BMY option chain Bristol-Myers Squibb Company
Cboe delayed options data · as of 12:34 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 ±10.8% (53.15–66.05) · ATM IV 32.4% · P/C open interest 1.28
| 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 | |
| 28.80 | 31.90 | 60 | 98.5% | 1.00 | 0.0008 | -0.002 | 30 | 0 | 0.3400 | 134 | 88.6% | -0.00 | 0.0008 | -0.002 | ||
| 26.20 | 28.95 | 5 | 96.5% | 0.99 | 0.0011 | -0.002 | 33 | 0 | 0.5400 | 157 | 84.6% | -0.01 | 0.0011 | -0.002 | ||
| 23.60 | 26.95 | 5 | 72.5% | 0.99 | 0.0015 | -0.002 | 35 | 0 | 0.1100 | 1,163 | 59.7% | -0.01 | 0.0015 | -0.002 | ||
| 20.80 | 24.00 | 68.3% | 0.99 | 0.0023 | -0.003 | 38 | 0 | 0.0800 | 1,762 | 49.3% | -0.01 | 0.0023 | -0.003 | |||
| 19.00 | 22.00 | 20 | 65.4% | 0.99 | 0.0031 | -0.003 | 40 | 0.0100 | 0.1000 | 3,821 | 46.4% | -0.01 | 0.0031 | -0.003 | ||
| 16.70 | 20.05 | 20 | 53.2% | 0.98 | 0.0043 | -0.004 | 42 | 0 | 0.1100 | 613 | 41.4% | -0.02 | 0.0044 | -0.004 | ||
| 14.10 | 17.05 | 284 | 50.8% | 0.97 | 0.0074 | -0.006 | 45 | 0.0500 | 0.2900 | 3 | 1,983 | 41.8% | -0.03 | 0.0074 | -0.006 | |
| 12.80 | 15.10 | 2,940 | 53.5% | 0.95 | 0.0106 | -0.007 | 47 | 0.0900 | 0.3600 | 3,428 | 38.8% | -0.05 | 0.0107 | -0.007 | ||
| 10.05 | 12.20 | 4,166 | 46.4% | 0.91 | 0.0182 | -0.011 | 50 | 0.1900 | 0.5200 | 41 | 31.6K | 34.5% | -0.09 | 0.0184 | -0.011 | |
| 7.80 | 9.75 | 2,306 | 40.0% | 0.86 | 0.0273 | -0.015 | 52.5 | 0.5400 | 0.8600 | 1 | 19.2K | 34.2% | -0.15 | 0.0276 | -0.015 | |
| 5.90 | 6.65 | 1,840 | 31.0% | 0.77 | 0.0373 | -0.019 | 55 | 1.05 | 1.36 | 125 | 11.8K | 33.2% | -0.23 | 0.0379 | -0.020 | |
| 3.45 | 4.95 | 2,905 | 26.7% | 0.66 | 0.0455 | -0.023 | 57.5 | 1.81 | 2.05 | 14 | 2,987 | 31.9% | -0.34 | 0.0465 | -0.024 | |
| 3.10 | 3.60 | 138 | 7,612 | 32.4% | 0.54 | 0.0499 | -0.025 | 60 | 2.95 | 3.25 | 37 | 16.4K | 32.3% | -0.47 | 0.0514 | -0.026 |
| 1.97 | 2.53 | 40 | 3,451 | 32.0% | 0.42 | 0.0497 | -0.024 | 62.5 | 4.20 | 4.90 | 39 | 20.3K | 32.4% | -0.60 | 0.0518 | -0.025 |
| 1.30 | 1.65 | 98 | 14.1K | 32.0% | 0.30 | 0.0450 | -0.021 | 65 | 5.85 | 6.70 | 46 | 3,915 | 32.2% | -0.71 | 0.0478 | -0.023 |
| 0.7100 | 1.16 | 52 | 4,782 | 32.1% | 0.21 | 0.0372 | -0.018 | 67.5 | 7.45 | 8.65 | 4 | 154 | 28.9% | -0.82 | 0.0409 | -0.019 |
| 0.4300 | 0.7400 | 180 | 6,049 | 30.7% | 0.14 | 0.0286 | -0.014 | 70 | 9.05 | 10.85 | 215 | -0.89 | 0.0330 | -0.016 | ||
| 0.2200 | 0.4100 | 29 | 1,372 | 31.7% | 0.10 | 0.0212 | -0.011 | 72.5 | 11.00 | 14.00 | 18 | -0.94 | 0.0248 | -0.013 | ||
| 0.1100 | 0.4000 | 3,499 | 34.2% | 0.07 | 0.0156 | -0.008 | 75 | 13.40 | 15.70 | -0.98 | 0.0157 | -0.009 | ||||
| 0.0200 | 0.3600 | 229 | 35.9% | 0.05 | 0.0116 | -0.007 | 77.5 | 15.80 | 18.90 | -0.99 | 0.0079 | -0.004 | ||||
| 0.0800 | 0.1700 | 6 | 35.7K | 36.5% | 0.04 | 0.0088 | -0.005 | 80 | 18.20 | 22.15 | -1.00 | 0.0035 | -0.002 | |||
| 0.0300 | 0.1600 | 1,839 | 40.9% | 0.02 | 0.0053 | -0.004 | 85 | 23.30 | 27.15 | 48.3% | -1.00 | 0.0004 | 0.000 | |||
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 — Dec 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