BBY option chain Best Buy Co., Inc.
Cboe delayed options data · as of 00:33 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 ±4.1% (83.42–90.58) · ATM IV 32.7% · P/C open interest 1.41
| 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 | |
| 41.20 | 43.90 | 261.5% | 1.00 | 0.0000 | 0.000 | 45 | 0 | 2.10 | 299.3% | 0.00 | 0.0000 | 0.000 | ||||
| 36.30 | 38.90 | 228.8% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 2.15 | 260.4% | 0.00 | 0.0000 | 0.000 | ||||
| 31.30 | 34.00 | 198.4% | 1.00 | 0.0000 | 0.000 | 55 | 0 | 2.10 | 222.0% | -0.00 | 0.0000 | -0.000 | ||||
| 26.60 | 28.90 | 172.6% | 1.00 | 0.0001 | 0.000 | 60 | 0 | 2.15 | 189.2% | -0.00 | 0.0001 | -0.000 | ||||
| 21.40 | 23.90 | 3 | 137.1% | 1.00 | 0.0004 | 0.000 | 65 | 0 | 2.15 | 157.1% | -0.00 | 0.0004 | -0.001 | |||
| 16.30 | 18.90 | 1 | 16 | 106.7% | 1.00 | 0.0016 | -0.002 | 70 | 0 | 1.05 | 20 | 103.2% | -0.00 | 0.0016 | -0.004 | |
| 15.30 | 18.00 | 22 | 103.6% | 0.99 | 0.0021 | -0.003 | 71 | 0 | 0.1500 | 3 | 65.9% | -0.01 | 0.0021 | -0.005 | ||
| 14.40 | 17.00 | 100.3% | 0.99 | 0.0028 | -0.004 | 72 | 0 | 0.2500 | 7 | 67.7% | -0.01 | 0.0029 | -0.006 | |||
| 13.40 | 16.00 | 94.8% | 0.99 | 0.0038 | -0.006 | 73 | 0 | 1.40 | 3 | 95.1% | -0.01 | 0.0038 | -0.008 | |||
| 12.70 | 14.70 | 9 | 9 | 89.3% | 0.99 | 0.0051 | -0.009 | 74 | 0 | 1.35 | 6 | 88.7% | -0.01 | 0.0051 | -0.010 | |
| 11.40 | 14.00 | 6 | 83.9% | 0.98 | 0.0068 | -0.011 | 75 | 0 | 0.6500 | 13 | 68.2% | -0.02 | 0.0068 | -0.013 | ||
| 10.40 | 13.00 | 1 | 78.4% | 0.98 | 0.0091 | -0.015 | 76 | 0 | 0.8000 | 1 | 39 | 67.0% | -0.02 | 0.0091 | -0.016 | |
| 9.40 | 11.30 | 1 | 59.3% | 0.97 | 0.0121 | -0.020 | 77 | 0 | 0.3500 | 1 | 46 | 50.7% | -0.03 | 0.0122 | -0.021 | |
| 8.60 | 10.50 | 62.4% | 0.96 | 0.0161 | -0.025 | 78 | 0.0500 | 0.1000 | 7 | 89 | 39.1% | -0.04 | 0.0162 | -0.027 | ||
| 7.40 | 9.50 | 10 | 53.6% | 0.94 | 0.0213 | -0.032 | 79 | 0 | 0.2000 | 8 | 155 | 37.3% | -0.06 | 0.0214 | -0.034 | |
| 6.50 | 8.60 | 3 | 54 | 51.9% | 0.92 | 0.0279 | -0.041 | 80 | 0 | 0.4500 | 5 | 185 | 40.2% | -0.08 | 0.0281 | -0.042 |
| 5.70 | 7.70 | 3 | 4 | 51.0% | 0.89 | 0.0360 | -0.051 | 81 | 0 | 0.3500 | 16 | 31 | 33.5% | -0.11 | 0.0362 | -0.052 |
| 4.80 | 6.80 | 3 | 11 | 48.0% | 0.86 | 0.0454 | -0.062 | 82 | 0.2000 | 0.4500 | 34 | 17 | 34.8% | -0.15 | 0.0458 | -0.063 |
| 4.00 | 5.80 | 5 | 34 | 44.4% | 0.81 | 0.0559 | -0.074 | 83 | 0.2500 | 0.6000 | 47 | 17 | 32.7% | -0.19 | 0.0564 | -0.075 |
| 3.10 | 4.40 | 10 | 68 | 34.7% | 0.75 | 0.0665 | -0.085 | 84 | 0.3500 | 0.8500 | 11 | 12 | 31.7% | -0.25 | 0.0671 | -0.086 |
| 3.00 | 3.80 | 15 | 65 | 41.6% | 0.68 | 0.0760 | -0.095 | 85 | 0.8500 | 1.25 | 123 | 22 | 35.0% | -0.33 | 0.0766 | -0.096 |
| 2.25 | 3.30 | 169 | 28 | 41.0% | 0.60 | 0.0827 | -0.102 | 86 | 0.8500 | 1.70 | 58 | 106 | 31.9% | -0.41 | 0.0835 | -0.103 |
| 1.75 | 2.15 | 101 | 20 | 35.5% | 0.51 | 0.0855 | -0.105 | 87 | 1.30 | 1.95 | 59 | 6 | 29.8% | -0.49 | 0.0863 | -0.106 |
| 1.20 | 1.70 | 12 | 28 | 34.6% | 0.43 | 0.0840 | -0.104 | 88 | 2.15 | 3.00 | 128 | 31 | 37.1% | -0.58 | 0.0847 | -0.105 |
| 0.6000 | 1.30 | 21 | 18 | 32.0% | 0.35 | 0.0786 | -0.098 | 89 | 2.75 | 4.00 | 1 | 10 | 40.5% | -0.66 | 0.0792 | -0.099 |
| 0.3500 | 0.9500 | 32 | 89 | 31.5% | 0.28 | 0.0705 | -0.090 | 90 | 3.30 | 4.20 | 4 | 9 | 33.8% | -0.73 | 0.0711 | -0.090 |
| 0.2500 | 0.7000 | 16 | 53 | 32.4% | 0.22 | 0.0611 | -0.080 | 91 | 3.70 | 5.00 | 9 | 28.7% | -0.79 | 0.0618 | -0.080 | |
| 0 | 0.5500 | 21 | 10 | 31.0% | 0.17 | 0.0516 | -0.070 | 92 | 4.30 | 6.00 | 11 | 24.6% | -0.83 | 0.0525 | -0.070 | |
| 0 | 0.4500 | 4 | 6 | 33.2% | 0.13 | 0.0426 | -0.059 | 93 | 4.90 | 7.10 | -0.87 | 0.0440 | -0.060 | |||
| 0.1000 | 0.4500 | 2 | 39.0% | 0.10 | 0.0348 | -0.050 | 94 | 5.80 | 7.80 | -0.91 | 0.0365 | -0.052 | ||||
| 0.1000 | 0.2000 | 6 | 7 | 36.9% | 0.08 | 0.0281 | -0.042 | 95 | 6.70 | 9.40 | 2 | -0.93 | 0.0302 | -0.045 | ||
| 0 | 1.60 | 7 | 64.0% | 0.06 | 0.0226 | -0.035 | 96 | 7.30 | 9.80 | -0.95 | 0.0251 | -0.039 | ||||
| 0 | 1.30 | 20 | 63.7% | 0.05 | 0.0181 | -0.029 | 97 | 8.60 | 11.00 | -0.96 | 0.0204 | -0.032 | ||||
| 0 | 0.7500 | 2 | 57.8% | 0.04 | 0.0145 | -0.024 | 98 | 9.60 | 11.90 | -0.98 | 0.0166 | -0.026 | ||||
| 0 | 0.7500 | 1 | 61.4% | 0.03 | 0.0116 | -0.020 | 99 | 10.60 | 12.70 | -0.98 | 0.0124 | -0.021 | ||||
| 0 | 1.00 | 3 | 69.9% | 0.02 | 0.0093 | -0.016 | 100 | 11.60 | 13.70 | -0.99 | 0.0091 | -0.017 | ||||
| 0 | 1.20 | 77.2% | 0.02 | 0.0075 | -0.014 | 101 | 12.60 | 14.80 | -0.99 | 0.0060 | -0.015 | |||||
| 0 | 0.9500 | 75.8% | 0.01 | 0.0060 | -0.011 | 102 | 13.60 | 15.90 | -1.00 | 0.0036 | -0.013 | |||||
| 0 | 0.7500 | 74.7% | 0.01 | 0.0049 | -0.009 | 103 | 14.20 | 16.70 | -1.00 | 0.0021 | -0.012 | |||||
| 0 | 0.8000 | 1 | 82.2% | 0.01 | 0.0032 | -0.007 | 105 | 16.30 | 18.70 | -1.00 | 0.0004 | -0.012 | ||||
| 0 | 0.4500 | 2 | 86.3% | 0.00 | 0.0012 | -0.003 | 110 | 21.60 | 23.90 | -1.00 | 0.0000 | -0.012 | ||||
| 0 | 2.15 | 140.3% | 0.00 | 0.0005 | -0.001 | 115 | 26.20 | 28.80 | -1.00 | 0.0000 | -0.012 | |||||
| 0 | 1.60 | 143.8% | 0.00 | 0.0002 | -0.001 | 120 | 31.30 | 33.70 | -1.00 | 0.0000 | -0.012 | |||||
| 0 | 2.15 | 168.4% | 0.00 | 0.0001 | -0.000 | 125 | 36.30 | 38.70 | -1.00 | 0.0000 | -0.012 | |||||
| 0 | 1.20 | 158.9% | 0.00 | 0.0001 | -0.000 | 130 | 41.30 | 43.70 | -1.00 | 0.0000 | -0.012 | |||||
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 — Sep 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs