BBY option chain Best Buy Co., Inc.
Cboe delayed options data · as of 09:34 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 ±14.2% (78.72–104.82) · ATM IV 43.1% · P/C open interest 1.20
| 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 | |
| 43.00 | 46.00 | 99.1% | 1.00 | 0.0003 | 0.000 | 47.5 | 0 | 2.15 | 199 | 114.1% | -0.00 | 0.0005 | -0.002 | |||
| 40.30 | 43.60 | 89.6% | 1.00 | 0.0005 | 0.000 | 50 | 0 | 2.15 | 340 | 106.5% | -0.01 | 0.0007 | -0.003 | |||
| 37.80 | 41.10 | 82.6% | 1.00 | 0.0007 | 0.000 | 52.5 | 0 | 2.15 | 70 | 99.2% | -0.01 | 0.0010 | -0.004 | |||
| 35.60 | 38.60 | 81.2% | 0.99 | 0.0011 | 0.000 | 55 | 0 | 2.15 | 468 | 92.3% | -0.01 | 0.0014 | -0.005 | |||
| 33.30 | 36.20 | 79.1% | 0.99 | 0.0015 | -0.001 | 57.5 | 0 | 2.20 | 57 | 86.2% | -0.02 | 0.0019 | -0.006 | |||
| 30.90 | 33.70 | 46 | 73.9% | 0.98 | 0.0022 | -0.003 | 60 | 0.0500 | 2.05 | 6 | 700 | 78.7% | -0.02 | 0.0026 | -0.008 | |
| 28.40 | 30.90 | 22 | 63.9% | 0.98 | 0.0030 | -0.005 | 62.5 | 0 | 2.30 | 62 | 74.4% | -0.03 | 0.0036 | -0.011 | ||
| 26.50 | 28.90 | 121 | 69.7% | 0.97 | 0.0041 | -0.008 | 65 | 0.0500 | 0.4000 | 1,221 | 47.0% | -0.04 | 0.0048 | -0.014 | ||
| 23.90 | 25.80 | 125 | 56.9% | 0.95 | 0.0055 | -0.012 | 67.5 | 0 | 2.45 | 265 | 63.6% | -0.06 | 0.0063 | -0.017 | ||
| 21.70 | 24.20 | 202 | 61.3% | 0.94 | 0.0073 | -0.016 | 70 | 0.4000 | 0.7500 | 50 | 973 | 46.8% | -0.08 | 0.0081 | -0.021 | |
| 19.40 | 21.90 | 404 | 58.0% | 0.91 | 0.0093 | -0.021 | 72.5 | 0.0500 | 2.80 | 225 | 54.7% | -0.10 | 0.0103 | -0.025 | ||
| 17.00 | 19.80 | 1,129 | 54.9% | 0.88 | 0.0117 | -0.026 | 75 | 1.05 | 1.65 | 4 | 249 | 48.0% | -0.13 | 0.0126 | -0.030 | |
| 15.00 | 17.60 | 128 | 53.0% | 0.85 | 0.0143 | -0.031 | 77.5 | 1.25 | 2.10 | 154 | 45.9% | -0.17 | 0.0152 | -0.035 | ||
| 13.00 | 15.60 | 305 | 51.3% | 0.81 | 0.0169 | -0.037 | 80 | 1.95 | 2.75 | 200 | 46.4% | -0.22 | 0.0177 | -0.040 | ||
| 11.00 | 13.10 | 681 | 46.8% | 0.76 | 0.0195 | -0.042 | 82.5 | 2.60 | 3.50 | 145 | 45.9% | -0.27 | 0.0201 | -0.044 | ||
| 9.60 | 11.70 | 9 | 559 | 48.6% | 0.70 | 0.0218 | -0.046 | 85 | 3.40 | 3.90 | 4 | 184 | 43.6% | -0.32 | 0.0222 | -0.048 |
| 7.80 | 10.60 | 538 | 48.7% | 0.64 | 0.0237 | -0.050 | 87.5 | 4.30 | 5.40 | 109 | 44.7% | -0.38 | 0.0238 | -0.050 | ||
| 6.60 | 7.40 | 450 | 42.5% | 0.58 | 0.0249 | -0.052 | 90 | 5.50 | 7.70 | 396 | 48.5% | -0.44 | 0.0248 | -0.052 | ||
| 5.60 | 6.20 | 386 | 43.1% | 0.52 | 0.0255 | -0.053 | 92.5 | 6.70 | 7.60 | 1 | 2,245 | 43.0% | -0.50 | 0.0252 | -0.052 | |
| 3.60 | 6.90 | 2 | 339 | 45.8% | 0.46 | 0.0254 | -0.052 | 95 | 8.20 | 9.90 | 448 | 45.8% | -0.56 | 0.0249 | -0.051 | |
| 3.60 | 4.20 | 10 | 201 | 42.6% | 0.40 | 0.0247 | -0.051 | 97.5 | 9.40 | 11.40 | 65 | 43.8% | -0.62 | 0.0240 | -0.049 | |
| 2.05 | 4.60 | 20 | 1,155 | 43.9% | 0.34 | 0.0234 | -0.049 | 100 | 10.00 | 13.20 | 80 | 39.5% | -0.67 | 0.0227 | -0.046 | |
| 1.75 | 2.95 | 2 | 212 | 45.6% | 0.25 | 0.0200 | -0.042 | 105 | 13.90 | 17.00 | 28 | 38.5% | -0.77 | 0.0192 | -0.039 | |
| 1.00 | 1.70 | 22 | 168 | 43.9% | 0.17 | 0.0161 | -0.035 | 110 | 18.20 | 20.90 | 16 | 35.2% | -0.83 | 0.0154 | -0.031 | |
| 0.5500 | 1.25 | 1 | 519 | 44.9% | 0.12 | 0.0124 | -0.027 | 115 | 22.70 | 25.10 | -0.88 | 0.0118 | -0.023 | |||
| 0.2500 | 1.00 | 8 | 81 | 46.3% | 0.08 | 0.0093 | -0.021 | 120 | 27.40 | 29.90 | -0.92 | 0.0089 | -0.017 | |||
| 0 | 2.45 | 24 | 60.6% | 0.06 | 0.0069 | -0.016 | 125 | 32.60 | 34.60 | -0.94 | 0.0066 | -0.011 | ||||
| 0 | 2.30 | 53 | 64.7% | 0.04 | 0.0051 | -0.012 | 130 | 37.00 | 39.50 | -0.96 | 0.0048 | -0.007 | ||||
| 0 | 2.25 | 143 | 69.2% | 0.03 | 0.0037 | -0.009 | 135 | 41.90 | 44.60 | -0.97 | 0.0036 | -0.003 | ||||
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