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 ±8.9% (79.25–94.75) · ATM IV 38.7% · P/C open interest 0.80
| 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 | |
| 40.00 | 44.10 | 98.2% | 1.00 | 0.0000 | 0.000 | 45 | 0 | 2.15 | 163.9% | -0.00 | 0.0002 | -0.001 | ||||
| 35.00 | 39.10 | 73.4% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 1.35 | 126.6% | -0.00 | 0.0004 | -0.002 | ||||
| 30.30 | 34.10 | 93.3% | 1.00 | 0.0002 | 0.000 | 55 | 0 | 1.35 | 108.0% | -0.00 | 0.0008 | -0.003 | ||||
| 25.20 | 29.20 | 77.3% | 1.00 | 0.0006 | 0.000 | 60 | 0 | 1.20 | 88.2% | -0.01 | 0.0018 | -0.005 | ||||
| 20.50 | 24.20 | 70.9% | 0.99 | 0.0020 | -0.002 | 65 | 0 | 1.00 | 4 | 69.2% | -0.02 | 0.0040 | -0.010 | |||
| 15.30 | 19.20 | 51.5% | 0.98 | 0.0059 | -0.009 | 70 | 0 | 0.9500 | 53.9% | -0.05 | 0.0087 | -0.018 | ||||
| 14.40 | 18.20 | 51.0% | 0.97 | 0.0073 | -0.012 | 71 | 0.1500 | 0.8000 | 4 | 3 | 51.1% | -0.05 | 0.0101 | -0.020 | ||
| 14.40 | 17.00 | 60.1% | 0.97 | 0.0089 | -0.014 | 72 | 0 | 0.7000 | 5 | 1 | 44.7% | -0.06 | 0.0117 | -0.022 | ||
| 13.50 | 16.00 | 58.0% | 0.96 | 0.0109 | -0.017 | 73 | 0.1500 | 0.8500 | 17 | 46.1% | -0.08 | 0.0136 | -0.024 | |||
| 12.50 | 15.10 | 55.8% | 0.95 | 0.0131 | -0.021 | 74 | 0 | 0.7500 | 30 | 40.1% | -0.09 | 0.0156 | -0.027 | |||
| 11.60 | 13.70 | 2 | 49.4% | 0.93 | 0.0158 | -0.025 | 75 | 0 | 1.05 | 14 | 22 | 41.0% | -0.10 | 0.0180 | -0.030 | |
| 10.50 | 12.80 | 46.2% | 0.92 | 0.0188 | -0.029 | 76 | 0.2500 | 0.8000 | 9 | 38.1% | -0.12 | 0.0205 | -0.033 | |||
| 9.60 | 11.80 | 44.1% | 0.90 | 0.0221 | -0.033 | 77 | 0.4500 | 1.05 | 21 | 39.6% | -0.14 | 0.0233 | -0.036 | |||
| 8.90 | 10.90 | 1 | 44.5% | 0.88 | 0.0257 | -0.037 | 78 | 0.5500 | 1.15 | 2 | 14 | 38.2% | -0.17 | 0.0263 | -0.039 | |
| 7.60 | 10.00 | 39.5% | 0.85 | 0.0295 | -0.042 | 79 | 0.7500 | 1.35 | 22 | 7 | 38.1% | -0.19 | 0.0294 | -0.043 | ||
| 6.90 | 9.10 | 1 | 39.3% | 0.82 | 0.0335 | -0.046 | 80 | 1.00 | 1.60 | 15 | 35 | 38.2% | -0.22 | 0.0326 | -0.046 | |
| 6.50 | 8.40 | 2 | 2 | 42.0% | 0.78 | 0.0373 | -0.051 | 81 | 0.3000 | 2.70 | 2 | 1 | 37.2% | -0.26 | 0.0358 | -0.049 |
| 5.20 | 7.60 | 3 | 37.6% | 0.75 | 0.0409 | -0.054 | 82 | 1.50 | 2.10 | 37.1% | -0.29 | 0.0388 | -0.052 | |||
| 5.10 | 6.50 | 3 | 3 | 38.5% | 0.70 | 0.0440 | -0.057 | 83 | 1.75 | 2.45 | 29 | 36.5% | -0.33 | 0.0415 | -0.054 | |
| 4.70 | 5.60 | 38.2% | 0.66 | 0.0466 | -0.060 | 84 | 1.45 | 2.75 | 1 | 6 | 32.3% | -0.38 | 0.0438 | -0.056 | ||
| 2.95 | 4.90 | 1 | 8 | 31.3% | 0.61 | 0.0483 | -0.061 | 85 | 1.55 | 4.20 | 6 | 7 | 35.9% | -0.42 | 0.0455 | -0.058 |
| 2.55 | 4.20 | 11 | 2 | 31.4% | 0.56 | 0.0492 | -0.062 | 86 | 2.05 | 4.70 | 1 | 2 | 36.0% | -0.47 | 0.0466 | -0.059 |
| 2.90 | 4.10 | 54 | 15 | 37.8% | 0.51 | 0.0493 | -0.062 | 87 | 3.40 | 5.10 | 1 | 1 | 39.6% | -0.51 | 0.0470 | -0.059 |
| 2.45 | 3.20 | 12 | 35.4% | 0.46 | 0.0485 | -0.061 | 88 | 3.40 | 5.10 | 1 | 1 | 33.7% | -0.56 | 0.0466 | -0.058 | |
| 2.25 | 3.10 | 10 | 3 | 38.0% | 0.42 | 0.0471 | -0.059 | 89 | 4.50 | 6.40 | 4 | 39.8% | -0.60 | 0.0456 | -0.057 | |
| 0.7500 | 2.45 | 25 | 67 | 30.2% | 0.37 | 0.0451 | -0.057 | 90 | 5.20 | 6.90 | 39.2% | -0.65 | 0.0440 | -0.055 | ||
| 0.6000 | 2.40 | 2 | 32.4% | 0.33 | 0.0426 | -0.054 | 91 | 5.30 | 6.90 | 2 | 31.9% | -0.69 | 0.0419 | -0.053 | ||
| 0.3500 | 2.00 | 1 | 1 | 31.6% | 0.29 | 0.0399 | -0.051 | 92 | 6.00 | 8.20 | 35.0% | -0.72 | 0.0394 | -0.050 | ||
| 0.5000 | 1.80 | 1 | 34.1% | 0.26 | 0.0371 | -0.049 | 93 | 6.80 | 9.00 | 1 | 1 | 35.3% | -0.76 | 0.0368 | -0.047 | |
| 0.9000 | 1.30 | 1 | 36.1% | 0.23 | 0.0342 | -0.046 | 94 | 7.40 | 9.90 | 34.5% | -0.79 | 0.0340 | -0.044 | |||
| 0.5000 | 1.70 | 1 | 38.7% | 0.20 | 0.0313 | -0.043 | 95 | 8.20 | 10.70 | 33.8% | -0.81 | 0.0312 | -0.041 | |||
| 0.0500 | 1.25 | 6 | 5 | 34.3% | 0.18 | 0.0286 | -0.040 | 96 | 9.10 | 11.40 | 32.5% | -0.84 | 0.0284 | -0.038 | ||
| 0.4000 | 1.00 | 2 | 37.4% | 0.16 | 0.0260 | -0.037 | 97 | 9.80 | 12.20 | 28.5% | -0.86 | 0.0258 | -0.035 | |||
| 0.1000 | 2.15 | 35 | 46.4% | 0.14 | 0.0235 | -0.034 | 98 | 10.80 | 13.10 | 28.7% | -0.88 | 0.0233 | -0.032 | |||
| 0 | 2.20 | 10 | 48.3% | 0.12 | 0.0213 | -0.032 | 99 | 11.70 | 14.20 | 30.4% | -0.89 | 0.0209 | -0.029 | |||
| 0 | 2.40 | 9 | 52.0% | 0.11 | 0.0192 | -0.029 | 100 | 12.60 | 15.20 | 30.0% | -0.91 | 0.0188 | -0.027 | |||
| 0 | 2.20 | 52.7% | 0.10 | 0.0173 | -0.027 | 101 | 13.40 | 16.50 | 33.9% | -0.92 | 0.0168 | -0.024 | ||||
| 0 | 2.20 | 1 | 60.9% | 0.06 | 0.0114 | -0.020 | 105 | 17.00 | 20.60 | 24.0% | -0.95 | 0.0107 | -0.016 | |||
| 0 | 1.10 | 28 | 58.6% | 0.03 | 0.0069 | -0.013 | 110 | 22.00 | 24.90 | -0.97 | 0.0061 | -0.009 | ||||
| 0 | 2.15 | 34 | 78.4% | 0.02 | 0.0042 | -0.009 | 115 | 27.30 | 30.30 | 42.4% | -0.99 | 0.0036 | -0.004 | |||
| 0 | 2.15 | 86.4% | 0.01 | 0.0027 | -0.006 | 120 | 31.70 | 35.70 | -0.99 | 0.0021 | -0.001 | |||||
| 0 | 2.15 | 93.8% | 0.01 | 0.0018 | -0.004 | 125 | 36.70 | 40.60 | -1.00 | 0.0013 | 0.000 | |||||
| 0 | 2.15 | 100.8% | 0.01 | 0.0012 | -0.003 | 130 | 41.70 | 45.70 | -1.00 | 0.0008 | 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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs