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 ±14.6% (55.26–74.16) · ATM IV 33.8% · P/C open interest 0.51
| 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 | |
| 29.00 | 30.90 | 1 | 42 | 56.0% | 0.99 | 0.0014 | 0.000 | 35 | 0 | 0.1500 | 5 | 113 | 53.4% | -0.01 | 0.0015 | -0.002 |
| 26.70 | 28.90 | 10 | 0.99 | 0.0020 | 0.000 | 37 | 0 | 0.2000 | 825 | 51.2% | -0.01 | 0.0020 | -0.003 | |||
| 23.60 | 26.60 | 127 | 51.0% | 0.98 | 0.0032 | 0.000 | 40 | 0.0500 | 0.2500 | 108 | 48.0% | -0.02 | 0.0032 | -0.004 | ||
| 22.30 | 24.20 | 106 | 51.3% | 0.97 | 0.0042 | 0.000 | 42 | 0 | 0.5000 | 107 | 48.1% | -0.03 | 0.0042 | -0.005 | ||
| 18.80 | 21.80 | 39 | 45.0% | 0.95 | 0.0063 | 0.000 | 45 | 0.0500 | 0.3500 | 109 | 39.9% | -0.05 | 0.0064 | -0.007 | ||
| 17.00 | 19.80 | 40 | 42.5% | 0.94 | 0.0082 | -0.002 | 47 | 0.2500 | 0.7500 | 538 | 44.0% | -0.06 | 0.0082 | -0.008 | ||
| 14.40 | 16.90 | 562 | 40.0% | 0.91 | 0.0117 | -0.005 | 50 | 0.4000 | 0.8500 | 283 | 39.6% | -0.09 | 0.0119 | -0.011 | ||
| 10.30 | 12.50 | 519 | 37.3% | 0.83 | 0.0196 | -0.011 | 55 | 1.25 | 1.45 | 566 | 37.4% | -0.17 | 0.0200 | -0.015 | ||
| 7.20 | 8.40 | 3 | 2,346 | 36.0% | 0.70 | 0.0283 | -0.017 | 60 | 2.00 | 2.95 | 2 | 778 | 34.2% | -0.30 | 0.0289 | -0.019 |
| 4.00 | 5.50 | 30 | 1,436 | 33.5% | 0.54 | 0.0337 | -0.020 | 65 | 4.10 | 5.30 | 121 | 34.2% | -0.46 | 0.0345 | -0.021 | |
| 2.50 | 3.50 | 13 | 1,362 | 34.8% | 0.38 | 0.0330 | -0.019 | 70 | 6.70 | 8.40 | 36 | 32.6% | -0.63 | 0.0339 | -0.018 | |
| 1.20 | 2.00 | 5 | 551 | 33.7% | 0.24 | 0.0272 | -0.016 | 75 | 10.30 | 12.60 | 1 | 33.6% | -0.77 | 0.0286 | -0.014 | |
| 0.4000 | 0.9000 | 6 | 1,404 | 31.1% | 0.15 | 0.0200 | -0.012 | 80 | 14.60 | 16.50 | 1 | 30.5% | -0.88 | 0.0228 | -0.009 | |
| 0.3000 | 0.6000 | 2 | 251 | 34.0% | 0.09 | 0.0136 | -0.009 | 85 | 19.60 | 21.90 | 40.4% | -0.95 | 0.0191 | -0.004 | ||
| 0.1000 | 0.3000 | 11 | 361 | 33.3% | 0.05 | 0.0089 | -0.006 | 90 | 23.80 | 26.90 | -1.00 | 0.0044 | -0.015 | |||
| 0 | 0.4000 | 26 | 37.7% | 0.03 | 0.0057 | -0.004 | 95 | 28.90 | 31.80 | -1.00 | 0.0000 | -0.021 | ||||
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