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 ±8.3% (174.03–205.69) · ATM IV 37.5% · P/C open interest 3.30
| 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 | |
| 71.30 | 79.85 | 73.7% | 1.00 | 0.0002 | -0.005 | 115 | 0 | 4.30 | 134.0% | -0.00 | 0.0002 | -0.005 | ||||
| 66.30 | 74.85 | 65.5% | 1.00 | 0.0003 | -0.006 | 120 | 0 | 4.30 | 124.8% | -0.00 | 0.0003 | -0.006 | ||||
| 61.30 | 69.85 | 57.0% | 1.00 | 0.0004 | -0.007 | 125 | 0 | 4.30 | 115.8% | -0.00 | 0.0004 | -0.007 | ||||
| 58.05 | 64.90 | 87.4% | 0.99 | 0.0006 | -0.009 | 130 | 0 | 4.30 | 107.2% | -0.01 | 0.0006 | -0.009 | ||||
| 51.60 | 59.95 | 60.6% | 0.99 | 0.0008 | -0.011 | 135 | 0 | 0.3700 | 122 | 843 | 60.2% | -0.01 | 0.0008 | -0.011 | ||
| 48.15 | 54.95 | 1 | 73.9% | 0.99 | 0.0011 | -0.014 | 140 | 0 | 0.2200 | 14 | 50.7% | -0.01 | 0.0012 | -0.014 | ||
| 43.20 | 50.00 | 1 | 67.6% | 0.98 | 0.0016 | -0.018 | 145 | 0 | 0.2000 | 45.0% | -0.02 | 0.0016 | -0.018 | |||
| 37.65 | 45.10 | 57.0% | 0.98 | 0.0024 | -0.023 | 150 | 0 | 0.8900 | 3 | 51.3% | -0.02 | 0.0024 | -0.023 | |||
| 31.85 | 39.85 | 1 | 39.1% | 0.96 | 0.0034 | -0.030 | 155 | 0 | 0.4500 | 9 | 25 | 40.1% | -0.04 | 0.0035 | -0.030 | |
| 28.30 | 33.05 | 1 | 20.0% | 0.95 | 0.0051 | -0.041 | 160 | 0.0100 | 0.6500 | 9 | 37.4% | -0.05 | 0.0051 | -0.041 | ||
| 23.65 | 28.25 | 7 | 30.5% | 0.92 | 0.0074 | -0.056 | 165 | 0.4900 | 1.19 | 13 | 7,533 | 39.6% | -0.08 | 0.0074 | -0.056 | |
| 19.00 | 23.75 | 10 | 51 | 31.3% | 0.87 | 0.0104 | -0.076 | 170 | 1.15 | 1.65 | 82 | 108 | 38.8% | -0.13 | 0.0104 | -0.076 |
| 16.60 | 18.60 | 55 | 35.5% | 0.81 | 0.0136 | -0.098 | 175 | 1.94 | 2.48 | 25 | 149 | 37.8% | -0.19 | 0.0137 | -0.099 | |
| 13.35 | 15.70 | 4 | 39.4% | 0.73 | 0.0166 | -0.118 | 180 | 3.35 | 3.95 | 47 | 135 | 38.6% | -0.28 | 0.0168 | -0.119 | |
| 10.70 | 11.35 | 42 | 354 | 37.7% | 0.64 | 0.0190 | -0.133 | 185 | 4.90 | 5.60 | 3 | 118 | 37.5% | -0.37 | 0.0192 | -0.135 |
| 7.90 | 8.65 | 35 | 207 | 37.5% | 0.54 | 0.0202 | -0.140 | 190 | 7.20 | 7.90 | 3 | 126 | 37.5% | -0.47 | 0.0205 | -0.142 |
| 5.60 | 6.15 | 27 | 57 | 36.6% | 0.44 | 0.0202 | -0.137 | 195 | 9.60 | 10.60 | 90 | 36.3% | -0.57 | 0.0206 | -0.140 | |
| 3.70 | 4.30 | 13 | 271 | 36.1% | 0.34 | 0.0189 | -0.127 | 200 | 11.65 | 15.05 | 33 | 36.1% | -0.67 | 0.0194 | -0.130 | |
| 2.62 | 3.05 | 147 | 228 | 36.7% | 0.26 | 0.0167 | -0.111 | 205 | 16.35 | 18.70 | 8 | 38.7% | -0.75 | 0.0173 | -0.115 | |
| 1.41 | 1.90 | 140 | 483 | 35.1% | 0.19 | 0.0139 | -0.092 | 210 | 19.15 | 24.10 | 25 | 39.2% | -0.83 | 0.0146 | -0.097 | |
| 0.9700 | 1.42 | 22 | 49 | 36.6% | 0.13 | 0.0110 | -0.073 | 215 | 23.55 | 29.10 | 42.5% | -0.89 | 0.0118 | -0.079 | ||
| 0.0100 | 2.30 | 15 | 117 | 40.9% | 0.09 | 0.0085 | -0.057 | 220 | 28.15 | 32.90 | 1 | 39.8% | -0.93 | 0.0091 | -0.062 | |
| 0.3500 | 0.5900 | 53 | 58 | 36.8% | 0.07 | 0.0064 | -0.044 | 225 | 32.60 | 37.65 | 51 | 37.6% | -0.96 | 0.0067 | -0.048 | |
| 0 | 0.5000 | 39 | 36.1% | 0.05 | 0.0047 | -0.034 | 230 | 37.85 | 44.25 | 54.4% | -0.98 | 0.0045 | -0.033 | |||
| 0.0100 | 0.4600 | 1 | 57 | 39.1% | 0.03 | 0.0035 | -0.026 | 235 | 42.80 | 49.20 | 58.2% | -0.99 | 0.0028 | -0.021 | ||
| 0 | 4.40 | 1 | 68.3% | 0.02 | 0.0027 | -0.021 | 240 | 47.20 | 54.20 | 58.7% | -0.99 | 0.0017 | -0.012 | |||
| 0 | 4.35 | 72.2% | 0.02 | 0.0020 | -0.017 | 245 | 52.85 | 59.20 | 66.6% | -1.00 | 0.0010 | -0.006 | ||||
| 0 | 0.2500 | 44.2% | 0.01 | 0.0016 | -0.014 | 250 | 57.85 | 64.20 | 63.2% | -1.00 | 0.0006 | -0.003 | ||||
| 0 | 0.1500 | 764 | 44.0% | 0.01 | 0.0012 | -0.012 | 255 | 62.85 | 69.20 | 74.2% | -1.00 | 0.0003 | -0.001 | |||
| 0 | 4.30 | 3 | 83.5% | 0.01 | 0.0010 | -0.010 | 260 | 67.65 | 74.20 | 76.5% | -1.00 | 0.0002 | -0.001 | |||
| 0 | 4.30 | 87.1% | 0.01 | 0.0008 | -0.009 | 265 | 72.85 | 79.20 | 81.3% | -1.00 | 0.0001 | -0.000 | ||||
| 0 | 4.30 | 90.6% | 0.01 | 0.0007 | -0.007 | 270 | 77.85 | 84.20 | 84.7% | -1.00 | 0.0000 | -0.000 | ||||
| 0 | 4.30 | 94.0% | 0.01 | 0.0006 | -0.007 | 275 | 82.45 | 89.20 | 85.2% | -1.00 | 0.0000 | -0.000 | ||||
| 0 | 4.30 | 97.3% | 0.00 | 0.0005 | -0.006 | 280 | 87.85 | 94.20 | 91.2% | -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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs