BX option chain Blackstone Inc.
Cboe delayed options data · as of 15:34 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 ±18.0% (88.04–126.64) · ATM IV 38.7% · 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 | |
| 51.10 | 53.75 | 1.00 | 0.0005 | 0.000 | 55 | 0.0100 | 0.3700 | 165 | 56.0% | -0.02 | 0.0012 | -0.006 | ||||
| 46.25 | 48.80 | 0.99 | 0.0013 | 0.000 | 60 | 0.1300 | 0.4800 | 39 | 53.4% | -0.02 | 0.0018 | -0.007 | ||||
| 41.25 | 44.25 | 51.3% | 0.98 | 0.0020 | -0.003 | 65 | 0.2900 | 0.6500 | 77 | 50.8% | -0.04 | 0.0026 | -0.010 | |||
| 36.50 | 39.35 | 1 | 47.1% | 0.97 | 0.0030 | -0.006 | 70 | 0.5400 | 0.9000 | 58 | 48.5% | -0.05 | 0.0037 | -0.013 | ||
| 31.95 | 34.70 | 4 | 46.1% | 0.95 | 0.0044 | -0.010 | 75 | 0.8700 | 1.29 | 120 | 46.4% | -0.08 | 0.0052 | -0.016 | ||
| 27.55 | 29.90 | 6 | 43.2% | 0.92 | 0.0063 | -0.015 | 80 | 1.43 | 1.72 | 85 | 44.2% | -0.11 | 0.0071 | -0.020 | ||
| 23.30 | 25.85 | 2 | 43.2% | 0.88 | 0.0085 | -0.020 | 85 | 2.27 | 2.44 | 6 | 63 | 43.0% | -0.16 | 0.0093 | -0.025 | |
| 19.50 | 21.85 | 3 | 42.6% | 0.82 | 0.0109 | -0.026 | 90 | 3.30 | 3.45 | 247 | 41.6% | -0.21 | 0.0115 | -0.029 | ||
| 16.20 | 17.80 | 41.4% | 0.76 | 0.0133 | -0.031 | 95 | 4.70 | 4.90 | 8 | 212 | 40.7% | -0.28 | 0.0138 | -0.033 | ||
| 12.90 | 14.35 | 39 | 40.1% | 0.68 | 0.0154 | -0.035 | 100 | 6.45 | 6.75 | 200 | 408 | 39.8% | -0.36 | 0.0156 | -0.036 | |
| 10.25 | 10.80 | 2 | 87 | 38.4% | 0.60 | 0.0170 | -0.037 | 105 | 8.60 | 8.95 | 1,988 | 39.0% | -0.44 | 0.0169 | -0.037 | |
| 7.90 | 8.40 | 254 | 38.0% | 0.51 | 0.0178 | -0.037 | 110 | 11.00 | 11.60 | 385 | 37.9% | -0.52 | 0.0174 | -0.036 | ||
| 5.95 | 6.35 | 5 | 147 | 37.5% | 0.43 | 0.0177 | -0.036 | 115 | 14.15 | 14.65 | 1,434 | 37.6% | -0.60 | 0.0172 | -0.034 | |
| 4.40 | 4.70 | 26 | 221 | 37.0% | 0.35 | 0.0168 | -0.034 | 120 | 17.55 | 18.75 | 10 | 1,084 | 38.6% | -0.68 | 0.0162 | -0.031 |
| 3.20 | 3.50 | 2 | 708 | 36.9% | 0.28 | 0.0153 | -0.030 | 125 | 20.95 | 22.45 | 369 | 37.3% | -0.75 | 0.0146 | -0.027 | |
| 2.35 | 2.55 | 397 | 36.9% | 0.22 | 0.0134 | -0.027 | 130 | 25.30 | 26.60 | 200 | 301 | 38.2% | -0.81 | 0.0130 | -0.023 | |
| 1.70 | 1.95 | 190 | 37.2% | 0.17 | 0.0114 | -0.023 | 135 | 28.65 | 31.15 | 136 | 35.8% | -0.85 | 0.0117 | -0.020 | ||
| 1.19 | 1.65 | 223 | 38.1% | 0.13 | 0.0095 | -0.019 | 140 | 33.00 | 35.80 | 483 | 35.3% | -0.90 | 0.0103 | -0.017 | ||
| 0.8500 | 1.22 | 158 | 38.2% | 0.10 | 0.0079 | -0.016 | 145 | 37.70 | 40.40 | 214 | 33.8% | -0.93 | 0.0085 | -0.013 | ||
| 0.6000 | 0.9200 | 273 | 38.4% | 0.08 | 0.0064 | -0.013 | 150 | 42.30 | 45.15 | 69 | -0.96 | 0.0065 | -0.008 | |||
| 0.4100 | 0.6800 | 9 | 149 | 38.4% | 0.06 | 0.0052 | -0.011 | 155 | 47.15 | 50.00 | 41 | -0.97 | 0.0046 | -0.004 | ||
| 0.1700 | 0.5500 | 1 | 278 | 37.9% | 0.05 | 0.0043 | -0.009 | 160 | 52.40 | 54.95 | 64 | -0.99 | 0.0030 | 0.000 | ||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs