EMR option chain Emerson Electric Co.
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 ±3.3% (144.06–153.91) · ATM IV 26.3% · P/C open interest 0.11
| 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 | |
| 67.20 | 71.20 | 5 | 186.0% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 2.15 | 253.2% | -0.00 | 0.0001 | -0.002 | |||
| 62.20 | 66.20 | 5 | 168.7% | 1.00 | 0.0001 | 0.000 | 85 | 0 | 2.15 | 232.0% | -0.00 | 0.0001 | -0.003 | |||
| 57.60 | 60.40 | 1 | 1.00 | 0.0001 | 0.000 | 90 | 0 | 2.15 | 211.9% | -0.00 | 0.0001 | -0.003 | ||||
| 52.10 | 56.10 | 1 | 121.0% | 1.00 | 0.0002 | 0.000 | 95 | 0 | 2.15 | 192.9% | -0.00 | 0.0002 | -0.004 | |||
| 47.10 | 50.90 | 1.00 | 0.0003 | 0.000 | 100 | 0 | 2.15 | 174.7% | -0.00 | 0.0003 | -0.005 | |||||
| 42.40 | 46.20 | 117.5% | 1.00 | 0.0004 | -0.001 | 105 | 0 | 2.15 | 157.2% | -0.00 | 0.0004 | -0.006 | ||||
| 37.20 | 41.20 | 95.1% | 1.00 | 0.0006 | -0.004 | 110 | 0 | 2.15 | 140.3% | -0.00 | 0.0006 | -0.008 | ||||
| 32.30 | 36.10 | 82.3% | 0.99 | 0.0010 | -0.007 | 115 | 0 | 2.15 | 123.9% | -0.01 | 0.0010 | -0.011 | ||||
| 27.10 | 30.80 | 0.99 | 0.0017 | -0.012 | 120 | 0 | 2.15 | 108.0% | -0.01 | 0.0017 | -0.015 | |||||
| 22.20 | 26.20 | 58.1% | 0.99 | 0.0030 | -0.019 | 125 | 0 | 2.15 | 92.4% | -0.01 | 0.0030 | -0.022 | ||||
| 17.20 | 21.20 | 46.6% | 0.97 | 0.0056 | -0.030 | 130 | 0 | 2.15 | 76.9% | -0.03 | 0.0056 | -0.032 | ||||
| 13.70 | 17.30 | 49.1% | 0.96 | 0.0097 | -0.043 | 134 | 0 | 2.20 | 65.0% | -0.04 | 0.0097 | -0.045 | ||||
| 13.70 | 15.10 | 1 | 43.5% | 0.95 | 0.0112 | -0.047 | 135 | 0 | 1.75 | 26 | 57.4% | -0.05 | 0.0113 | -0.049 | ||
| 12.70 | 14.20 | 27 | 10 | 42.4% | 0.94 | 0.0130 | -0.052 | 136 | 0 | 1.95 | 56.3% | -0.06 | 0.0130 | -0.053 | ||
| 11.90 | 13.40 | 32 | 18 | 44.8% | 0.93 | 0.0151 | -0.057 | 137 | 0 | 2.15 | 55.1% | -0.07 | 0.0152 | -0.059 | ||
| 10.90 | 12.80 | 15 | 29 | 46.1% | 0.92 | 0.0176 | -0.062 | 138 | 0 | 1.35 | 44.4% | -0.08 | 0.0177 | -0.064 | ||
| 9.60 | 11.30 | 10 | 24 | 34.5% | 0.91 | 0.0205 | -0.069 | 139 | 0 | 2.50 | 1 | 51.6% | -0.09 | 0.0206 | -0.070 | |
| 8.60 | 10.50 | 2 | 1 | 34.1% | 0.89 | 0.0239 | -0.075 | 140 | 0 | 2.60 | 49.0% | -0.11 | 0.0240 | -0.077 | ||
| 7.30 | 9.50 | 19 | 3 | 27.9% | 0.87 | 0.0279 | -0.083 | 141 | 0 | 1.90 | 40.2% | -0.13 | 0.0281 | -0.084 | ||
| 6.40 | 9.10 | 19 | 3 | 32.2% | 0.85 | 0.0325 | -0.091 | 142 | 0.0500 | 1.45 | 1 | 33.8% | -0.15 | 0.0327 | -0.092 | |
| 5.50 | 7.60 | 25.6% | 0.82 | 0.0377 | -0.099 | 143 | 0.2500 | 0.7500 | 26.4% | -0.18 | 0.0379 | -0.100 | ||||
| 4.60 | 7.30 | 27 | 29.0% | 0.79 | 0.0434 | -0.107 | 144 | 0 | 2.75 | 36.1% | -0.21 | 0.0437 | -0.109 | |||
| 3.80 | 6.30 | 54 | 26.9% | 0.75 | 0.0494 | -0.116 | 145 | 0.0500 | 3.00 | 34.2% | -0.26 | 0.0498 | -0.117 | |||
| 3.80 | 5.70 | 54 | 31.8% | 0.70 | 0.0554 | -0.123 | 146 | 0.0500 | 2.60 | 27.9% | -0.30 | 0.0558 | -0.124 | |||
| 3.00 | 5.00 | 3 | 30.5% | 0.64 | 0.0607 | -0.129 | 147 | 0.1000 | 2.95 | 26.1% | -0.36 | 0.0612 | -0.131 | |||
| 2.00 | 3.60 | 23.7% | 0.58 | 0.0647 | -0.133 | 148 | 0.5500 | 2.45 | 1 | 21.4% | -0.42 | 0.0653 | -0.135 | |||
| 1.60 | 3.60 | 70 | 27.3% | 0.52 | 0.0668 | -0.135 | 149 | 0.9500 | 3.70 | 25.3% | -0.49 | 0.0674 | -0.136 | |||
| 0.8500 | 3.60 | 2 | 28.3% | 0.45 | 0.0665 | -0.133 | 150 | 2.35 | 3.60 | 1 | 5 | 26.5% | -0.56 | 0.0671 | -0.134 | |
| 0.0500 | 1.45 | 9 | 2 | 21.2% | 0.30 | 0.0570 | -0.118 | 152.5 | 3.10 | 5.00 | 3 | 19.4% | -0.71 | 0.0574 | -0.119 | |
| 0.0500 | 1.90 | 3 | 2 | 32.1% | 0.19 | 0.0423 | -0.096 | 155 | 5.10 | 7.40 | 10 | 15 | 21.1% | -0.82 | 0.0429 | -0.096 |
| 0.1000 | 0.5000 | 1 | 27.0% | 0.12 | 0.0295 | -0.075 | 157.5 | 7.30 | 9.50 | 1 | -0.88 | 0.0305 | -0.076 | |||
| 0 | 0.4500 | 4 | 30.3% | 0.08 | 0.0202 | -0.058 | 160 | 9.50 | 12.60 | 1 | -0.93 | 0.0215 | -0.061 | |||
| 0 | 2.20 | 2 | 54.5% | 0.05 | 0.0139 | -0.044 | 162.5 | 12.20 | 15.00 | 1 | 31.4% | -0.96 | 0.0155 | -0.049 | ||
| 0 | 1.60 | 2 | 54.9% | 0.04 | 0.0097 | -0.034 | 165 | 14.40 | 17.50 | -0.97 | 0.0110 | -0.037 | ||||
| 0 | 2.15 | 5 | 66.0% | 0.03 | 0.0069 | -0.027 | 167.5 | 17.60 | 20.00 | 49.2% | -0.98 | 0.0076 | -0.027 | |||
| 0 | 0.3000 | 1 | 190 | 45.6% | 0.02 | 0.0050 | -0.021 | 170 | 20.10 | 21.90 | -0.99 | 0.0049 | -0.021 | |||
| 0 | 2.15 | 77.0% | 0.01 | 0.0036 | -0.017 | 172.5 | 22.00 | 24.40 | -1.00 | 0.0028 | -0.017 | |||||
| 0 | 2.15 | 82.2% | 0.01 | 0.0027 | -0.013 | 175 | 24.20 | 27.80 | -1.00 | 0.0014 | -0.015 | |||||
| 0 | 2.15 | 87.3% | 0.01 | 0.0020 | -0.011 | 177.5 | 26.50 | 30.40 | -1.00 | 0.0007 | -0.015 | |||||
| 0 | 2.15 | 92.2% | 0.01 | 0.0016 | -0.009 | 180 | 29.40 | 32.60 | -1.00 | 0.0002 | -0.014 | |||||
| 0 | 2.15 | 96.9% | 0.00 | 0.0012 | -0.007 | 182.5 | 31.50 | 35.50 | -1.00 | 0.0001 | -0.014 | |||||
| 0 | 2.15 | 101.6% | 0.00 | 0.0009 | -0.006 | 185 | 34.00 | 37.60 | -1.00 | 0.0000 | -0.014 | |||||
| 0 | 2.15 | 106.1% | 0.00 | 0.0007 | -0.005 | 187.5 | 36.50 | 40.50 | -1.00 | 0.0000 | -0.014 | |||||
| 0 | 2.15 | 110.5% | 0.00 | 0.0006 | -0.004 | 190 | 39.70 | 42.50 | 73.9% | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 2.15 | 119.0% | 0.00 | 0.0004 | -0.003 | 195 | 44.00 | 47.60 | -1.00 | 0.0000 | -0.014 | |||||
| 0 | 2.15 | 127.2% | 0.00 | 0.0002 | -0.002 | 200 | 49.00 | 52.90 | -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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs