HAL option chain Halliburton Company
Cboe delayed options data · as of 00:35 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 ±12.8% (32.56–42.10) · ATM IV 43.3% · P/C open interest —
| 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 | |
| 8.15 | 11.50 | 60.8% | 0.95 | 0.0143 | -0.001 | 28 | 0 | 1.37 | 75.8% | -0.05 | 0.0144 | -0.007 | ||||
| 7.20 | 10.00 | 41.3% | 0.94 | 0.0183 | -0.003 | 29 | 0 | 2.20 | 82.4% | -0.06 | 0.0184 | -0.008 | ||||
| 7.10 | 9.60 | 67.6% | 0.92 | 0.0233 | -0.004 | 30 | 0 | 1.85 | 70.2% | -0.08 | 0.0235 | -0.009 | ||||
| 5.30 | 8.65 | 48.9% | 0.90 | 0.0296 | -0.006 | 31 | 0 | 2.29 | 69.3% | -0.10 | 0.0299 | -0.011 | ||||
| 4.85 | 7.80 | 53.3% | 0.87 | 0.0372 | -0.009 | 32 | 0 | 2.38 | 63.4% | -0.13 | 0.0376 | -0.012 | ||||
| 3.55 | 6.95 | 44.7% | 0.83 | 0.0462 | -0.011 | 33 | 0 | 2.53 | 58.0% | -0.17 | 0.0467 | -0.014 | ||||
| 3.60 | 6.15 | 52.5% | 0.78 | 0.0560 | -0.013 | 34 | 0 | 2.69 | 52.5% | -0.22 | 0.0568 | -0.015 | ||||
| 2.95 | 4.75 | 44.4% | 0.72 | 0.0659 | -0.015 | 35 | 0.2600 | 1.21 | 32.1% | -0.28 | 0.0669 | -0.017 | ||||
| 1.20 | 4.80 | 39.6% | 0.65 | 0.0744 | -0.017 | 36 | 0.4300 | 2.28 | 37.5% | -0.35 | 0.0758 | -0.018 | ||||
| 1.99 | 4.00 | 3 | 49.5% | 0.57 | 0.0800 | -0.018 | 37 | 0.5000 | 3.05 | 37.0% | -0.43 | 0.0818 | -0.019 | |||
| 1.37 | 2.50 | 38.7% | 0.49 | 0.0817 | -0.018 | 38 | 0.2700 | 4.00 | 34.0% | -0.52 | 0.0839 | -0.019 | ||||
| 1.12 | 1.58 | 35.3% | 0.41 | 0.0794 | -0.018 | 39 | 0.7900 | 3.85 | 25.8% | -0.60 | 0.0820 | -0.018 | ||||
| 0.4500 | 2.68 | 45.7% | 0.34 | 0.0740 | -0.018 | 40 | 1.49 | 5.15 | 31.7% | -0.67 | 0.0769 | -0.017 | ||||
| 0 | 2.03 | 40.6% | 0.28 | 0.0668 | -0.017 | 41 | 2.26 | 5.85 | 30.8% | -0.73 | 0.0700 | -0.015 | ||||
| 0.2600 | 1.28 | 40.2% | 0.23 | 0.0589 | -0.015 | 42 | 3.05 | 6.60 | 28.4% | -0.79 | 0.0624 | -0.013 | ||||
| 0.0100 | 2.52 | 55.7% | 0.19 | 0.0512 | -0.014 | 43 | 3.95 | 7.45 | 25.4% | -0.83 | 0.0548 | -0.012 | ||||
| 0 | 2.41 | 59.0% | 0.16 | 0.0440 | -0.013 | 44 | 4.85 | 8.30 | -0.87 | 0.0477 | -0.010 | |||||
| 0.1200 | 0.5400 | 4 | 40.2% | 0.13 | 0.0377 | -0.011 | 45 | 6.30 | 9.20 | 35.5% | -0.90 | 0.0412 | -0.008 | |||
| 0.0900 | 0.4600 | 4 | 41.5% | 0.11 | 0.0322 | -0.010 | 46 | 7.55 | 10.15 | 43.7% | -0.92 | 0.0352 | -0.006 | |||
| 0 | 2.24 | 69.2% | 0.09 | 0.0275 | -0.009 | 47 | 8.50 | 11.10 | 44.5% | -0.94 | 0.0298 | -0.004 | ||||
| 0 | 2.21 | 72.6% | 0.07 | 0.0235 | -0.008 | 48 | 8.70 | 12.65 | -0.95 | 0.0249 | -0.003 | |||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs