BBY option chain Best Buy Co., Inc.
Cboe delayed options data · as of 06:34 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 ±30.5% (65.29–122.49) · ATM IV 41.4% · P/C open interest 1.59
| 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 | |
| 44.80 | 48.10 | 0.98 | 0.0020 | 0.000 | 47.5 | 0.7500 | 1.05 | 4 | 21 | 48.4% | -0.05 | 0.0023 | -0.006 | |||
| 42.60 | 45.70 | 0.96 | 0.0026 | -0.002 | 50 | 0.9000 | 1.50 | 8 | 48.6% | -0.06 | 0.0027 | -0.007 | ||||
| 38.10 | 41.50 | 44.5% | 0.94 | 0.0037 | -0.005 | 55 | 1.45 | 2.65 | 1 | 49.4% | -0.08 | 0.0036 | -0.009 | |||
| 34.00 | 37.20 | 44.8% | 0.91 | 0.0048 | -0.007 | 60 | 2.10 | 2.75 | 75 | 45.5% | -0.11 | 0.0047 | -0.011 | |||
| 30.00 | 33.00 | 43.6% | 0.87 | 0.0058 | -0.010 | 65 | 2.05 | 5.30 | 10 | 46.1% | -0.14 | 0.0058 | -0.013 | |||
| 26.30 | 29.50 | 5 | 43.6% | 0.83 | 0.0069 | -0.012 | 70 | 2.55 | 7.00 | 8 | 44.6% | -0.18 | 0.0069 | -0.015 | ||
| 22.90 | 25.80 | 11 | 42.5% | 0.78 | 0.0080 | -0.014 | 75 | 5.60 | 6.80 | 10 | 43.7% | -0.23 | 0.0080 | -0.016 | ||
| 21.30 | 24.70 | 3 | 43.1% | 0.76 | 0.0085 | -0.015 | 77.5 | 5.50 | 8.30 | 5 | 42.9% | -0.25 | 0.0085 | -0.017 | ||
| 19.80 | 22.60 | 13 | 41.9% | 0.73 | 0.0090 | -0.016 | 80 | 7.00 | 9.10 | 7 | 43.4% | -0.28 | 0.0089 | -0.018 | ||
| 18.50 | 21.20 | 42.0% | 0.70 | 0.0094 | -0.017 | 82.5 | 7.60 | 10.20 | 1 | 42.7% | -0.30 | 0.0094 | -0.018 | |||
| 17.00 | 20.10 | 16 | 42.0% | 0.68 | 0.0098 | -0.018 | 85 | 9.10 | 11.20 | 43.1% | -0.33 | 0.0098 | -0.019 | |||
| 15.80 | 18.50 | 41.5% | 0.65 | 0.0101 | -0.018 | 87.5 | 10.50 | 12.40 | 43.4% | -0.35 | 0.0101 | -0.019 | ||||
| 14.10 | 17.50 | 8 | 40.9% | 0.63 | 0.0104 | -0.019 | 90 | 10.00 | 13.50 | 1 | 40.4% | -0.38 | 0.0104 | -0.019 | ||
| 13.60 | 16.90 | 10 | 42.7% | 0.60 | 0.0106 | -0.019 | 92.5 | 12.90 | 14.80 | 42.8% | -0.41 | 0.0106 | -0.020 | |||
| 12.50 | 15.00 | 1 | 10 | 41.2% | 0.57 | 0.0108 | -0.020 | 95 | 14.00 | 15.70 | 41.6% | -0.43 | 0.0108 | -0.020 | ||
| 11.50 | 14.80 | 1 | 42.3% | 0.55 | 0.0110 | -0.020 | 97.5 | 15.30 | 17.50 | 41.9% | -0.46 | 0.0110 | -0.020 | |||
| 10.20 | 13.60 | 16 | 41.3% | 0.52 | 0.0111 | -0.020 | 100 | 15.40 | 19.00 | 39.8% | -0.48 | 0.0111 | -0.020 | |||
| 8.50 | 11.30 | 59 | 40.2% | 0.47 | 0.0111 | -0.020 | 105 | 19.90 | 22.50 | 42.1% | -0.53 | 0.0112 | -0.019 | |||
| 8.50 | 9.90 | 7 | 42.4% | 0.42 | 0.0109 | -0.020 | 110 | 23.30 | 25.50 | 41.5% | -0.58 | 0.0111 | -0.018 | |||
| 7.10 | 8.50 | 42.0% | 0.38 | 0.0107 | -0.019 | 115 | 25.90 | 29.00 | 39.7% | -0.63 | 0.0109 | -0.018 | ||||
| 4.40 | 7.20 | 39.1% | 0.34 | 0.0102 | -0.019 | 120 | 30.10 | 33.50 | 41.4% | -0.67 | 0.0106 | -0.016 | ||||
| 5.00 | 7.00 | 42.8% | 0.30 | 0.0098 | -0.018 | 125 | 33.90 | 37.00 | 40.4% | -0.71 | 0.0102 | -0.015 | ||||
| 3.10 | 5.50 | 1 | 39.6% | 0.27 | 0.0092 | -0.017 | 130 | 38.00 | 41.50 | 14 | 41.1% | -0.75 | 0.0098 | -0.014 | ||
| 2.70 | 4.80 | 40.0% | 0.24 | 0.0086 | -0.016 | 135 | 41.20 | 45.50 | 38.3% | -0.78 | 0.0094 | -0.013 | ||||
| 1.75 | 4.30 | 39.4% | 0.21 | 0.0080 | -0.015 | 140 | 45.50 | 50.00 | 38.2% | -0.81 | 0.0089 | -0.011 | ||||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs