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 ±10.1% (78.20–95.80) · ATM IV 36.3% · P/C open interest 0.44
| 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 | |
| 35.00 | 39.10 | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.9500 | 1 | 3 | 97.3% | -0.00 | 0.0004 | -0.001 | |||
| 30.90 | 33.40 | 68.3% | 1.00 | 0.0001 | 0.000 | 55 | 0 | 0.1500 | 5 | 7 | 60.3% | -0.01 | 0.0009 | -0.002 | ||
| 25.50 | 29.10 | 68.7% | 1.00 | 0.0006 | 0.000 | 60 | 0 | 0.2000 | 151 | 52.1% | -0.01 | 0.0021 | -0.005 | |||
| 21.00 | 23.50 | 53.1% | 0.99 | 0.0025 | -0.001 | 65 | 0.0500 | 0.1500 | 29 | 353 | 42.0% | -0.03 | 0.0047 | -0.009 | ||
| 16.50 | 19.10 | 14 | 56.8% | 0.97 | 0.0080 | -0.011 | 70 | 0.1000 | 0.7000 | 41 | 303 | 43.0% | -0.06 | 0.0098 | -0.017 | |
| 11.90 | 13.80 | 5 | 44.0% | 0.90 | 0.0189 | -0.026 | 75 | 0.6500 | 0.8500 | 36 | 402 | 37.7% | -0.13 | 0.0183 | -0.028 | |
| 9.40 | 11.60 | 2 | 25 | 39.3% | 0.85 | 0.0253 | -0.035 | 77.5 | 1.05 | 1.65 | 28 | 526 | 39.8% | -0.18 | 0.0236 | -0.034 |
| 8.10 | 8.80 | 12 | 99 | 37.5% | 0.77 | 0.0313 | -0.042 | 80 | 1.60 | 1.80 | 1,156 | 321 | 36.4% | -0.25 | 0.0292 | -0.040 |
| 6.30 | 7.00 | 9 | 75 | 36.5% | 0.69 | 0.0358 | -0.046 | 82.5 | 2.35 | 2.60 | 133 | 147 | 35.9% | -0.33 | 0.0341 | -0.044 |
| 4.90 | 5.30 | 67 | 162 | 35.8% | 0.59 | 0.0383 | -0.048 | 85 | 3.30 | 4.10 | 11 | 265 | 37.4% | -0.42 | 0.0375 | -0.048 |
| 3.70 | 4.30 | 110 | 3,542 | 36.8% | 0.50 | 0.0387 | -0.048 | 87.5 | 4.60 | 5.00 | 3 | 65 | 35.8% | -0.52 | 0.0388 | -0.048 |
| 2.65 | 3.30 | 5,393 | 430 | 34.9% | 0.40 | 0.0371 | -0.046 | 90 | 5.70 | 6.50 | 2 | 74 | 33.9% | -0.61 | 0.0379 | -0.047 |
| 1.90 | 2.20 | 40 | 160 | 35.4% | 0.32 | 0.0340 | -0.043 | 92.5 | 7.50 | 8.20 | 1 | 33.8% | -0.70 | 0.0350 | -0.043 | |
| 1.35 | 1.55 | 52 | 579 | 35.4% | 0.25 | 0.0298 | -0.038 | 95 | 9.50 | 10.70 | 1 | 37.2% | -0.77 | 0.0307 | -0.038 | |
| 0.9000 | 1.15 | 2 | 38 | 35.7% | 0.19 | 0.0252 | -0.033 | 97.5 | 10.60 | 13.10 | 33.0% | -0.83 | 0.0259 | -0.032 | ||
| 0.4000 | 0.9000 | 216 | 306 | 34.9% | 0.14 | 0.0207 | -0.028 | 100 | 13.00 | 15.20 | 2 | 33.1% | -0.88 | 0.0210 | -0.026 | |
| 0.2500 | 0.5000 | 36 | 434 | 37.4% | 0.08 | 0.0133 | -0.019 | 105 | 17.10 | 19.80 | 1 | -0.94 | 0.0128 | -0.015 | ||
| 0 | 0.2500 | 2 | 71 | 35.8% | 0.05 | 0.0083 | -0.013 | 110 | 22.20 | 24.60 | -0.97 | 0.0072 | -0.007 | |||
| 0 | 0.2000 | 39.8% | 0.03 | 0.0051 | -0.008 | 115 | 26.80 | 30.00 | -0.99 | 0.0039 | -0.001 | |||||
| 0 | 0.1500 | 32 | 42.9% | 0.02 | 0.0032 | -0.005 | 120 | 31.70 | 35.30 | -0.99 | 0.0021 | 0.000 | ||||
| 0 | 0.1500 | 47.4% | 0.01 | 0.0020 | -0.004 | 125 | 36.70 | 40.10 | -1.00 | 0.0011 | 0.000 | |||||
| 0 | 2.15 | 82.9% | 0.01 | 0.0013 | -0.003 | 130 | 41.70 | 45.10 | -1.00 | 0.0006 | 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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs