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 ±14.7% (60.60–81.50) · ATM IV 28.7% · P/C open interest 0.57
| 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 | |
| 27.20 | 30.00 | 48.0% | 0.96 | 0.0041 | -0.006 | 42.5 | 0 | 0.9500 | 51.4% | -0.05 | 0.0042 | -0.008 | ||||
| 24.80 | 27.40 | 42.1% | 0.95 | 0.0050 | -0.007 | 45 | 0 | 0.9500 | 46.6% | -0.06 | 0.0052 | -0.009 | ||||
| 22.50 | 24.70 | 36.6% | 0.93 | 0.0062 | -0.008 | 47.5 | 0 | 1.15 | 44.0% | -0.07 | 0.0064 | -0.009 | ||||
| 20.20 | 22.90 | 40.9% | 0.92 | 0.0077 | -0.009 | 50 | 0 | 1.35 | 41.1% | -0.09 | 0.0079 | -0.010 | ||||
| 15.70 | 18.20 | 36.0% | 0.88 | 0.0116 | -0.011 | 55 | 0.2500 | 2.70 | 440 | 41.3% | -0.13 | 0.0119 | -0.012 | |||
| 11.20 | 13.90 | 31.7% | 0.81 | 0.0173 | -0.013 | 60 | 0.3000 | 3.30 | 10 | 34.1% | -0.20 | 0.0177 | -0.014 | |||
| 9.60 | 11.90 | 31.8% | 0.77 | 0.0207 | -0.014 | 62.5 | 1.10 | 3.40 | 32.2% | -0.24 | 0.0212 | -0.015 | ||||
| 7.40 | 10.10 | 29.5% | 0.71 | 0.0242 | -0.015 | 65 | 1.60 | 4.10 | 14 | 30.7% | -0.30 | 0.0250 | -0.016 | |||
| 5.70 | 8.30 | 28.0% | 0.65 | 0.0276 | -0.016 | 67.5 | 2.35 | 4.70 | 28.8% | -0.36 | 0.0287 | -0.017 | ||||
| 5.30 | 5.90 | 130 | 133 | 27.6% | 0.58 | 0.0302 | -0.016 | 70 | 4.40 | 5.30 | 5 | 20 | 29.7% | -0.44 | 0.0316 | -0.017 |
| 3.70 | 5.40 | 1 | 59 | 28.1% | 0.50 | 0.0315 | -0.016 | 72.5 | 4.70 | 7.50 | 29.1% | -0.52 | 0.0333 | -0.017 | ||
| 2.35 | 4.80 | 6 | 28.1% | 0.43 | 0.0312 | -0.016 | 75 | 6.10 | 8.90 | 1 | 28.3% | -0.60 | 0.0334 | -0.017 | ||
| 1.35 | 4.00 | 3 | 27.4% | 0.36 | 0.0296 | -0.015 | 77.5 | 7.80 | 10.60 | 28.1% | -0.68 | 0.0322 | -0.016 | |||
| 0.6000 | 3.60 | 70 | 27.8% | 0.30 | 0.0271 | -0.014 | 80 | 9.70 | 12.50 | 28.1% | -0.74 | 0.0302 | -0.015 | |||
| 0 | 3.40 | 122 | 28.6% | 0.25 | 0.0242 | -0.013 | 82.5 | 11.20 | 14.80 | 26.9% | -0.80 | 0.0282 | -0.015 | |||
| 0 | 3.10 | 1 | 30.6% | 0.21 | 0.0214 | -0.012 | 85 | 13.90 | 17.00 | 29.6% | -0.84 | 0.0262 | -0.014 | |||
| 0 | 2.95 | 32.9% | 0.17 | 0.0187 | -0.011 | 87.5 | 16.20 | 19.70 | 32.5% | -0.88 | 0.0241 | -0.014 | ||||
| 0 | 2.75 | 2 | 34.8% | 0.15 | 0.0163 | -0.010 | 90 | 18.10 | 22.10 | 30.8% | -0.92 | 0.0219 | -0.013 | |||
| 0 | 2.55 | 36.5% | 0.13 | 0.0142 | -0.010 | 92.5 | 20.80 | 24.70 | 35.6% | -0.94 | 0.0192 | -0.013 | ||||
| 0 | 0.9500 | 7 | 29.9% | 0.11 | 0.0125 | -0.009 | 95 | 23.70 | 27.20 | 40.5% | -0.96 | 0.0151 | -0.011 | |||
| 0 | 0.9500 | 439 | 31.9% | 0.09 | 0.0110 | -0.008 | 97.5 | 26.20 | 29.70 | 42.9% | -0.98 | 0.0106 | -0.010 | |||
| 0 | 0.7500 | 10 | 32.2% | 0.08 | 0.0097 | -0.008 | 100 | 28.70 | 32.20 | 45.3% | -0.99 | 0.0069 | -0.005 | |||
| 0 | 0.7500 | 35.7% | 0.06 | 0.0076 | -0.006 | 105 | 33.70 | 37.20 | 49.7% | -1.00 | 0.0017 | -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.
callsputs