GE option chain GE Aerospace
Cboe delayed options data · as of 21:55 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 ±11.0% (277.25–345.85) · ATM IV 34.0% · P/C open interest 1.15
| 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 | |
| 150.85 | 155.00 | 24 | 77.5% | 1.00 | 0.0001 | 0.000 | 160 | 0 | 1.49 | 302 | 85.4% | -0.00 | 0.0001 | -0.006 | ||
| 145.90 | 149.85 | 14 | 71.7% | 1.00 | 0.0001 | 0.000 | 165 | 0 | 1.43 | 35 | 81.4% | -0.00 | 0.0001 | -0.007 | ||
| 141.15 | 144.60 | 71 | 67.4% | 1.00 | 0.0002 | 0.000 | 170 | 0 | 0.7800 | 92 | 71.1% | -0.00 | 0.0002 | -0.007 | ||
| 136.20 | 139.65 | 42 | 64.8% | 0.99 | 0.0002 | 0.000 | 175 | 0 | 0.4700 | 62 | 63.5% | -0.00 | 0.0002 | -0.008 | ||
| 131.25 | 134.80 | 47 | 63.7% | 0.99 | 0.0002 | 0.000 | 180 | 0 | 0.2900 | 26 | 57.1% | -0.01 | 0.0002 | -0.009 | ||
| 126.15 | 130.00 | 50 | 61.2% | 0.99 | 0.0002 | 0.000 | 185 | 0 | 0.3100 | 86 | 55.0% | -0.01 | 0.0002 | -0.009 | ||
| 121.20 | 124.80 | 107 | 55.3% | 0.99 | 0.0003 | 0.000 | 190 | 0 | 0.3400 | 232 | 53.0% | -0.01 | 0.0003 | -0.010 | ||
| 116.40 | 119.95 | 33 | 56.2% | 0.99 | 0.0003 | 0.000 | 195 | 0.0200 | 0.3500 | 56 | 51.1% | -0.01 | 0.0003 | -0.011 | ||
| 111.50 | 115.15 | 86 | 55.7% | 0.99 | 0.0004 | 0.000 | 200 | 0.0700 | 0.3500 | 278 | 49.4% | -0.01 | 0.0004 | -0.013 | ||
| 101.45 | 105.50 | 55 | 51.6% | 0.99 | 0.0006 | -0.003 | 210 | 0.0300 | 0.4900 | 20 | 321 | 45.9% | -0.01 | 0.0006 | -0.016 | |
| 91.85 | 95.50 | 103 | 48.0% | 0.98 | 0.0008 | -0.008 | 220 | 0.2800 | 0.6000 | 4 | 201 | 44.6% | -0.02 | 0.0008 | -0.020 | |
| 82.55 | 85.35 | 2 | 355 | 44.9% | 0.97 | 0.0012 | -0.016 | 230 | 0.3100 | 0.7500 | 85 | 406 | 41.0% | -0.03 | 0.0012 | -0.027 |
| 72.50 | 75.60 | 68 | 39.9% | 0.96 | 0.0017 | -0.026 | 240 | 0.7300 | 0.9100 | 262 | 39.2% | -0.04 | 0.0018 | -0.036 | ||
| 63.15 | 66.25 | 196 | 38.9% | 0.94 | 0.0025 | -0.039 | 250 | 1.23 | 1.50 | 13 | 465 | 38.2% | -0.06 | 0.0025 | -0.048 | |
| 54.65 | 57.30 | 24 | 33 | 39.4% | 0.91 | 0.0035 | -0.056 | 260 | 1.98 | 2.33 | 7 | 472 | 37.0% | -0.09 | 0.0036 | -0.064 |
| 45.95 | 48.20 | 2 | 95 | 37.3% | 0.86 | 0.0048 | -0.076 | 270 | 3.15 | 3.70 | 471 | 504 | 36.3% | -0.14 | 0.0048 | -0.083 |
| 37.70 | 40.55 | 49 | 36.9% | 0.81 | 0.0062 | -0.097 | 280 | 4.80 | 5.55 | 278 | 431 | 35.4% | -0.20 | 0.0062 | -0.102 | |
| 29.95 | 32.65 | 13 | 137 | 35.1% | 0.73 | 0.0075 | -0.115 | 290 | 7.30 | 8.30 | 7 | 1,022 | 35.0% | -0.27 | 0.0076 | -0.120 |
| 23.80 | 26.55 | 8 | 484 | 35.6% | 0.65 | 0.0086 | -0.130 | 300 | 10.55 | 11.55 | 10 | 1,055 | 34.3% | -0.35 | 0.0087 | -0.134 |
| 18.15 | 19.85 | 47 | 1,370 | 34.1% | 0.56 | 0.0092 | -0.137 | 310 | 14.55 | 16.05 | 179 | 1,941 | 33.8% | -0.44 | 0.0095 | -0.141 |
| 12.70 | 14.80 | 120 | 556 | 32.8% | 0.47 | 0.0095 | -0.137 | 320 | 18.50 | 21.40 | 23 | 567 | 32.2% | -0.54 | 0.0098 | -0.140 |
| 9.65 | 10.75 | 24 | 787 | 33.1% | 0.38 | 0.0092 | -0.129 | 330 | 24.85 | 27.85 | 507 | 32.3% | -0.63 | 0.0095 | -0.133 | |
| 6.65 | 7.45 | 126 | 393 | 32.4% | 0.29 | 0.0084 | -0.116 | 340 | 31.95 | 34.80 | 4,715 | 31.8% | -0.72 | 0.0089 | -0.119 | |
| 3.35 | 5.15 | 325 | 559 | 30.6% | 0.22 | 0.0073 | -0.099 | 350 | 40.65 | 43.00 | 7 | 112 | 33.0% | -0.80 | 0.0079 | -0.102 |
| 2.98 | 3.50 | 55 | 781 | 32.1% | 0.16 | 0.0060 | -0.081 | 360 | 48.45 | 51.90 | 206 | 32.3% | -0.87 | 0.0067 | -0.085 | |
| 1.85 | 2.57 | 76 | 1,044 | 32.4% | 0.12 | 0.0048 | -0.064 | 370 | 57.70 | 60.95 | 228 | 32.6% | -0.92 | 0.0055 | -0.068 | |
| 1.30 | 1.56 | 95 | 480 | 32.3% | 0.08 | 0.0037 | -0.050 | 380 | 67.65 | 70.65 | 76 | 35.2% | -0.96 | 0.0045 | -0.053 | |
| 0.7600 | 1.16 | 2 | 315 | 32.7% | 0.06 | 0.0028 | -0.039 | 390 | 76.60 | 80.15 | 4 | -0.99 | 0.0037 | -0.041 | ||
| 0.5000 | 0.8900 | 226 | 3,728 | 33.5% | 0.04 | 0.0022 | -0.031 | 400 | 86.55 | 90.00 | -1.00 | 0.0006 | -0.038 | |||
| 0.1500 | 0.8800 | 2 | 199 | 34.4% | 0.03 | 0.0017 | -0.025 | 410 | 96.50 | 100.15 | -1.00 | 0.0000 | -0.038 | |||
| 0.1100 | 0.7100 | 273 | 35.6% | 0.02 | 0.0013 | -0.021 | 420 | 106.50 | 110.15 | -1.00 | 0.0000 | -0.038 | ||||
| 0.0100 | 0.6100 | 1 | 677 | 36.4% | 0.02 | 0.0010 | -0.017 | 430 | 116.50 | 120.20 | -1.00 | 0.0000 | -0.038 | |||
| 0 | 0.5300 | 143 | 37.8% | 0.02 | 0.0008 | -0.015 | 440 | 126.50 | 130.25 | -1.00 | 0.0000 | -0.038 | ||||
| 0.0100 | 0.2500 | 40 | 112 | 36.5% | 0.01 | 0.0007 | -0.013 | 450 | 136.50 | 140.20 | -1.00 | 0.0000 | -0.038 | |||
| 0 | 0.4400 | 95 | 41.0% | 0.01 | 0.0006 | -0.011 | 460 | 146.50 | 150.45 | -1.00 | 0.0000 | -0.038 | ||||
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