BBY option chain Best Buy Co., Inc.
Cboe delayed options data · as of 15:34 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 ±5.8% (87.28–98.08) · ATM IV 41.3% · P/C open interest 0.85
| 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 | |
| 41.90 | 44.60 | 195.9% | 1.00 | 0.0003 | -0.001 | 50 | 0 | 0.7500 | 201.5% | -0.00 | 0.0003 | -0.006 | ||||
| 36.90 | 39.60 | 168.5% | 1.00 | 0.0006 | -0.004 | 55 | 0 | 0.7500 | 174.3% | -0.00 | 0.0006 | -0.008 | ||||
| 31.90 | 34.60 | 143.4% | 1.00 | 0.0010 | -0.007 | 60 | 0 | 0.7500 | 149.3% | -0.01 | 0.0010 | -0.011 | ||||
| 26.90 | 29.60 | 120.2% | 0.99 | 0.0018 | -0.013 | 65 | 0 | 0.7500 | 126.0% | -0.01 | 0.0019 | -0.016 | ||||
| 21.90 | 24.60 | 98.5% | 0.98 | 0.0034 | -0.021 | 70 | 0 | 0.7500 | 2 | 104.0% | -0.02 | 0.0034 | -0.024 | |||
| 19.10 | 21.60 | 91.8% | 0.98 | 0.0050 | -0.027 | 73 | 0 | 0.7500 | 2 | 91.4% | -0.03 | 0.0051 | -0.030 | |||
| 18.10 | 20.60 | 87.6% | 0.97 | 0.0058 | -0.030 | 74 | 0 | 0.7500 | 4 | 87.2% | -0.03 | 0.0058 | -0.032 | |||
| 17.10 | 19.70 | 85.9% | 0.97 | 0.0066 | -0.033 | 75 | 0 | 0.7500 | 10 | 83.1% | -0.03 | 0.0067 | -0.035 | |||
| 16.10 | 18.70 | 81.6% | 0.96 | 0.0076 | -0.035 | 76 | 0 | 0.7500 | 7 | 79.0% | -0.04 | 0.0076 | -0.038 | |||
| 15.20 | 17.70 | 79.5% | 0.96 | 0.0087 | -0.039 | 77 | 0 | 0.7500 | 2 | 75.0% | -0.04 | 0.0088 | -0.041 | |||
| 14.20 | 16.10 | 60.0% | 0.95 | 0.0100 | -0.042 | 78 | 0 | 0.7500 | 4 | 70.9% | -0.05 | 0.0101 | -0.044 | |||
| 13.20 | 15.00 | 1 | 52.7% | 0.94 | 0.0116 | -0.046 | 79 | 0 | 0.7500 | 28 | 66.9% | -0.06 | 0.0117 | -0.048 | ||
| 12.20 | 14.30 | 8 | 58.2% | 0.94 | 0.0133 | -0.051 | 80 | 0 | 0.3500 | 67 | 52.9% | -0.07 | 0.0135 | -0.052 | ||
| 11.30 | 13.60 | 62.5% | 0.93 | 0.0154 | -0.055 | 81 | 0 | 0.7500 | 31 | 58.8% | -0.08 | 0.0156 | -0.057 | |||
| 10.30 | 12.80 | 61.7% | 0.91 | 0.0179 | -0.060 | 82 | 0 | 1.15 | 7 | 61.8% | -0.09 | 0.0181 | -0.062 | |||
| 9.10 | 11.30 | 12 | 44.3% | 0.90 | 0.0207 | -0.065 | 83 | 0 | 0.7500 | 23 | 50.8% | -0.10 | 0.0209 | -0.067 | ||
| 8.20 | 11.00 | 19 | 54.4% | 0.88 | 0.0240 | -0.071 | 84 | 0.0500 | 0.8000 | 4 | 48.5% | -0.12 | 0.0243 | -0.073 | ||
| 7.50 | 10.10 | 7 | 55.1% | 0.86 | 0.0278 | -0.077 | 85 | 0.3500 | 0.5000 | 3 | 6 | 44.3% | -0.14 | 0.0281 | -0.079 | |
| 6.80 | 9.30 | 41 | 56.0% | 0.84 | 0.0320 | -0.084 | 86 | 0.4000 | 0.9500 | 3 | 6 | 46.9% | -0.17 | 0.0324 | -0.086 | |
| 6.10 | 8.50 | 21 | 56.1% | 0.81 | 0.0368 | -0.090 | 87 | 0.3500 | 0.9500 | 80 | 41.6% | -0.20 | 0.0373 | -0.092 | ||
| 5.30 | 6.20 | 12 | 39.6% | 0.77 | 0.0418 | -0.097 | 88 | 0.8000 | 1.45 | 1 | 29 | 46.9% | -0.23 | 0.0425 | -0.099 | |
| 4.70 | 5.20 | 2 | 38.6% | 0.73 | 0.0471 | -0.103 | 89 | 1.00 | 1.45 | 18 | 43.4% | -0.27 | 0.0479 | -0.105 | ||
| 4.00 | 4.50 | 8 | 45 | 38.6% | 0.69 | 0.0522 | -0.109 | 90 | 1.30 | 1.80 | 87 | 43.4% | -0.32 | 0.0530 | -0.111 | |
| 3.30 | 3.80 | 10 | 7 | 37.7% | 0.63 | 0.0566 | -0.114 | 91 | 1.70 | 2.20 | 10 | 43.8% | -0.37 | 0.0575 | -0.116 | |
| 2.80 | 3.30 | 23 | 39.0% | 0.58 | 0.0598 | -0.117 | 92 | 2.20 | 2.65 | 21 | 10 | 44.4% | -0.43 | 0.0608 | -0.119 | |
| 2.30 | 2.75 | 12 | 38.9% | 0.52 | 0.0612 | -0.118 | 93 | 2.65 | 3.10 | 3 | 5 | 43.7% | -0.49 | 0.0623 | -0.120 | |
| 1.90 | 2.30 | 7 | 39.3% | 0.45 | 0.0608 | -0.117 | 94 | 3.10 | 3.70 | 5 | 43.3% | -0.56 | 0.0620 | -0.119 | ||
| 1.55 | 1.95 | 30 | 40.0% | 0.40 | 0.0587 | -0.115 | 95 | 3.80 | 4.20 | 5 | 19 | 43.2% | -0.61 | 0.0598 | -0.117 | |
| 1.15 | 1.65 | 1 | 46 | 39.9% | 0.34 | 0.0552 | -0.111 | 96 | 4.50 | 5.00 | 44.7% | -0.67 | 0.0564 | -0.113 | ||
| 0.9500 | 1.35 | 14 | 40.5% | 0.30 | 0.0509 | -0.106 | 97 | 5.20 | 5.70 | 44.6% | -0.72 | 0.0521 | -0.108 | |||
| 0.7500 | 1.10 | 1 | 34 | 40.9% | 0.26 | 0.0462 | -0.100 | 98 | 4.80 | 6.70 | 35.3% | -0.76 | 0.0475 | -0.102 | ||
| 0.6000 | 0.9000 | 1 | 19 | 41.4% | 0.22 | 0.0416 | -0.094 | 99 | 5.50 | 8.00 | 39.2% | -0.79 | 0.0428 | -0.096 | ||
| 0.4000 | 0.7500 | 107 | 41.2% | 0.19 | 0.0371 | -0.088 | 100 | 6.00 | 9.00 | 35.8% | -0.82 | 0.0384 | -0.091 | |||
| 0.3500 | 0.7000 | 18 | 43.5% | 0.17 | 0.0330 | -0.083 | 101 | 7.20 | 9.80 | 39.0% | -0.85 | 0.0343 | -0.085 | |||
| 0.1000 | 0.9500 | 3 | 47.0% | 0.14 | 0.0294 | -0.077 | 102 | 8.10 | 10.60 | 34.7% | -0.87 | 0.0306 | -0.080 | |||
| 0.0500 | 1.15 | 52.4% | 0.13 | 0.0261 | -0.072 | 103 | 8.90 | 11.70 | -0.89 | 0.0273 | -0.074 | |||||
| 0.0500 | 1.00 | 11 | 53.5% | 0.11 | 0.0232 | -0.067 | 104 | 9.90 | 12.50 | -0.91 | 0.0244 | -0.070 | ||||
| 0 | 0.7500 | 40 | 51.8% | 0.10 | 0.0206 | -0.063 | 105 | 11.10 | 13.40 | -0.92 | 0.0219 | -0.065 | ||||
| 0 | 0.7500 | 10 | 65.8% | 0.06 | 0.0119 | -0.045 | 110 | 15.50 | 18.60 | -0.96 | 0.0130 | -0.047 | ||||
| 0 | 0.7500 | 78.5% | 0.04 | 0.0074 | -0.033 | 115 | 20.50 | 23.20 | -0.98 | 0.0076 | -0.034 | |||||
| 0 | 0.7500 | 1 | 90.3% | 0.02 | 0.0048 | -0.025 | 120 | 25.50 | 28.30 | -0.99 | 0.0040 | -0.027 | ||||
| 0 | 0.7500 | 101.2% | 0.02 | 0.0033 | -0.020 | 125 | 30.50 | 33.70 | -1.00 | 0.0020 | -0.023 | |||||
| 0 | 0.9500 | 116.8% | 0.01 | 0.0023 | -0.016 | 130 | 35.50 | 38.60 | -1.00 | 0.0009 | -0.022 | |||||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs