BBY option chain Best Buy Co., Inc.

Expiration 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 ±22.8% (67.20–106.80) · ATM IV 39.1% · P/C open interest 1.09

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
40.30	43.80		2	49.9%	0.99	0.0014	0.000	45	0.0500	0.5000		33	48.8%	-0.03	0.0019	-0.005
38.10	41.60		3	55.9%	0.98	0.0024	0.000	47.5	0.1500	0.6500		14	48.5%	-0.03	0.0023	-0.005
35.30	39.20		2	49.1%	0.97	0.0033	-0.001	50	0.2500	0.7500		2,021	47.0%	-0.04	0.0029	-0.006
34.00	36.30		7	51.5%	0.96	0.0039	-0.002	52.5	0.5500	0.9500		391	47.6%	-0.05	0.0036	-0.008
31.90	34.00		27	50.7%	0.94	0.0045	-0.003	55	0.6500	1.10		146	45.6%	-0.06	0.0044	-0.009
29.30	31.90		35	47.9%	0.93	0.0052	-0.005	57.5	0.7000	1.85		186	46.6%	-0.08	0.0052	-0.010
27.10	29.50	2	20	45.5%	0.91	0.0061	-0.006	60	1.25	1.75		504	45.0%	-0.10	0.0062	-0.012
25.00	27.40		19	44.7%	0.89	0.0071	-0.008	62.5	1.50	2.00		20	43.4%	-0.12	0.0073	-0.013
23.20	25.30		12	44.5%	0.87	0.0082	-0.010	65	1.95	2.45		24	42.9%	-0.14	0.0084	-0.015
20.80	23.40		43	42.5%	0.84	0.0093	-0.012	67.5	2.30	2.95		13	41.9%	-0.17	0.0096	-0.016
18.90	21.50		2,137	41.8%	0.81	0.0104	-0.014	70	3.00	3.80		140	42.5%	-0.19	0.0107	-0.018
17.40	19.70	8	60	42.0%	0.78	0.0116	-0.016	72.5	3.00	4.50	1	54	40.3%	-0.23	0.0119	-0.019
15.40	17.90		31	40.5%	0.75	0.0126	-0.018	75	4.10	5.10	1	80	40.4%	-0.26	0.0130	-0.020
13.90	16.20		17	40.1%	0.71	0.0136	-0.019	77.5	4.70	6.40		80	40.4%	-0.30	0.0141	-0.022
12.80	14.60	1	63	40.4%	0.68	0.0145	-0.020	80	6.10	7.40	3	56	41.0%	-0.34	0.0150	-0.022
11.40	13.20	2	30	40.0%	0.64	0.0152	-0.021	82.5	7.10	8.10	1	106	39.7%	-0.38	0.0158	-0.023
9.40	12.10		13	38.7%	0.60	0.0157	-0.022	85	8.30	9.60	4	124	40.1%	-0.42	0.0164	-0.024
8.50	10.60		111	38.4%	0.56	0.0161	-0.023	87.5	9.60	10.90		119	39.9%	-0.46	0.0168	-0.024
7.70	9.40		217	38.5%	0.52	0.0163	-0.023	90	11.00	12.30		57	39.7%	-0.50	0.0170	-0.024
7.10	8.60		71	39.5%	0.48	0.0164	-0.023	92.5	12.00	13.70		16	38.3%	-0.54	0.0170	-0.023
6.30	7.50		199	39.1%	0.44	0.0162	-0.023	95	13.50	16.00			39.4%	-0.58	0.0169	-0.023
5.50	6.70		16	39.0%	0.41	0.0160	-0.023	97.5	15.10	17.50			38.7%	-0.61	0.0166	-0.022
4.80	5.90	4	729	38.7%	0.37	0.0156	-0.022	100	16.70	19.40			38.5%	-0.65	0.0162	-0.021
3.70	4.60	5	28	38.7%	0.31	0.0145	-0.021	105	20.40	23.40			38.6%	-0.71	0.0150	-0.018
2.65	4.40	4	37	40.2%	0.26	0.0132	-0.019	110	24.40	28.00			39.9%	-0.77	0.0136	-0.016
2.15	2.95	4	22	39.1%	0.21	0.0118	-0.017	115	28.80	31.70			38.7%	-0.82	0.0124	-0.013
1.50	2.10		21	38.1%	0.17	0.0104	-0.016	120	33.20	36.20			38.7%	-0.86	0.0113	-0.011
1.15	2.30		8	40.7%	0.14	0.0090	-0.014	125	37.40	41.30			39.1%	-0.89	0.0100	-0.009
0.7500	2.10			41.4%	0.12	0.0078	-0.012	130	42.10	46.00			38.1%	-0.92	0.0086	-0.006

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 — Mar 19, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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BBY option chain Best Buy Co., Inc.

Volatility smile — Mar 19, 2027

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