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 ±10.3% (95.54–117.44) · ATM IV 41.3% · P/C open interest 3.30
| 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 | |
| 50.25 | 53.40 | 1.00 | 0.0002 | -0.002 | 55 | 0 | 0.3500 | 93 | 103.2% | -0.01 | 0.0006 | -0.007 | ||||
| 45.30 | 48.40 | 1.00 | 0.0003 | -0.003 | 60 | 0 | 0.1500 | 83 | 80.5% | -0.01 | 0.0009 | -0.009 | ||||
| 39.60 | 43.55 | 1.00 | 0.0006 | -0.004 | 65 | 0 | 0.6700 | 32 | 88.6% | -0.01 | 0.0014 | -0.011 | ||||
| 35.20 | 38.45 | 1.00 | 0.0010 | -0.006 | 70 | 0 | 0.4000 | 333 | 63.1% | -0.02 | 0.0021 | -0.014 | ||||
| 29.70 | 33.00 | 4 | 0.99 | 0.0018 | -0.010 | 75 | 0.0900 | 0.4400 | 25 | 236 | 63.1% | -0.03 | 0.0033 | -0.018 | ||
| 25.80 | 28.40 | 1 | 55.3% | 0.98 | 0.0034 | -0.015 | 80 | 0.2400 | 0.5200 | 6 | 405 | 56.9% | -0.04 | 0.0051 | -0.024 | |
| 21.15 | 23.30 | 51.1% | 0.96 | 0.0064 | -0.024 | 85 | 0.2600 | 0.9700 | 1 | 180 | 52.4% | -0.07 | 0.0082 | -0.032 | ||
| 16.40 | 18.20 | 2 | 14 | 42.8% | 0.92 | 0.0119 | -0.040 | 90 | 0.7500 | 1.19 | 9 | 1,307 | 47.5% | -0.12 | 0.0130 | -0.044 |
| 12.25 | 13.50 | 22 | 52 | 42.3% | 0.84 | 0.0194 | -0.061 | 95 | 1.58 | 2.02 | 265 | 1,203 | 45.7% | -0.20 | 0.0192 | -0.060 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 96 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 97 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 98 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 99 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.45 | 9.40 | 67 | 116 | 40.6% | 0.72 | 0.0267 | -0.077 | 100 | 3.00 | 3.30 | 12.8K | 8,238 | 44.2% | -0.32 | 0.0254 | -0.073 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 101 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 102 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 103 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 104 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.25 | 6.25 | 24 | 141 | 39.5% | 0.58 | 0.0309 | -0.084 | 105 | 5.00 | 5.40 | 5,200 | 898 | 43.2% | -0.46 | 0.0296 | -0.080 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 106 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 107 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 108 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 109 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.45 | 3.80 | 40 | 952 | 40.2% | 0.42 | 0.0306 | -0.078 | 110 | 7.65 | 8.25 | 1,077 | 2,250 | 42.2% | -0.60 | 0.0300 | -0.077 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 111 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 112 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 113 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 114 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.77 | 2.21 | 248 | 1,107 | 39.0% | 0.28 | 0.0263 | -0.064 | 115 | 10.70 | 12.15 | 29 | 4,249 | 41.5% | -0.74 | 0.0262 | -0.064 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 116 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 117 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 118 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 119 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.00 | 1.19 | 106 | 954 | 39.2% | 0.18 | 0.0200 | -0.048 | 120 | 14.45 | 16.35 | 4 | 2,391 | 40.1% | -0.85 | 0.0198 | -0.048 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 121 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 122 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3900 | 0.8000 | 160 | 1,810 | 39.8% | 0.11 | 0.0140 | -0.034 | 125 | 18.85 | 20.75 | 10 | 1,331 | 37.6% | -0.91 | 0.0133 | -0.032 |
| 0.1300 | 0.4100 | 30 | 1,324 | 39.2% | 0.06 | 0.0093 | -0.024 | 130 | 23.40 | 25.60 | 727 | 30.8% | -0.95 | 0.0084 | -0.021 | |
| 0.1000 | 0.3500 | 15 | 1,462 | 43.3% | 0.04 | 0.0062 | -0.017 | 135 | 28.30 | 30.65 | 724 | 32.2% | -0.97 | 0.0053 | -0.014 | |
| 0 | 0.4700 | 6 | 964 | 48.8% | 0.03 | 0.0042 | -0.012 | 140 | 33.20 | 36.05 | 1,287 | 50.2% | -0.98 | 0.0034 | -0.010 | |
| 0 | 0.1000 | 1 | 1,158 | 43.0% | 0.02 | 0.0030 | -0.009 | 145 | 38.20 | 41.00 | 473 | 54.3% | -0.99 | 0.0022 | -0.007 | |
| 0.0100 | 0.1000 | 14 | 1,402 | 47.5% | 0.01 | 0.0021 | -0.007 | 150 | 42.65 | 46.05 | 467 | -0.99 | 0.0015 | -0.005 | ||
| 0 | 0.4400 | 1,172 | 62.1% | 0.01 | 0.0016 | -0.006 | 155 | 47.45 | 50.95 | 26.5K | -1.00 | 0.0010 | -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.
callsputs