, 2027
ATM IV
35.0%
83 strike
EXPECTED MOVE
$2.08
ATM straddle
MAX PAIN
$82.00
-0.8%
PUT/CALL VOLUME
1.20
3,700 / 3,085
OCT 30, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 68 | -0.005 | 0.0012 | -0.002 | 68.8% | 109 | 1 | 0.01 | 0.01 | 0.00 | |||||||||
| 13.25 | 14.90 | 14.30 | 2 | 1 | 128.7% | 0.928 | 0.0128 | -0.206 | 69 | -0.053 | 0.0068 | -0.022 | 91.0% | 5 | 1 | 0.06 | 0.16 | 0.00 |
| 11.05 | 14.60 | 13.35 | 6 | 5 | 98.2% | 0.959 | 0.0108 | -0.106 | 70 | -0.005 | 0.0015 | -0.002 | 59.4% | 3,364 | 10 | 0.02 | 0.01 | 0.00 |
| 71 | -0.153 | 0.0149 | -0.067 | 104.9% | 117 | 25 | 0.01 | 0.64 | 0.00 | |||||||||
| 72 | -0.025 | 0.0067 | -0.014 | 63.3% | 8,119 | 84 | 0.01 | 0.07 | 0.00 | |||||||||
| 73 | -0.022 | 0.0073 | -0.013 | 56.6% | 134 | 1 | 0.03 | 0.06 | 0.00 | |||||||||
| 74 | -0.015 | 0.0070 | -0.011 | 48.4% | 716 | 96 | 0.04 | 0.02 | 0.01 | |||||||||
| 7.20 | 8.45 | 7.89 | 2 | 8 | 64.2% | 0.939 | 0.0227 | -0.096 | 75 | -0.020 | 0.0105 | -0.016 | 45.7% | 696 | 19 | 0.01 | 0.03 | 0.00 |
| 5.40 | 8.65 | 7.24 | 2 | 7 | 70.6% | 0.889 | 0.0322 | -0.158 | 76 | -0.021 | 0.0135 | -0.019 | 40.6% | 474 | 6 | 0.02 | 0.03 | 0.01 |
| 4.35 | 6.90 | 6.20 | 2 | 5 | 100.3% | 0.775 | 0.0359 | -0.345 | 77 | -0.030 | 0.0218 | -0.031 | 38.3% | 10,739 | 763 | 0.03 | 0.05 | 0.01 |
| 4.15 | 5.60 | 5.11 | 2 | 12 | 79.1% | 0.780 | 0.0450 | -0.271 | 78 | -0.037 | 0.0333 | -0.046 | 34.8% | 301 | 101 | 0.06 | 0.07 | 0.05 |
| 3.15 | 4.10 | 4.30 | 30 | 234 | 49.8% | 0.825 | 0.0622 | -0.152 | 79 | -0.076 | 0.0599 | -0.107 | 37.1% | 381 | 207 | 0.14 | 0.19 | 0.09 |
| 2.48 | 3.10 | 2.74 | 283 | 148 | 41.0% | 0.794 | 0.0835 | -0.139 | 80 | -0.094 | 0.0870 | -0.165 | 34.4% | 912 | 186 | 0.25 | 0.29 | 0.20 |
| 1.84 | 2.44 | 2.10 | 42 | 840 | 43.0% | 0.691 | 0.0985 | -0.177 | 81 | -0.117 | 0.1194 | -0.260 | 32.7% | 171 | 895 | 0.38 | 0.48 | 0.34 |
| 1.09 | 1.69 | 1.69 | 50 | 965 | 39.0% | 0.592 | 0.1198 | -0.176 | 82 | -0.133 | 0.1450 | -0.391 | 31.8% | 661 | 231 | 0.78 | 0.80 | 0.63 |
| 0.70 | 1.00 | 0.85 | 811 | 1,500 | 33.7% | 0.463 | 0.1416 | -0.155 | 83 | -0.157 | 0.1316 | -0.534 | 36.3% | 840 | 601 | 1.15 | 1.44 | 1.01 |
| 0.41 | 0.55 | 0.47 | 414 | 1,295 | 31.4% | 0.315 | 0.1359 | -0.129 | 84 | -0.185 | 0.1013 | -0.628 | 44.9% | 708 | 92 | 1.59 | 2.33 | 1.47 |
| 0.21 | 0.29 | 0.23 | 573 | 2,680 | 31.0% | 0.192 | 0.1062 | -0.097 | 85 | -0.193 | 0.0826 | -0.696 | 51.0% | 263 | 307 | 2.71 | 3.20 | 2.30 |
| 0.06 | 0.13 | 0.11 | 186 | 1,249 | 30.0% | 0.099 | 0.0699 | -0.060 | 86 | -0.177 | 0.0703 | -0.761 | 53.0% | 37 | 10 | 3.07 | 4.00 | 3.05 |
| 0.03 | 0.06 | 0.05 | 296 | 713 | 30.3% | 0.049 | 0.0404 | -0.035 | 87 | -0.262 | 0.0526 | -0.741 | 74.0% | 12 | 1 | 3.82 | 5.35 | 3.35 |
| 0.01 | 0.04 | 0.02 | 62 | 961 | 32.8% | 0.031 | 0.0255 | -0.026 | 88 | -0.180 | 0.0484 | -0.823 | 64.6% | 1 | 6.37 | 5.90 | 4.90 | |
| 0.00 | 0.06 | 0.02 | 78 | 629 | 40.6% | 0.038 | 0.0242 | -0.038 | 89 | -0.094 | 0.0372 | -0.905 | 54.6% | 2 | 5.87 | 7.55 | 5.60 | |
| 0.00 | 0.02 | 0.04 | 30 | 2,989 | 38.3% | 0.015 | 0.0116 | -0.016 | 90 | -0.183 | 0.0356 | -0.857 | 76.1% | 2 | 6.88 | 7.85 | 6.50 | |
| 0.00 | 0.95 | 0.01 | 5 | 49 | 81.3% | 0.129 | 0.0312 | -0.194 | 91 | -0.270 | 0.0320 | -0.826 | 96.6% | 25 | 9.26 | 9.15 | 7.05 | |
| 0.00 | 0.25 | 0.01 | 1 | 170 | 62.9% | 0.049 | 0.0194 | -0.072 | 92 | -0.180 | 0.0275 | -0.883 | 86.0% | 2 | 8.83 | 11.15 | 8.45 | |
| 0.00 | 0.95 | 0.12 | 42 | 124 | 93.5% | 0.114 | 0.0249 | -0.205 | 93 | |||||||||
| 0.00 | 0.95 | 0.05 | 4 | 32 | 99.3% | 0.109 | 0.0226 | -0.209 | 94 | -0.308 | 0.0242 | -0.845 | 118.7% | 3 | 10.81 | 12.20 | 10.40 | |
| 0.00 | 0.33 | 0.14 | 2 | 23 | 81.6% | 0.050 | 0.0151 | -0.095 | 95 | -0.287 | 0.0221 | -0.862 | 120.0% | 4 | 13.05 | 13.10 | 10.65 | |
| 0.00 | 0.75 | 0.71 | 1 | 48 | 104.0% | 0.085 | 0.0179 | -0.182 | 96 | |||||||||
| 0.00 | 0.95 | 0.44 | 1 | 52 | 116.0% | 0.095 | 0.0175 | -0.222 | 97 | -0.299 | 0.0191 | -0.872 | 131.8% | 2 | 13.81 | 15.10 | 13.55 | |
| 0.00 | 1.15 | 0.53 | 56 | 58 | 127.5% | 0.104 | 0.0170 | -0.260 | 98 | |||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology
