EMR option chain Emerson Electric Co.

Expiration 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 ±16.2% (135.32–187.62) · ATM IV 31.5% · P/C open interest 0.81

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
75.20	79.40			50.0%	0.99	0.0005	0.000	85	0	0.9500		10	53.8%	-0.01	0.0005	-0.004
70.30	74.50		5	46.7%	0.99	0.0007	-0.001	90	0	0.5500		6	45.4%	-0.01	0.0008	-0.005
65.50	69.70		6	45.4%	0.98	0.0010	-0.003	95	0	2.30		6	54.3%	-0.02	0.0010	-0.006
60.90	64.00		100	36.8%	0.98	0.0013	-0.005	100	0	2.40		228	50.4%	-0.03	0.0014	-0.008
56.50	59.70		11	42.5%	0.97	0.0018	-0.007	105	0	2.55		43	46.9%	-0.03	0.0018	-0.010
52.00	54.20		5	37.9%	0.95	0.0024	-0.010	110	0.2000	1.35		90	38.3%	-0.05	0.0024	-0.013
47.30	50.00		8	38.5%	0.94	0.0030	-0.013	115	0.7000	1.40	1	76	37.1%	-0.06	0.0031	-0.015
42.20	45.00		12	33.7%	0.92	0.0039	-0.016	120	1.10	1.80	4	195	36.3%	-0.08	0.0039	-0.018
38.30	40.60		4	34.9%	0.90	0.0048	-0.020	125	1.50	2.50		1	35.6%	-0.11	0.0049	-0.022
34.00	36.60		18	34.7%	0.87	0.0059	-0.024	130	0.6000	4.00		342	33.1%	-0.13	0.0060	-0.026
29.60	32.20			32.7%	0.83	0.0070	-0.027	135	2.90	4.90		90	35.5%	-0.17	0.0071	-0.029
26.10	28.50		20	33.1%	0.79	0.0082	-0.031	140	4.00	5.60	2	173	34.2%	-0.21	0.0083	-0.033
22.50	24.50		25	32.0%	0.74	0.0093	-0.035	145	5.10	6.60		123	32.7%	-0.26	0.0095	-0.036
19.30	21.10	4	328	31.7%	0.69	0.0103	-0.037	150	5.90	8.50	4	236	31.6%	-0.31	0.0106	-0.039
16.60	18.60		88	32.5%	0.64	0.0112	-0.040	155	8.00	10.10		171	31.1%	-0.37	0.0115	-0.041
13.60	15.40		118	31.2%	0.58	0.0119	-0.041	160	10.80	12.50	3	155	31.7%	-0.43	0.0122	-0.042
12.10	13.60		143	32.8%	0.52	0.0122	-0.041	165	13.30	14.90	1	22	31.3%	-0.49	0.0127	-0.043
9.80	10.50		290	31.2%	0.46	0.0123	-0.041	170	14.80	17.90	2	65	29.5%	-0.55	0.0130	-0.043
7.30	8.70		502	30.2%	0.40	0.0121	-0.040	175	18.30	21.40	1	4	30.1%	-0.61	0.0129	-0.042
5.70	7.90	2	548	30.9%	0.35	0.0117	-0.037	180	22.30	24.50			30.1%	-0.67	0.0126	-0.040
4.20	5.50		209	28.9%	0.30	0.0110	-0.035	185	26.00	28.40			30.2%	-0.73	0.0121	-0.037
3.50	4.30	2	10	29.1%	0.25	0.0102	-0.032	190	30.10	32.40			30.3%	-0.78	0.0112	-0.034
2.35	4.20		12	29.8%	0.21	0.0092	-0.028	195	33.80	36.60			29.2%	-0.83	0.0102	-0.030
1.85	2.90	2	52	28.9%	0.17	0.0082	-0.025	200	38.50	41.10			30.0%	-0.87	0.0089	-0.025
1.00	2.40		4	30.3%	0.11	0.0062	-0.019	210	47.80	50.40			30.7%	-0.93	0.0064	-0.016
0.2500	2.50		17	32.4%	0.07	0.0044	-0.013	220	57.10	60.20			30.4%	-0.98	0.0047	-0.016
0.2500	2.50		3	35.9%	0.04	0.0031	-0.009	230	66.50	70.70			33.1%	-1.00	0.0005	-0.008

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 — Mar 19, 2027

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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EMR option chain Emerson Electric Co.

Volatility smile — Mar 19, 2027

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