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 ±23.8% (45.05–73.19) · ATM IV 31.9% · P/C open interest 1.60
| 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 | |
| 23.30 | 26.35 | 1 | 44.8% | 0.97 | 0.0043 | 0.000 | 35 | 0.1900 | 0.5000 | 17 | 35.1% | -0.04 | 0.0048 | -0.003 | ||
| 19.25 | 21.85 | 32 | 42.0% | 0.92 | 0.0083 | -0.002 | 40 | 0.6500 | 1.10 | 10 | 34.9% | -0.09 | 0.0085 | -0.004 | ||
| 15.30 | 17.95 | 9 | 39.7% | 0.85 | 0.0126 | -0.004 | 45 | 1.47 | 2.03 | 33 | 2,324 | 34.2% | -0.16 | 0.0130 | -0.007 | |
| 11.75 | 14.05 | 42 | 36.6% | 0.77 | 0.0169 | -0.007 | 50 | 2.64 | 3.30 | 304 | 32.9% | -0.24 | 0.0174 | -0.008 | ||
| 10.35 | 12.20 | 35.7% | 0.72 | 0.0188 | -0.008 | 52.5 | 3.30 | 4.20 | 171 | 32.2% | -0.29 | 0.0193 | -0.009 | |||
| 9.15 | 9.70 | 134 | 184 | 33.1% | 0.67 | 0.0204 | -0.009 | 55 | 4.30 | 5.70 | 1,117 | 33.3% | -0.35 | 0.0210 | -0.009 | |
| 7.55 | 8.55 | 12 | 32.4% | 0.61 | 0.0216 | -0.009 | 57.5 | 5.40 | 6.35 | 226 | 31.7% | -0.40 | 0.0223 | -0.010 | ||
| 6.65 | 7.20 | 136 | 193 | 32.3% | 0.56 | 0.0225 | -0.009 | 60 | 6.65 | 7.65 | 11 | 31.4% | -0.46 | 0.0232 | -0.010 | |
| 4.50 | 6.35 | 11 | 29.8% | 0.51 | 0.0229 | -0.010 | 62.5 | 8.10 | 10.00 | 2 | 33.5% | -0.51 | 0.0237 | -0.010 | ||
| 4.35 | 5.55 | 134 | 1,179 | 31.6% | 0.45 | 0.0229 | -0.010 | 65 | 8.55 | 11.55 | 19 | 30.7% | -0.57 | 0.0239 | -0.009 | |
| 3.90 | 4.45 | 134 | 349 | 31.5% | 0.40 | 0.0225 | -0.009 | 67.5 | 11.35 | 13.20 | 4 | 33.2% | -0.62 | 0.0236 | -0.009 | |
| 3.10 | 3.95 | 272 | 31.4% | 0.36 | 0.0218 | -0.009 | 70 | 13.05 | 14.35 | 55 | 31.3% | -0.67 | 0.0231 | -0.008 | ||
| 2.52 | 4.60 | 192 | 34.4% | 0.31 | 0.0208 | -0.009 | 72.5 | 14.95 | 16.90 | 26 | 33.0% | -0.72 | 0.0222 | -0.007 | ||
| 1.93 | 2.82 | 116 | 30.8% | 0.27 | 0.0196 | -0.008 | 75 | 15.85 | 19.25 | 30.8% | -0.77 | 0.0211 | -0.007 | |||
| 1.57 | 4.10 | 25 | 35.7% | 0.24 | 0.0182 | -0.007 | 77.5 | 18.00 | 21.35 | 30.9% | -0.81 | 0.0196 | -0.006 | |||
| 1.27 | 2.00 | 52 | 30.8% | 0.20 | 0.0168 | -0.007 | 80 | 20.15 | 22.70 | 27.1% | -0.84 | 0.0179 | -0.005 | |||
| 0.8100 | 1.88 | 7 | 32.5% | 0.15 | 0.0139 | -0.006 | 85 | 25.35 | 27.20 | 29.5% | -0.90 | 0.0169 | -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