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 ±19.7% (51.96–77.46) · ATM IV 33.8% · P/C open interest 1.75
| 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 | |
| 29.10 | 31.30 | 3 | 43.7% | 0.98 | 0.0024 | 0.000 | 35 | 0 | 0.3500 | 45.3% | -0.02 | 0.0025 | -0.003 | |||
| 24.70 | 26.50 | 2 | 44.3% | 0.96 | 0.0044 | 0.000 | 40 | 0.2500 | 0.5500 | 106 | 43.1% | -0.04 | 0.0046 | -0.005 | ||
| 19.60 | 22.40 | 8 | 40.3% | 0.92 | 0.0076 | -0.003 | 45 | 0.4500 | 0.9500 | 115 | 39.5% | -0.08 | 0.0077 | -0.007 | ||
| 15.50 | 17.50 | 90 | 35.8% | 0.87 | 0.0119 | -0.007 | 50 | 1.10 | 1.55 | 1,279 | 37.6% | -0.13 | 0.0120 | -0.010 | ||
| 11.70 | 13.50 | 3 | 32 | 34.6% | 0.79 | 0.0169 | -0.010 | 55 | 2.10 | 2.65 | 385 | 36.2% | -0.21 | 0.0172 | -0.012 | |
| 8.60 | 10.60 | 2 | 103 | 35.8% | 0.68 | 0.0215 | -0.013 | 60 | 3.40 | 4.20 | 184 | 34.2% | -0.32 | 0.0220 | -0.014 | |
| 5.80 | 7.70 | 6 | 116 | 34.2% | 0.57 | 0.0244 | -0.015 | 65 | 5.60 | 6.40 | 3 | 79 | 33.4% | -0.44 | 0.0254 | -0.015 |
| 3.80 | 5.30 | 1 | 608 | 33.1% | 0.45 | 0.0250 | -0.015 | 70 | 8.00 | 10.00 | 20 | 33.6% | -0.57 | 0.0265 | -0.015 | |
| 2.90 | 4.00 | 4 | 58 | 35.2% | 0.34 | 0.0233 | -0.014 | 75 | 11.40 | 13.60 | 33.6% | -0.69 | 0.0251 | -0.013 | ||
| 1.50 | 2.60 | 40 | 33.2% | 0.25 | 0.0202 | -0.012 | 80 | 15.70 | 17.30 | 1 | 33.8% | -0.79 | 0.0224 | -0.011 | ||
| 0.9500 | 1.75 | 35 | 33.3% | 0.18 | 0.0165 | -0.010 | 85 | 20.00 | 21.90 | 34.9% | -0.87 | 0.0201 | -0.008 | |||
| 0.4500 | 1.10 | 11 | 32.4% | 0.12 | 0.0130 | -0.008 | 90 | 24.60 | 26.50 | 35.2% | -0.94 | 0.0186 | -0.006 | |||
| 0.4000 | 0.7000 | 75 | 33.4% | 0.09 | 0.0099 | -0.006 | 95 | 28.80 | 32.00 | 36.8% | -0.99 | 0.0093 | -0.009 | |||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs