BA option chain The Boeing Company
Cboe delayed options data · as of 09:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±7.5% (175.61–204.11) · ATM IV 39.0% · P/C open interest 2.23
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 71.15 | 79.50 | 1.00 | 0.0002 | -0.007 | 115 | 0 | 4.30 | 2 | 154.4% | -0.00 | 0.0002 | -0.007 | ||||
| 66.15 | 74.65 | 1.00 | 0.0003 | -0.008 | 120 | 0 | 4.30 | 2 | 5 | 143.8% | -0.00 | 0.0003 | -0.008 | |||
| 62.75 | 67.90 | 1 | 1.00 | 0.0004 | -0.010 | 125 | 0 | 4.30 | 1 | 133.5% | -0.00 | 0.0004 | -0.010 | |||
| 57.40 | 63.95 | 1 | 78.3% | 0.99 | 0.0006 | -0.011 | 130 | 0 | 4.30 | 2 | 1 | 123.6% | -0.01 | 0.0006 | -0.011 | |
| 53.00 | 59.75 | 79.9% | 0.99 | 0.0008 | -0.014 | 135 | 0 | 0.1000 | 4 | 58.5% | -0.01 | 0.0008 | -0.014 | |||
| 48.00 | 53.15 | 57.4% | 0.99 | 0.0011 | -0.017 | 140 | 0 | 4.30 | 1 | 104.6% | -0.01 | 0.0011 | -0.017 | |||
| 43.05 | 49.65 | 4 | 57.8% | 0.98 | 0.0016 | -0.021 | 145 | 0.0100 | 0.1400 | 12 | 11 | 49.9% | -0.02 | 0.0016 | -0.021 | |
| 38.10 | 44.20 | 5 | 56.3% | 0.98 | 0.0022 | -0.027 | 150 | 0.0100 | 0.2400 | 10 | 63 | 47.6% | -0.02 | 0.0022 | -0.027 | |
| 32.95 | 37.55 | 0.97 | 0.0032 | -0.034 | 155 | 0 | 0.8300 | 36 | 51.6% | -0.03 | 0.0032 | -0.035 | ||||
| 27.75 | 32.95 | 24 | 0.95 | 0.0048 | -0.045 | 160 | 0.2000 | 0.4600 | 16 | 162 | 43.0% | -0.05 | 0.0048 | -0.046 | ||
| 23.05 | 28.20 | 8 | 28.7% | 0.93 | 0.0070 | -0.061 | 165 | 0.4300 | 1.00 | 39 | 7,339 | 43.6% | -0.07 | 0.0071 | -0.062 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 167.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 18.55 | 23.25 | 43 | 30.7% | 0.89 | 0.0103 | -0.084 | 170 | 0.9100 | 1.34 | 153 | 357 | 41.6% | -0.11 | 0.0103 | -0.085 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 172.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 15.65 | 19.10 | 57 | 40.1% | 0.82 | 0.0141 | -0.113 | 175 | 1.66 | 2.06 | 80 | 255 | 40.5% | -0.18 | 0.0142 | -0.113 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 177.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 13.15 | 14.40 | 101 | 192 | 41.2% | 0.74 | 0.0178 | -0.141 | 180 | 2.75 | 3.25 | 13 | 355 | 39.8% | -0.26 | 0.0179 | -0.142 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.90 | 10.50 | 430 | 199 | 39.3% | 0.64 | 0.0206 | -0.162 | 185 | 4.55 | 5.10 | 153 | 220 | 40.4% | -0.36 | 0.0209 | -0.163 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 187.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.10 | 7.75 | 87 | 496 | 39.1% | 0.53 | 0.0221 | -0.171 | 190 | 6.50 | 7.15 | 7 | 115 | 38.9% | -0.47 | 0.0224 | -0.173 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 192.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.95 | 5.50 | 113 | 375 | 39.0% | 0.42 | 0.0219 | -0.167 | 195 | 8.80 | 10.35 | 9 | 75 | 38.5% | -0.58 | 0.0223 | -0.170 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 197.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.30 | 3.75 | 1,566 | 803 | 38.9% | 0.32 | 0.0201 | -0.152 | 200 | 12.05 | 13.95 | 2 | 143 | 38.9% | -0.69 | 0.0205 | -0.155 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 202.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.10 | 2.65 | 238 | 601 | 39.4% | 0.23 | 0.0172 | -0.129 | 205 | 16.00 | 18.20 | 18 | 41.0% | -0.78 | 0.0177 | -0.133 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 207.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.32 | 1.57 | 73 | 438 | 38.9% | 0.16 | 0.0138 | -0.103 | 210 | 19.75 | 24.25 | 32 | 47.4% | -0.85 | 0.0144 | -0.108 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 212.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6000 | 1.01 | 17 | 303 | 38.0% | 0.11 | 0.0105 | -0.079 | 215 | 23.35 | 28.80 | 73 | 45.7% | -0.90 | 0.0111 | -0.084 | |
| 0.1900 | 0.7300 | 64 | 371 | 38.0% | 0.07 | 0.0077 | -0.059 | 220 | 28.05 | 33.55 | 58 | 48.3% | -0.94 | 0.0081 | -0.063 | |
| 0.0200 | 1.20 | 120 | 45.1% | 0.05 | 0.0056 | -0.044 | 225 | 32.95 | 38.40 | 51.8% | -0.97 | 0.0056 | -0.045 | |||
| 0.0500 | 0.4800 | 9 | 98 | 42.3% | 0.04 | 0.0040 | -0.034 | 230 | 37.85 | 43.95 | 57.1% | -0.98 | 0.0037 | -0.030 | ||
| 0 | 0.4500 | 6 | 45.0% | 0.03 | 0.0030 | -0.026 | 235 | 40.65 | 49.20 | -0.99 | 0.0023 | -0.019 | ||||
| 0.0500 | 3.55 | 10 | 3 | 74.8% | 0.02 | 0.0022 | -0.021 | 240 | 47.90 | 53.95 | 63.4% | -0.99 | 0.0014 | -0.012 | ||
| 0 | 4.35 | 25 | 83.6% | 0.01 | 0.0017 | -0.017 | 245 | 52.85 | 59.20 | 75.5% | -1.00 | 0.0009 | -0.007 | |||
| 0 | 4.30 | 1 | 87.9% | 0.01 | 0.0013 | -0.014 | 250 | 57.85 | 64.20 | 79.9% | -1.00 | 0.0006 | -0.004 | |||
| 0 | 4.30 | 92.3% | 0.01 | 0.0010 | -0.012 | 255 | 62.85 | 69.20 | 84.1% | -1.00 | 0.0003 | -0.002 | ||||
| 0 | 4.30 | 96.6% | 0.01 | 0.0008 | -0.010 | 260 | 67.85 | 72.95 | 76.9% | -1.00 | 0.0002 | -0.001 | ||||
| 0 | 4.30 | 1 | 100.8% | 0.01 | 0.0007 | -0.008 | 265 | 72.65 | 79.20 | 90.6% | -1.00 | 0.0001 | -0.001 | |||
| 0 | 0.5000 | 69.5% | 0.00 | 0.0005 | -0.007 | 270 | 77.65 | 84.15 | 94.0% | -1.00 | 0.0001 | -0.000 | ||||
| 0 | 4.30 | 108.7% | 0.00 | 0.0004 | -0.006 | 275 | 82.65 | 89.20 | 98.2% | -1.00 | 0.0000 | -0.000 | ||||
| 0 | 4.30 | 3 | 112.5% | 0.00 | 0.0004 | -0.005 | 280 | 87.85 | 94.20 | 103.5% | -1.00 | 0.0000 | -0.000 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs