BMY option chain Bristol-Myers Squibb Company
Cboe delayed options data · के अनुसार 00:33 UTC
प्रत्येक पंक्ति एक strike है। बाईं आधी call है, दाईं आधी put। Bid/ask वह मूल्य हैं जो खरीदार और विक्रेता अभी quote कर रहे हैं; volume इस सत्र में कारोबार किए गए contracts हैं; open interest चालू contracts हैं। हाइलाइट की गई पंक्ति स्टॉक मूल्य के सबसे निकट है।
यह expiration लगभग इतने move की price करती है ±3.0% (65.66–69.66) · ATM IV 23.3% · P/C open interest 0.32
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| बिड | पूछें | 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 | बिड | पूछें | Vol | OI | IV | Δ | Γ | Θ | |
| 31.70 | 33.95 | 209.9% | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.0200 | 11 | 152.8% | -0.00 | 0.0000 | -0.000 | |||
| 26.50 | 28.75 | 1.00 | 0.0001 | 0.000 | 40 | 0 | 0.0200 | 27 | 123.8% | -0.00 | 0.0001 | -0.000 | ||||
| 21.55 | 24.45 | 1.00 | 0.0002 | 0.000 | 45 | 0 | 0.0200 | 11 | 98.0% | -0.00 | 0.0002 | -0.001 | ||||
| 15.60 | 19.40 | 103.5% | 1.00 | 0.0005 | 0.000 | 50 | 0 | 0.0400 | 19 | 80.8% | -0.00 | 0.0005 | -0.001 | |||
| 14.30 | 17.05 | 1.00 | 0.0008 | 0.000 | 52 | 0 | 1.00 | 2 | 126.4% | -0.00 | 0.0008 | -0.001 | ||||
| 13.70 | 15.85 | 77.5% | 1.00 | 0.0011 | 0.000 | 53 | 0 | 0.9600 | 7 | 117.7% | -0.00 | 0.0011 | -0.002 | |||
| 12.70 | 15.25 | 86.1% | 1.00 | 0.0014 | -0.000 | 54 | 0 | 1.27 | 21 | 120.0% | -0.00 | 0.0014 | -0.002 | |||
| 11.70 | 13.45 | 1.00 | 0.0019 | -0.001 | 55 | 0 | 1.07 | 30 | 107.3% | -0.00 | 0.0019 | -0.002 | ||||
| 10.65 | 12.85 | 1 | 56.2% | 1.00 | 0.0026 | -0.002 | 56 | 0 | 1.47 | 110.4% | -0.00 | 0.0026 | -0.003 | |||
| 9.70 | 11.30 | 2 | 0.99 | 0.0035 | -0.002 | 57 | 0 | 0.8800 | 20 | 88.2% | -0.01 | 0.0035 | -0.004 | |||
| 8.70 | 10.35 | 2 | 0.99 | 0.0048 | -0.003 | 58 | 0 | 0.0400 | 19 | 44.5% | -0.01 | 0.0048 | -0.004 | |||
| 7.75 | 9.70 | 1 | 28.7% | 0.99 | 0.0068 | -0.004 | 59 | 0 | 0.5000 | 31 | 64.2% | -0.01 | 0.0069 | -0.005 | ||
| 6.65 | 8.10 | 5 | 16 | 0.98 | 0.0098 | -0.006 | 60 | 0 | 0.4200 | 226 | 55.6% | -0.01 | 0.0099 | -0.007 | ||
| 5.80 | 6.95 | 8 | 0.98 | 0.0145 | -0.008 | 61 | 0 | 0.5000 | 16 | 52.1% | -0.02 | 0.0146 | -0.009 | |||
| 4.85 | 5.90 | 29 | 0.97 | 0.0220 | -0.011 | 62 | 0 | 0.0900 | 4 | 53 | 31.2% | -0.03 | 0.0221 | -0.012 | ||
| 3.85 | 4.95 | 49 | 0.95 | 0.0340 | -0.015 | 63 | 0 | 0.7100 | 4 | 60 | 44.5% | -0.05 | 0.0343 | -0.016 | ||
| 3.10 | 4.30 | 1 | 119 | 0.92 | 0.0539 | -0.022 | 64 | 0.0500 | 0.1800 | 27 | 48 | 26.8% | -0.08 | 0.0543 | -0.022 | |
| 2.44 | 3.40 | 8 | 128 | 24.6% | 0.86 | 0.0847 | -0.031 | 65 | 0.1300 | 0.2600 | 104 | 89 | 24.9% | -0.14 | 0.0855 | -0.032 |
| 1.70 | 2.22 | 22 | 264 | 19.5% | 0.76 | 0.1227 | -0.043 | 66 | 0.1700 | 0.6600 | 19 | 181 | 25.3% | -0.24 | 0.1240 | -0.044 |
| 1.01 | 1.70 | 77 | 165 | 22.3% | 0.62 | 0.1524 | -0.053 | 67 | 0.4100 | 0.8600 | 8 | 67 | 22.6% | -0.38 | 0.1541 | -0.054 |
| 0.5700 | 1.06 | 28 | 219 | 22.1% | 0.47 | 0.1595 | -0.056 | 68 | 1.01 | 1.36 | 26 | 24 | 24.4% | -0.54 | 0.1611 | -0.057 |
| 0.2000 | 0.5700 | 31 | 550 | 20.3% | 0.31 | 0.1425 | -0.050 | 69 | 1.69 | 2.83 | 16 | 35.8% | -0.69 | 0.1439 | -0.050 | |
| 0.1600 | 0.2700 | 99 | 1,234 | 21.9% | 0.19 | 0.1092 | -0.038 | 70 | 2.33 | 3.30 | 2 | 32.0% | -0.82 | 0.1117 | -0.038 | |
| 0.0500 | 0.2100 | 33 | 91 | 23.9% | 0.11 | 0.0744 | -0.027 | 71 | 2.33 | 4.30 | -0.90 | 0.0788 | -0.029 | |||
| 0 | 0.3000 | 115 | 29.9% | 0.07 | 0.0495 | -0.020 | 72 | 3.15 | 5.65 | 27.2% | -0.94 | 0.0551 | -0.023 | |||
| 0 | 0.7600 | 41 | 45.4% | 0.05 | 0.0338 | -0.016 | 73 | 4.85 | 6.60 | 16 | 47.8% | -0.96 | 0.0387 | -0.018 | ||
| 0 | 0.5100 | 22 | 45.1% | 0.04 | 0.0237 | -0.013 | 74 | 5.80 | 7.75 | 1 | 55.2% | -0.98 | 0.0264 | -0.013 | ||
| 0 | 1.07 | 3 | 62.2% | 0.02 | 0.0168 | -0.010 | 75 | 7.10 | 7.95 | 4 | 49.0% | -0.99 | 0.0165 | -0.010 | ||
| 0 | 0.8700 | 20 | 63.3% | 0.02 | 0.0119 | -0.008 | 76 | 8.15 | 10.50 | 10 | 85.6% | -1.00 | 0.0086 | -0.009 | ||
| 0 | 1.27 | 76.5% | 0.01 | 0.0085 | -0.006 | 77 | 8.45 | 9.90 | 4 | -1.00 | 0.0039 | -0.008 | ||||
| 0 | 0.8700 | 72.9% | 0.01 | 0.0060 | -0.004 | 78 | 9.80 | 11.75 | 2 | 75.5% | -1.00 | 0.0012 | -0.007 | |||
| 0 | 1.15 | 83.8% | 0.01 | 0.0043 | -0.003 | 79 | 11.00 | 12.75 | 4 | 84.7% | -1.00 | 0.0003 | -0.007 | |||
| 0 | 0.6800 | 76.8% | 0.00 | 0.0031 | -0.003 | 80 | 11.75 | 13.10 | 4 | 62.3% | -1.00 | 0.0000 | -0.007 | |||
दिखाए गए स्ट्राइक: अंडरलाइंग मूल्य के ±50% के भीतर। Intrinsic value = max(0, मूल्य − strike) calls के लिए, max(0, strike − मूल्य) puts के लिए; extrinsic = option मूल्य − intrinsic। एक्सचेंज फ़ीड द्वारा गणना किए गए Greeks और IV।
Volatility smile — Sep 11, 2026
Volatility पेज →इस expiration के लिए प्रति strike implied volatility। आउट-ऑफ-द-मनी puts आमतौर पर calls से अधिक IV पर प्राइस होते हैं — यही skew है।
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