BYD option chain Boyd Gaming Corporation
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 ±11.3% (63.05–79.05) · ATM IV 28.4% · P/C open interest 0.56
| 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 | |
| 30.70 | 35.00 | 0.99 | 0.0019 | -0.005 | 37.5 | 0 | 0.7500 | 12 | 76.4% | -0.02 | 0.0019 | -0.005 | ||||
| 28.50 | 32.40 | 0.98 | 0.0024 | -0.006 | 40 | 0 | 0.3000 | 350 | 59.0% | -0.02 | 0.0024 | -0.006 | ||||
| 26.90 | 29.50 | 45.0% | 0.98 | 0.0031 | -0.007 | 42.5 | 0 | 0.7500 | 25 | 63.3% | -0.03 | 0.0032 | -0.007 | |||
| 24.50 | 27.00 | 42.6% | 0.97 | 0.0040 | -0.008 | 45 | 0 | 0.7500 | 152 | 57.3% | -0.03 | 0.0041 | -0.008 | |||
| 22.00 | 24.50 | 35.1% | 0.96 | 0.0052 | -0.009 | 47.5 | 0.1000 | 0.5000 | 48 | 49.2% | -0.04 | 0.0053 | -0.009 | |||
| 19.70 | 22.00 | 5 | 36.4% | 0.95 | 0.0067 | -0.010 | 50 | 0 | 0.9500 | 30 | 48.6% | -0.06 | 0.0068 | -0.010 | ||
| 17.30 | 20.00 | 5 | 40.9% | 0.93 | 0.0087 | -0.011 | 52.5 | 0 | 1.00 | 1 | 43.6% | -0.07 | 0.0088 | -0.011 | ||
| 15.00 | 17.50 | 61 | 37.3% | 0.91 | 0.0113 | -0.013 | 55 | 0 | 1.15 | 39.6% | -0.09 | 0.0115 | -0.013 | |||
| 12.60 | 15.20 | 34.3% | 0.89 | 0.0147 | -0.014 | 57.5 | 0.0500 | 2.15 | 1 | 41.9% | -0.12 | 0.0150 | -0.014 | |||
| 10.30 | 12.90 | 27 | 31.5% | 0.85 | 0.0189 | -0.016 | 60 | 0 | 2.50 | 56 | 37.7% | -0.15 | 0.0193 | -0.016 | ||
| 8.10 | 10.50 | 16 | 28.1% | 0.81 | 0.0241 | -0.018 | 62.5 | 0.5500 | 3.10 | 1,314 | 37.3% | -0.20 | 0.0247 | -0.018 | ||
| 6.20 | 8.40 | 114 | 26.9% | 0.74 | 0.0301 | -0.019 | 65 | 0.1000 | 3.50 | 574 | 30.3% | -0.27 | 0.0309 | -0.020 | ||
| 4.60 | 6.70 | 20 | 27.0% | 0.66 | 0.0360 | -0.021 | 67.5 | 0.9000 | 3.90 | 314 | 28.0% | -0.35 | 0.0372 | -0.021 | ||
| 3.20 | 5.30 | 8 | 131 | 27.0% | 0.57 | 0.0405 | -0.021 | 70 | 3.10 | 4.40 | 5 | 85 | 29.8% | -0.45 | 0.0421 | -0.022 |
| 2.20 | 3.90 | 11 | 163 | 26.6% | 0.47 | 0.0419 | -0.021 | 72.5 | 3.60 | 5.90 | 5 | 27.0% | -0.56 | 0.0441 | -0.022 | |
| 1.20 | 3.80 | 112 | 29.2% | 0.37 | 0.0399 | -0.020 | 75 | 4.70 | 8.20 | 5 | 27.6% | -0.66 | 0.0431 | -0.021 | ||
| 0.3000 | 3.30 | 62 | 29.2% | 0.29 | 0.0354 | -0.018 | 77.5 | 7.10 | 9.30 | 3 | 26.6% | -0.75 | 0.0399 | -0.020 | ||
| 0.0500 | 2.80 | 80 | 30.7% | 0.22 | 0.0301 | -0.016 | 80 | 10.10 | 11.40 | 3 | 31.8% | -0.83 | 0.0359 | -0.019 | ||
| 0.1000 | 2.50 | 456 | 33.8% | 0.17 | 0.0249 | -0.014 | 82.5 | 11.50 | 13.70 | 13 | 27.6% | -0.88 | 0.0316 | -0.018 | ||
| 0 | 2.00 | 15 | 34.4% | 0.14 | 0.0204 | -0.013 | 85 | 13.60 | 16.10 | -0.93 | 0.0262 | -0.017 | ||||
| 0 | 0.7500 | 31 | 29.0% | 0.11 | 0.0168 | -0.011 | 87.5 | 16.30 | 18.80 | 33.2% | -0.96 | 0.0191 | -0.014 | |||
| 0.1000 | 0.5000 | 1,258 | 30.4% | 0.09 | 0.0138 | -0.010 | 90 | 18.30 | 22.20 | 40.6% | -0.98 | 0.0122 | -0.009 | |||
| 0 | 0.7500 | 1,017 | 34.6% | 0.07 | 0.0114 | -0.009 | 92.5 | 20.80 | 24.70 | 43.8% | -0.99 | 0.0068 | -0.004 | |||
| 0 | 0.7500 | 1,582 | 37.2% | 0.06 | 0.0095 | -0.008 | 95 | 23.60 | 27.20 | 49.4% | -1.00 | 0.0033 | -0.001 | |||
| 0 | 0.7500 | 26 | 39.7% | 0.05 | 0.0080 | -0.007 | 97.5 | 26.20 | 29.70 | 53.2% | -1.00 | 0.0014 | 0.000 | |||
| 0 | 0.7500 | 372 | 42.1% | 0.04 | 0.0068 | -0.006 | 100 | 28.60 | 32.20 | 55.2% | -1.00 | 0.0005 | 0.000 | |||
| 0 | 0.7500 | 6 | 46.6% | 0.03 | 0.0049 | -0.005 | 105 | 33.70 | 37.20 | 61.5% | -1.00 | 0.0000 | 0.000 | |||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs