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 ±16.9% (53.76–75.66) · ATM IV 34.9% · P/C open interest 0.83
| 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 | 31.50 | 21 | 0.98 | 0.0019 | 0.000 | 35 | 0.0500 | 0.1500 | 388 | 49.9% | -0.01 | 0.0019 | -0.003 | |||
| 26.50 | 29.80 | 140 | 46.7% | 0.98 | 0.0025 | 0.000 | 37 | 0 | 0.2500 | 229 | 47.5% | -0.02 | 0.0025 | -0.003 | ||
| 23.70 | 26.90 | 326 | 45.7% | 0.97 | 0.0037 | 0.000 | 40 | 0.0500 | 0.3000 | 1,989 | 44.2% | -0.03 | 0.0037 | -0.004 | ||
| 22.50 | 24.20 | 173 | 42.4% | 0.96 | 0.0047 | 0.000 | 42 | 0 | 0.6000 | 199 | 44.8% | -0.04 | 0.0048 | -0.005 | ||
| 19.30 | 21.30 | 101 | 33.0% | 0.94 | 0.0068 | -0.001 | 45 | 0.1500 | 0.6000 | 189 | 40.8% | -0.06 | 0.0069 | -0.007 | ||
| 17.30 | 19.80 | 1 | 875 | 36.2% | 0.93 | 0.0086 | -0.003 | 47 | 0.2500 | 0.7500 | 331 | 39.5% | -0.07 | 0.0087 | -0.008 | |
| 14.80 | 17.20 | 960 | 37.5% | 0.89 | 0.0119 | -0.006 | 50 | 0.5500 | 1.10 | 1 | 385 | 38.6% | -0.11 | 0.0121 | -0.010 | |
| 11.20 | 12.60 | 2,092 | 36.0% | 0.81 | 0.0186 | -0.011 | 55 | 1.30 | 1.85 | 2 | 1,080 | 36.0% | -0.19 | 0.0190 | -0.014 | |
| 7.60 | 8.70 | 2 | 1,165 | 33.3% | 0.70 | 0.0254 | -0.015 | 60 | 2.70 | 3.20 | 1,357 | 34.6% | -0.31 | 0.0262 | -0.017 | |
| 5.30 | 6.10 | 3 | 494 | 35.0% | 0.56 | 0.0298 | -0.018 | 65 | 4.80 | 5.70 | 450 | 34.8% | -0.45 | 0.0310 | -0.019 | |
| 3.10 | 3.90 | 2 | 1,263 | 33.6% | 0.41 | 0.0299 | -0.018 | 70 | 7.70 | 8.80 | 3 | 34.7% | -0.61 | 0.0312 | -0.017 | |
| 1.40 | 2.40 | 433 | 31.8% | 0.28 | 0.0262 | -0.016 | 75 | 10.60 | 12.90 | 33.6% | -0.74 | 0.0277 | -0.014 | |||
| 0.8500 | 1.40 | 3 | 493 | 32.3% | 0.19 | 0.0207 | -0.013 | 80 | 15.20 | 16.70 | 1 | 33.9% | -0.84 | 0.0232 | -0.010 | |
| 0.4000 | 1.10 | 4 | 352 | 34.0% | 0.12 | 0.0153 | -0.009 | 85 | 19.30 | 21.20 | 1 | -0.93 | 0.0202 | -0.007 | ||
| 0.2500 | 0.7000 | 2 | 302 | 35.0% | 0.08 | 0.0108 | -0.007 | 90 | 23.80 | 27.00 | 37.1% | -0.98 | 0.0130 | -0.009 | ||
| 0.1500 | 0.3000 | 1 | 47 | 33.9% | 0.05 | 0.0075 | -0.005 | 95 | 28.90 | 31.60 | -1.00 | 0.0000 | -0.018 | |||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs