WFC options chain — Wells Fargo & Company
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WFC expected move by Fri Nov 6: ±$1.11 (1.3%) · $83.36–$85.58
| Calls | Calls | Calls | Calls | Calls | Calls | Puts | Puts | Puts | Puts | Puts | Puts | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Δ | IV | OI | Vol | Bid | Ask | Strike | Bid | Ask | Vol | OI | IV | Δ |
| Model Greek, 1.00 | IV interpolated, 362.2% | 16 | 60 | Vol 60 | OI 16 | 50 | Vol 0 | OI 0 | 0 | 0 | IV interpolated, 362.2% | Model Greek, 0.00 |
| Model Greek, 1.00 | IV interpolated, 362.2% | 1 | 4 | Vol 4 | OI 1 | 55 | Vol 0 | OI 0 | 0 | 0 | IV interpolated, 362.2% | Model Greek, 0.00 |
| Model Greek, 1.00 | IV interpolated, 362.2% | 1 | 1 | Vol 1 | OI 1 | 60 | Vol 10 | OI 25 | 10 | 25 | — | — |
| Model Greek, 0.99 | OTM side's IV, 437.5% | 1 | 2 | Vol 2 | OI 1 | 65 | Vol 185 | OI 314 | 185 | 314 | IV solved from mid, 437.5% | Model Greek, −0.01 |
| Model Greek, 0.99 | IV interpolated, 362.2% | 2 | 5 | Vol 5 | OI 2 | 68 | Vol 2 | OI 42 | 2 | 42 | — | — |
| Model Greek, 0.99 | IV interpolated, 362.2% | 2 | 5 | Vol 5 | OI 2 | 69 | Vol 2 | OI 22 | 2 | 22 | — | — |
| Model Greek, 1.00 | OTM side's IV, 299.6% | 3 | 5 | Vol 5 | OI 3 | 70 | Vol 4 | OI 149 | 4 | 149 | IV solved from mid, 299.6% | Model Greek, 0.00 |
| Model Greek, 0.98 | IV solved from mid, 362.2% | 2 | 5 | Vol 5 | OI 2 | 71 | Vol 4 | OI 28 | 4 | 28 | — | — |
| Model Greek, 0.98 | IV interpolated, 336.1% | 0 | 0 | Vol 0 | OI 0 | 72 | Vol 4 | OI 71 | 4 | 71 | — | — |
| Model Greek, 0.95 | OTM side's IV, 375.8% | 2 | 5 | Vol 5 | OI 2 | 73 | Vol 4 | OI 10 | 4 | 10 | IV solved from mid, 375.8% | Model Greek, −0.05 |
| Model Greek, 0.99 | OTM side's IV, 218.8% | 21 | 75 | Vol 75 | OI 21 | 74 | Vol 1 | OI 5.1K | 1 | 5.1K | IV solved from mid, 218.8% | Model Greek, −0.01 |
| Model Greek, 0.99 | OTM side's IV, 217.4% | 84 | 277 | Vol 277 | OI 84 | 75 | Vol 5 | OI 3.5K | 5 | 3.5K | IV solved from mid, 217.4% | Model Greek, −0.01 |
| Model Greek, 0.98 | OTM side's IV, 217.6% | 11 | 52 | Vol 52 | OI 11 | 76 | Vol 5 | OI 293 | 5 | 293 | IV solved from mid, 217.6% | Model Greek, −0.02 |
| Model Greek, 0.99 | OTM side's IV, 159.4% | 8 | 20 | Vol 20 | OI 8 | 77 | Vol 17 | OI 711 | 17 | 711 | IV solved from mid, 159.4% | Model Greek, −0.01 |
| Model Greek, 0.99 | OTM side's IV, 139.7% | 12 | 50 | Vol 50 | OI 12 | 78 | Vol 134 | OI 1.0K | 134 | 1.0K | IV solved from mid, 139.7% | Model Greek, −0.01 |
| Model Greek, 0.95 | OTM side's IV, 164.9% | 159 | 535 | Vol 535 | OI 159 | 79 | Vol 4 | OI 1.5K | 4 | 1.5K | IV solved from mid, 164.9% | Model Greek, −0.05 |
| Model Greek, 0.99 | OTM side's IV, 100.0% | 284 | 941 | Vol 941 | OI 284 | 80 | Vol 6 | OI 1.3K | 6 | 1.3K | IV solved from mid, 100.0% | Model Greek, −0.01 |
| Model Greek, 0.95 | OTM side's IV, 105.7% | 290 | 964 | Vol 964 | OI 290 | 81 | Vol 141 | OI 1.2K | 141 | 1.2K | IV solved from mid, 105.7% | Model Greek, −0.05 |
| Model Greek, 0.90 | OTM side's IV, 93.1% | 476 | 18 | Vol 18 | OI 476 | 82 | Vol 54 | OI 1.6K | 54 | 1.6K | IV solved from mid, 93.1% | Model Greek, −0.10 |
| Model Greek, 0.84 | OTM side's IV, 73.1% | 590 | 1 | Vol 1 | OI 590 | 83 | Vol 5 | OI 1.4K | 5 | 1.4K | IV solved from mid, 73.1% | Model Greek, −0.16 |
| Model Greek, 0.66 | OTM side's IV, 55.7% | 1.5K | 12 | Vol 12 | OI 1.5K | 84 | Vol 23 | OI 1.7K | 23 | 1.7K | IV solved from mid, 55.7% | Model Greek, −0.34 |
| Model Greek, 0.31 | IV solved from mid, 49.5% | 1.8K | 128 | Vol 128 | OI 1.8K | 85 | Vol 22 | OI 2.6K | 22 | 2.6K | OTM side's IV, 49.5% | Model Greek, −0.69 |
| Model Greek, 0.09 | IV solved from mid, 54.0% | 2.1K | 116 | Vol 116 | OI 2.1K | 86 | Vol 1.4K | OI 648 | 1.4K | 648 | OTM side's IV, 54.0% | Model Greek, −0.91 |
| Model Greek, 0.04 | IV solved from mid, 69.7% | 2.2K | 24 | Vol 24 | OI 2.2K | 87 | Vol 45 | OI 74 | 45 | 74 | OTM side's IV, 69.7% | Model Greek, −0.96 |
| Model Greek, 0.02 | IV solved from mid, 78.5% | 1.9K | 60 | Vol 60 | OI 1.9K | 88 | Vol 96 | OI 86 | 96 | 86 | OTM side's IV, 78.5% | Model Greek, −0.98 |
| Model Greek, 0.01 | IV solved from mid, 96.6% | 1.4K | 220 | Vol 220 | OI 1.4K | 89 | Vol 8 | OI 28 | 8 | 28 | OTM side's IV, 96.6% | Model Greek, −0.99 |
| Model Greek, 0.01 | IV solved from mid, 114.0% | 1.6K | 56 | Vol 56 | OI 1.6K | 90 | Vol 6 | OI 5 | 6 | 5 | OTM side's IV, 114.0% | Model Greek, −0.99 |
| Model Greek, 0.04 | IV solved from mid, 172.8% | 647 | 238 | Vol 238 | OI 647 | 91 | Vol 2 | OI 1 | 2 | 1 | OTM side's IV, 172.8% | Model Greek, −0.96 |
| Model Greek, 0.01 | IV solved from mid, 147.5% | 30 | 19 | Vol 19 | OI 30 | 92 | Vol 4 | OI 5 | 4 | 5 | OTM side's IV, 147.5% | Model Greek, −0.99 |
| Model Greek, 0.03 | IV solved from mid, 198.6% | 21 | 8 | Vol 8 | OI 21 | 93 | Vol 0 | OI 0 | 0 | 0 | OTM side's IV, 198.6% | Model Greek, −0.97 |
| Model Greek, 0.03 | IV solved from mid, 224.7% | 33 | 1 | Vol 1 | OI 33 | 94 | Vol 0 | OI 0 | 0 | 0 | OTM side's IV, 224.7% | Model Greek, −0.97 |
| Model Greek, 0.01 | IV solved from mid, 194.7% | 43 | 20 | Vol 20 | OI 43 | 95 | Vol 0 | OI 0 | 0 | 0 | OTM side's IV, 194.7% | Model Greek, −0.99 |
| Model Greek, 0.01 | IV interpolated, 226.5% | 0 | 0 | Vol 0 | OI 0 | 96 | Vol 0 | OI 0 | 0 | 0 | IV solved from mid, 336.5% | Model Greek, −0.93 |
| Model Greek, 0.03 | IV solved from mid, 353.6% | 9 | 15 | Vol 15 | OI 9 | 100 | Vol 1 | OI 1 | 1 | 1 | OTM side's IV, 353.6% | Model Greek, −0.97 |
| — | — | 0 | 3 | Vol 3 | OI 0 | 105 | Vol 0 | OI 0 | 0 | 0 | — | — |
| — | — | 0 | 0 | Vol 0 | OI 0 | 110 | Vol 0 | OI 0 | 0 | 0 | — | — |
Wells Fargo & Company (WFC) last traded at $84.47, down 0.41% on the session. The WFC options chain currently lists 17 expirations, from Nov 6, 2026 to Jan 19, 2029. Quotes are delayed up to 15 minutes.
For the nearest expiration, Nov 6, 2026, strikes run from $50.00 to $110.00 across 36 listed strikes, with the $84.00 strike closest to the money.
At-the-money implied volatility for the Nov 6, 2026 expiration is about 53%. That prices in an expected move of roughly $1.11 (1.3%) in either direction, so the one-standard-deviation range by Nov 6, 2026 is $83.36 to $85.58. Options sellers often place short strikes outside this range; buyers need the stock to move beyond it to profit at expiration.
By Fri Nov 6 (nearest expiration)
Each row is a strike. Calls sit to the left of the strike and puts to the right, with the rows in the money shaded and a line marking where WFC trades now. Bid is what buyers will pay and ask is what sellers want; a tight spread means the contract is liquid. IV is the implied volatility the price implies, and Δ is how much the option moves for a $1 move in the stock. Click a bid to model selling that contract, or an ask to model buying it, in the options calculator, with its payoff diagram, breakevens and Greeks.
Start from a template built on the live WFC chain. Each opens in Build with strikes chosen from the current chain so you can adjust and compare, and each guide explains how the trade works.
Options involve risk and are not suitable for all investors. Data is for educational use and delayed up to 15 minutes.