Baker Hughes Company (BKR)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of Oct 19, 21:52 UTC · Figures derived from the full chain (296 contracts, 9 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±8.3% (range 51.04–60.29) by Nov 20, 2026. ATM straddle: 4.62 @ strike 55 · ATM IV: 35.0%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 50.10 | -10% | 83.2% | 16.8% |
| 52.88 | -5% | 67.1% | 32.9% |
| 55.67 | +0% | 47.9% | 52.1% |
| 58.45 | +5% | 30.1% | 69.9% |
| 61.23 | +10% | 16.6% | 83.4% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | ±8.3% | 35.0% | 4,033 |
| Dec 18, 2026 | 60 | ±11.4% | 35.2% | 16.7K |
| Jan 15, 2027 | 88 | ±13.4% | 34.4% | 18.2K |
| Mar 19, 2027 | 151 | ±17.4% | 34.3% | 4,500 |
| Apr 16, 2027 | 179 | ±19.0% | 34.2% | 354 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 60 C · 3,89055 C · 2,31365 C · 1,99455 P · 1,66070 C · 1,587
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 43 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 62.8% of the time.
Past earnings reactions
Avg |reaction| 5.4% · median 4.7% (20 reports). Two-session close-to-close window; definition
About Baker Hughes Company
Baker Hughes Co. is a holding company, which engages in the provision of oilfield products, services, and digital solutions. It operates through the Oilfield Services and Equipment (OFSE) and industrial and Energy Technology (IET) segments. The OFSE segment designs and manufactures products and provides services for onshore and offshore oilfield operations. The IET segment combines expertise, technologies, and services for industrial and energy customers including on and off-shore, LNG, pipeline and gas storage, refining, petrochemical, distributed gas, flow and process control, and industrial segments such as nuclear, aviation, automotive, marine, food and beverage, mining, cement and utilities. The company was founded in April 1987 and is headquartered in Houston, TX.
Energy · Oil & Gas Equipment & Services · NASDAQ · Profile: Financial Modeling Prep
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