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 ±14.1% (118.40–157.15) · ATM IV 37.2% · P/C open interest 3.69
| 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 | |
| 65.40 | 69.40 | 1.00 | 0.0003 | 0.000 | 70 | 0 | 0.3000 | 303 | 66.0% | -0.01 | 0.0005 | -0.004 | ||||
| 60.65 | 64.45 | 4 | 60.7% | 1.00 | 0.0004 | 0.000 | 75 | 0 | 0.3400 | 195 | 60.9% | -0.01 | 0.0007 | -0.005 | ||
| 55.55 | 59.55 | 60.2% | 0.99 | 0.0007 | 0.000 | 80 | 0 | 0.3800 | 77 | 55.9% | -0.01 | 0.0010 | -0.007 | |||
| 50.90 | 54.60 | 55.7% | 0.99 | 0.0010 | -0.002 | 85 | 0.0100 | 0.4800 | 79 | 52.2% | -0.02 | 0.0014 | -0.009 | |||
| 45.90 | 49.70 | 3 | 50.4% | 0.98 | 0.0015 | -0.004 | 90 | 0.1600 | 0.4900 | 837 | 49.0% | -0.03 | 0.0020 | -0.012 | ||
| 41.85 | 44.85 | 6 | 55.7% | 0.97 | 0.0022 | -0.008 | 95 | 0.2800 | 0.6200 | 582 | 46.2% | -0.04 | 0.0028 | -0.015 | ||
| 37.35 | 39.65 | 2 | 66 | 50.9% | 0.96 | 0.0033 | -0.012 | 100 | 0.5000 | 0.8100 | 1,756 | 44.0% | -0.05 | 0.0039 | -0.019 | |
| 32.75 | 35.10 | 102 | 49.1% | 0.94 | 0.0047 | -0.018 | 105 | 0.7900 | 1.10 | 475 | 41.9% | -0.08 | 0.0054 | -0.024 | ||
| 28.15 | 30.40 | 627 | 45.5% | 0.91 | 0.0067 | -0.025 | 110 | 1.22 | 1.65 | 2 | 607 | 40.6% | -0.11 | 0.0073 | -0.030 | |
| 23.80 | 26.00 | 167 | 43.3% | 0.87 | 0.0090 | -0.033 | 115 | 1.90 | 2.33 | 2 | 1,336 | 39.4% | -0.15 | 0.0095 | -0.037 | |
| 19.70 | 21.95 | 3 | 203 | 41.8% | 0.81 | 0.0115 | -0.042 | 120 | 2.97 | 3.55 | 72 | 1,106 | 39.3% | -0.21 | 0.0119 | -0.045 |
| 16.00 | 18.20 | 415 | 40.6% | 0.74 | 0.0139 | -0.050 | 125 | 4.25 | 4.95 | 3 | 1,070 | 38.4% | -0.28 | 0.0140 | -0.051 | |
| 13.05 | 14.85 | 1 | 397 | 40.5% | 0.67 | 0.0158 | -0.056 | 130 | 5.95 | 6.70 | 28 | 586 | 37.6% | -0.36 | 0.0157 | -0.056 |
| 10.30 | 11.10 | 4 | 875 | 38.3% | 0.58 | 0.0170 | -0.060 | 135 | 8.05 | 8.95 | 6 | 684 | 37.0% | -0.44 | 0.0168 | -0.059 |
| 7.85 | 8.65 | 71 | 454 | 37.8% | 0.50 | 0.0174 | -0.061 | 140 | 10.65 | 11.60 | 2 | 1,285 | 36.5% | -0.53 | 0.0170 | -0.059 |
| 6.05 | 6.65 | 9 | 749 | 37.8% | 0.41 | 0.0170 | -0.059 | 145 | 13.65 | 14.75 | 1 | 517 | 36.3% | -0.61 | 0.0166 | -0.056 |
| 4.50 | 4.95 | 17 | 1,326 | 37.5% | 0.34 | 0.0160 | -0.054 | 150 | 16.45 | 18.25 | 8 | 469 | 34.6% | -0.68 | 0.0155 | -0.052 |
| 3.15 | 3.70 | 7 | 1,271 | 37.0% | 0.27 | 0.0144 | -0.049 | 155 | 19.80 | 22.15 | 26.5K | 33.3% | -0.75 | 0.0140 | -0.046 | |
| 2.25 | 2.70 | 54 | 1,026 | 36.9% | 0.21 | 0.0125 | -0.042 | 160 | 23.95 | 26.10 | 9 | 32.4% | -0.80 | 0.0121 | -0.039 | |
| 1.68 | 2.00 | 2 | 910 | 37.3% | 0.16 | 0.0106 | -0.036 | 165 | 28.10 | 30.50 | 4 | 30.9% | -0.85 | 0.0102 | -0.032 | |
| 1.12 | 1.53 | 2 | 1,541 | 37.4% | 0.12 | 0.0088 | -0.030 | 170 | 32.70 | 34.95 | 1 | 29.4% | -0.88 | 0.0085 | -0.026 | |
| 0.8600 | 1.15 | 1 | 140 | 38.0% | 0.09 | 0.0072 | -0.025 | 175 | 37.10 | 39.75 | 2 | 24.0% | -0.91 | 0.0069 | -0.020 | |
| 0.6200 | 0.8800 | 25 | 93 | 38.5% | 0.07 | 0.0058 | -0.021 | 180 | 41.80 | 44.60 | -0.93 | 0.0056 | -0.016 | |||
| 0.3500 | 0.7000 | 28 | 38.5% | 0.06 | 0.0047 | -0.017 | 185 | 46.45 | 49.45 | 24 | -0.95 | 0.0045 | -0.012 | |||
| 0.2200 | 0.5600 | 37 | 38.9% | 0.04 | 0.0038 | -0.014 | 190 | 51.30 | 54.10 | -0.96 | 0.0036 | -0.008 | ||||
| 0.1300 | 0.4600 | 3 | 53 | 39.4% | 0.04 | 0.0031 | -0.012 | 195 | 56.20 | 59.80 | -0.97 | 0.0029 | -0.006 | |||
| 0.1600 | 0.3900 | 1 | 15 | 41.2% | 0.03 | 0.0025 | -0.010 | 200 | 61.10 | 64.70 | -0.98 | 0.0024 | -0.004 | |||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.