BMY option chain Bristol-Myers Squibb Company
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 ±6.0% (63.63–71.77) · ATM IV 24.5% · P/C open interest 1.21
| 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 | |
| 30.60 | 34.80 | 1.00 | 0.0006 | 0.000 | 35 | 0 | 2.13 | 174.6% | -0.00 | 0.0007 | -0.004 | |||||
| 25.65 | 29.80 | 0.99 | 0.0010 | 0.000 | 40 | 0 | 1.59 | 132.9% | -0.01 | 0.0012 | -0.004 | |||||
| 20.70 | 24.80 | 0.99 | 0.0017 | -0.001 | 45 | 0 | 1.39 | 105.2% | -0.01 | 0.0021 | -0.005 | |||||
| 15.70 | 19.85 | 0.99 | 0.0031 | -0.002 | 50 | 0 | 1.34 | 79.7% | -0.01 | 0.0040 | -0.006 | |||||
| 13.70 | 17.85 | 0.99 | 0.0042 | -0.003 | 52 | 0 | 1.40 | 70.6% | -0.02 | 0.0053 | -0.006 | |||||
| 12.70 | 15.40 | 0.98 | 0.0049 | -0.003 | 53 | 0 | 1.40 | 69.7% | -0.02 | 0.0062 | -0.006 | |||||
| 12.15 | 15.75 | 0.98 | 0.0057 | -0.004 | 54 | 0 | 1.15 | 1 | 62.6% | -0.02 | 0.0072 | -0.007 | ||||
| 11.15 | 14.80 | 0.98 | 0.0068 | -0.004 | 55 | 0 | 1.60 | 13 | 64.2% | -0.03 | 0.0086 | -0.007 | ||||
| 10.35 | 13.70 | 44.7% | 0.98 | 0.0082 | -0.005 | 56 | 0 | 1.80 | 60.7% | -0.03 | 0.0104 | -0.008 | ||||
| 9.55 | 12.10 | 24.8% | 0.97 | 0.0101 | -0.005 | 57 | 0 | 1.15 | 203 | 50.8% | -0.04 | 0.0128 | -0.008 | |||
| 8.60 | 10.95 | 1 | 0.97 | 0.0127 | -0.006 | 58 | 0 | 0.9600 | 1 | 13 | 44.4% | -0.05 | 0.0159 | -0.009 | ||
| 7.65 | 9.50 | 1 | 0.96 | 0.0162 | -0.007 | 59 | 0 | 0.7600 | 21 | 37.9% | -0.06 | 0.0201 | -0.011 | |||
| 5.90 | 9.55 | 25.1% | 0.94 | 0.0210 | -0.009 | 60 | 0 | 0.4000 | 40 | 28.8% | -0.07 | 0.0258 | -0.012 | |||
| 6.00 | 7.90 | 24.7% | 0.92 | 0.0275 | -0.011 | 61 | 0 | 1.12 | 2 | 34.9% | -0.10 | 0.0332 | -0.015 | |||
| 5.40 | 6.45 | 25 | 20.4% | 0.90 | 0.0360 | -0.014 | 62 | 0 | 0.8200 | 1 | 27 | 27.8% | -0.13 | 0.0424 | -0.017 | |
| 4.85 | 5.95 | 11 | 3 | 29.8% | 0.86 | 0.0463 | -0.017 | 63 | 0.0800 | 0.6300 | 4 | 33 | 22.8% | -0.17 | 0.0530 | -0.021 |
| 3.35 | 4.90 | 5 | 20.0% | 0.81 | 0.0579 | -0.021 | 64 | 0.2000 | 0.9000 | 14 | 22.7% | -0.23 | 0.0643 | -0.024 | ||
| 2.64 | 4.05 | 26 | 20.5% | 0.75 | 0.0695 | -0.025 | 65 | 0.8500 | 1.01 | 8 | 115 | 24.4% | -0.30 | 0.0748 | -0.027 | |
| 2.47 | 2.99 | 4 | 58 | 22.0% | 0.67 | 0.0796 | -0.028 | 66 | 1.01 | 1.55 | 57 | 24.1% | -0.38 | 0.0829 | -0.029 | |
| 1.67 | 2.38 | 2 | 11 | 20.8% | 0.59 | 0.0865 | -0.030 | 67 | 1.47 | 1.96 | 2 | 81 | 24.0% | -0.46 | 0.0873 | -0.030 |
| 1.33 | 2.02 | 2 | 51 | 23.0% | 0.50 | 0.0889 | -0.030 | 68 | 2.01 | 2.78 | 1 | 41 | 25.9% | -0.55 | 0.0872 | -0.030 |
| 1.05 | 1.42 | 15 | 18 | 22.8% | 0.41 | 0.0868 | -0.030 | 69 | 2.46 | 4.30 | 31.0% | -0.64 | 0.0829 | -0.028 | ||
| 0.7300 | 1.00 | 4 | 153 | 22.4% | 0.33 | 0.0808 | -0.028 | 70 | 3.00 | 4.70 | 28.3% | -0.71 | 0.0752 | -0.025 | ||
| 0.1200 | 0.8900 | 20 | 27 | 20.7% | 0.26 | 0.0718 | -0.025 | 71 | 3.70 | 5.50 | 28.6% | -0.78 | 0.0653 | -0.022 | ||
| 0.4000 | 0.7600 | 10 | 25.6% | 0.20 | 0.0612 | -0.022 | 72 | 4.60 | 6.40 | 31.1% | -0.83 | 0.0547 | -0.019 | |||
| 0 | 0.7500 | 121 | 24.9% | 0.15 | 0.0506 | -0.019 | 73 | 5.40 | 7.00 | 28.4% | -0.87 | 0.0447 | -0.016 | |||
| 0 | 0.7100 | 11 | 27.4% | 0.12 | 0.0415 | -0.016 | 74 | 5.70 | 8.90 | 35.1% | -0.90 | 0.0364 | -0.014 | |||
| 0 | 1.80 | 2 | 39.6% | 0.10 | 0.0340 | -0.015 | 75 | 6.40 | 9.90 | 36.7% | -0.92 | 0.0297 | -0.012 | |||
| 0 | 1.40 | 40.2% | 0.08 | 0.0281 | -0.013 | 76 | 7.35 | 10.85 | 42.3% | -0.93 | 0.0245 | -0.010 | ||||
| 0 | 1.80 | 45.7% | 0.07 | 0.0234 | -0.012 | 77 | 8.00 | 11.80 | 41.9% | -0.94 | 0.0205 | -0.009 | ||||
| 0 | 1.55 | 25 | 48.1% | 0.06 | 0.0197 | -0.011 | 78 | 9.25 | 12.50 | 32.7% | -0.95 | 0.0173 | -0.008 | |||
| 0 | 2.00 | 50.8% | 0.05 | 0.0168 | -0.010 | 79 | 11.15 | 13.30 | 46.7% | -0.96 | 0.0148 | -0.007 | ||||
| 0 | 0.6800 | 42.5% | 0.04 | 0.0144 | -0.009 | 80 | 11.40 | 14.55 | 41.2% | -0.96 | 0.0128 | -0.007 | ||||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.