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 ±8.7% (53.74–64.02) · ATM IV 33.3% · P/C open interest 0.86
| 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 | |
| 22.80 | 26.05 | 99.1% | 1.00 | 0.0011 | 0.000 | 35 | 0 | 0.0800 | 70.6% | -0.00 | 0.0011 | -0.002 | ||||
| 17.75 | 21.10 | 76.1% | 0.99 | 0.0022 | -0.001 | 40 | 0 | 0.3800 | 69.7% | -0.01 | 0.0023 | -0.003 | ||||
| 13.15 | 16.15 | 64.6% | 0.98 | 0.0060 | -0.004 | 45 | 0 | 0.7500 | 60.2% | -0.02 | 0.0061 | -0.005 | ||||
| 11.75 | 14.20 | 65.6% | 0.97 | 0.0097 | -0.006 | 47 | 0 | 1.15 | 59.1% | -0.03 | 0.0098 | -0.007 | ||||
| 10.75 | 13.25 | 61.8% | 0.96 | 0.0123 | -0.008 | 48 | 0 | 2.11 | 67.2% | -0.04 | 0.0124 | -0.009 | ||||
| 9.80 | 11.90 | 53.7% | 0.94 | 0.0156 | -0.009 | 49 | 0 | 1.15 | 27 | 51.1% | -0.06 | 0.0157 | -0.011 | |||
| 8.95 | 10.75 | 49.5% | 0.93 | 0.0195 | -0.012 | 50 | 0 | 0.5600 | 1 | 38.4% | -0.08 | 0.0197 | -0.013 | |||
| 7.95 | 10.20 | 50.3% | 0.90 | 0.0241 | -0.014 | 51 | 0 | 1.00 | 100 | 41.2% | -0.10 | 0.0243 | -0.015 | |||
| 7.05 | 9.55 | 50.2% | 0.88 | 0.0292 | -0.017 | 52 | 0 | 0.8600 | 21 | 35.6% | -0.12 | 0.0295 | -0.018 | |||
| 6.15 | 8.30 | 44.2% | 0.84 | 0.0348 | -0.020 | 53 | 0.4000 | 0.6400 | 2 | 13 | 34.0% | -0.16 | 0.0352 | -0.021 | ||
| 5.35 | 7.45 | 42.7% | 0.81 | 0.0407 | -0.023 | 54 | 0.2800 | 0.8700 | 1 | 7 | 31.2% | -0.20 | 0.0411 | -0.024 | ||
| 4.50 | 6.25 | 37.5% | 0.76 | 0.0465 | -0.026 | 55 | 0.8100 | 1.37 | 20 | 53 | 36.1% | -0.24 | 0.0470 | -0.027 | ||
| 4.25 | 4.60 | 1 | 33.4% | 0.71 | 0.0518 | -0.028 | 56 | 1.04 | 1.42 | 11 | 33.5% | -0.29 | 0.0526 | -0.029 | ||
| 3.55 | 4.00 | 2 | 33.3% | 0.66 | 0.0565 | -0.030 | 57 | 1.34 | 1.79 | 18 | 33.2% | -0.35 | 0.0573 | -0.031 | ||
| 2.97 | 3.45 | 13 | 33.5% | 0.60 | 0.0599 | -0.032 | 58 | 1.76 | 2.22 | 7 | 33.3% | -0.41 | 0.0610 | -0.032 | ||
| 2.43 | 2.93 | 28 | 33.4% | 0.54 | 0.0620 | -0.032 | 59 | 2.22 | 2.70 | 1 | 33.2% | -0.47 | 0.0632 | -0.033 | ||
| 1.96 | 2.45 | 2 | 7 | 33.2% | 0.47 | 0.0624 | -0.032 | 60 | 2.73 | 3.20 | 5 | 32.7% | -0.53 | 0.0639 | -0.033 | |
| 1.56 | 2.04 | 3 | 33.1% | 0.41 | 0.0612 | -0.032 | 61 | 3.30 | 3.80 | 4 | 32.4% | -0.60 | 0.0630 | -0.032 | ||
| 1.20 | 1.70 | 28 | 33.0% | 0.36 | 0.0587 | -0.030 | 62 | 3.70 | 4.50 | 1 | 30.8% | -0.65 | 0.0607 | -0.031 | ||
| 1.00 | 1.57 | 1 | 52 | 34.8% | 0.30 | 0.0550 | -0.028 | 63 | 4.75 | 5.20 | 1 | 33.0% | -0.71 | 0.0572 | -0.029 | |
| 0.7400 | 1.13 | 22 | 33.3% | 0.25 | 0.0504 | -0.026 | 64 | 4.30 | 6.95 | 1 | 31.0% | -0.76 | 0.0529 | -0.027 | ||
| 0.5600 | 0.9300 | 15 | 10 | 33.5% | 0.21 | 0.0453 | -0.023 | 65 | 5.05 | 7.30 | 5 | 24.2% | -0.81 | 0.0480 | -0.024 | |
| 0.3500 | 0.8000 | 55 | 33.4% | 0.18 | 0.0400 | -0.021 | 66 | 5.90 | 8.25 | 20.7% | -0.84 | 0.0430 | -0.022 | |||
| 0.3200 | 0.5900 | 4 | 15 | 33.6% | 0.15 | 0.0350 | -0.019 | 67 | 7.10 | 9.45 | 32.6% | -0.88 | 0.0382 | -0.020 | ||
| 0 | 0.4700 | 25 | 30.4% | 0.12 | 0.0304 | -0.017 | 68 | 8.00 | 10.15 | 24.9% | -0.90 | 0.0337 | -0.018 | |||
| 0 | 1.12 | 34 | 41.4% | 0.10 | 0.0263 | -0.015 | 69 | 8.95 | 11.10 | -0.92 | 0.0298 | -0.016 | ||||
| 0 | 0.7100 | 38.7% | 0.09 | 0.0228 | -0.014 | 70 | 9.80 | 12.10 | -0.94 | 0.0259 | -0.015 | |||||
| 0 | 1.15 | 46.9% | 0.07 | 0.0198 | -0.013 | 71 | 10.70 | 13.20 | -0.95 | 0.0225 | -0.014 | |||||
| 0 | 2.23 | 25 | 60.8% | 0.06 | 0.0173 | -0.011 | 72 | 11.10 | 14.95 | -0.96 | 0.0206 | -0.013 | ||||
| 0 | 0.7500 | 50.5% | 0.04 | 0.0119 | -0.009 | 75 | 14.10 | 18.10 | 42.6% | -0.98 | 0.0127 | -0.009 | ||||
| 0 | 0.7500 | 60.4% | 0.03 | 0.0070 | -0.007 | 80 | 19.10 | 23.10 | 51.7% | -1.00 | 0.0033 | -0.006 | ||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs