BMY option chain Bristol-Myers Squibb Company
Cboe delayed options data · as of 21:49 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 ±26.8% (49.77–86.22) · ATM IV 30.1% · P/C open interest 1.94
| 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 | |
| 30.60 | 35.30 | 64 | 0.99 | 0.0014 | 0.000 | 35 | 0.1600 | 0.6300 | 180 | 34.9% | -0.04 | 0.0030 | -0.002 | |||
| 28.70 | 30.90 | 90 | 0.98 | 0.0039 | 0.000 | 38 | 0.1300 | 1.10 | 585 | 34.4% | -0.05 | 0.0040 | -0.003 | |||
| 27.40 | 29.00 | 362 | 0.96 | 0.0052 | 0.000 | 40 | 0.2500 | 1.12 | 2,311 | 32.7% | -0.07 | 0.0048 | -0.003 | |||
| 24.60 | 26.30 | 160 | 30.2% | 0.93 | 0.0063 | -0.000 | 43 | 1.00 | 1.60 | 1,192 | 34.7% | -0.09 | 0.0062 | -0.004 | ||
| 23.65 | 24.70 | 284 | 34.3% | 0.91 | 0.0071 | -0.001 | 45 | 0.3500 | 1.96 | 3,407 | 30.9% | -0.11 | 0.0071 | -0.004 | ||
| 21.25 | 23.35 | 241 | 32.0% | 0.89 | 0.0080 | -0.002 | 47 | 0.2000 | 2.40 | 378 | 29.5% | -0.13 | 0.0081 | -0.005 | ||
| 18.90 | 20.90 | 2 | 478 | 31.1% | 0.85 | 0.0095 | -0.003 | 50 | 2.03 | 2.98 | 26 | 384 | 33.0% | -0.16 | 0.0096 | -0.006 |
| 17.30 | 19.30 | 355 | 31.9% | 0.82 | 0.0107 | -0.004 | 52.5 | 2.99 | 3.50 | 613 | 33.3% | -0.19 | 0.0109 | -0.006 | ||
| 15.70 | 17.55 | 199 | 31.8% | 0.79 | 0.0120 | -0.005 | 55 | 3.60 | 4.15 | 415 | 32.6% | -0.22 | 0.0121 | -0.007 | ||
| 14.55 | 16.35 | 164 | 33.2% | 0.75 | 0.0131 | -0.005 | 57.5 | 2.70 | 5.00 | 173 | 28.8% | -0.26 | 0.0133 | -0.007 | ||
| 12.25 | 14.00 | 11 | 803 | 29.5% | 0.71 | 0.0142 | -0.006 | 60 | 5.20 | 5.90 | 792 | 31.8% | -0.30 | 0.0144 | -0.007 | |
| 10.55 | 13.75 | 4 | 128 | 30.8% | 0.68 | 0.0152 | -0.007 | 62.5 | 6.20 | 6.90 | 491 | 31.5% | -0.33 | 0.0154 | -0.008 | |
| 10.15 | 12.50 | 1 | 425 | 32.2% | 0.64 | 0.0160 | -0.007 | 65 | 7.25 | 8.35 | 520 | 31.8% | -0.37 | 0.0162 | -0.008 | |
| 9.15 | 10.45 | 211 | 30.8% | 0.60 | 0.0166 | -0.007 | 67.5 | 7.60 | 9.25 | 29.5% | -0.42 | 0.0169 | -0.008 | |||
| 8.30 | 9.20 | 374 | 30.6% | 0.56 | 0.0171 | -0.008 | 70 | 9.70 | 10.55 | 9 | 30.6% | -0.46 | 0.0175 | -0.008 | ||
| 6.80 | 9.85 | 20 | 126 | 32.3% | 0.52 | 0.0174 | -0.008 | 72.5 | 9.65 | 12.40 | 28.7% | -0.50 | 0.0178 | -0.008 | ||
| 6.60 | 7.45 | 15 | 670 | 30.7% | 0.48 | 0.0175 | -0.008 | 75 | 11.75 | 13.45 | 28.7% | -0.54 | 0.0181 | -0.007 | ||
| 5.35 | 7.40 | 31.1% | 0.44 | 0.0174 | -0.008 | 77.5 | 13.20 | 15.05 | 28.2% | -0.58 | 0.0181 | -0.007 | ||||
| 3.95 | 6.90 | 4 | 665 | 30.2% | 0.40 | 0.0172 | -0.008 | 80 | 14.85 | 16.80 | 1 | 28.1% | -0.62 | 0.0180 | -0.007 | |
| 3.70 | 4.85 | 13 | 25 | 30.2% | 0.33 | 0.0163 | -0.007 | 85 | 17.50 | 20.40 | 25.4% | -0.70 | 0.0176 | -0.006 | ||
| 2.75 | 3.35 | 100 | 208 | 29.0% | 0.27 | 0.0150 | -0.007 | 90 | 21.50 | 24.35 | 3 | 24.3% | -0.77 | 0.0171 | -0.005 | |
| 1.85 | 2.64 | 4 | 28.6% | 0.22 | 0.0134 | -0.006 | 95 | 26.70 | 30.50 | 31.4% | -0.83 | 0.0165 | -0.004 | |||
| 1.22 | 2.03 | 1 | 28.1% | 0.18 | 0.0118 | -0.005 | 100 | 32.15 | 35.00 | 34.7% | -0.89 | 0.0148 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs