BMY option chain Bristol-Myers Squibb 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 ±1.8% (66.42–68.91) · ATM IV 30.2% · P/C open interest 0.53
| 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 | |
| 31.65 | 32.75 | 4 | 1 | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.0200 | 25 | 430.6% | 0.00 | 0.0000 | 0.000 | ||
| 26.70 | 27.90 | 6 | 12 | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0200 | 62 | 261.3% | 0.00 | 0.0000 | 0.000 | ||
| 21.75 | 22.90 | 8 | 3 | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.2200 | 76 | 206.8% | 0.00 | 0.0000 | 0.000 | ||
| 17.45 | 19.20 | 2 | 3 | 1.00 | 0.0000 | 0.000 | 49 | 0 | 2.13 | 77 | 385.4% | 0.00 | 0.0000 | -0.000 | ||
| 15.85 | 17.90 | 7 | 3 | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.1500 | 6 | 204.2% | -0.00 | 0.0000 | -0.000 | ||
| 14.70 | 16.90 | 5 | 2 | 1.00 | 0.0001 | 0.000 | 51 | 0 | 0.9300 | 132 | 276.8% | -0.00 | 0.0001 | -0.000 | ||
| 14.65 | 16.00 | 4 | 4 | 1.00 | 0.0001 | 0.000 | 52 | 0 | 1.27 | 26 | 284.3% | -0.00 | 0.0001 | -0.000 | ||
| 13.75 | 14.85 | 1 | 4 | 1.00 | 0.0001 | 0.000 | 53 | 0 | 1.27 | 16 | 268.6% | -0.00 | 0.0001 | -0.000 | ||
| 12.80 | 14.00 | 1 | 1.00 | 0.0002 | 0.000 | 54 | 0 | 0.0200 | 91 | 120.7% | -0.00 | 0.0002 | -0.000 | |||
| 10.60 | 12.90 | 1 | 16 | 1.00 | 0.0003 | 0.000 | 55 | 0 | 0.2700 | 38 | 164.2% | -0.00 | 0.0003 | -0.000 | ||
| 10.40 | 11.90 | 1 | 9 | 1.00 | 0.0004 | 0.000 | 56 | 0 | 0.8700 | 33 | 199.6% | -0.00 | 0.0004 | -0.000 | ||
| 9.30 | 11.05 | 2 | 1.00 | 0.0006 | 0.000 | 57 | 0 | 0.8700 | 56 | 185.4% | -0.00 | 0.0006 | -0.001 | |||
| 7.55 | 10.25 | 3 | 1.00 | 0.0009 | 0.000 | 58 | 0 | 0.3500 | 44 | 136.3% | -0.00 | 0.0009 | -0.001 | |||
| 7.65 | 8.85 | 6 | 1.00 | 0.0015 | -0.000 | 59 | 0 | 0.7500 | 84 | 150.6% | -0.00 | 0.0015 | -0.001 | |||
| 6.25 | 7.95 | 10 | 74 | 1.00 | 0.0024 | -0.001 | 60 | 0 | 0.1000 | 103 | 87.1% | -0.00 | 0.0024 | -0.002 | ||
| 5.80 | 6.85 | 6 | 1.00 | 0.0041 | -0.002 | 61 | 0 | 0.4500 | 412 | 106.6% | -0.00 | 0.0041 | -0.003 | |||
| 4.90 | 5.85 | 15 | 0.99 | 0.0074 | -0.004 | 62 | 0 | 0.0600 | 134 | 61.3% | -0.01 | 0.0074 | -0.005 | |||
| 3.25 | 5.10 | 28 | 99 | 0.99 | 0.0143 | -0.008 | 63 | 0 | 0.0100 | 14 | 189 | 40.1% | -0.01 | 0.0143 | -0.008 | |
| 3.30 | 3.90 | 2 | 124 | 0.98 | 0.0293 | -0.016 | 64 | 0 | 0.2300 | 18 | 135 | 56.3% | -0.02 | 0.0294 | -0.016 | |
| 2.02 | 3.15 | 22 | 160 | 0.94 | 0.0643 | -0.034 | 65 | 0.0100 | 0.1000 | 193 | 358 | 36.8% | -0.06 | 0.0644 | -0.035 | |
| 0.8300 | 2.03 | 7 | 373 | 0.86 | 0.1388 | -0.079 | 66 | 0.0500 | 0.2000 | 54 | 296 | 32.7% | -0.14 | 0.1395 | -0.080 | |
| 0.7100 | 1.29 | 69 | 494 | 29.6% | 0.68 | 0.2380 | -0.147 | 67 | 0.1000 | 0.5300 | 38 | 244 | 29.9% | -0.32 | 0.2409 | -0.148 |
| 0.2600 | 0.4200 | 409 | 906 | 23.8% | 0.42 | 0.2637 | -0.166 | 68 | 0.6300 | 1.18 | 13 | 134 | 36.6% | -0.58 | 0.2684 | -0.170 |
| 0 | 0.1900 | 201 | 1,872 | 24.6% | 0.20 | 0.1853 | -0.102 | 69 | 1.24 | 2.09 | 4 | 41.8% | -0.81 | 0.1875 | -0.104 | |
| 0 | 0.0800 | 29 | 570 | 29.3% | 0.07 | 0.0903 | -0.042 | 70 | 2.16 | 3.75 | 11 | 40 | 74.6% | -0.94 | 0.0906 | -0.039 |
| 0 | 0.0500 | 5 | 404 | 35.4% | 0.04 | 0.0493 | -0.029 | 71 | 3.05 | 4.50 | 1 | 79.3% | -0.96 | 0.0487 | -0.026 | |
| 0 | 0.2300 | 2 | 75 | 59.6% | 0.03 | 0.0322 | -0.025 | 72 | 4.15 | 5.10 | 8 | 78.6% | -0.97 | 0.0315 | -0.022 | |
| 0 | 0.2500 | 2 | 45 | 70.7% | 0.02 | 0.0224 | -0.021 | 73 | 5.15 | 6.10 | 4 | 90.0% | -0.98 | 0.0217 | -0.020 | |
| 0 | 0.0500 | 5 | 59.4% | 0.02 | 0.0162 | -0.018 | 74 | 5.25 | 6.95 | 2 | -0.99 | 0.0154 | -0.017 | |||
| 0 | 0.5000 | 25 | 105.5% | 0.01 | 0.0118 | -0.015 | 75 | 7.05 | 7.85 | 8 | 89.2% | -0.99 | 0.0110 | -0.015 | ||
| 0 | 0.1500 | 1 | 88.7% | 0.01 | 0.0087 | -0.012 | 76 | 8.10 | 9.50 | 4 | 138.5% | -0.99 | 0.0078 | -0.013 | ||
| 0 | 0.0200 | 72.0% | 0.01 | 0.0064 | -0.009 | 77 | 9.05 | 9.95 | 12 | 114.8% | -0.99 | 0.0054 | -0.011 | |||
| 0 | 0.0200 | 78.2% | 0.01 | 0.0046 | -0.007 | 78 | 10.00 | 11.50 | 7 | 154.1% | -1.00 | 0.0036 | -0.010 | |||
| 0 | 0.0200 | 84.3% | 0.00 | 0.0033 | -0.005 | 79 | 11.20 | 12.35 | 27 | 1 | 166.3% | -1.00 | 0.0023 | -0.009 | ||
| 0 | 0.0200 | 0.00 | 0.0023 | -0.004 | 80 | 12.10 | 12.85 | 28 | 2 | 135.6% | -1.00 | 0.0014 | -0.008 | |||
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 — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs