BMY option chain Bristol-Myers Squibb Company
Cboe delayed options data · as of 21:49 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 ±3.8% (65.42–70.58) · ATM IV 23.3% · P/C open interest 0.84
| 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 | |
| 31.70 | 33.25 | 7 | 1.00 | 0.0001 | 0.000 | 35 | 0 | 0.0200 | 6,687 | 119.4% | -0.00 | 0.0001 | -0.001 | |||
| 29.20 | 30.25 | 9 | 1.00 | 0.0002 | 0.000 | 38 | 0 | 0.0800 | 5,180 | 123.2% | -0.00 | 0.0002 | -0.001 | |||
| 26.75 | 28.80 | 50 | 1.00 | 0.0003 | 0.000 | 40 | 0 | 0.0400 | 8,341 | 104.3% | -0.00 | 0.0003 | -0.001 | |||
| 23.80 | 26.35 | 937 | 1.00 | 0.0004 | 0.000 | 43 | 0 | 0.2900 | 7,586 | 119.9% | -0.00 | 0.0004 | -0.001 | |||
| 21.75 | 23.50 | 3,163 | 1.00 | 0.0006 | 0.000 | 45 | 0 | 0.0900 | 3,987 | 91.8% | -0.00 | 0.0006 | -0.002 | |||
| 20.30 | 21.60 | 5,104 | 1.00 | 0.0008 | 0.000 | 47 | 0 | 0.0700 | 4,681 | 80.5% | -0.00 | 0.0008 | -0.002 | |||
| 16.75 | 18.25 | 2,603 | 1.00 | 0.0014 | 0.000 | 50 | 0 | 0.0900 | 2 | 6,619 | 70.8% | -0.00 | 0.0014 | -0.003 | ||
| 14.25 | 16.10 | 1,202 | 0.99 | 0.0023 | 0.000 | 52.5 | 0 | 0.2400 | 3,927 | 71.3% | -0.01 | 0.0023 | -0.004 | |||
| 12.65 | 13.40 | 13 | 7,449 | 0.99 | 0.0038 | 0.000 | 55 | 0 | 0.0200 | 2 | 8,796 | 42.3% | -0.01 | 0.0038 | -0.005 | |
| 10.80 | 12.55 | 1 | 0.99 | 0.0048 | 0.000 | 56 | 0 | 0.1000 | 48.4% | -0.01 | 0.0048 | -0.005 | ||||
| 9.80 | 11.60 | 0.99 | 0.0061 | -0.000 | 57 | 0 | 0.1000 | 44.6% | -0.01 | 0.0062 | -0.006 | |||||
| 10.00 | 11.50 | 3 | 3,953 | 47.5% | 0.98 | 0.0070 | -0.001 | 57.5 | 0 | 0.0400 | 14 | 2,793 | 37.4% | -0.02 | 0.0070 | -0.006 |
| 8.45 | 10.75 | 0.98 | 0.0079 | -0.002 | 58 | 0 | 0.1000 | 5 | 40.9% | -0.02 | 0.0079 | -0.007 | ||||
| 7.60 | 9.75 | 0.98 | 0.0103 | -0.003 | 59 | 0 | 0.1100 | 2 | 37.8% | -0.02 | 0.0104 | -0.008 | ||||
| 7.55 | 8.35 | 32 | 10.7K | 0.97 | 0.0138 | -0.005 | 60 | 0.0200 | 0.0800 | 43 | 6,254 | 33.5% | -0.03 | 0.0138 | -0.009 | |
| 6.00 | 7.40 | 0.96 | 0.0186 | -0.007 | 61 | 0 | 0.1000 | 1 | 1 | 29.8% | -0.04 | 0.0187 | -0.011 | |||
| 5.65 | 7.05 | 2 | 34.6% | 0.95 | 0.0257 | -0.010 | 62 | 0 | 0.2000 | 5 | 9 | 30.0% | -0.05 | 0.0258 | -0.013 | |
| 5.55 | 5.90 | 88 | 7,141 | 24.9% | 0.94 | 0.0304 | -0.012 | 62.5 | 0.0100 | 0.1500 | 16 | 11.2K | 26.6% | -0.06 | 0.0306 | -0.015 |
| 3.90 | 5.35 | 5 | 0.93 | 0.0362 | -0.013 | 63 | 0 | 0.3900 | 3 | 39 | 30.6% | -0.07 | 0.0364 | -0.016 | ||
| 2.99 | 4.60 | 43 | 0.90 | 0.0516 | -0.018 | 64 | 0.1500 | 0.2500 | 499 | 26.2% | -0.10 | 0.0521 | -0.020 | |||
| 3.30 | 3.50 | 121 | 10.4K | 22.4% | 0.84 | 0.0727 | -0.025 | 65 | 0.2500 | 0.3700 | 64 | 5,265 | 24.9% | -0.16 | 0.0734 | -0.026 |
| 2.15 | 2.88 | 56 | 64 | 20.4% | 0.76 | 0.0963 | -0.032 | 66 | 0.3300 | 0.5900 | 1 | 233 | 23.2% | -0.24 | 0.0973 | -0.033 |
| 1.75 | 2.22 | 68 | 142 | 24.1% | 0.65 | 0.1156 | -0.038 | 67 | 0.5700 | 0.9200 | 18 | 210 | 22.7% | -0.35 | 0.1170 | -0.040 |
| 1.45 | 1.70 | 128 | 9,914 | 22.0% | 0.59 | 0.1218 | -0.041 | 67.5 | 0.7500 | 1.05 | 61 | 470 | 21.9% | -0.41 | 0.1232 | -0.042 |
| 1.17 | 1.51 | 111 | 340 | 22.7% | 0.53 | 0.1249 | -0.042 | 68 | 1.11 | 1.36 | 29 | 10 | 23.8% | -0.47 | 0.1266 | -0.043 |
| 0.8000 | 0.9100 | 86 | 1,153 | 22.0% | 0.41 | 0.1220 | -0.041 | 69 | 1.54 | 2.12 | 145 | 1 | 24.7% | -0.60 | 0.1240 | -0.041 |
| 0.5400 | 0.6200 | 702 | 16.6K | 23.1% | 0.30 | 0.1082 | -0.037 | 70 | 2.26 | 2.95 | 61 | 27.0% | -0.71 | 0.1104 | -0.036 | |
| 0.1100 | 0.6100 | 38 | 45 | 23.4% | 0.20 | 0.0876 | -0.030 | 71 | 2.88 | 4.55 | 35.1% | -0.81 | 0.0898 | -0.029 | ||
| 0 | 0.2500 | 3 | 42 | 22.3% | 0.14 | 0.0660 | -0.023 | 72 | 3.95 | 4.60 | 29.9% | -0.88 | 0.0675 | -0.022 | ||
| 0.0200 | 0.2200 | 7 | 1,130 | 22.0% | 0.11 | 0.0563 | -0.021 | 72.5 | 4.40 | 5.20 | 41 | 32.9% | -0.90 | 0.0573 | -0.019 | |
| 0 | 0.4500 | 7 | 15 | 28.1% | 0.09 | 0.0478 | -0.018 | 73 | 4.45 | 6.35 | 37.9% | -0.92 | 0.0509 | -0.016 | ||
| 0.0100 | 0.1800 | 2 | 25.9% | 0.06 | 0.0343 | -0.014 | 74 | 5.60 | 7.50 | 46.5% | -0.95 | 0.0422 | -0.012 | |||
| 0.0100 | 0.1000 | 5 | 16.9K | 26.2% | 0.04 | 0.0248 | -0.011 | 75 | 6.70 | 7.65 | 2 | 39.4% | -0.98 | 0.0322 | -0.012 | |
| 0 | 0.1300 | 30.1% | 0.03 | 0.0181 | -0.009 | 76 | 7.60 | 9.50 | 55.2% | -0.99 | 0.0208 | -0.014 | ||||
| 0 | 0.1200 | 32.5% | 0.02 | 0.0134 | -0.007 | 77 | 8.50 | 10.50 | 57.9% | -1.00 | 0.0092 | -0.018 | ||||
| 0 | 0.1100 | 3 | 33.4% | 0.02 | 0.0116 | -0.006 | 77.5 | 9.00 | 11.00 | 59.9% | -1.00 | 0.0055 | -0.019 | |||
| 0 | 0.1200 | 35.3% | 0.02 | 0.0101 | -0.006 | 78 | 9.50 | 11.50 | 61.8% | -1.00 | 0.0036 | -0.021 | ||||
| 0 | 0.0300 | 20 | 1 | 31.1% | 0.01 | 0.0078 | -0.005 | 79 | 10.50 | 12.65 | 68.0% | -1.00 | 0.0009 | -0.023 | ||
| 0 | 0.2300 | 2,293 | 45.6% | 0.01 | 0.0060 | -0.004 | 80 | 11.55 | 13.50 | 70.2% | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.0200 | 72 | 42.2% | 0.00 | 0.0022 | -0.002 | 85 | 16.50 | 18.65 | 89.2% | -1.00 | 0.0000 | -0.027 | |||
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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs