BYD option chain Boyd Gaming Corporation
Cboe delayed options data · as of 00:33 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 ±5.2% (72.78–80.83) · ATM IV 29.4% · P/C open interest 1.00
| 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 | |
| 31.00 | 33.50 | 168.5% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.7500 | 1 | 148.6% | -0.00 | 0.0002 | -0.001 | |||
| 28.30 | 31.00 | 148.0% | 1.00 | 0.0002 | 0.000 | 47.5 | 0 | 0.7500 | 1 | 135.6% | -0.00 | 0.0003 | -0.001 | |||
| 25.80 | 28.50 | 134.5% | 1.00 | 0.0003 | 0.000 | 50 | 0 | 0.7500 | 123.2% | -0.00 | 0.0004 | -0.001 | ||||
| 21.00 | 23.50 | 113.9% | 1.00 | 0.0009 | 0.000 | 55 | 0 | 0.7500 | 3 | 99.9% | -0.00 | 0.0011 | -0.003 | |||
| 16.00 | 18.50 | 89.6% | 0.99 | 0.0028 | -0.003 | 60 | 0 | 0.7500 | 78.1% | -0.01 | 0.0031 | -0.005 | ||||
| 11.20 | 12.80 | 1 | 57.4% | 0.98 | 0.0090 | -0.010 | 65 | 0 | 0.7500 | 5 | 57.3% | -0.03 | 0.0097 | -0.012 | ||
| 5.70 | 8.60 | 41.1% | 0.91 | 0.0310 | -0.025 | 70 | 0 | 0.7500 | 656 | 36.8% | -0.10 | 0.0322 | -0.027 | |||
| 3.90 | 5.60 | 1 | 32.1% | 0.82 | 0.0551 | -0.037 | 72.5 | 0.2500 | 0.5500 | 33 | 26.8% | -0.19 | 0.0564 | -0.038 | ||
| 2.10 | 4.70 | 1 | 38.4% | 0.66 | 0.0855 | -0.048 | 75 | 0.2500 | 1.50 | 223 | 23.3% | -0.35 | 0.0866 | -0.049 | ||
| 0.7500 | 3.30 | 1 | 36.8% | 0.43 | 0.0976 | -0.048 | 77.5 | 1.05 | 2.95 | 116 | 22.0% | -0.59 | 0.0976 | -0.048 | ||
| 0.3000 | 0.7000 | 8 | 733 | 24.9% | 0.22 | 0.0731 | -0.035 | 80 | 3.90 | 4.60 | 87 | 923 | 30.5% | -0.80 | 0.0723 | -0.034 |
| 0.0500 | 0.4000 | 1 | 226 | 27.1% | 0.10 | 0.0403 | -0.020 | 82.5 | 5.10 | 6.90 | 1 | 100 | -0.93 | 0.0501 | -0.023 | |
| 0 | 0.7500 | 227 | 40.4% | 0.04 | 0.0198 | -0.011 | 85 | 6.70 | 9.30 | 1 | 120 | -0.99 | 0.0146 | -0.021 | ||
| 0 | 0.7500 | 163 | 47.2% | 0.02 | 0.0096 | -0.006 | 87.5 | 9.10 | 11.80 | 108 | -1.00 | 0.0000 | -0.021 | |||
| 0 | 0.2000 | 3 | 153 | 41.1% | 0.01 | 0.0048 | -0.003 | 90 | 11.60 | 14.20 | 10 | -1.00 | 0.0000 | -0.021 | ||
| 0 | 1.35 | 53 | 71.0% | 0.00 | 0.0025 | -0.002 | 92.5 | 14.10 | 16.90 | 7 | -1.00 | 0.0000 | -0.021 | |||
| 0 | 1.15 | 102 | 74.6% | 0.00 | 0.0014 | -0.001 | 95 | 16.60 | 19.10 | -1.00 | 0.0000 | -0.021 | ||||
| 0 | 2.15 | 96.0% | 0.00 | 0.0008 | -0.001 | 97.5 | 19.10 | 21.60 | -1.00 | 0.0000 | -0.021 | |||||
| 0 | 1.35 | 168 | 90.6% | 0.00 | 0.0004 | -0.000 | 100 | 21.60 | 24.10 | -1.00 | 0.0000 | -0.021 | ||||
| 0 | 0.5500 | 449 | 84.5% | 0.00 | 0.0002 | -0.000 | 105 | 26.60 | 29.00 | -1.00 | 0.0000 | -0.021 | ||||
| 0 | 0.4000 | 30 | 89.0% | 0.00 | 0.0001 | -0.000 | 110 | 31.60 | 34.20 | -1.00 | 0.0000 | -0.021 | ||||
| 0 | 2.15 | 1 | 137.3% | 0.00 | 0.0000 | 0.000 | 115 | 36.60 | 39.50 | -1.00 | 0.0000 | -0.021 | ||||
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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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