BKR option chain Baker Hughes Company
Cboe delayed options data · as of 00:33 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 ±5.1% (61.41–68.01) · ATM IV 30.3% · P/C open interest 0.85
| 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 | |
| 30.30 | 33.10 | 1.00 | 0.0000 | 0.000 | 33 | 0 | 0.6500 | 12 | 189.1% | 0.00 | 0.0000 | 0.000 | ||||
| 28.40 | 31.10 | 1 | 13 | 120.3% | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.6500 | 70 | 174.6% | -0.00 | 0.0000 | -0.000 | |
| 26.30 | 29.10 | 1 | 1.00 | 0.0000 | 0.000 | 37 | 0 | 0.1000 | 1,738 | 118.8% | -0.00 | 0.0000 | -0.000 | |||
| 23.30 | 26.10 | 76 | 1.00 | 0.0001 | 0.000 | 40 | 0 | 0.5000 | 208 | 134.4% | -0.00 | 0.0001 | -0.000 | |||
| 21.30 | 24.10 | 153 | 1.00 | 0.0002 | 0.000 | 42 | 0 | 0.1000 | 94 | 94.3% | -0.00 | 0.0002 | -0.000 | |||
| 18.30 | 20.90 | 198 | 1.00 | 0.0005 | 0.000 | 45 | 0 | 0.1000 | 1,132 | 80.8% | -0.00 | 0.0005 | -0.001 | |||
| 16.30 | 19.20 | 290 | 49.8% | 1.00 | 0.0009 | 0.000 | 47 | 0 | 0.1000 | 229 | 72.2% | -0.00 | 0.0009 | -0.001 | ||
| 13.30 | 16.20 | 4 | 286 | 0.99 | 0.0022 | -0.001 | 50 | 0 | 0.1000 | 10 | 363 | 59.9% | -0.01 | 0.0022 | -0.003 | |
| 9.30 | 10.20 | 12 | 589 | 0.97 | 0.0107 | -0.009 | 55 | 0 | 0.1500 | 14 | 896 | 43.2% | -0.03 | 0.0108 | -0.010 | |
| 4.60 | 5.50 | 10 | 1,197 | 32.5% | 0.86 | 0.0467 | -0.031 | 60 | 0.2000 | 0.5000 | 53 | 5,782 | 35.0% | -0.14 | 0.0470 | -0.031 |
| 1.25 | 1.75 | 338 | 4,533 | 29.6% | 0.49 | 0.0947 | -0.053 | 65 | 1.60 | 2.00 | 38 | 812 | 31.0% | -0.51 | 0.0957 | -0.053 |
| 0.2000 | 0.5000 | 24 | 5,261 | 34.4% | 0.14 | 0.0494 | -0.029 | 70 | 4.90 | 6.50 | 279 | 37.7% | -0.87 | 0.0508 | -0.029 | |
| 0 | 0.5000 | 1 | 495 | 49.2% | 0.03 | 0.0135 | -0.009 | 75 | 9.50 | 11.80 | 55.8% | -0.99 | 0.0157 | -0.009 | ||
| 0 | 0.6500 | 309 | 44.1% | 0.01 | 0.0035 | -0.003 | 80 | 14.30 | 16.80 | 67.7% | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.1000 | 175 | 60.0% | 0.00 | 0.0010 | -0.001 | 85 | 19.50 | 21.50 | 78.9% | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.4500 | 109 | 89.4% | 0.00 | 0.0003 | -0.000 | 90 | 24.70 | 26.20 | 87.7% | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.5000 | 4 | 102.7% | 0.00 | 0.0001 | -0.000 | 95 | 29.00 | 31.80 | 93.8% | -1.00 | 0.0000 | -0.007 | |||
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 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