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 ±8.9% (145.49–174.09) · ATM IV 38.3% · P/C open interest 0.43
| 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 | |
| 67.90 | 72.10 | 76.8% | 1.00 | 0.0002 | 0.000 | 90 | 0 | 2.15 | 2 | 125.3% | -0.00 | 0.0003 | -0.006 | |||
| 63.00 | 67.10 | 76.6% | 1.00 | 0.0004 | 0.000 | 95 | 0 | 2.15 | 115.2% | -0.01 | 0.0004 | -0.008 | ||||
| 58.00 | 62.00 | 0.99 | 0.0005 | -0.000 | 100 | 0 | 2.15 | 105.6% | -0.01 | 0.0006 | -0.010 | |||||
| 53.00 | 57.20 | 65.3% | 0.99 | 0.0008 | -0.003 | 105 | 0 | 2.15 | 96.4% | -0.01 | 0.0009 | -0.012 | ||||
| 48.00 | 52.10 | 49.8% | 0.99 | 0.0011 | -0.007 | 110 | 0 | 2.15 | 87.5% | -0.01 | 0.0013 | -0.016 | ||||
| 43.10 | 47.20 | 54.3% | 0.98 | 0.0016 | -0.012 | 115 | 0 | 2.15 | 1 | 79.0% | -0.02 | 0.0019 | -0.020 | |||
| 38.10 | 42.30 | 50.1% | 0.97 | 0.0024 | -0.019 | 120 | 0 | 2.25 | 71.6% | -0.03 | 0.0027 | -0.026 | ||||
| 33.20 | 37.40 | 47.4% | 0.96 | 0.0036 | -0.027 | 125 | 0.0500 | 0.4000 | 3 | 45.1% | -0.04 | 0.0039 | -0.034 | |||
| 28.40 | 32.50 | 44.7% | 0.94 | 0.0052 | -0.037 | 130 | 0.1500 | 1.40 | 589 | 50.4% | -0.06 | 0.0055 | -0.044 | |||
| 23.70 | 27.70 | 42.4% | 0.92 | 0.0075 | -0.051 | 135 | 0.0500 | 2.80 | 90 | 51.2% | -0.09 | 0.0078 | -0.056 | |||
| 19.30 | 22.50 | 37.9% | 0.87 | 0.0106 | -0.066 | 140 | 0.3500 | 1.60 | 75 | 38.3% | -0.14 | 0.0108 | -0.070 | |||
| 15.00 | 18.40 | 1 | 38.1% | 0.82 | 0.0143 | -0.082 | 145 | 1.90 | 2.15 | 15 | 94 | 40.0% | -0.19 | 0.0144 | -0.084 | |
| 11.90 | 15.30 | 37.8% | 0.75 | 0.0175 | -0.094 | 149 | 2.70 | 4.90 | 44.9% | -0.26 | 0.0174 | -0.095 | ||||
| 12.10 | 14.40 | 66 | 40.2% | 0.74 | 0.0183 | -0.097 | 150 | 2.90 | 3.50 | 83 | 39.0% | -0.27 | 0.0182 | -0.098 | ||
| 10.50 | 12.40 | 4 | 39.4% | 0.69 | 0.0201 | -0.103 | 152.5 | 3.60 | 4.70 | 39.6% | -0.32 | 0.0200 | -0.103 | |||
| 9.20 | 10.90 | 120 | 40.2% | 0.64 | 0.0217 | -0.108 | 155 | 4.50 | 5.60 | 311 | 39.2% | -0.37 | 0.0215 | -0.107 | ||
| 7.60 | 9.20 | 2 | 38.8% | 0.58 | 0.0230 | -0.110 | 157.5 | 5.50 | 7.20 | 40.2% | -0.43 | 0.0227 | -0.109 | |||
| 6.30 | 7.20 | 3 | 875 | 36.6% | 0.52 | 0.0237 | -0.111 | 160 | 6.70 | 8.40 | 54 | 39.9% | -0.49 | 0.0234 | -0.109 | |
| 5.10 | 6.30 | 2 | 37.0% | 0.46 | 0.0238 | -0.109 | 162.5 | 8.10 | 9.30 | 38.6% | -0.54 | 0.0235 | -0.107 | |||
| 4.10 | 4.90 | 6 | 150 | 35.8% | 0.41 | 0.0234 | -0.105 | 165 | 9.20 | 10.60 | 5 | 36.8% | -0.60 | 0.0231 | -0.103 | |
| 3.20 | 4.20 | 36.1% | 0.35 | 0.0225 | -0.100 | 167.5 | 10.20 | 12.40 | 35.3% | -0.66 | 0.0221 | -0.097 | ||||
| 2.50 | 3.10 | 7 | 334 | 34.9% | 0.30 | 0.0210 | -0.092 | 170 | 12.20 | 14.20 | 35.9% | -0.71 | 0.0208 | -0.090 | ||
| 1.95 | 2.55 | 2 | 35.1% | 0.25 | 0.0193 | -0.084 | 172.5 | 13.60 | 16.20 | 34.5% | -0.76 | 0.0190 | -0.082 | |||
| 1.50 | 3.50 | 475 | 40.5% | 0.21 | 0.0174 | -0.076 | 175 | 15.80 | 19.00 | 38.0% | -0.80 | 0.0171 | -0.073 | |||
| 1.05 | 3.10 | 1 | 40.8% | 0.17 | 0.0154 | -0.067 | 177.5 | 17.90 | 20.10 | 34.0% | -0.83 | 0.0151 | -0.064 | |||
| 0.7000 | 1.50 | 3 | 312 | 35.6% | 0.14 | 0.0134 | -0.058 | 180 | 20.10 | 22.50 | 8 | 9 | 35.1% | -0.86 | 0.0132 | -0.055 |
| 0.1500 | 2.25 | 39.4% | 0.11 | 0.0115 | -0.051 | 182.5 | 23.00 | 24.90 | 39.5% | -0.89 | 0.0113 | -0.047 | ||||
| 0.4500 | 1.00 | 619 | 36.8% | 0.09 | 0.0098 | -0.043 | 185 | 23.80 | 27.90 | 35.2% | -0.91 | 0.0096 | -0.039 | |||
| 0 | 1.00 | 15 | 38.2% | 0.06 | 0.0069 | -0.031 | 190 | 28.50 | 32.60 | 34.6% | -0.94 | 0.0067 | -0.026 | |||
| 0 | 2.30 | 10 | 51.7% | 0.04 | 0.0047 | -0.022 | 195 | 33.40 | 37.40 | 34.9% | -0.96 | 0.0046 | -0.017 | |||
| 0 | 2.25 | 52 | 56.0% | 0.02 | 0.0032 | -0.015 | 200 | 38.30 | 42.30 | 34.7% | -0.98 | 0.0031 | -0.009 | |||
| 0 | 2.20 | 60.1% | 0.02 | 0.0021 | -0.010 | 205 | 43.30 | 47.30 | 38.9% | -0.99 | 0.0020 | -0.004 | ||||
| 0 | 2.15 | 63.9% | 0.01 | 0.0014 | -0.007 | 210 | 48.30 | 52.30 | 43.0% | -0.99 | 0.0019 | -0.001 | ||||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs