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 ±21.6% (108.08–167.47) · ATM IV 36.8% · P/C open interest 2.66
| 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 | |
| 65.90 | 69.55 | 4 | 52.7% | 0.99 | 0.0007 | 0.000 | 70 | 0.2700 | 0.6900 | 205 | 50.4% | -0.02 | 0.0011 | -0.006 | ||
| 61.80 | 64.75 | 56.8% | 0.98 | 0.0011 | 0.000 | 75 | 0.5100 | 0.8600 | 164 | 49.0% | -0.03 | 0.0015 | -0.008 | |||
| 56.85 | 60.00 | 6 | 52.5% | 0.97 | 0.0016 | 0.000 | 80 | 0.6700 | 1.00 | 2,243 | 46.3% | -0.04 | 0.0019 | -0.010 | ||
| 52.55 | 55.30 | 51.6% | 0.96 | 0.0022 | -0.001 | 85 | 0.9900 | 1.38 | 873 | 45.3% | -0.06 | 0.0025 | -0.012 | |||
| 47.35 | 50.70 | 135 | 46.8% | 0.94 | 0.0029 | -0.004 | 90 | 1.36 | 1.73 | 718 | 43.7% | -0.07 | 0.0032 | -0.015 | ||
| 42.95 | 46.30 | 105 | 45.5% | 0.92 | 0.0037 | -0.008 | 95 | 1.86 | 2.24 | 109 | 42.5% | -0.09 | 0.0040 | -0.017 | ||
| 39.20 | 41.70 | 73 | 44.7% | 0.90 | 0.0046 | -0.012 | 100 | 2.44 | 2.90 | 656 | 41.3% | -0.12 | 0.0049 | -0.020 | ||
| 35.05 | 37.75 | 1 | 15 | 43.8% | 0.87 | 0.0057 | -0.016 | 105 | 3.10 | 3.80 | 263 | 40.2% | -0.15 | 0.0059 | -0.023 | |
| 31.20 | 33.80 | 75 | 42.7% | 0.83 | 0.0067 | -0.020 | 110 | 4.10 | 4.80 | 2,644 | 39.3% | -0.19 | 0.0069 | -0.026 | ||
| 26.85 | 29.95 | 90 | 40.4% | 0.79 | 0.0078 | -0.024 | 115 | 5.30 | 5.95 | 2,393 | 38.4% | -0.23 | 0.0080 | -0.028 | ||
| 24.25 | 26.25 | 787 | 40.6% | 0.75 | 0.0088 | -0.027 | 120 | 6.80 | 7.55 | 2,876 | 37.9% | -0.27 | 0.0089 | -0.031 | ||
| 20.20 | 22.95 | 260 | 38.6% | 0.70 | 0.0096 | -0.030 | 125 | 8.50 | 9.30 | 213 | 37.3% | -0.32 | 0.0097 | -0.033 | ||
| 18.30 | 19.35 | 94 | 38.5% | 0.64 | 0.0104 | -0.032 | 130 | 10.50 | 11.30 | 69 | 36.7% | -0.38 | 0.0104 | -0.034 | ||
| 15.45 | 16.65 | 305 | 37.7% | 0.59 | 0.0109 | -0.034 | 135 | 12.80 | 13.95 | 1 | 130 | 36.7% | -0.43 | 0.0109 | -0.034 | |
| 13.30 | 14.25 | 18 | 210 | 37.5% | 0.54 | 0.0112 | -0.035 | 140 | 15.35 | 16.50 | 23 | 47 | 36.1% | -0.48 | 0.0112 | -0.034 |
| 11.00 | 12.15 | 151 | 36.9% | 0.48 | 0.0112 | -0.035 | 145 | 18.20 | 19.40 | 1 | 31 | 35.8% | -0.54 | 0.0112 | -0.033 | |
| 9.50 | 10.35 | 17 | 660 | 37.1% | 0.43 | 0.0111 | -0.034 | 150 | 21.30 | 22.60 | 17 | 35.5% | -0.59 | 0.0111 | -0.032 | |
| 7.90 | 8.75 | 512 | 36.8% | 0.38 | 0.0108 | -0.033 | 155 | 24.65 | 25.85 | 12 | 35.0% | -0.64 | 0.0108 | -0.030 | ||
| 6.75 | 7.40 | 5 | 481 | 36.9% | 0.34 | 0.0104 | -0.032 | 160 | 27.70 | 29.90 | 39 | 34.6% | -0.68 | 0.0104 | -0.028 | |
| 5.55 | 6.30 | 11 | 379 | 36.8% | 0.29 | 0.0098 | -0.030 | 165 | 31.55 | 33.80 | 10 | 34.6% | -0.72 | 0.0098 | -0.025 | |
| 4.60 | 5.25 | 244 | 36.7% | 0.26 | 0.0091 | -0.028 | 170 | 35.30 | 37.75 | 23 | 33.8% | -0.76 | 0.0092 | -0.022 | ||
| 3.65 | 4.50 | 40 | 219 | 36.5% | 0.22 | 0.0084 | -0.026 | 175 | 39.50 | 41.90 | 33.6% | -0.80 | 0.0086 | -0.019 | ||
| 3.20 | 3.75 | 1 | 58 | 36.8% | 0.19 | 0.0077 | -0.024 | 180 | 43.80 | 46.25 | 33.3% | -0.83 | 0.0079 | -0.016 | ||
| 2.56 | 3.20 | 132 | 36.8% | 0.17 | 0.0070 | -0.022 | 185 | 48.00 | 50.90 | 32.9% | -0.86 | 0.0071 | -0.013 | |||
| 2.14 | 2.73 | 38 | 37.0% | 0.14 | 0.0063 | -0.020 | 190 | 52.45 | 55.90 | 33.5% | -0.88 | 0.0064 | -0.010 | |||
| 1.79 | 2.34 | 117 | 37.2% | 0.12 | 0.0057 | -0.018 | 195 | 57.10 | 60.75 | 34.1% | -0.90 | 0.0057 | -0.007 | |||
| 1.47 | 1.89 | 78 | 37.0% | 0.11 | 0.0051 | -0.016 | 200 | 61.85 | 64.75 | 30.1% | -0.92 | 0.0050 | -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 — 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.