BBY option chain Best Buy Co., Inc.
Cboe delayed options data · as of 03:33 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 ±12.5% (76.10–97.90) · ATM IV 33.7% · P/C open interest 1.07
| 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 | |
| 25.70 | 28.50 | 33.5% | 0.99 | 0.0022 | -0.001 | 60 | 0.0500 | 0.3500 | 35 | 43.9% | -0.03 | 0.0034 | -0.006 | |||
| 21.50 | 23.90 | 51.0% | 0.97 | 0.0067 | -0.009 | 65 | 0.2000 | 0.6000 | 2 | 44 | 41.2% | -0.05 | 0.0066 | -0.011 | ||
| 16.90 | 19.20 | 2 | 45.1% | 0.91 | 0.0125 | -0.018 | 70 | 0.6500 | 0.9500 | 3 | 46 | 39.0% | -0.10 | 0.0113 | -0.017 | |
| 12.40 | 14.60 | 3 | 13 | 38.8% | 0.83 | 0.0179 | -0.024 | 75 | 1.35 | 1.60 | 26 | 143 | 36.7% | -0.18 | 0.0175 | -0.025 |
| 10.40 | 12.70 | 3 | 37.8% | 0.78 | 0.0206 | -0.027 | 77.5 | 1.95 | 2.25 | 76 | 36.7% | -0.23 | 0.0207 | -0.028 | ||
| 9.10 | 10.90 | 10 | 17 | 38.8% | 0.72 | 0.0233 | -0.030 | 80 | 2.30 | 3.30 | 26 | 324 | 36.1% | -0.29 | 0.0237 | -0.032 |
| 6.90 | 9.30 | 27 | 73 | 36.2% | 0.65 | 0.0256 | -0.033 | 82.5 | 3.10 | 4.00 | 40 | 164 | 34.8% | -0.35 | 0.0262 | -0.034 |
| 6.20 | 7.70 | 14 | 37.6% | 0.59 | 0.0272 | -0.035 | 85 | 4.60 | 5.20 | 2 | 40 | 36.4% | -0.42 | 0.0280 | -0.036 | |
| 4.10 | 5.70 | 6 | 98 | 32.3% | 0.52 | 0.0280 | -0.035 | 87.5 | 5.50 | 6.50 | 1 | 6 | 35.1% | -0.49 | 0.0290 | -0.037 |
| 3.60 | 4.60 | 67 | 98 | 33.7% | 0.45 | 0.0279 | -0.035 | 90 | 6.60 | 7.80 | 4 | 8 | 33.4% | -0.56 | 0.0290 | -0.036 |
| 2.80 | 3.70 | 62 | 67 | 33.8% | 0.39 | 0.0270 | -0.034 | 92.5 | 8.00 | 10.40 | 35.7% | -0.63 | 0.0283 | -0.035 | ||
| 2.50 | 2.90 | 3 | 407 | 35.0% | 0.33 | 0.0254 | -0.032 | 95 | 9.70 | 12.10 | 35.1% | -0.69 | 0.0268 | -0.033 | ||
| 1.40 | 1.85 | 27 | 34 | 35.0% | 0.22 | 0.0210 | -0.027 | 100 | 13.30 | 15.90 | 32.4% | -0.80 | 0.0224 | -0.027 | ||
| 0.7500 | 1.35 | 1 | 2 | 36.2% | 0.15 | 0.0161 | -0.021 | 105 | 18.00 | 20.20 | 32.3% | -0.88 | 0.0170 | -0.021 | ||
| 0.4000 | 0.8000 | 2 | 1 | 36.2% | 0.10 | 0.0118 | -0.016 | 110 | 22.40 | 24.80 | -0.93 | 0.0117 | -0.013 | |||
| 0.2500 | 0.6000 | 4 | 38.1% | 0.06 | 0.0084 | -0.011 | 115 | 27.20 | 29.60 | -0.97 | 0.0073 | -0.007 | ||||
| 0.0500 | 0.4500 | 2 | 38.3% | 0.04 | 0.0058 | -0.008 | 120 | 31.70 | 35.20 | 2 | -0.98 | 0.0042 | -0.003 | |||
| 0 | 0.4000 | 40.6% | 0.03 | 0.0040 | -0.006 | 125 | 36.70 | 40.20 | -0.99 | 0.0022 | 0.000 | |||||
| 0 | 0.2500 | 41.0% | 0.02 | 0.0028 | -0.004 | 130 | 41.70 | 45.10 | -1.00 | 0.0011 | 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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs