EMR option chain Emerson Electric Co.
Cboe delayed options data · as of 09:36 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% (149.42–173.52) · ATM IV 38.8% · P/C open interest 0.08
| 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 | |
| 74.60 | 78.70 | 123.9% | 0.99 | 0.0005 | -0.021 | 85 | 0 | 2.15 | 167.5% | -0.01 | 0.0005 | -0.021 | ||||
| 69.60 | 73.80 | 117.0% | 0.99 | 0.0006 | -0.024 | 90 | 0 | 2.15 | 154.6% | -0.01 | 0.0006 | -0.024 | ||||
| 64.60 | 68.80 | 106.4% | 0.99 | 0.0008 | -0.026 | 95 | 0 | 2.15 | 142.4% | -0.01 | 0.0007 | -0.026 | ||||
| 59.60 | 63.80 | 96.3% | 0.98 | 0.0010 | -0.029 | 100 | 0 | 0.7500 | 106.6% | -0.01 | 0.0010 | -0.029 | ||||
| 54.60 | 58.80 | 86.7% | 0.98 | 0.0012 | -0.033 | 105 | 0 | 0.7500 | 97.1% | -0.02 | 0.0012 | -0.033 | ||||
| 49.60 | 53.80 | 77.5% | 0.98 | 0.0016 | -0.037 | 110 | 0 | 1.90 | 105.9% | -0.02 | 0.0016 | -0.037 | ||||
| 44.80 | 48.90 | 76.5% | 0.97 | 0.0021 | -0.042 | 115 | 0 | 0.7500 | 79.2% | -0.03 | 0.0021 | -0.042 | ||||
| 39.80 | 43.80 | 65.6% | 0.96 | 0.0027 | -0.048 | 120 | 0 | 2.20 | 89.1% | -0.03 | 0.0028 | -0.048 | ||||
| 35.40 | 38.50 | 62.8% | 0.95 | 0.0037 | -0.055 | 125 | 0 | 2.25 | 79.8% | -0.04 | 0.0037 | -0.055 | ||||
| 30.10 | 32.90 | 0.94 | 0.0050 | -0.064 | 130 | 0 | 2.35 | 71.1% | -0.06 | 0.0050 | -0.064 | |||||
| 25.20 | 29.20 | 51.9% | 0.92 | 0.0068 | -0.074 | 135 | 0 | 2.50 | 62.7% | -0.08 | 0.0068 | -0.074 | ||||
| 20.40 | 24.50 | 47.5% | 0.89 | 0.0094 | -0.087 | 140 | 0 | 1.90 | 1 | 49.1% | -0.11 | 0.0094 | -0.087 | |||
| 19.70 | 23.20 | 45.7% | 0.88 | 0.0100 | -0.089 | 141 | 0 | 2.95 | 1 | 54.1% | -0.12 | 0.0101 | -0.089 | |||
| 19.20 | 22.70 | 50.5% | 0.87 | 0.0107 | -0.092 | 142 | 0 | 3.10 | 53.0% | -0.12 | 0.0107 | -0.092 | ||||
| 18.30 | 21.80 | 49.8% | 0.87 | 0.0114 | -0.095 | 143 | 0 | 2.70 | 1 | 48.8% | -0.13 | 0.0115 | -0.095 | |||
| 17.40 | 20.30 | 45.4% | 0.86 | 0.0122 | -0.098 | 144 | 0 | 3.30 | 7 | 50.2% | -0.14 | 0.0122 | -0.098 | |||
| 16.50 | 20.00 | 48.0% | 0.85 | 0.0130 | -0.101 | 145 | 0.2000 | 3.30 | 1 | 49.2% | -0.15 | 0.0131 | -0.101 | |||
| 15.10 | 19.20 | 44.9% | 0.83 | 0.0139 | -0.104 | 146 | 0.9000 | 2.35 | 2 | 45.9% | -0.16 | 0.0139 | -0.104 | |||
| 14.80 | 17.60 | 43.4% | 0.82 | 0.0148 | -0.107 | 147 | 0.8500 | 2.45 | 2 | 44.2% | -0.18 | 0.0148 | -0.107 | |||
| 13.50 | 16.80 | 40.9% | 0.81 | 0.0157 | -0.110 | 148 | 1.30 | 2.50 | 2 | 1 | 44.5% | -0.19 | 0.0158 | -0.111 | ||
| 13.20 | 15.90 | 42.6% | 0.80 | 0.0167 | -0.113 | 149 | 1.40 | 2.60 | 4 | 1 | 43.4% | -0.20 | 0.0168 | -0.114 | ||
| 12.40 | 15.10 | 42.3% | 0.78 | 0.0177 | -0.116 | 150 | 1.35 | 3.30 | 2 | 6 | 44.1% | -0.22 | 0.0178 | -0.117 | ||
| 10.50 | 13.20 | 41.6% | 0.74 | 0.0203 | -0.124 | 152.5 | 2.20 | 3.70 | 43.4% | -0.26 | 0.0204 | -0.124 | ||||
| 8.70 | 11.30 | 1 | 40.4% | 0.69 | 0.0229 | -0.130 | 155 | 1.90 | 4.80 | 2 | 40.3% | -0.31 | 0.0230 | -0.131 | ||
| 7.00 | 9.90 | 1 | 40.3% | 0.63 | 0.0251 | -0.136 | 157.5 | 2.70 | 5.20 | 2 | 37.9% | -0.37 | 0.0253 | -0.136 | ||
| 6.20 | 8.60 | 13 | 42.5% | 0.56 | 0.0267 | -0.139 | 160 | 3.90 | 6.80 | 5 | 39.9% | -0.44 | 0.0269 | -0.140 | ||
| 4.90 | 6.10 | 3 | 38.1% | 0.50 | 0.0273 | -0.139 | 162.5 | 5.10 | 8.00 | 2 | 39.4% | -0.51 | 0.0275 | -0.140 | ||
| 2.95 | 6.10 | 4 | 38.7% | 0.43 | 0.0268 | -0.137 | 165 | 6.40 | 9.30 | 6 | 38.5% | -0.57 | 0.0271 | -0.138 | ||
| 2.05 | 4.80 | 2 | 37.4% | 0.37 | 0.0255 | -0.132 | 167.5 | 7.80 | 10.70 | 37.2% | -0.64 | 0.0258 | -0.133 | |||
| 1.55 | 3.30 | 36 | 35.5% | 0.31 | 0.0236 | -0.126 | 170 | 9.50 | 12.40 | 36.8% | -0.69 | 0.0238 | -0.127 | |||
| 1.40 | 2.70 | 428 | 37.3% | 0.26 | 0.0213 | -0.118 | 172.5 | 10.50 | 14.80 | 35.1% | -0.74 | 0.0216 | -0.120 | |||
| 0.6000 | 2.20 | 15 | 35.9% | 0.22 | 0.0190 | -0.110 | 175 | 13.60 | 16.20 | 37.0% | -0.78 | 0.0193 | -0.112 | |||
| 0.7500 | 1.70 | 54 | 38.0% | 0.19 | 0.0167 | -0.102 | 177.5 | 15.90 | 18.30 | 37.9% | -0.82 | 0.0170 | -0.104 | |||
| 0 | 2.85 | 43.7% | 0.16 | 0.0147 | -0.094 | 180 | 18.10 | 20.60 | 38.6% | -0.85 | 0.0150 | -0.096 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 2.50 | 48.8% | 0.12 | 0.0112 | -0.080 | 185 | 21.70 | 25.30 | -0.89 | 0.0116 | -0.082 | |||||
| 0 | 2.30 | 53.9% | 0.09 | 0.0086 | -0.068 | 190 | 27.70 | 30.10 | 2 | 43.5% | -0.92 | 0.0089 | -0.070 | |||
| 0 | 2.20 | 59.2% | 0.07 | 0.0066 | -0.057 | 195 | 31.50 | 35.70 | 36.4% | -0.94 | 0.0069 | -0.060 | ||||
| 0 | 2.15 | 64.5% | 0.05 | 0.0052 | -0.049 | 200 | 36.50 | 40.70 | 40.5% | -0.96 | 0.0054 | -0.051 | ||||
| 0 | 0.7500 | 56.0% | 0.04 | 0.0041 | -0.042 | 205 | 41.50 | 45.70 | 44.5% | -0.97 | 0.0043 | -0.044 | ||||
| 0 | 2.15 | 75.0% | 0.03 | 0.0033 | -0.036 | 210 | 46.50 | 50.70 | 48.3% | -0.98 | 0.0034 | -0.037 | ||||
| 0 | 1.75 | 76.4% | 0.03 | 0.0026 | -0.031 | 215 | 51.50 | 55.70 | 52.0% | -0.98 | 0.0026 | -0.031 | ||||
| 0 | 2.15 | 84.7% | 0.02 | 0.0021 | -0.026 | 220 | 56.50 | 60.70 | 55.6% | -0.99 | 0.0021 | -0.026 | ||||
| 0 | 2.00 | 87.9% | 0.02 | 0.0018 | -0.023 | 225 | 61.50 | 65.70 | 59.0% | -0.99 | 0.0016 | -0.021 | ||||
| 0 | 2.15 | 93.7% | 0.01 | 0.0014 | -0.020 | 230 | 66.50 | 70.70 | 62.4% | -0.99 | 0.0013 | -0.017 | ||||
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 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs