BYD option chain Boyd Gaming Corporation
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 ±10.5% (62.89–77.59) · ATM IV 31.9% · P/C open interest 0.15
| 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 | |
| 26.10 | 30.10 | 0.97 | 0.0034 | -0.009 | 42.5 | 0 | 1.00 | 82.7% | -0.03 | 0.0035 | -0.013 | |||||
| 24.60 | 27.50 | 60.9% | 0.97 | 0.0043 | -0.011 | 45 | 0 | 0.7500 | 70.4% | -0.04 | 0.0044 | -0.014 | ||||
| 21.80 | 25.00 | 0.96 | 0.0054 | -0.012 | 47.5 | 0 | 1.00 | 1 | 67.5% | -0.05 | 0.0056 | -0.015 | ||||
| 19.40 | 22.50 | 37.4% | 0.95 | 0.0069 | -0.014 | 50 | 0 | 0.9500 | 1 | 59.7% | -0.06 | 0.0070 | -0.017 | |||
| 14.60 | 17.90 | 42.0% | 0.92 | 0.0112 | -0.017 | 55 | 0.0500 | 2.45 | 3 | 61.7% | -0.09 | 0.0115 | -0.020 | |||
| 10.50 | 13.00 | 39.6% | 0.86 | 0.0188 | -0.021 | 60 | 0 | 2.80 | 1 | 48.5% | -0.15 | 0.0191 | -0.023 | |||
| 8.20 | 10.90 | 36.8% | 0.82 | 0.0244 | -0.024 | 62.5 | 0.4500 | 3.10 | 45.3% | -0.19 | 0.0248 | -0.025 | ||||
| 6.10 | 9.00 | 5 | 35.1% | 0.76 | 0.0314 | -0.025 | 65 | 0.0500 | 2.60 | 50 | 32.1% | -0.25 | 0.0319 | -0.027 | ||
| 4.30 | 6.50 | 9 | 30.2% | 0.68 | 0.0394 | -0.027 | 67.5 | 0.3500 | 3.50 | 9 | 30.1% | -0.33 | 0.0401 | -0.028 | ||
| 3.10 | 5.20 | 58 | 31.9% | 0.58 | 0.0460 | -0.028 | 70 | 2.80 | 3.60 | 1 | 15 | 32.0% | -0.44 | 0.0473 | -0.029 | |
| 2.15 | 4.50 | 356 | 34.8% | 0.46 | 0.0480 | -0.027 | 72.5 | 2.25 | 4.90 | 26 | 23.1% | -0.56 | 0.0505 | -0.029 | ||
| 0.5500 | 2.50 | 113 | 26.5% | 0.35 | 0.0442 | -0.026 | 75 | 4.30 | 7.00 | 1 | 26.7% | -0.68 | 0.0481 | -0.028 | ||
| 0.1000 | 3.20 | 22 | 34.3% | 0.27 | 0.0375 | -0.024 | 77.5 | 6.20 | 8.90 | 10 | 25.5% | -0.77 | 0.0425 | -0.026 | ||
| 0.1000 | 1.95 | 220 | 33.0% | 0.20 | 0.0306 | -0.022 | 80 | 8.30 | 11.00 | 11 | -0.84 | 0.0362 | -0.025 | |||
| 0 | 0.9500 | 12 | 29.8% | 0.16 | 0.0249 | -0.020 | 82.5 | 11.20 | 13.20 | -0.89 | 0.0311 | -0.023 | ||||
| 0 | 1.60 | 5 | 39.4% | 0.13 | 0.0203 | -0.018 | 85 | 13.00 | 15.50 | -0.93 | 0.0263 | -0.022 | ||||
| 0 | 0.7500 | 1 | 35.7% | 0.11 | 0.0167 | -0.017 | 87.5 | 15.30 | 19.50 | 40.4% | -0.95 | 0.0226 | -0.020 | |||
| 0 | 0.7500 | 3 | 39.2% | 0.09 | 0.0139 | -0.015 | 90 | 17.80 | 22.00 | 44.2% | -0.97 | 0.0167 | -0.018 | |||
| 0 | 0.7500 | 24 | 42.5% | 0.08 | 0.0117 | -0.014 | 92.5 | 20.30 | 24.50 | 47.8% | -0.98 | 0.0116 | -0.018 | |||
| 0 | 0.6000 | 8 | 43.6% | 0.07 | 0.0100 | -0.013 | 95 | 22.80 | 27.00 | 51.2% | -0.99 | 0.0080 | -0.016 | |||
| 0 | 2.00 | 2 | 61.6% | 0.06 | 0.0086 | -0.012 | 97.5 | 25.30 | 29.50 | 54.6% | -0.99 | 0.0046 | -0.016 | |||
| 0 | 1.00 | 6 | 55.0% | 0.05 | 0.0075 | -0.011 | 100 | 27.80 | 32.00 | 57.8% | -1.00 | 0.0022 | -0.016 | |||
| 0 | 0.7500 | 57.3% | 0.04 | 0.0058 | -0.010 | 105 | 32.80 | 37.00 | 63.8% | -1.00 | 0.0000 | -0.016 | ||||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs