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 ±17.4% (71.85–102.15) · ATM IV 39.9% · P/C open interest 0.92
| 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 | |
| 40.20 | 44.10 | 67.8% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.2500 | 198 | 57.6% | -0.01 | 0.0010 | -0.003 | |||
| 38.00 | 41.60 | 10 | 69.9% | 1.00 | 0.0003 | 0.000 | 47.5 | 0 | 0.2500 | 199 | 53.3% | -0.01 | 0.0013 | -0.003 | ||
| 35.70 | 38.50 | 1 | 27 | 49.2% | 1.00 | 0.0008 | 0.000 | 50 | 0.0500 | 0.3500 | 341 | 53.0% | -0.02 | 0.0018 | -0.004 | |
| 33.00 | 36.70 | 5 | 60.1% | 0.99 | 0.0016 | 0.000 | 52.5 | 0.0500 | 0.6000 | 70 | 53.3% | -0.02 | 0.0024 | -0.005 | ||
| 30.70 | 33.50 | 48 | 0.99 | 0.0027 | 0.000 | 55 | 0 | 0.5000 | 1 | 466 | 46.6% | -0.03 | 0.0032 | -0.007 | ||
| 28.50 | 31.80 | 62 | 56.4% | 0.97 | 0.0039 | 0.000 | 57.5 | 0.1000 | 0.6000 | 56 | 45.5% | -0.04 | 0.0041 | -0.009 | ||
| 26.50 | 29.10 | 1 | 62 | 53.7% | 0.96 | 0.0051 | -0.001 | 60 | 0.2000 | 0.6500 | 1 | 705 | 43.2% | -0.05 | 0.0053 | -0.010 |
| 24.20 | 26.60 | 22 | 50.1% | 0.94 | 0.0063 | -0.003 | 62.5 | 0.5000 | 1.00 | 3 | 63 | 44.9% | -0.07 | 0.0067 | -0.013 | |
| 21.80 | 24.00 | 124 | 45.1% | 0.92 | 0.0077 | -0.006 | 65 | 0.6500 | 1.05 | 1,074 | 42.0% | -0.09 | 0.0083 | -0.015 | ||
| 19.80 | 21.80 | 124 | 45.0% | 0.90 | 0.0094 | -0.009 | 67.5 | 1.00 | 1.40 | 257 | 41.9% | -0.12 | 0.0101 | -0.018 | ||
| 17.40 | 20.10 | 2 | 246 | 44.5% | 0.87 | 0.0114 | -0.013 | 70 | 1.20 | 1.95 | 19 | 778 | 41.1% | -0.15 | 0.0121 | -0.020 |
| 15.20 | 17.60 | 403 | 40.8% | 0.83 | 0.0135 | -0.017 | 72.5 | 1.90 | 2.55 | 7 | 126 | 41.8% | -0.18 | 0.0142 | -0.023 | |
| 13.60 | 15.70 | 1,132 | 41.5% | 0.79 | 0.0156 | -0.020 | 75 | 2.50 | 2.80 | 2 | 199 | 39.9% | -0.23 | 0.0162 | -0.025 | |
| 12.20 | 13.90 | 2 | 131 | 42.2% | 0.75 | 0.0176 | -0.023 | 77.5 | 3.20 | 4.10 | 2 | 137 | 41.2% | -0.27 | 0.0181 | -0.027 |
| 10.60 | 12.10 | 1 | 258 | 41.3% | 0.70 | 0.0194 | -0.026 | 80 | 4.10 | 5.20 | 17 | 150 | 41.6% | -0.32 | 0.0198 | -0.029 |
| 9.20 | 10.60 | 8 | 686 | 41.3% | 0.65 | 0.0209 | -0.028 | 82.5 | 5.10 | 6.30 | 3 | 112 | 41.4% | -0.37 | 0.0211 | -0.030 |
| 7.70 | 9.20 | 148 | 583 | 40.6% | 0.59 | 0.0220 | -0.030 | 85 | 6.30 | 6.80 | 2 | 102 | 39.4% | -0.43 | 0.0220 | -0.031 |
| 6.50 | 7.90 | 8 | 543 | 40.1% | 0.54 | 0.0225 | -0.031 | 87.5 | 7.20 | 8.70 | 88 | 39.8% | -0.48 | 0.0224 | -0.031 | |
| 5.70 | 6.20 | 1 | 375 | 39.0% | 0.48 | 0.0226 | -0.032 | 90 | 8.70 | 10.10 | 253 | 39.7% | -0.54 | 0.0223 | -0.030 | |
| 4.60 | 5.80 | 334 | 40.0% | 0.43 | 0.0222 | -0.031 | 92.5 | 9.80 | 12.30 | 114 | 40.0% | -0.59 | 0.0219 | -0.029 | ||
| 3.70 | 4.90 | 1 | 270 | 39.5% | 0.38 | 0.0215 | -0.031 | 95 | 11.40 | 13.90 | 31 | 39.5% | -0.64 | 0.0211 | -0.027 | |
| 3.30 | 4.10 | 19 | 168 | 40.1% | 0.33 | 0.0205 | -0.029 | 97.5 | 13.10 | 15.60 | 44 | 38.9% | -0.68 | 0.0200 | -0.025 | |
| 2.60 | 3.60 | 7 | 560 | 40.1% | 0.29 | 0.0192 | -0.028 | 100 | 14.80 | 17.50 | 16 | 38.2% | -0.72 | 0.0188 | -0.023 | |
| 1.45 | 2.10 | 26 | 115 | 37.4% | 0.22 | 0.0164 | -0.025 | 105 | 19.10 | 21.40 | 28 | 38.4% | -0.79 | 0.0163 | -0.018 | |
| 1.15 | 1.70 | 8 | 114 | 39.9% | 0.17 | 0.0135 | -0.021 | 110 | 23.20 | 25.70 | 16 | 36.8% | -0.85 | 0.0140 | -0.014 | |
| 0.7500 | 1.15 | 6 | 55 | 39.9% | 0.12 | 0.0109 | -0.017 | 115 | 27.50 | 29.90 | -0.90 | 0.0117 | -0.009 | |||
| 0.5000 | 0.8500 | 50 | 40.6% | 0.09 | 0.0087 | -0.014 | 120 | 32.20 | 34.90 | -0.93 | 0.0094 | -0.004 | ||||
| 0.3000 | 1.20 | 8 | 45.4% | 0.07 | 0.0069 | -0.012 | 125 | 37.40 | 39.70 | -0.96 | 0.0070 | 0.000 | ||||
| 0.0500 | 0.5500 | 53 | 40.9% | 0.05 | 0.0054 | -0.009 | 130 | 41.80 | 45.70 | 39.2% | -0.97 | 0.0050 | 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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs