EMR option chain Emerson Electric Co.
Cboe delayed options data · as of 12:36 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 ±10.7% (144.12–178.82) · ATM IV 32.6% · P/C open interest 0.54
| 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 | 78.80 | 76.4% | 1.00 | 0.0002 | -0.002 | 85 | 0 | 2.15 | 4 | 96.9% | -0.00 | 0.0003 | -0.003 | |||
| 69.60 | 73.70 | 1 | 66.2% | 1.00 | 0.0002 | -0.003 | 90 | 0 | 2.15 | 2 | 89.5% | -0.00 | 0.0004 | -0.004 | ||
| 64.60 | 68.80 | 1 | 62.6% | 1.00 | 0.0004 | -0.004 | 95 | 0 | 1.90 | 26 | 80.2% | -0.01 | 0.0005 | -0.005 | ||
| 59.80 | 63.80 | 12 | 60.6% | 0.99 | 0.0006 | -0.005 | 100 | 0 | 0.9500 | 2,034 | 64.3% | -0.01 | 0.0007 | -0.007 | ||
| 54.70 | 58.90 | 6 | 54.5% | 0.99 | 0.0009 | -0.007 | 105 | 0 | 2.20 | 93 | 69.6% | -0.01 | 0.0010 | -0.009 | ||
| 49.80 | 53.90 | 1 | 50.4% | 0.98 | 0.0014 | -0.010 | 110 | 0 | 2.25 | 25 | 63.7% | -0.02 | 0.0015 | -0.011 | ||
| 45.40 | 48.40 | 1 | 46.1% | 0.98 | 0.0020 | -0.014 | 115 | 0 | 2.40 | 737 | 58.6% | -0.03 | 0.0021 | -0.014 | ||
| 40.70 | 43.60 | 4 | 45.7% | 0.97 | 0.0029 | -0.018 | 120 | 0.0500 | 2.30 | 96 | 52.4% | -0.04 | 0.0029 | -0.018 | ||
| 36.10 | 38.20 | 5 | 40.2% | 0.95 | 0.0041 | -0.023 | 125 | 0.1000 | 0.9000 | 512 | 38.3% | -0.05 | 0.0040 | -0.023 | ||
| 30.80 | 33.60 | 17 | 35.5% | 0.93 | 0.0056 | -0.030 | 130 | 0.4000 | 0.9500 | 2 | 166 | 35.8% | -0.08 | 0.0055 | -0.029 | |
| 26.90 | 28.80 | 17 | 36.8% | 0.89 | 0.0076 | -0.037 | 135 | 1.00 | 1.60 | 2 | 384 | 36.7% | -0.11 | 0.0074 | -0.036 | |
| 22.70 | 25.20 | 162 | 38.5% | 0.85 | 0.0098 | -0.044 | 140 | 1.60 | 2.40 | 3 | 1,686 | 36.0% | -0.15 | 0.0098 | -0.044 | |
| 18.30 | 20.30 | 120 | 34.0% | 0.80 | 0.0124 | -0.052 | 145 | 2.55 | 3.30 | 655 | 280 | 35.0% | -0.20 | 0.0123 | -0.052 | |
| 14.00 | 17.30 | 210 | 33.7% | 0.73 | 0.0149 | -0.059 | 150 | 3.40 | 4.80 | 70 | 731 | 33.8% | -0.27 | 0.0150 | -0.059 | |
| 11.00 | 13.90 | 2 | 357 | 33.5% | 0.65 | 0.0171 | -0.064 | 155 | 5.20 | 6.60 | 2 | 174 | 33.7% | -0.35 | 0.0173 | -0.065 |
| 9.00 | 9.80 | 2 | 2,195 | 32.2% | 0.56 | 0.0186 | -0.066 | 160 | 7.20 | 8.70 | 3 | 325 | 32.9% | -0.45 | 0.0189 | -0.067 |
| 6.20 | 7.10 | 83 | 1,914 | 30.5% | 0.46 | 0.0190 | -0.065 | 165 | 9.40 | 11.20 | 1 | 147 | 31.5% | -0.54 | 0.0194 | -0.067 |
| 4.60 | 5.00 | 75 | 4,210 | 30.3% | 0.37 | 0.0183 | -0.061 | 170 | 12.50 | 14.20 | 1 | 8 | 31.0% | -0.64 | 0.0187 | -0.063 |
| 3.30 | 3.50 | 8 | 1,304 | 30.4% | 0.29 | 0.0167 | -0.055 | 175 | 16.00 | 17.90 | 31.1% | -0.72 | 0.0170 | -0.056 | ||
| 2.10 | 2.45 | 3 | 919 | 30.0% | 0.22 | 0.0144 | -0.047 | 180 | 19.00 | 22.50 | 30.3% | -0.79 | 0.0146 | -0.048 | ||
| 1.35 | 1.75 | 39 | 1,777 | 30.2% | 0.16 | 0.0119 | -0.038 | 185 | 24.30 | 25.90 | 30.9% | -0.85 | 0.0120 | -0.039 | ||
| 0.4500 | 2.70 | 101 | 34.2% | 0.11 | 0.0094 | -0.031 | 190 | 27.90 | 30.80 | 29.0% | -0.90 | 0.0094 | -0.030 | |||
| 0.3000 | 0.8500 | 3 | 180 | 29.3% | 0.08 | 0.0072 | -0.024 | 195 | 33.10 | 35.30 | 30.9% | -0.93 | 0.0070 | -0.023 | ||
| 0.2500 | 0.9500 | 37 | 205 | 30.0% | 0.06 | 0.0055 | -0.018 | 200 | 37.90 | 40.20 | 32.2% | -0.95 | 0.0051 | -0.017 | ||
| 0.0500 | 0.9000 | 9 | 36.5% | 0.03 | 0.0029 | -0.010 | 210 | 47.40 | 50.00 | 30.8% | -0.98 | 0.0025 | -0.009 | |||
| 0 | 2.25 | 7 | 49.5% | 0.01 | 0.0015 | -0.005 | 220 | 56.50 | 60.70 | 31.2% | -0.99 | 0.0014 | -0.005 | |||
| 0 | 2.20 | 1 | 54.4% | 0.01 | 0.0008 | -0.003 | 230 | 66.50 | 70.70 | 37.1% | -1.00 | 0.0003 | -0.001 | |||
| 0 | 2.15 | 2 | 59.0% | 0.00 | 0.0004 | -0.002 | 240 | 76.50 | 80.70 | 42.0% | -1.00 | 0.0000 | 0.000 | |||
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 — Dec 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