EMR option chain Emerson Electric Co.
Cboe delayed options data · as of 00:34 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 ±4.5% (140.96–154.31) · ATM IV 26.1% · P/C open interest 0.41
| 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 | |
| 71.20 | 75.10 | 2 | 162.4% | 1.00 | 0.0000 | 0.000 | 75 | 0 | 2.15 | 11 | 199.1% | -0.00 | 0.0000 | -0.001 | ||
| 66.20 | 70.10 | 3 | 147.8% | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.15 | 9 | 182.7% | -0.00 | 0.0000 | -0.001 | ||
| 61.20 | 63.30 | 1 | 1.00 | 0.0001 | 0.000 | 85 | 0 | 2.15 | 5 | 167.2% | -0.00 | 0.0001 | -0.001 | |||
| 56.10 | 60.00 | 114.2% | 1.00 | 0.0001 | 0.000 | 90 | 0 | 2.15 | 38 | 152.6% | -0.00 | 0.0001 | -0.002 | |||
| 51.20 | 55.10 | 108.9% | 1.00 | 0.0002 | 0.000 | 95 | 0 | 2.15 | 118 | 138.7% | -0.00 | 0.0002 | -0.002 | |||
| 46.10 | 50.10 | 94.3% | 1.00 | 0.0003 | 0.000 | 100 | 0 | 2.15 | 58 | 125.4% | -0.00 | 0.0003 | -0.003 | |||
| 41.20 | 45.10 | 86.2% | 1.00 | 0.0005 | 0.000 | 105 | 0 | 2.15 | 276 | 112.6% | -0.00 | 0.0005 | -0.004 | |||
| 36.30 | 40.20 | 79.9% | 0.99 | 0.0008 | -0.002 | 110 | 0 | 2.15 | 318 | 100.3% | -0.00 | 0.0008 | -0.006 | |||
| 32.10 | 35.10 | 4 | 80.0% | 0.99 | 0.0014 | -0.005 | 115 | 0 | 0.1500 | 136 | 50.6% | -0.01 | 0.0014 | -0.009 | ||
| 26.30 | 29.60 | 28 | 43.8% | 0.99 | 0.0024 | -0.010 | 120 | 0 | 0.2000 | 1,156 | 43.0% | -0.01 | 0.0024 | -0.013 | ||
| 21.20 | 24.70 | 13 | 35.1% | 0.97 | 0.0044 | -0.018 | 125 | 0 | 0.5000 | 213 | 46.1% | -0.02 | 0.0045 | -0.021 | ||
| 16.70 | 19.60 | 69 | 36.7% | 0.95 | 0.0084 | -0.030 | 130 | 0 | 0.4000 | 2,714 | 35.6% | -0.05 | 0.0084 | -0.032 | ||
| 12.30 | 15.50 | 1 | 513 | 41.0% | 0.91 | 0.0158 | -0.049 | 135 | 0 | 0.9500 | 6 | 491 | 33.1% | -0.09 | 0.0159 | -0.050 |
| 8.10 | 11.30 | 2 | 703 | 38.0% | 0.81 | 0.0282 | -0.073 | 140 | 0.0500 | 2.55 | 2 | 600 | 33.1% | -0.19 | 0.0284 | -0.075 |
| 6.30 | 8.70 | 30.6% | 0.76 | 0.0342 | -0.084 | 142 | 0.1500 | 1.85 | 24.9% | -0.25 | 0.0345 | -0.085 | ||||
| 5.50 | 8.00 | 30.2% | 0.72 | 0.0372 | -0.089 | 143 | 0.3500 | 3.40 | 30.7% | -0.28 | 0.0375 | -0.090 | ||||
| 4.00 | 7.50 | 27.3% | 0.68 | 0.0400 | -0.093 | 144 | 1.45 | 2.80 | 30.0% | -0.32 | 0.0404 | -0.094 | ||||
| 4.10 | 5.90 | 4 | 505 | 26.3% | 0.64 | 0.0424 | -0.096 | 145 | 2.00 | 2.40 | 2 | 322 | 27.5% | -0.36 | 0.0429 | -0.098 |
| 4.20 | 5.40 | 5 | 29.6% | 0.60 | 0.0444 | -0.099 | 146 | 0.7000 | 4.60 | 3 | 27.9% | -0.40 | 0.0449 | -0.100 | ||
| 3.60 | 6.10 | 2 | 34.4% | 0.56 | 0.0459 | -0.101 | 147 | 0.9500 | 3.60 | 21.3% | -0.45 | 0.0464 | -0.102 | |||
| 2.25 | 4.90 | 1 | 28.3% | 0.51 | 0.0466 | -0.101 | 148 | 1.50 | 4.70 | 2 | 24.0% | -0.49 | 0.0472 | -0.102 | ||
| 1.00 | 4.50 | 13 | 1 | 25.4% | 0.46 | 0.0466 | -0.100 | 149 | 2.45 | 5.20 | 6 | 25.4% | -0.54 | 0.0473 | -0.101 | |
| 2.15 | 2.70 | 21 | 682 | 26.1% | 0.42 | 0.0459 | -0.098 | 150 | 3.90 | 6.50 | 11 | 304 | 31.8% | -0.59 | 0.0466 | -0.099 |
| 0.3500 | 2.90 | 11 | 2 | 26.5% | 0.31 | 0.0414 | -0.089 | 152.5 | 4.70 | 8.10 | 2 | 28.2% | -0.70 | 0.0421 | -0.090 | |
| 0.8500 | 1.25 | 14 | 3,712 | 26.9% | 0.22 | 0.0344 | -0.076 | 155 | 7.40 | 8.50 | 2 | 473 | 24.5% | -0.79 | 0.0352 | -0.076 |
| 0.2500 | 1.50 | 4 | 2 | 29.9% | 0.16 | 0.0271 | -0.062 | 157.5 | 9.10 | 11.30 | 3 | 26.0% | -0.85 | 0.0280 | -0.062 | |
| 0.2500 | 0.5000 | 305 | 2,361 | 27.1% | 0.11 | 0.0204 | -0.049 | 160 | 11.40 | 14.40 | 5 | 312 | 33.4% | -0.90 | 0.0217 | -0.050 |
| 0 | 0.6500 | 1 | 9 | 29.9% | 0.08 | 0.0151 | -0.038 | 162.5 | 13.50 | 16.00 | -0.94 | 0.0164 | -0.040 | |||
| 0.1500 | 0.2500 | 364 | 3,551 | 30.2% | 0.05 | 0.0110 | -0.029 | 165 | 15.90 | 18.60 | 190 | -0.96 | 0.0127 | -0.031 | ||
| 0 | 0.3500 | 9 | 32.7% | 0.04 | 0.0080 | -0.022 | 167.5 | 18.20 | 21.60 | 34.1% | -0.98 | 0.0092 | -0.023 | |||
| 0 | 0.5000 | 13 | 4,511 | 38.3% | 0.03 | 0.0058 | -0.017 | 170 | 20.90 | 23.70 | 9 | -0.99 | 0.0050 | -0.017 | ||
| 0 | 0.4000 | 21 | 39.8% | 0.02 | 0.0042 | -0.013 | 172.5 | 23.40 | 25.80 | -1.00 | 0.0020 | -0.014 | ||||
| 0 | 1.15 | 671 | 52.9% | 0.01 | 0.0031 | -0.010 | 175 | 25.70 | 28.30 | -1.00 | 0.0003 | -0.014 | ||||
| 0 | 2.20 | 66.0% | 0.01 | 0.0022 | -0.007 | 177.5 | 28.30 | 31.60 | 48.6% | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 0.3000 | 7 | 1,029 | 46.2% | 0.01 | 0.0017 | -0.006 | 180 | 30.90 | 33.60 | -1.00 | 0.0000 | -0.014 | |||
| 0 | 1.00 | 173 | 63.8% | 0.00 | 0.0009 | -0.004 | 185 | 35.90 | 39.10 | 59.4% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 1.15 | 80 | 71.7% | 0.00 | 0.0005 | -0.002 | 190 | 40.70 | 44.20 | 62.8% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.1500 | 444 | 49.1% | 0.00 | 0.0003 | -0.001 | 195 | 45.20 | 48.30 | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 1.60 | 4 | 88.5% | 0.00 | 0.0002 | -0.001 | 200 | 50.70 | 54.20 | 73.2% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 2.15 | 3 | 105.6% | 0.00 | 0.0001 | -0.000 | 210 | 60.20 | 63.40 | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 2.15 | 116.0% | 0.00 | 0.0000 | -0.000 | 220 | 70.20 | 73.30 | -1.00 | 0.0000 | -0.014 | |||||
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 — Sep 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