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 ±8.8% (58.98–70.44) · ATM IV 31.8% · P/C open interest 0.43
| 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 | |
| 28.40 | 30.10 | 1 | 1.00 | 0.0008 | 0.000 | 35 | 0 | 0.1000 | 7 | 78.5% | -0.00 | 0.0008 | -0.002 | |||
| 23.50 | 26.20 | 1 | 0.99 | 0.0017 | 0.000 | 40 | 0 | 0.3000 | 14 | 74.4% | -0.01 | 0.0017 | -0.004 | |||
| 18.50 | 21.40 | 2 | 51.1% | 0.98 | 0.0038 | -0.003 | 45 | 0 | 0.1500 | 22 | 52.1% | -0.02 | 0.0039 | -0.006 | ||
| 14.50 | 16.20 | 26 | 55.6% | 0.96 | 0.0087 | -0.008 | 50 | 0.0500 | 0.3000 | 118 | 45.3% | -0.04 | 0.0088 | -0.010 | ||
| 9.60 | 10.60 | 146 | 30.7% | 0.90 | 0.0196 | -0.015 | 55 | 0.2000 | 0.5000 | 6 | 702 | 37.0% | -0.10 | 0.0198 | -0.017 | |
| 5.50 | 6.40 | 42 | 1,129 | 32.4% | 0.77 | 0.0397 | -0.025 | 60 | 0.7500 | 1.30 | 26 | 333 | 33.0% | -0.23 | 0.0401 | -0.027 |
| 2.60 | 3.10 | 47 | 2,351 | 31.9% | 0.52 | 0.0560 | -0.032 | 65 | 2.45 | 3.30 | 1 | 884 | 31.8% | -0.48 | 0.0571 | -0.032 |
| 0.9500 | 1.20 | 9 | 1,226 | 31.3% | 0.27 | 0.0459 | -0.027 | 70 | 5.40 | 7.00 | 1 | 140 | 32.3% | -0.74 | 0.0479 | -0.027 |
| 0.2500 | 0.5000 | 149 | 32.4% | 0.13 | 0.0271 | -0.018 | 75 | 9.60 | 11.60 | 35.2% | -0.89 | 0.0290 | -0.018 | |||
| 0 | 0.2500 | 128 | 33.6% | 0.06 | 0.0146 | -0.011 | 80 | 13.90 | 16.90 | 38.9% | -0.96 | 0.0194 | -0.013 | |||
| 0 | 0.3000 | 47 | 42.6% | 0.03 | 0.0080 | -0.007 | 85 | 19.00 | 21.80 | 47.4% | -1.00 | 0.0052 | -0.010 | |||
| 0 | 0.1000 | 1 | 42.2% | 0.02 | 0.0046 | -0.005 | 90 | 24.00 | 26.80 | 55.2% | -1.00 | 0.0000 | -0.010 | |||
| 0 | 0.3000 | 4 | 56.4% | 0.01 | 0.0027 | -0.003 | 95 | 29.00 | 31.80 | 62.5% | -1.00 | 0.0000 | -0.010 | |||
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs