BMY option chain Bristol-Myers Squibb Company
Cboe delayed options data · as of 15:34 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 ±7.4% (54.52–63.24) · ATM IV 35.1% · P/C open interest 0.26
| 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 | |
| 22.95 | 26.00 | 131.4% | 0.99 | 0.0011 | 0.000 | 35 | 0 | 0.0400 | 80.5% | -0.00 | 0.0011 | -0.003 | ||||
| 18.20 | 21.00 | 6 | 108.8% | 0.99 | 0.0022 | -0.001 | 40 | 0 | 0.7500 | 99.5% | -0.01 | 0.0022 | -0.004 | |||
| 12.55 | 16.05 | 66.3% | 0.99 | 0.0049 | -0.003 | 45 | 0 | 0.7500 | 6 | 74.6% | -0.01 | 0.0049 | -0.005 | |||
| 11.05 | 14.05 | 69.1% | 0.98 | 0.0072 | -0.004 | 47 | 0 | 1.00 | 70.3% | -0.02 | 0.0072 | -0.006 | ||||
| 10.45 | 13.10 | 2 | 72.1% | 0.97 | 0.0091 | -0.005 | 48 | 0 | 1.60 | 5 | 75.6% | -0.03 | 0.0091 | -0.007 | ||
| 9.70 | 12.10 | 70.7% | 0.97 | 0.0117 | -0.007 | 49 | 0 | 0.0800 | 4 | 32 | 35.4% | -0.03 | 0.0117 | -0.009 | ||
| 8.80 | 10.50 | 57.7% | 0.96 | 0.0154 | -0.009 | 50 | 0.0700 | 0.2200 | 6 | 16 | 40.6% | -0.04 | 0.0155 | -0.010 | ||
| 7.95 | 10.20 | 64.5% | 0.94 | 0.0204 | -0.012 | 51 | 0.0600 | 0.1700 | 6 | 7 | 35.0% | -0.06 | 0.0206 | -0.013 | ||
| 6.85 | 9.30 | 58.9% | 0.92 | 0.0270 | -0.015 | 52 | 0.1200 | 0.2700 | 2 | 20 | 35.3% | -0.08 | 0.0272 | -0.017 | ||
| 5.95 | 7.95 | 50.3% | 0.89 | 0.0347 | -0.020 | 53 | 0.2600 | 0.4300 | 1 | 24 | 36.6% | -0.12 | 0.0350 | -0.021 | ||
| 5.10 | 7.15 | 48.8% | 0.84 | 0.0432 | -0.025 | 54 | 0.4400 | 0.5400 | 5 | 83 | 36.2% | -0.16 | 0.0436 | -0.026 | ||
| 4.45 | 6.35 | 1 | 48.5% | 0.79 | 0.0518 | -0.030 | 55 | 0.6300 | 0.6700 | 8 | 80 | 34.9% | -0.21 | 0.0522 | -0.031 | |
| 3.85 | 4.25 | 3 | 35.6% | 0.73 | 0.0596 | -0.035 | 56 | 0.8800 | 1.22 | 82 | 37.6% | -0.27 | 0.0602 | -0.036 | ||
| 3.20 | 3.60 | 6 | 35.9% | 0.67 | 0.0661 | -0.039 | 57 | 1.19 | 1.46 | 4 | 63 | 36.6% | -0.33 | 0.0668 | -0.040 | |
| 2.64 | 2.84 | 4 | 35.6% | 0.60 | 0.0706 | -0.042 | 58 | 1.61 | 1.89 | 1 | 79 | 36.8% | -0.40 | 0.0715 | -0.042 | |
| 2.09 | 2.29 | 9 | 34.4% | 0.53 | 0.0729 | -0.043 | 59 | 2.06 | 2.28 | 24 | 35.9% | -0.48 | 0.0739 | -0.043 | ||
| 1.60 | 1.84 | 10 | 86 | 34.9% | 0.46 | 0.0727 | -0.043 | 60 | 2.65 | 2.87 | 23 | 36.5% | -0.55 | 0.0740 | -0.043 | |
| 1.25 | 1.44 | 13 | 18 | 34.8% | 0.39 | 0.0702 | -0.041 | 61 | 3.20 | 3.45 | 28 | 35.6% | -0.62 | 0.0717 | -0.042 | |
| 0.9700 | 1.15 | 6 | 109 | 34.8% | 0.32 | 0.0658 | -0.038 | 62 | 3.80 | 4.30 | 9 | 36.4% | -0.69 | 0.0674 | -0.039 | |
| 0.7100 | 0.9400 | 17 | 103 | 35.2% | 0.26 | 0.0598 | -0.035 | 63 | 4.55 | 4.90 | 10 | 35.0% | -0.75 | 0.0616 | -0.035 | |
| 0.5100 | 0.6600 | 2 | 106 | 34.6% | 0.21 | 0.0528 | -0.031 | 64 | 4.55 | 6.70 | 4 | 37.3% | -0.80 | 0.0548 | -0.031 | |
| 0.4000 | 0.5000 | 82 | 66 | 35.2% | 0.17 | 0.0454 | -0.027 | 65 | 5.25 | 7.00 | 1 | 26.0% | -0.85 | 0.0476 | -0.027 | |
| 0.2800 | 0.4800 | 6 | 167 | 36.7% | 0.13 | 0.0384 | -0.023 | 66 | 6.05 | 8.60 | 1 | 37.1% | -0.88 | 0.0407 | -0.023 | |
| 0.1800 | 0.3600 | 6 | 1,520 | 36.4% | 0.11 | 0.0322 | -0.020 | 67 | 6.70 | 8.90 | -0.91 | 0.0346 | -0.020 | |||
| 0.1000 | 0.2900 | 1 | 12 | 36.5% | 0.09 | 0.0269 | -0.018 | 68 | 8.10 | 10.45 | 41.9% | -0.93 | 0.0294 | -0.018 | ||
| 0.0300 | 0.2800 | 2 | 29 | 37.4% | 0.07 | 0.0226 | -0.016 | 69 | 8.95 | 10.90 | -0.95 | 0.0249 | -0.016 | |||
| 0.0100 | 0.1800 | 2 | 22 | 36.4% | 0.06 | 0.0192 | -0.014 | 70 | 9.75 | 13.10 | 53.4% | -0.96 | 0.0219 | -0.014 | ||
| 0 | 0.7500 | 52.2% | 0.05 | 0.0163 | -0.013 | 71 | 10.70 | 13.30 | -0.97 | 0.0187 | -0.012 | |||||
| 0 | 0.7500 | 4 | 55.1% | 0.04 | 0.0140 | -0.012 | 72 | 11.10 | 14.90 | -0.98 | 0.0161 | -0.012 | ||||
| 0 | 0.7500 | 32 | 57.8% | 0.04 | 0.0122 | -0.011 | 73 | 12.55 | 16.10 | 58.6% | -0.98 | 0.0136 | -0.011 | |||
| 0 | 0.7500 | 60.6% | 0.03 | 0.0106 | -0.010 | 74 | 13.10 | 16.70 | -0.99 | 0.0115 | -0.009 | |||||
| 0 | 0.9500 | 67.0% | 0.03 | 0.0093 | -0.009 | 75 | 14.35 | 17.70 | -0.99 | 0.0095 | -0.009 | |||||
| 0 | 0.7500 | 75.5% | 0.02 | 0.0053 | -0.007 | 80 | 19.10 | 22.70 | -1.00 | 0.0024 | -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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs