BMY option chain Bristol-Myers Squibb Company
Cboe delayed options data · as of 18:33 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 ±24.5% (51.25–84.45) · ATM IV 31.2% · P/C open interest 0.61
| 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 | |
| 30.50 | 34.10 | 1 | 0.99 | 0.0013 | 0.000 | 35 | 0.1600 | 0.4200 | 37.7% | -0.03 | 0.0025 | -0.002 | ||||
| 26.45 | 28.90 | 0.97 | 0.0046 | -0.000 | 40 | 0.4300 | 0.7700 | 4 | 36.3% | -0.05 | 0.0044 | -0.003 | ||||
| 22.35 | 24.50 | 31.6% | 0.92 | 0.0069 | -0.002 | 45 | 0.9000 | 1.33 | 40 | 35.0% | -0.09 | 0.0070 | -0.005 | |||
| 18.20 | 20.55 | 32 | 31.9% | 0.87 | 0.0099 | -0.004 | 50 | 1.73 | 1.92 | 135 | 33.3% | -0.14 | 0.0101 | -0.006 | ||
| 14.85 | 16.85 | 2 | 32.4% | 0.80 | 0.0130 | -0.006 | 55 | 2.98 | 3.30 | 5 | 9 | 33.3% | -0.21 | 0.0133 | -0.008 | |
| 13.20 | 14.70 | 30.9% | 0.76 | 0.0145 | -0.007 | 57.5 | 3.60 | 4.45 | 33.6% | -0.25 | 0.0148 | -0.009 | ||||
| 12.20 | 13.25 | 1 | 32.2% | 0.72 | 0.0158 | -0.008 | 60 | 4.40 | 4.95 | 32.2% | -0.29 | 0.0162 | -0.009 | |||
| 10.55 | 11.55 | 30.9% | 0.67 | 0.0170 | -0.009 | 62.5 | 5.35 | 5.95 | 31.9% | -0.34 | 0.0175 | -0.010 | ||||
| 9.20 | 10.30 | 1 | 101 | 30.8% | 0.63 | 0.0180 | -0.009 | 65 | 6.60 | 6.85 | 5 | 31.6% | -0.38 | 0.0185 | -0.010 | |
| 8.10 | 9.10 | 22 | 30.8% | 0.58 | 0.0188 | -0.010 | 67.5 | 7.75 | 8.25 | 3 | 31.5% | -0.43 | 0.0193 | -0.010 | ||
| 7.05 | 7.95 | 67 | 30.5% | 0.54 | 0.0192 | -0.010 | 70 | 8.90 | 9.55 | 5 | 30.9% | -0.48 | 0.0199 | -0.010 | ||
| 6.00 | 6.85 | 1 | 11 | 30.0% | 0.49 | 0.0195 | -0.010 | 72.5 | 10.35 | 11.00 | 25 | 30.7% | -0.52 | 0.0202 | -0.010 | |
| 5.15 | 6.10 | 27 | 30.1% | 0.45 | 0.0195 | -0.010 | 75 | 11.80 | 13.25 | 31.6% | -0.57 | 0.0202 | -0.010 | |||
| 4.55 | 5.65 | 8 | 30.9% | 0.41 | 0.0192 | -0.010 | 77.5 | 13.70 | 14.25 | 30.7% | -0.62 | 0.0201 | -0.009 | |||
| 3.80 | 4.45 | 47 | 29.6% | 0.36 | 0.0187 | -0.009 | 80 | 15.25 | 16.00 | 30.0% | -0.66 | 0.0197 | -0.009 | |||
| 2.54 | 3.40 | 29.2% | 0.29 | 0.0173 | -0.009 | 85 | 19.20 | 19.75 | 30.0% | -0.74 | 0.0187 | -0.007 | ||||
| 1.87 | 2.47 | 1 | 29.2% | 0.23 | 0.0153 | -0.007 | 90 | 23.05 | 24.85 | 31.8% | -0.82 | 0.0176 | -0.006 | |||
| 1.26 | 1.85 | 29.1% | 0.18 | 0.0131 | -0.006 | 95 | 27.45 | 29.85 | 34.0% | -0.88 | 0.0157 | -0.005 | ||||
| 0.8000 | 1.56 | 29.5% | 0.14 | 0.0111 | -0.006 | 100 | 31.95 | 35.00 | 36.5% | -0.92 | 0.0126 | -0.003 | ||||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs