BYD option chain Boyd Gaming Corporation
Cboe delayed options data · as of 03:34 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 ±24.8% (53.36–88.56) · ATM IV 28.2% · P/C open interest 0.07
| 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 | |
| 33.00 | 37.50 | 43.2% | 0.94 | 0.0031 | 0.000 | 37.5 | 0 | 2.85 | 49.5% | -0.05 | 0.0031 | -0.004 | ||||
| 31.00 | 35.50 | 43.6% | 0.93 | 0.0037 | -0.001 | 40 | 0 | 2.95 | 3 | 46.0% | -0.06 | 0.0038 | -0.004 | |||
| 29.00 | 33.50 | 43.2% | 0.92 | 0.0044 | -0.001 | 42.5 | 0 | 3.00 | 42.5% | -0.08 | 0.0045 | -0.005 | ||||
| 26.80 | 31.00 | 1 | 39.7% | 0.91 | 0.0052 | -0.002 | 45 | 0 | 3.20 | 4 | 39.8% | -0.09 | 0.0053 | -0.005 | ||
| 24.80 | 29.00 | 38.9% | 0.89 | 0.0061 | -0.003 | 47.5 | 0 | 3.40 | 37.2% | -0.11 | 0.0062 | -0.006 | ||||
| 22.80 | 27.00 | 1 | 37.7% | 0.87 | 0.0070 | -0.003 | 50 | 0.1500 | 3.70 | 35.3% | -0.13 | 0.0073 | -0.006 | |||
| 19.40 | 23.00 | 36.3% | 0.83 | 0.0092 | -0.005 | 55 | 0 | 4.10 | 4 | 29.7% | -0.17 | 0.0096 | -0.007 | |||
| 15.80 | 19.30 | 1 | 34.0% | 0.77 | 0.0116 | -0.006 | 60 | 1.00 | 5.50 | 1 | 29.0% | -0.23 | 0.0123 | -0.008 | ||
| 14.20 | 17.50 | 33.1% | 0.74 | 0.0129 | -0.007 | 62.5 | 1.55 | 6.20 | 28.2% | -0.27 | 0.0138 | -0.009 | ||||
| 12.50 | 16.00 | 10 | 32.2% | 0.71 | 0.0141 | -0.007 | 65 | 2.50 | 7.00 | 6 | 28.0% | -0.30 | 0.0152 | -0.009 | ||
| 10.90 | 14.50 | 1 | 31.3% | 0.67 | 0.0152 | -0.008 | 67.5 | 3.40 | 8.00 | 1 | 27.7% | -0.34 | 0.0165 | -0.009 | ||
| 8.70 | 13.00 | 158 | 29.1% | 0.63 | 0.0161 | -0.008 | 70 | 4.50 | 9.00 | 18 | 27.3% | -0.39 | 0.0178 | -0.010 | ||
| 8.20 | 11.50 | 1 | 29.6% | 0.59 | 0.0169 | -0.009 | 72.5 | 5.70 | 10.00 | 2 | 26.7% | -0.43 | 0.0189 | -0.010 | ||
| 6.70 | 10.50 | 188 | 28.9% | 0.55 | 0.0174 | -0.009 | 75 | 7.00 | 11.40 | 2 | 26.6% | -0.48 | 0.0199 | -0.010 | ||
| 5.30 | 9.50 | 40 | 28.0% | 0.51 | 0.0177 | -0.009 | 77.5 | 9.40 | 13.00 | 28.2% | -0.53 | 0.0207 | -0.010 | |||
| 4.80 | 8.50 | 174 | 28.4% | 0.47 | 0.0178 | -0.009 | 80 | 9.90 | 14.40 | 5 | 25.9% | -0.58 | 0.0213 | -0.010 | ||
| 3.60 | 7.50 | 73 | 27.3% | 0.43 | 0.0177 | -0.009 | 82.5 | 12.10 | 16.00 | 2 | 26.4% | -0.63 | 0.0216 | -0.010 | ||
| 4.40 | 6.00 | 23 | 28.4% | 0.39 | 0.0174 | -0.009 | 85 | 13.30 | 18.00 | 8 | 25.3% | -0.67 | 0.0217 | -0.009 | ||
| 2.10 | 6.00 | 21 | 26.6% | 0.35 | 0.0169 | -0.008 | 87.5 | 16.00 | 20.00 | 1 | 26.9% | -0.72 | 0.0217 | -0.009 | ||
| 1.45 | 5.50 | 26 | 26.4% | 0.32 | 0.0163 | -0.008 | 90 | 18.10 | 21.80 | 26.5% | -0.76 | 0.0215 | -0.009 | |||
| 0.8500 | 5.00 | 5 | 26.1% | 0.29 | 0.0156 | -0.008 | 92.5 | 20.50 | 23.90 | 1 | 27.0% | -0.81 | 0.0220 | -0.009 | ||
| 1.10 | 4.70 | 42 | 27.6% | 0.26 | 0.0148 | -0.007 | 95 | 22.50 | 26.10 | 26.2% | -0.85 | 0.0220 | -0.008 | |||
| 0.0500 | 4.10 | 3 | 25.6% | 0.24 | 0.0140 | -0.007 | 97.5 | 25.00 | 28.90 | 29.0% | -0.89 | 0.0228 | -0.009 | |||
| 0.4500 | 4.10 | 1 | 27.9% | 0.22 | 0.0132 | -0.007 | 100 | 26.50 | 31.50 | -0.93 | 0.0232 | -0.009 | ||||
| 0 | 3.70 | 13 | 28.6% | 0.18 | 0.0116 | -0.006 | 105 | 31.50 | 36.50 | -0.98 | 0.0113 | -0.009 | ||||
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 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs