BMY option chain Bristol-Myers Squibb Company
Cboe delayed options data · as of 00:33 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 ±26.9% (49.70–86.30) · ATM IV 31.2% · P/C open interest 1.79
| 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 | |
| 31.95 | 34.50 | 87 | 38.4% | 0.99 | 0.0014 | 0.000 | 35 | 0.2400 | 0.5300 | 782 | 36.0% | -0.03 | 0.0028 | -0.002 | ||
| 27.05 | 29.65 | 169 | 33.7% | 0.96 | 0.0051 | 0.000 | 40 | 0.6400 | 0.9800 | 2,072 | 35.4% | -0.06 | 0.0047 | -0.003 | ||
| 23.00 | 26.50 | 1 | 886 | 39.3% | 0.91 | 0.0071 | -0.001 | 45 | 1.35 | 1.66 | 10 | 3,000 | 34.8% | -0.10 | 0.0071 | -0.005 |
| 18.00 | 22.50 | 2 | 816 | 33.9% | 0.85 | 0.0096 | -0.003 | 50 | 2.24 | 2.61 | 11 | 805 | 33.8% | -0.16 | 0.0097 | -0.006 |
| 17.65 | 18.95 | 131 | 32.7% | 0.82 | 0.0108 | -0.004 | 52.5 | 2.55 | 3.25 | 138 | 32.7% | -0.19 | 0.0110 | -0.007 | ||
| 15.45 | 18.10 | 148 | 33.2% | 0.79 | 0.0121 | -0.005 | 55 | 2.89 | 3.90 | 400 | 31.5% | -0.22 | 0.0124 | -0.007 | ||
| 13.85 | 16.00 | 190 | 31.8% | 0.75 | 0.0133 | -0.006 | 57.5 | 3.25 | 4.95 | 130 | 30.9% | -0.26 | 0.0136 | -0.008 | ||
| 12.45 | 14.15 | 442 | 31.0% | 0.71 | 0.0144 | -0.006 | 60 | 4.00 | 5.70 | 1,311 | 30.1% | -0.29 | 0.0148 | -0.008 | ||
| 11.05 | 14.40 | 335 | 33.9% | 0.67 | 0.0154 | -0.007 | 62.5 | 5.95 | 6.70 | 230 | 31.7% | -0.33 | 0.0158 | -0.008 | ||
| 9.85 | 12.15 | 227 | 31.9% | 0.63 | 0.0162 | -0.007 | 65 | 7.05 | 8.15 | 291 | 32.1% | -0.38 | 0.0167 | -0.008 | ||
| 8.95 | 10.20 | 3 | 417 | 30.8% | 0.59 | 0.0169 | -0.008 | 67.5 | 8.40 | 9.05 | 58 | 31.5% | -0.42 | 0.0174 | -0.008 | |
| 7.70 | 9.90 | 194 | 31.7% | 0.55 | 0.0174 | -0.008 | 70 | 9.55 | 10.35 | 2 | 31.0% | -0.46 | 0.0179 | -0.008 | ||
| 6.70 | 8.85 | 4 | 32 | 31.3% | 0.51 | 0.0176 | -0.008 | 72.5 | 9.90 | 13.40 | 31.7% | -0.50 | 0.0183 | -0.008 | ||
| 6.40 | 7.05 | 478 | 30.6% | 0.47 | 0.0177 | -0.008 | 75 | 11.40 | 13.30 | 28.7% | -0.55 | 0.0184 | -0.008 | |||
| 5.10 | 7.20 | 52 | 31.2% | 0.43 | 0.0176 | -0.008 | 77.5 | 14.00 | 14.90 | 30.2% | -0.59 | 0.0184 | -0.007 | |||
| 4.55 | 5.50 | 217 | 29.6% | 0.39 | 0.0173 | -0.008 | 80 | 14.85 | 16.60 | 2 | 28.4% | -0.63 | 0.0183 | -0.007 | ||
| 3.40 | 4.40 | 246 | 29.7% | 0.32 | 0.0164 | -0.008 | 85 | 18.45 | 20.30 | 27.9% | -0.71 | 0.0177 | -0.006 | |||
| 2.42 | 3.25 | 245 | 29.0% | 0.26 | 0.0150 | -0.007 | 90 | 21.50 | 25.00 | 26.7% | -0.78 | 0.0171 | -0.005 | |||
| 1.75 | 2.61 | 29.1% | 0.21 | 0.0134 | -0.006 | 95 | 27.65 | 30.50 | 34.5% | -0.84 | 0.0164 | -0.004 | ||||
| 1.17 | 1.89 | 28.4% | 0.17 | 0.0117 | -0.005 | 100 | 32.15 | 34.30 | 33.5% | -0.90 | 0.0145 | -0.002 | ||||
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 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