BX option chain Blackstone Inc.
Cboe delayed options data · as of 12:34 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 ±19.8% (85.39–127.59) · ATM IV 38.6% · P/C open interest 2.63
| 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 | |
| 49.65 | 53.55 | 1.00 | 0.0008 | -0.001 | 55 | 0.0900 | 0.4600 | 2 | 94 | 53.2% | -0.02 | 0.0014 | -0.006 | |||
| 44.75 | 48.70 | 0.99 | 0.0016 | -0.004 | 60 | 0.2700 | 0.6300 | 47 | 51.3% | -0.03 | 0.0020 | -0.008 | ||||
| 40.25 | 43.80 | 42.9% | 0.98 | 0.0024 | -0.006 | 65 | 0.4000 | 0.9500 | 94 | 49.0% | -0.04 | 0.0029 | -0.010 | |||
| 36.00 | 38.95 | 4 | 45.4% | 0.96 | 0.0035 | -0.009 | 70 | 0.7100 | 1.26 | 1,043 | 46.7% | -0.06 | 0.0040 | -0.013 | ||
| 31.60 | 34.45 | 5 | 45.2% | 0.93 | 0.0050 | -0.013 | 75 | 1.28 | 1.72 | 147 | 204 | 45.4% | -0.09 | 0.0055 | -0.016 | |
| 27.25 | 29.80 | 2 | 19 | 42.6% | 0.90 | 0.0068 | -0.017 | 80 | 1.65 | 2.44 | 100 | 2,261 | 43.1% | -0.13 | 0.0073 | -0.020 |
| 23.30 | 25.65 | 42.1% | 0.85 | 0.0088 | -0.022 | 85 | 2.72 | 3.45 | 100 | 888 | 42.7% | -0.18 | 0.0092 | -0.024 | ||
| 19.80 | 21.95 | 135 | 42.3% | 0.80 | 0.0108 | -0.027 | 90 | 3.65 | 4.80 | 2 | 1,535 | 41.3% | -0.23 | 0.0111 | -0.028 | |
| 16.50 | 17.65 | 105 | 39.9% | 0.73 | 0.0126 | -0.030 | 95 | 5.80 | 6.25 | 11 | 354 | 41.5% | -0.30 | 0.0128 | -0.031 | |
| 13.15 | 14.75 | 4 | 110 | 39.2% | 0.66 | 0.0142 | -0.033 | 100 | 7.35 | 8.60 | 10 | 952 | 40.8% | -0.37 | 0.0143 | -0.033 |
| 10.60 | 12.15 | 5 | 39 | 39.2% | 0.59 | 0.0153 | -0.034 | 105 | 9.05 | 10.40 | 126 | 512 | 38.1% | -0.44 | 0.0154 | -0.034 |
| 8.30 | 9.55 | 30 | 146 | 38.2% | 0.51 | 0.0159 | -0.034 | 110 | 12.45 | 12.90 | 194 | 3,326 | 38.5% | -0.52 | 0.0159 | -0.034 |
| 6.50 | 7.20 | 90 | 185 | 37.2% | 0.44 | 0.0158 | -0.033 | 115 | 15.60 | 16.70 | 41 | 2,830 | 39.6% | -0.59 | 0.0158 | -0.032 |
| 5.00 | 5.55 | 202 | 983 | 36.9% | 0.36 | 0.0152 | -0.031 | 120 | 18.65 | 20.05 | 3,147 | 38.5% | -0.66 | 0.0151 | -0.030 | |
| 3.80 | 4.35 | 125 | 551 | 36.9% | 0.30 | 0.0141 | -0.028 | 125 | 22.45 | 24.05 | 249 | 39.1% | -0.73 | 0.0140 | -0.027 | |
| 2.81 | 3.50 | 84 | 355 | 36.7% | 0.24 | 0.0127 | -0.025 | 130 | 25.55 | 28.15 | 129 | 37.2% | -0.78 | 0.0127 | -0.024 | |
| 2.13 | 2.64 | 87 | 497 | 37.0% | 0.20 | 0.0112 | -0.022 | 135 | 29.85 | 32.60 | 176 | 38.0% | -0.83 | 0.0116 | -0.022 | |
| 1.60 | 2.13 | 79 | 402 | 37.3% | 0.16 | 0.0098 | -0.020 | 140 | 34.25 | 36.95 | 98 | 37.8% | -0.87 | 0.0105 | -0.020 | |
| 1.16 | 1.99 | 110 | 201 | 38.5% | 0.13 | 0.0084 | -0.017 | 145 | 39.25 | 41.60 | 45 | 39.9% | -0.91 | 0.0092 | -0.017 | |
| 0.8600 | 1.33 | 17 | 826 | 37.6% | 0.11 | 0.0072 | -0.015 | 150 | 43.15 | 46.30 | 42 | 35.6% | -0.93 | 0.0077 | -0.014 | |
| 0.5700 | 1.33 | 501 | 38.9% | 0.09 | 0.0061 | -0.013 | 155 | 49.25 | 50.05 | 10 | 14 | 37.0% | -0.96 | 0.0061 | -0.011 | |
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 — Mar 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