BKR option chain Baker Hughes Company
Cboe delayed options data · as of 15:34 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 ±8.9% (50.79–60.69) · ATM IV 38.2% · P/C open interest 0.35
| 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 | |
| 24.60 | 27.00 | 103.5% | 1.00 | 0.0003 | 0.000 | 30 | 0 | 0.6000 | 127.2% | -0.00 | 0.0007 | -0.002 | ||||
| 19.40 | 21.80 | 1 | 1.00 | 0.0011 | 0.000 | 35 | 0 | 0.6000 | 1 | 99.6% | -0.01 | 0.0019 | -0.004 | |||
| 14.50 | 17.00 | 0.99 | 0.0042 | -0.004 | 40 | 0 | 0.1500 | 2 | 57.7% | -0.02 | 0.0053 | -0.007 | ||||
| 10.00 | 11.50 | 31 | 0.95 | 0.0144 | -0.013 | 45 | 0.0500 | 0.3000 | 168 | 46.7% | -0.06 | 0.0150 | -0.015 | |||
| 5.50 | 6.60 | 30 | 33.7% | 0.84 | 0.0395 | -0.028 | 50 | 0.5500 | 0.6500 | 7 | 453 | 39.9% | -0.17 | 0.0381 | -0.028 | |
| 2.70 | 2.90 | 13 | 584 | 38.3% | 0.57 | 0.0662 | -0.039 | 55 | 2.00 | 2.30 | 117 | 887 | 38.1% | -0.44 | 0.0654 | -0.038 |
| 0.8000 | 1.10 | 20 | 3,746 | 38.0% | 0.26 | 0.0541 | -0.031 | 60 | 5.10 | 5.60 | 283 | 38.7% | -0.74 | 0.0547 | -0.031 | |
| 0.2000 | 0.3000 | 87 | 668 | 38.2% | 0.10 | 0.0269 | -0.017 | 65 | 9.30 | 10.30 | 36 | 44.2% | -0.91 | 0.0270 | -0.016 | |
| 0 | 0.4500 | 178 | 50.0% | 0.04 | 0.0116 | -0.009 | 70 | 13.60 | 15.50 | 47.6% | -0.97 | 0.0113 | -0.006 | |||
| 0 | 0.6000 | 4 | 64.9% | 0.02 | 0.0051 | -0.004 | 75 | 18.60 | 21.00 | 71.1% | -0.99 | 0.0046 | -0.001 | |||
| 0 | 0.6000 | 75.3% | 0.01 | 0.0024 | -0.002 | 80 | 23.20 | 26.20 | 78.0% | -0.99 | 0.0020 | 0.000 | ||||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs