HAL option chain Halliburton Company
Cboe delayed options data · as of 09:35 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 ±9.7% (34.13–41.49) · ATM IV 35.0% · P/C open interest 0.60
| 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 | |
| 15.75 | 19.70 | 1.00 | 0.0004 | 0.000 | 20 | 0 | 0.0500 | 27 | 79.1% | -0.00 | 0.0004 | -0.000 | ||||
| 11.65 | 13.50 | 2 | 2 | 0.99 | 0.0028 | 0.000 | 25 | 0 | 0.5400 | 49 | 81.3% | -0.01 | 0.0028 | -0.001 | ||
| 10.65 | 12.60 | 1 | 0.99 | 0.0040 | 0.000 | 26 | 0 | 1.40 | 457 | 97.2% | -0.01 | 0.0041 | -0.002 | |||
| 9.60 | 11.25 | 1 | 2 | 0.99 | 0.0059 | -0.001 | 27 | 0 | 0.7800 | 1,023 | 75.6% | -0.01 | 0.0059 | -0.002 | ||
| 8.70 | 10.25 | 5 | 0.98 | 0.0085 | -0.001 | 28 | 0 | 0.1000 | 10 | 607 | 44.8% | -0.02 | 0.0086 | -0.003 | ||
| 7.70 | 9.30 | 3 | 0.97 | 0.0123 | -0.003 | 29 | 0.0500 | 0.1600 | 1 | 807 | 46.1% | -0.03 | 0.0124 | -0.004 | ||
| 7.75 | 8.45 | 77 | 52.7% | 0.96 | 0.0174 | -0.004 | 30 | 0.0800 | 0.3500 | 1 | 522 | 48.4% | -0.04 | 0.0175 | -0.006 | |
| 6.45 | 7.25 | 2 | 52 | 30.5% | 0.94 | 0.0243 | -0.006 | 31 | 0.0900 | 0.3200 | 506 | 42.5% | -0.06 | 0.0245 | -0.007 | |
| 5.70 | 6.20 | 140 | 2,914 | 33.6% | 0.91 | 0.0330 | -0.008 | 32 | 0.2000 | 0.2600 | 5 | 1,131 | 38.4% | -0.09 | 0.0333 | -0.009 |
| 4.95 | 5.50 | 3 | 717 | 39.6% | 0.87 | 0.0436 | -0.011 | 33 | 0.3000 | 0.3300 | 19 | 5,102 | 36.4% | -0.13 | 0.0440 | -0.012 |
| 4.10 | 4.55 | 11 | 1,262 | 36.5% | 0.82 | 0.0554 | -0.013 | 34 | 0.2200 | 0.5200 | 5 | 898 | 32.5% | -0.18 | 0.0561 | -0.014 |
| 3.45 | 3.70 | 16 | 1,377 | 36.3% | 0.76 | 0.0674 | -0.016 | 35 | 0.6500 | 0.7300 | 18 | 765 | 34.8% | -0.25 | 0.0683 | -0.017 |
| 2.67 | 2.91 | 93 | 4,208 | 33.8% | 0.68 | 0.0779 | -0.018 | 36 | 0.9400 | 1.07 | 5 | 449 | 34.7% | -0.32 | 0.0790 | -0.019 |
| 2.10 | 2.31 | 70 | 1,333 | 34.0% | 0.60 | 0.0853 | -0.019 | 37 | 1.16 | 1.77 | 105 | 667 | 35.7% | -0.41 | 0.0868 | -0.020 |
| 1.67 | 1.78 | 140 | 1,468 | 34.5% | 0.51 | 0.0884 | -0.020 | 38 | 1.78 | 2.13 | 52 | 35.6% | -0.50 | 0.0903 | -0.021 | |
| 1.06 | 1.46 | 127 | 980 | 33.5% | 0.42 | 0.0869 | -0.020 | 39 | 2.31 | 2.58 | 12 | 75 | 33.7% | -0.58 | 0.0892 | -0.020 |
| 0.8600 | 1.07 | 69 | 1,816 | 34.4% | 0.35 | 0.0814 | -0.019 | 40 | 2.90 | 3.80 | 54 | 38.6% | -0.67 | 0.0842 | -0.019 | |
| 0.6200 | 0.7600 | 256 | 694 | 34.1% | 0.27 | 0.0732 | -0.017 | 41 | 3.55 | 4.15 | 150 | 33.4% | -0.74 | 0.0764 | -0.017 | |
| 0.5000 | 0.5500 | 421 | 401 | 35.0% | 0.21 | 0.0635 | -0.015 | 42 | 4.35 | 6.35 | 56 | 50.3% | -0.80 | 0.0670 | -0.015 | |
| 0.1400 | 0.3300 | 47 | 1,466 | 38.2% | 0.10 | 0.0358 | -0.009 | 45 | 7.30 | 8.60 | 39 | 54.8% | -0.93 | 0.0403 | -0.009 | |
| 0 | 0.0700 | 3,308 | 38.0% | 0.02 | 0.0110 | -0.003 | 50 | 11.35 | 13.55 | 53.0% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 1.35 | 100 | 86.0% | 0.01 | 0.0032 | -0.001 | 55 | 16.15 | 19.35 | 82.2% | -1.00 | 0.0000 | -0.006 | |||
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs