BYD option chain Boyd Gaming Corporation
Cboe delayed options data · as of 06:34 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 ±7.5% (65.61–76.31) · ATM IV 31.6% · P/C open interest 0.12
| 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 | |
| 14.50 | 18.20 | 55.2% | 0.95 | 0.0083 | -0.014 | 55 | 0 | 1.00 | 5 | 65.0% | -0.04 | 0.0083 | -0.016 | |||
| 10.30 | 12.60 | 42.4% | 0.91 | 0.0170 | -0.022 | 60 | 0 | 0.7500 | 1 | 43.9% | -0.09 | 0.0171 | -0.024 | |||
| 8.00 | 10.60 | 5 | 5 | 42.7% | 0.87 | 0.0244 | -0.028 | 62.5 | 0 | 1.75 | 10 | 47.0% | -0.13 | 0.0246 | -0.029 | |
| 5.70 | 7.90 | 10 | 33.5% | 0.80 | 0.0344 | -0.033 | 65 | 0 | 1.80 | 47 | 37.8% | -0.19 | 0.0347 | -0.034 | ||
| 3.70 | 6.30 | 1 | 34.3% | 0.71 | 0.0464 | -0.038 | 67.5 | 1.00 | 1.50 | 15 | 32.9% | -0.29 | 0.0467 | -0.039 | ||
| 3.10 | 3.60 | 1 | 45 | 32.8% | 0.59 | 0.0568 | -0.041 | 70 | 1.75 | 2.25 | 107 | 371 | 30.4% | -0.42 | 0.0574 | -0.042 |
| 1.70 | 2.25 | 30 | 71 | 30.5% | 0.44 | 0.0599 | -0.040 | 72.5 | 2.95 | 3.50 | 23 | 29.4% | -0.56 | 0.0608 | -0.041 | |
| 0.9500 | 1.30 | 3 | 15 | 30.2% | 0.30 | 0.0531 | -0.035 | 75 | 4.40 | 6.20 | 16 | 34.6% | -0.70 | 0.0544 | -0.036 | |
| 0.5500 | 1.55 | 81 | 621 | 37.5% | 0.20 | 0.0412 | -0.029 | 77.5 | 6.00 | 8.20 | 8 | 32.6% | -0.81 | 0.0428 | -0.029 | |
| 0 | 0.7500 | 3,056 | 32.1% | 0.13 | 0.0300 | -0.023 | 80 | 8.80 | 10.40 | 39.6% | -0.88 | 0.0316 | -0.023 | |||
| 0 | 1.35 | 30.6% | 0.09 | 0.0213 | -0.018 | 82.5 | 10.50 | 12.80 | 34.4% | -0.93 | 0.0230 | -0.018 | ||||
| 0 | 2.20 | 220 | 59.2% | 0.06 | 0.0151 | -0.014 | 85 | 12.50 | 15.90 | 41.5% | -0.96 | 0.0168 | -0.014 | |||
| 0 | 2.35 | 70.3% | 0.03 | 0.0079 | -0.009 | 90 | 17.50 | 20.90 | 51.3% | -0.99 | 0.0089 | -0.008 | ||||
| 0 | 1.00 | 66.2% | 0.02 | 0.0045 | -0.006 | 95 | 22.50 | 25.90 | 60.3% | -1.00 | 0.0018 | -0.006 | ||||
| 0 | 2.15 | 90.2% | 0.01 | 0.0026 | -0.004 | 100 | 27.50 | 30.90 | 68.6% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.7500 | 78.0% | 0.01 | 0.0017 | -0.003 | 105 | 32.50 | 35.90 | 76.3% | -1.00 | 0.0000 | -0.006 | ||||
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 — Nov 20, 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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