BMY option chain Bristol-Myers Squibb Company
Cboe delayed options data · as of 21:52 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 ±17.4% (48.48–68.94) · ATM IV 34.1% · P/C open interest 0.89
| 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 | |
| 27.40 | 31.15 | 4 | 60.2% | 1.00 | 0.0007 | 0.000 | 30 | 0 | 0.3300 | 3 | 56.1% | -0.01 | 0.0012 | -0.001 | ||
| 22.85 | 26.30 | 57.0% | 0.99 | 0.0021 | 0.000 | 35 | 0 | 0.1700 | 20 | 40.2% | -0.02 | 0.0027 | -0.002 | |||
| 18.85 | 21.00 | 5 | 50.7% | 0.97 | 0.0057 | -0.001 | 40 | 0.1700 | 0.2700 | 2 | 1,304 | 36.7% | -0.04 | 0.0061 | -0.004 | |
| 14.25 | 16.45 | 8 | 43.7% | 0.91 | 0.0127 | -0.005 | 45 | 0.4300 | 0.7600 | 7 | 1,368 | 34.9% | -0.10 | 0.0128 | -0.007 | |
| 10.40 | 11.30 | 11 | 775 | 35.9% | 0.81 | 0.0208 | -0.010 | 50 | 1.51 | 1.68 | 4 | 8,818 | 35.4% | -0.20 | 0.0212 | -0.012 |
| 8.50 | 9.50 | 40 | 34.8% | 0.75 | 0.0246 | -0.013 | 52.5 | 1.81 | 2.36 | 339 | 3,206 | 33.3% | -0.26 | 0.0252 | -0.014 | |
| 7.15 | 7.85 | 7 | 3,767 | 35.2% | 0.68 | 0.0278 | -0.014 | 55 | 2.99 | 3.30 | 5 | 2,546 | 34.4% | -0.33 | 0.0287 | -0.015 |
| 5.85 | 6.45 | 4 | 2,957 | 35.2% | 0.60 | 0.0301 | -0.015 | 57.5 | 3.70 | 4.45 | 366 | 1,802 | 33.1% | -0.41 | 0.0313 | -0.016 |
| 4.60 | 5.30 | 10 | 9,225 | 34.9% | 0.53 | 0.0314 | -0.016 | 60 | 5.30 | 5.65 | 15 | 6,422 | 33.7% | -0.49 | 0.0327 | -0.017 |
| 3.65 | 4.10 | 10 | 1,516 | 34.3% | 0.45 | 0.0314 | -0.016 | 62.5 | 6.65 | 7.20 | 2,194 | 33.2% | -0.57 | 0.0327 | -0.016 | |
| 2.78 | 3.25 | 289 | 5,590 | 34.0% | 0.38 | 0.0303 | -0.015 | 65 | 8.30 | 8.80 | 4 | 2,112 | 32.8% | -0.64 | 0.0315 | -0.015 |
| 1.98 | 2.57 | 148 | 5,008 | 34.2% | 0.32 | 0.0283 | -0.014 | 67.5 | 10.00 | 10.95 | 532 | 33.3% | -0.71 | 0.0292 | -0.014 | |
| 1.57 | 1.92 | 4 | 3,758 | 33.5% | 0.26 | 0.0257 | -0.013 | 70 | 11.35 | 12.90 | 2,087 | 30.2% | -0.77 | 0.0263 | -0.012 | |
| 1.07 | 1.67 | 1 | 1,670 | 33.9% | 0.21 | 0.0228 | -0.012 | 72.5 | 13.40 | 15.25 | 32 | 30.8% | -0.82 | 0.0230 | -0.010 | |
| 0.7100 | 1.33 | 1,105 | 33.7% | 0.17 | 0.0199 | -0.010 | 75 | 15.55 | 17.45 | 11 | 29.9% | -0.86 | 0.0197 | -0.008 | ||
| 0.4400 | 1.23 | 118 | 34.6% | 0.14 | 0.0172 | -0.009 | 77.5 | 17.80 | 19.70 | 28.4% | -0.89 | 0.0167 | -0.006 | |||
| 0.3100 | 0.8400 | 789 | 33.8% | 0.11 | 0.0147 | -0.008 | 80 | 20.00 | 22.00 | -0.91 | 0.0146 | -0.005 | ||||
| 0.0900 | 0.6100 | 186 | 34.6% | 0.08 | 0.0108 | -0.006 | 85 | 24.95 | 27.00 | -0.96 | 0.0165 | -0.004 | ||||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs