BX option chain Blackstone Inc.
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 ±10.1% (123.90–151.65) · ATM IV 35.7% · P/C open interest 1.53
| 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 | |
| 66.05 | 69.30 | 106.5% | 1.00 | 0.0002 | 0.000 | 70 | 0 | 0.2300 | 19 | 86.0% | -0.00 | 0.0002 | -0.003 | |||
| 61.40 | 64.30 | 101.9% | 1.00 | 0.0004 | 0.000 | 75 | 0 | 0.2400 | 208 | 78.3% | -0.00 | 0.0004 | -0.005 | |||
| 56.30 | 59.35 | 8 | 90.8% | 0.99 | 0.0006 | 0.000 | 80 | 0 | 0.2500 | 69 | 71.2% | -0.01 | 0.0006 | -0.006 | ||
| 51.35 | 54.40 | 9 | 82.7% | 0.99 | 0.0009 | 0.000 | 85 | 0.0400 | 0.2000 | 1,028 | 63.6% | -0.01 | 0.0009 | -0.008 | ||
| 45.80 | 49.45 | 22 | 65.9% | 0.99 | 0.0012 | -0.002 | 90 | 0.0300 | 0.3100 | 114 | 59.8% | -0.01 | 0.0012 | -0.010 | ||
| 41.25 | 44.55 | 20 | 65.5% | 0.98 | 0.0018 | -0.005 | 95 | 0.1000 | 0.2100 | 1,672 | 52.3% | -0.02 | 0.0018 | -0.013 | ||
| 36.95 | 39.45 | 13 | 63.2% | 0.97 | 0.0026 | -0.009 | 100 | 0.1000 | 0.2500 | 10 | 1,453 | 46.8% | -0.03 | 0.0026 | -0.016 | |
| 32.05 | 34.60 | 57 | 56.9% | 0.96 | 0.0038 | -0.014 | 105 | 0.2500 | 0.4500 | 10 | 844 | 45.9% | -0.04 | 0.0038 | -0.020 | |
| 27.40 | 28.60 | 220 | 43.7% | 0.94 | 0.0056 | -0.021 | 110 | 0.3200 | 0.5800 | 2,482 | 41.4% | -0.06 | 0.0057 | -0.026 | ||
| 22.90 | 23.95 | 213 | 42.1% | 0.91 | 0.0084 | -0.031 | 115 | 0.6800 | 0.9500 | 6 | 546 | 40.1% | -0.09 | 0.0085 | -0.035 | |
| 18.25 | 19.55 | 556 | 39.0% | 0.86 | 0.0121 | -0.043 | 120 | 1.13 | 1.50 | 17 | 983 | 38.0% | -0.14 | 0.0122 | -0.047 | |
| 14.55 | 15.40 | 738 | 38.8% | 0.79 | 0.0162 | -0.056 | 125 | 2.05 | 2.48 | 267 | 1,002 | 37.2% | -0.22 | 0.0164 | -0.059 | |
| 10.90 | 11.80 | 1 | 903 | 37.7% | 0.69 | 0.0200 | -0.068 | 130 | 3.30 | 3.85 | 58 | 1,203 | 36.0% | -0.31 | 0.0203 | -0.070 |
| 8.05 | 8.65 | 64 | 644 | 37.2% | 0.58 | 0.0226 | -0.075 | 135 | 5.15 | 5.90 | 13 | 6,913 | 35.6% | -0.42 | 0.0230 | -0.077 |
| 5.50 | 6.15 | 58 | 2,478 | 36.4% | 0.47 | 0.0234 | -0.076 | 140 | 7.65 | 8.45 | 14 | 1,527 | 35.0% | -0.54 | 0.0239 | -0.077 |
| 3.75 | 4.20 | 27 | 1,320 | 36.3% | 0.36 | 0.0221 | -0.071 | 145 | 10.70 | 11.70 | 1 | 209 | 34.7% | -0.65 | 0.0228 | -0.072 |
| 2.32 | 2.55 | 56 | 2,856 | 35.0% | 0.26 | 0.0193 | -0.061 | 150 | 14.30 | 15.40 | 3 | 239 | 34.1% | -0.75 | 0.0202 | -0.062 |
| 1.45 | 1.76 | 474 | 915 | 35.7% | 0.18 | 0.0157 | -0.050 | 155 | 18.40 | 19.55 | 58 | 33.7% | -0.84 | 0.0167 | -0.050 | |
| 0.8900 | 1.24 | 27 | 1,154 | 36.5% | 0.12 | 0.0121 | -0.039 | 160 | 22.85 | 24.25 | 26 | 34.5% | -0.90 | 0.0130 | -0.038 | |
| 0.4700 | 0.7500 | 11 | 626 | 36.0% | 0.08 | 0.0089 | -0.029 | 165 | 27.60 | 28.65 | 7 | -0.94 | 0.0105 | -0.029 | ||
| 0.3500 | 0.5900 | 1 | 196 | 38.2% | 0.06 | 0.0064 | -0.021 | 170 | 32.50 | 33.50 | 17 | -0.98 | 0.0080 | -0.026 | ||
| 0.1100 | 0.2800 | 13 | 321 | 35.5% | 0.04 | 0.0046 | -0.016 | 175 | 36.10 | 39.05 | 2 | -1.00 | 0.0030 | -0.024 | ||
| 0.0600 | 0.2100 | 133 | 37.2% | 0.03 | 0.0033 | -0.012 | 180 | 41.15 | 44.00 | -1.00 | 0.0000 | -0.024 | ||||
| 0 | 0.3100 | 57 | 41.1% | 0.02 | 0.0024 | -0.009 | 185 | 46.10 | 50.05 | -1.00 | 0.0000 | -0.024 | ||||
| 0 | 0.3500 | 146 | 45.0% | 0.01 | 0.0018 | -0.007 | 190 | 51.10 | 54.15 | -1.00 | 0.0000 | -0.024 | ||||
| 0 | 0.3200 | 47.3% | 0.01 | 0.0014 | -0.006 | 195 | 56.10 | 59.20 | -1.00 | 0.0000 | -0.024 | |||||
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.