BA option chain The Boeing Company
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 ±17.6% (170.75–243.65) · ATM IV 32.2% · P/C open interest 1.23
| 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 | |
| 101.70 | 107.25 | 1 | 1.00 | 0.0002 | 0.000 | 105 | 0 | 2.47 | 33 | 62.2% | -0.00 | 0.0002 | -0.002 | |||
| 96.55 | 102.35 | 4 | 1.00 | 0.0003 | 0.000 | 110 | 0 | 1.23 | 6 | 51.4% | -0.01 | 0.0003 | -0.003 | |||
| 91.30 | 97.50 | 1 | 0.99 | 0.0004 | 0.000 | 115 | 0 | 0.3200 | 39.5% | -0.01 | 0.0004 | -0.003 | ||||
| 86.80 | 92.65 | 14 | 0.99 | 0.0005 | 0.000 | 120 | 0 | 0.3700 | 45 | 37.7% | -0.01 | 0.0005 | -0.004 | |||
| 82.65 | 87.85 | 31 | 32.6% | 0.99 | 0.0007 | 0.000 | 125 | 0 | 0.4400 | 73 | 36.1% | -0.01 | 0.0007 | -0.005 | ||
| 77.80 | 83.05 | 3 | 32.6% | 0.98 | 0.0009 | 0.000 | 130 | 0.1000 | 0.5300 | 29 | 35.5% | -0.02 | 0.0009 | -0.007 | ||
| 74.35 | 76.70 | 30.2% | 0.98 | 0.0011 | 0.000 | 135 | 0.2400 | 0.6700 | 21 | 35.1% | -0.02 | 0.0012 | -0.008 | |||
| 68.95 | 73.20 | 2 | 34.5% | 0.97 | 0.0015 | 0.000 | 140 | 0.4600 | 0.8200 | 59 | 34.7% | -0.03 | 0.0015 | -0.011 | ||
| 64.20 | 68.60 | 2 | 34.0% | 0.96 | 0.0019 | -0.001 | 145 | 0.6700 | 1.24 | 50 | 34.9% | -0.04 | 0.0019 | -0.013 | ||
| 59.90 | 64.05 | 27 | 34.7% | 0.95 | 0.0023 | -0.005 | 150 | 1.20 | 1.49 | 1 | 122 | 34.9% | -0.06 | 0.0024 | -0.016 | |
| 55.40 | 59.65 | 7 | 34.4% | 0.93 | 0.0029 | -0.009 | 155 | 1.41 | 1.97 | 38 | 34.0% | -0.07 | 0.0029 | -0.020 | ||
| 51.80 | 54.85 | 15 | 34.8% | 0.91 | 0.0034 | -0.014 | 160 | 1.91 | 2.59 | 210 | 33.8% | -0.09 | 0.0035 | -0.024 | ||
| 47.05 | 49.50 | 15 | 31.3% | 0.89 | 0.0041 | -0.019 | 165 | 2.52 | 3.25 | 101 | 33.4% | -0.12 | 0.0042 | -0.028 | ||
| 42.95 | 45.70 | 81 | 31.9% | 0.86 | 0.0047 | -0.024 | 170 | 3.25 | 4.25 | 178 | 33.3% | -0.15 | 0.0048 | -0.032 | ||
| 39.25 | 41.50 | 34 | 31.8% | 0.83 | 0.0054 | -0.028 | 175 | 4.75 | 5.10 | 399 | 33.6% | -0.18 | 0.0055 | -0.036 | ||
| 35.50 | 39.50 | 56 | 33.9% | 0.80 | 0.0060 | -0.033 | 180 | 5.95 | 6.25 | 2 | 754 | 33.4% | -0.21 | 0.0062 | -0.040 | |
| 32.45 | 34.05 | 13 | 32.0% | 0.76 | 0.0066 | -0.037 | 185 | 7.30 | 7.95 | 877 | 33.5% | -0.25 | 0.0068 | -0.043 | ||
| 29.10 | 30.65 | 50 | 31.9% | 0.73 | 0.0071 | -0.041 | 190 | 8.90 | 9.50 | 1 | 181 | 33.2% | -0.28 | 0.0074 | -0.046 | |
| 25.85 | 27.40 | 228 | 31.6% | 0.69 | 0.0076 | -0.044 | 195 | 10.70 | 11.45 | 163 | 33.2% | -0.33 | 0.0080 | -0.049 | ||
| 23.80 | 24.70 | 1 | 145 | 32.6% | 0.65 | 0.0080 | -0.047 | 200 | 12.60 | 13.65 | 735 | 33.0% | -0.37 | 0.0085 | -0.051 | |
| 20.60 | 21.85 | 217 | 31.8% | 0.60 | 0.0084 | -0.049 | 205 | 14.95 | 15.50 | 8 | 1,104 | 32.6% | -0.41 | 0.0089 | -0.053 | |
| 18.50 | 19.85 | 2 | 216 | 32.5% | 0.56 | 0.0086 | -0.050 | 210 | 17.15 | 18.35 | 313 | 32.5% | -0.46 | 0.0092 | -0.054 | |
| 16.65 | 17.05 | 5 | 68 | 32.3% | 0.52 | 0.0087 | -0.051 | 215 | 20.15 | 21.30 | 525 | 32.8% | -0.50 | 0.0094 | -0.054 | |
| 14.35 | 14.95 | 41 | 141 | 32.0% | 0.48 | 0.0088 | -0.051 | 220 | 22.65 | 23.80 | 117 | 31.9% | -0.55 | 0.0095 | -0.054 | |
| 12.50 | 13.15 | 1 | 271 | 31.9% | 0.44 | 0.0087 | -0.051 | 225 | 25.75 | 27.40 | 103 | 32.2% | -0.59 | 0.0095 | -0.053 | |
| 10.75 | 11.40 | 1 | 675 | 31.7% | 0.40 | 0.0085 | -0.050 | 230 | 29.25 | 30.85 | 332 | 32.3% | -0.64 | 0.0095 | -0.052 | |
| 9.40 | 10.10 | 5 | 308 | 32.0% | 0.36 | 0.0083 | -0.048 | 235 | 32.95 | 34.25 | 281 | 32.2% | -0.68 | 0.0093 | -0.051 | |
| 8.05 | 8.80 | 396 | 31.9% | 0.32 | 0.0079 | -0.046 | 240 | 35.25 | 38.05 | 67 | 30.5% | -0.72 | 0.0091 | -0.048 | ||
| 7.05 | 7.55 | 25 | 226 | 31.9% | 0.29 | 0.0076 | -0.044 | 245 | 39.55 | 42.05 | 46 | 30.8% | -0.76 | 0.0088 | -0.046 | |
| 6.00 | 6.50 | 11 | 331 | 31.8% | 0.26 | 0.0072 | -0.042 | 250 | 44.70 | 46.50 | 70 | 32.5% | -0.79 | 0.0085 | -0.043 | |
| 5.20 | 5.75 | 91 | 32.1% | 0.23 | 0.0067 | -0.040 | 255 | 48.60 | 51.30 | 24 | 32.8% | -0.83 | 0.0082 | -0.041 | ||
| 4.45 | 5.00 | 246 | 32.1% | 0.21 | 0.0063 | -0.037 | 260 | 52.00 | 55.80 | 29 | 31.3% | -0.86 | 0.0079 | -0.038 | ||
| 3.90 | 4.35 | 1 | 86 | 32.4% | 0.18 | 0.0058 | -0.035 | 265 | 56.90 | 60.50 | 10 | 32.3% | -0.89 | 0.0074 | -0.036 | |
| 3.20 | 4.25 | 1 | 131 | 32.9% | 0.16 | 0.0054 | -0.032 | 270 | 62.05 | 65.15 | 8 | 33.6% | -0.91 | 0.0068 | -0.033 | |
| 2.78 | 3.90 | 85 | 33.4% | 0.14 | 0.0050 | -0.030 | 275 | 66.10 | 70.40 | 11 | 33.4% | -0.94 | 0.0069 | -0.029 | ||
| 2.35 | 3.30 | 126 | 33.2% | 0.13 | 0.0045 | -0.028 | 280 | 70.90 | 75.15 | 2 | 33.5% | -0.96 | 0.0068 | -0.021 | ||
| 1.98 | 3.05 | 75 | 33.6% | 0.11 | 0.0041 | -0.025 | 285 | 74.05 | 80.70 | -0.98 | 0.0053 | -0.019 | ||||
| 1.66 | 2.46 | 1 | 99 | 33.2% | 0.10 | 0.0038 | -0.024 | 290 | 78.75 | 86.10 | -0.99 | 0.0024 | -0.036 | |||
| 1.37 | 2.35 | 90 | 33.7% | 0.09 | 0.0034 | -0.022 | 295 | 83.80 | 91.25 | -1.00 | 0.0006 | -0.041 | ||||
| 1.28 | 1.90 | 3 | 133 | 33.7% | 0.08 | 0.0031 | -0.020 | 300 | 90.60 | 93.05 | -1.00 | 0.0000 | -0.041 | |||
| 0.9500 | 1.67 | 63 | 33.5% | 0.07 | 0.0028 | -0.018 | 305 | 95.55 | 100.65 | 41.1% | -1.00 | 0.0000 | -0.041 | |||
| 0.8100 | 1.24 | 145 | 32.9% | 0.06 | 0.0026 | -0.017 | 310 | 99.95 | 105.65 | -1.00 | 0.0000 | -0.041 | ||||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.