EMR option chain Emerson Electric Co.
Cboe delayed options data · as of 03:34 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 ±18.4% (121.63–176.33) · ATM IV 31.3% · P/C open interest 0.70
| 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 | |
| 73.20 | 77.40 | 46.5% | 0.99 | 0.0007 | 0.000 | 75 | 0 | 2.40 | 61.6% | -0.02 | 0.0007 | -0.005 | ||||
| 68.30 | 72.60 | 43.9% | 0.98 | 0.0009 | 0.000 | 80 | 0 | 2.50 | 9 | 57.2% | -0.02 | 0.0010 | -0.006 | |||
| 63.80 | 67.80 | 44.7% | 0.98 | 0.0012 | 0.000 | 85 | 0 | 2.65 | 10 | 53.2% | -0.03 | 0.0013 | -0.007 | |||
| 59.10 | 62.60 | 5 | 40.1% | 0.97 | 0.0016 | 0.000 | 90 | 0 | 2.80 | 6 | 49.4% | -0.03 | 0.0016 | -0.009 | ||
| 55.20 | 57.90 | 6 | 42.9% | 0.96 | 0.0021 | 0.000 | 95 | 0 | 3.00 | 5 | 45.9% | -0.04 | 0.0021 | -0.010 | ||
| 50.10 | 53.40 | 100 | 39.8% | 0.94 | 0.0027 | -0.003 | 100 | 0.6000 | 1.60 | 2 | 228 | 38.8% | -0.06 | 0.0027 | -0.012 | |
| 45.60 | 48.60 | 11 | 37.7% | 0.93 | 0.0034 | -0.006 | 105 | 0.0500 | 3.40 | 42 | 39.3% | -0.08 | 0.0034 | -0.015 | ||
| 40.50 | 44.50 | 5 | 35.7% | 0.91 | 0.0042 | -0.009 | 110 | 0.4000 | 3.70 | 90 | 37.2% | -0.10 | 0.0042 | -0.017 | ||
| 36.60 | 39.90 | 8 | 35.1% | 0.88 | 0.0051 | -0.012 | 115 | 0.8000 | 4.10 | 66 | 35.2% | -0.12 | 0.0052 | -0.019 | ||
| 32.40 | 35.70 | 12 | 34.0% | 0.85 | 0.0061 | -0.016 | 120 | 1.55 | 4.70 | 180 | 34.0% | -0.15 | 0.0062 | -0.022 | ||
| 28.00 | 31.90 | 4 | 32.8% | 0.82 | 0.0072 | -0.019 | 125 | 2.50 | 5.60 | 1 | 33.2% | -0.19 | 0.0073 | -0.025 | ||
| 24.60 | 28.10 | 18 | 32.6% | 0.78 | 0.0083 | -0.023 | 130 | 4.40 | 6.10 | 337 | 32.7% | -0.23 | 0.0085 | -0.027 | ||
| 21.10 | 24.60 | 32.0% | 0.73 | 0.0094 | -0.025 | 135 | 5.80 | 7.70 | 53 | 32.3% | -0.28 | 0.0096 | -0.029 | |||
| 18.10 | 21.40 | 19 | 31.8% | 0.68 | 0.0103 | -0.028 | 140 | 7.40 | 9.90 | 150 | 32.2% | -0.33 | 0.0106 | -0.031 | ||
| 15.90 | 18.30 | 22 | 32.0% | 0.62 | 0.0111 | -0.030 | 145 | 9.70 | 11.30 | 99 | 31.4% | -0.39 | 0.0115 | -0.032 | ||
| 13.50 | 15.70 | 3 | 329 | 31.8% | 0.57 | 0.0116 | -0.031 | 150 | 11.30 | 14.20 | 65 | 30.8% | -0.45 | 0.0122 | -0.033 | |
| 10.70 | 12.90 | 3 | 78 | 30.4% | 0.51 | 0.0120 | -0.032 | 155 | 13.80 | 16.00 | 63 | 29.4% | -0.51 | 0.0126 | -0.033 | |
| 7.80 | 10.70 | 73 | 28.9% | 0.45 | 0.0120 | -0.031 | 160 | 16.60 | 19.50 | 28 | 29.5% | -0.57 | 0.0127 | -0.032 | ||
| 7.40 | 9.40 | 6 | 91 | 30.8% | 0.40 | 0.0118 | -0.030 | 165 | 20.10 | 22.60 | 29.4% | -0.63 | 0.0126 | -0.030 | ||
| 4.90 | 7.90 | 8 | 275 | 29.3% | 0.34 | 0.0113 | -0.029 | 170 | 23.50 | 26.10 | 59 | 29.0% | -0.69 | 0.0123 | -0.028 | |
| 4.40 | 6.20 | 370 | 29.5% | 0.30 | 0.0107 | -0.027 | 175 | 27.30 | 29.90 | 28.7% | -0.74 | 0.0119 | -0.026 | |||
| 2.55 | 5.60 | 530 | 28.8% | 0.25 | 0.0099 | -0.025 | 180 | 31.00 | 34.30 | 28.5% | -0.79 | 0.0115 | -0.024 | |||
| 2.60 | 4.40 | 142 | 29.6% | 0.21 | 0.0090 | -0.023 | 185 | 35.00 | 38.70 | 28.0% | -0.84 | 0.0111 | -0.022 | |||
| 0.5000 | 4.90 | 10 | 29.2% | 0.18 | 0.0081 | -0.020 | 190 | 39.60 | 43.30 | 28.3% | -0.88 | 0.0106 | -0.020 | |||
| 0.1500 | 3.40 | 7 | 27.6% | 0.15 | 0.0072 | -0.018 | 195 | 44.60 | 47.90 | 29.1% | -0.93 | 0.0105 | -0.018 | |||
| 0 | 3.20 | 20 | 28.7% | 0.12 | 0.0063 | -0.016 | 200 | 49.10 | 53.20 | 30.3% | -0.96 | 0.0107 | -0.011 | |||
| 0 | 3.20 | 4 | 32.2% | 0.08 | 0.0048 | -0.012 | 210 | 59.00 | 63.10 | 33.0% | -1.00 | 0.0000 | -0.031 | |||
| 0 | 2.85 | 5 | 34.5% | 0.06 | 0.0035 | -0.009 | 220 | 69.00 | 73.10 | 36.5% | -1.00 | 0.0000 | -0.031 | |||
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.
callsputs