EMR option chain Emerson Electric Co.
Cboe delayed options data · as of 18:37 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 ±19.1% (129.28–190.28) · ATM IV 31.6% · P/C open interest 0.00
| 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 | |
| 74.20 | 78.30 | 46.5% | 0.97 | 0.0010 | 0.000 | 85 | 0 | 2.20 | 53.5% | -0.03 | 0.0011 | -0.008 | ||||
| 69.50 | 73.60 | 45.2% | 0.97 | 0.0013 | 0.000 | 90 | 0 | 2.55 | 51.0% | -0.03 | 0.0013 | -0.009 | ||||
| 64.80 | 68.90 | 43.5% | 0.96 | 0.0016 | 0.000 | 95 | 0 | 2.70 | 47.7% | -0.04 | 0.0016 | -0.011 | ||||
| 60.10 | 64.20 | 41.5% | 0.95 | 0.0020 | -0.001 | 100 | 0 | 2.95 | 44.8% | -0.05 | 0.0020 | -0.013 | ||||
| 55.60 | 59.60 | 40.5% | 0.94 | 0.0024 | -0.004 | 105 | 0 | 3.30 | 42.2% | -0.06 | 0.0025 | -0.014 | ||||
| 51.10 | 55.10 | 39.4% | 0.92 | 0.0029 | -0.006 | 110 | 0.0500 | 3.60 | 39.6% | -0.08 | 0.0030 | -0.016 | ||||
| 46.70 | 50.70 | 38.3% | 0.91 | 0.0035 | -0.009 | 115 | 0.0500 | 4.00 | 37.1% | -0.10 | 0.0036 | -0.018 | ||||
| 42.30 | 46.40 | 37.1% | 0.89 | 0.0042 | -0.012 | 120 | 2.05 | 4.80 | 39.7% | -0.12 | 0.0043 | -0.020 | ||||
| 38.10 | 42.30 | 1 | 36.3% | 0.86 | 0.0050 | -0.015 | 125 | 1.20 | 4.90 | 34.4% | -0.14 | 0.0051 | -0.023 | |||
| 34.20 | 38.30 | 35.6% | 0.83 | 0.0058 | -0.018 | 130 | 3.40 | 5.20 | 35.1% | -0.17 | 0.0060 | -0.025 | ||||
| 30.30 | 34.40 | 34.7% | 0.80 | 0.0067 | -0.022 | 135 | 3.20 | 6.40 | 32.6% | -0.21 | 0.0069 | -0.027 | ||||
| 26.70 | 30.80 | 34.1% | 0.76 | 0.0076 | -0.024 | 140 | 5.50 | 7.50 | 33.3% | -0.24 | 0.0078 | -0.029 | ||||
| 23.20 | 27.50 | 33.5% | 0.72 | 0.0084 | -0.027 | 145 | 6.90 | 9.10 | 32.8% | -0.29 | 0.0087 | -0.031 | ||||
| 20.00 | 24.40 | 33.0% | 0.68 | 0.0092 | -0.029 | 150 | 8.60 | 11.00 | 32.4% | -0.33 | 0.0095 | -0.032 | ||||
| 17.10 | 21.30 | 32.3% | 0.63 | 0.0098 | -0.031 | 155 | 10.50 | 13.00 | 31.8% | -0.38 | 0.0102 | -0.033 | ||||
| 14.70 | 18.30 | 1 | 31.8% | 0.58 | 0.0103 | -0.032 | 160 | 12.70 | 15.30 | 31.3% | -0.44 | 0.0108 | -0.034 | |||
| 13.00 | 15.10 | 14 | 31.3% | 0.52 | 0.0106 | -0.033 | 165 | 15.30 | 17.90 | 31.0% | -0.49 | 0.0112 | -0.034 | |||
| 10.60 | 13.00 | 15 | 30.7% | 0.47 | 0.0107 | -0.033 | 170 | 17.90 | 20.70 | 30.4% | -0.55 | 0.0114 | -0.034 | |||
| 8.80 | 11.10 | 30.5% | 0.42 | 0.0106 | -0.032 | 175 | 20.50 | 24.70 | 30.5% | -0.60 | 0.0115 | -0.033 | ||||
| 7.10 | 9.50 | 30.2% | 0.38 | 0.0103 | -0.031 | 180 | 23.90 | 28.20 | 30.4% | -0.65 | 0.0114 | -0.031 | ||||
| 5.90 | 8.10 | 30.2% | 0.33 | 0.0099 | -0.030 | 185 | 27.50 | 31.70 | 30.1% | -0.70 | 0.0112 | -0.030 | ||||
| 4.70 | 6.80 | 30.0% | 0.29 | 0.0094 | -0.028 | 190 | 31.50 | 35.60 | 30.1% | -0.75 | 0.0108 | -0.028 | ||||
| 3.80 | 6.10 | 30.4% | 0.25 | 0.0087 | -0.026 | 195 | 35.60 | 39.70 | 30.1% | -0.79 | 0.0102 | -0.025 | ||||
| 3.00 | 4.70 | 29.6% | 0.22 | 0.0081 | -0.024 | 200 | 39.90 | 44.00 | 30.1% | -0.83 | 0.0094 | -0.022 | ||||
| 1.95 | 3.60 | 30.2% | 0.16 | 0.0067 | -0.020 | 210 | 48.80 | 53.00 | 29.7% | -0.90 | 0.0075 | -0.014 | ||||
| 1.25 | 3.50 | 32.2% | 0.12 | 0.0054 | -0.017 | 220 | 58.50 | 62.50 | 30.7% | -0.94 | 0.0054 | -0.005 | ||||
| 0.0500 | 3.10 | 31.9% | 0.09 | 0.0043 | -0.013 | 230 | 68.20 | 72.30 | 31.3% | -0.98 | 0.0053 | -0.004 | ||||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs