BMY option chain Bristol-Myers Squibb Company
Cboe delayed options data · as of 09:34 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 ±6.6% (56.21–64.17) · ATM IV 34.6% · P/C open interest 0.50
| 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 | |
| 23.80 | 26.95 | 149.5% | 0.99 | 0.0015 | -0.007 | 35 | 0 | 0.0400 | 90.2% | -0.01 | 0.0015 | -0.007 | ||||
| 18.70 | 21.95 | 114.2% | 0.99 | 0.0028 | -0.008 | 40 | 0 | 0.9500 | 118.2% | -0.01 | 0.0029 | -0.008 | ||||
| 13.70 | 16.95 | 85.9% | 0.98 | 0.0058 | -0.010 | 45 | 0 | 1.20 | 7 | 95.7% | -0.02 | 0.0058 | -0.010 | |||
| 11.80 | 14.95 | 74.0% | 0.97 | 0.0081 | -0.011 | 47 | 0 | 2.13 | 101.2% | -0.03 | 0.0081 | -0.011 | ||||
| 10.70 | 13.90 | 68.9% | 0.97 | 0.0097 | -0.012 | 48 | 0 | 0.7500 | 2 | 69.4% | -0.03 | 0.0098 | -0.012 | |||
| 10.20 | 12.15 | 57.5% | 0.96 | 0.0117 | -0.013 | 49 | 0 | 1.20 | 4 | 73.5% | -0.04 | 0.0118 | -0.013 | |||
| 9.35 | 11.20 | 57.6% | 0.95 | 0.0144 | -0.015 | 50 | 0 | 0.3400 | 18 | 49.0% | -0.05 | 0.0144 | -0.015 | |||
| 8.05 | 10.15 | 1 | 43.9% | 0.94 | 0.0178 | -0.016 | 51 | 0 | 0.7500 | 20 | 28 | 54.5% | -0.06 | 0.0179 | -0.016 | |
| 7.05 | 9.15 | 1 | 39.5% | 0.93 | 0.0224 | -0.018 | 52 | 0 | 0.7500 | 63 | 49.6% | -0.07 | 0.0225 | -0.018 | ||
| 6.10 | 8.25 | 5 | 38.8% | 0.91 | 0.0284 | -0.021 | 53 | 0.0500 | 0.3900 | 4 | 72 | 38.5% | -0.09 | 0.0286 | -0.021 | |
| 5.65 | 7.35 | 45.2% | 0.88 | 0.0359 | -0.025 | 54 | 0.0800 | 0.6900 | 81 | 40.1% | -0.12 | 0.0362 | -0.025 | |||
| 4.75 | 6.55 | 1 | 43.8% | 0.84 | 0.0448 | -0.030 | 55 | 0.1800 | 0.5800 | 308 | 34.9% | -0.16 | 0.0452 | -0.030 | ||
| 3.45 | 5.75 | 3 | 36.8% | 0.80 | 0.0542 | -0.035 | 56 | 0.3900 | 0.7900 | 3 | 42 | 35.4% | -0.21 | 0.0548 | -0.035 | |
| 3.50 | 4.15 | 58 | 35.9% | 0.74 | 0.0633 | -0.040 | 57 | 0.6800 | 1.01 | 40 | 35.4% | -0.27 | 0.0639 | -0.041 | ||
| 2.72 | 3.45 | 151 | 34.6% | 0.67 | 0.0709 | -0.044 | 58 | 1.02 | 2.19 | 1 | 92 | 35.4% | -0.34 | 0.0716 | -0.045 | |
| 2.10 | 2.69 | 528 | 32.9% | 0.59 | 0.0761 | -0.047 | 59 | 1.41 | 1.68 | 4 | 177 | 34.8% | -0.41 | 0.0770 | -0.048 | |
| 1.81 | 2.16 | 5 | 68 | 34.9% | 0.51 | 0.0784 | -0.048 | 60 | 1.84 | 2.15 | 6 | 201 | 34.2% | -0.49 | 0.0795 | -0.049 |
| 1.38 | 1.70 | 4 | 274 | 34.8% | 0.44 | 0.0777 | -0.048 | 61 | 2.40 | 2.74 | 43 | 34.5% | -0.57 | 0.0790 | -0.049 | |
| 1.02 | 1.33 | 3 | 102 | 34.8% | 0.36 | 0.0741 | -0.045 | 62 | 3.00 | 3.70 | 8 | 16 | 37.0% | -0.64 | 0.0755 | -0.046 |
| 0.7600 | 1.02 | 6 | 521 | 35.1% | 0.29 | 0.0681 | -0.042 | 63 | 2.94 | 5.00 | 73 | 35.5% | -0.71 | 0.0697 | -0.043 | |
| 0.2200 | 0.9700 | 5 | 51 | 33.7% | 0.24 | 0.0605 | -0.037 | 64 | 4.10 | 6.05 | 57 | 42.9% | -0.77 | 0.0623 | -0.038 | |
| 0.3100 | 0.6300 | 116 | 158 | 35.0% | 0.18 | 0.0521 | -0.032 | 65 | 4.50 | 6.25 | 4 | 29.7% | -0.83 | 0.0540 | -0.033 | |
| 0.1400 | 0.5800 | 96 | 35.8% | 0.14 | 0.0438 | -0.028 | 66 | 5.35 | 7.65 | 6 | 37.7% | -0.87 | 0.0458 | -0.029 | ||
| 0 | 0.4300 | 4 | 446 | 34.4% | 0.11 | 0.0364 | -0.024 | 67 | 6.25 | 8.65 | 39.8% | -0.90 | 0.0383 | -0.025 | ||
| 0.0100 | 0.3900 | 3 | 90 | 37.0% | 0.09 | 0.0301 | -0.021 | 68 | 7.10 | 9.55 | 1 | 38.2% | -0.92 | 0.0318 | -0.022 | |
| 0 | 0.2900 | 20 | 38 | 37.4% | 0.07 | 0.0249 | -0.018 | 69 | 8.20 | 10.45 | 41.4% | -0.94 | 0.0262 | -0.019 | ||
| 0 | 0.2800 | 22 | 29 | 40.0% | 0.06 | 0.0208 | -0.016 | 70 | 9.15 | 11.60 | 47.0% | -0.95 | 0.0217 | -0.017 | ||
| 0 | 0.3600 | 18 | 3 | 45.1% | 0.05 | 0.0175 | -0.014 | 71 | 10.15 | 13.15 | 60.8% | -0.96 | 0.0179 | -0.015 | ||
| 0 | 1.14 | 30 | 63.8% | 0.04 | 0.0149 | -0.013 | 72 | 11.00 | 14.15 | 61.5% | -0.97 | 0.0148 | -0.013 | |||
| 0 | 0.9500 | 63.8% | 0.04 | 0.0128 | -0.012 | 73 | 12.00 | 15.15 | 64.7% | -0.98 | 0.0124 | -0.012 | ||||
| 0 | 1.16 | 70.6% | 0.03 | 0.0110 | -0.011 | 74 | 12.30 | 16.15 | 47.6% | -0.98 | 0.0104 | -0.010 | ||||
| 0 | 1.15 | 73.6% | 0.03 | 0.0096 | -0.010 | 75 | 13.20 | 17.15 | -0.98 | 0.0086 | -0.009 | |||||
| 0 | 2.13 | 104.3% | 0.02 | 0.0052 | -0.007 | 80 | 18.30 | 22.15 | 61.5% | -0.99 | 0.0038 | -0.005 | ||||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs