HAL option chain Halliburton Company
Cboe delayed options data · as of 09:37 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 ±8.5% (30.66–36.34) · ATM IV 38.2% · P/C open interest 3.86
| 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 | |
| 10.55 | 14.65 | 91.0% | 0.99 | 0.0024 | -0.002 | 21 | 0 | 1.45 | 151.3% | -0.01 | 0.0024 | -0.002 | ||||
| 10.25 | 12.90 | 77.2% | 0.99 | 0.0034 | -0.002 | 22 | 0 | 1.40 | 138.2% | -0.01 | 0.0034 | -0.002 | ||||
| 9.25 | 11.90 | 69.3% | 0.99 | 0.0049 | -0.003 | 23 | 0 | 1.40 | 127.1% | -0.01 | 0.0049 | -0.003 | ||||
| 8.25 | 10.90 | 61.7% | 0.98 | 0.0071 | -0.004 | 24 | 0 | 1.40 | 116.4% | -0.02 | 0.0071 | -0.004 | ||||
| 7.35 | 9.90 | 62.6% | 0.98 | 0.0102 | -0.004 | 25 | 0 | 1.55 | 109.9% | -0.02 | 0.0103 | -0.004 | ||||
| 6.40 | 8.95 | 60.6% | 0.97 | 0.0149 | -0.006 | 26 | 0 | 1.40 | 95.9% | -0.03 | 0.0150 | -0.006 | ||||
| 5.40 | 7.95 | 53.0% | 0.95 | 0.0217 | -0.008 | 27 | 0 | 1.40 | 19 | 86.0% | -0.05 | 0.0218 | -0.008 | |||
| 4.45 | 7.20 | 55.8% | 0.93 | 0.0314 | -0.010 | 28 | 0 | 1.55 | 108 | 79.4% | -0.07 | 0.0315 | -0.010 | |||
| 3.55 | 5.90 | 2 | 41.8% | 0.89 | 0.0444 | -0.013 | 29 | 0 | 0.8200 | 133 | 54.2% | -0.11 | 0.0446 | -0.013 | ||
| 3.35 | 4.10 | 2 | 33 | 34.2% | 0.84 | 0.0607 | -0.017 | 30 | 0.2100 | 0.4100 | 19 | 41.1% | -0.16 | 0.0611 | -0.017 | |
| 2.80 | 4.25 | 56.1% | 0.77 | 0.0789 | -0.020 | 31 | 0.2300 | 0.5900 | 21 | 38 | 36.8% | -0.23 | 0.0795 | -0.020 | ||
| 2.13 | 2.94 | 2 | 4 | 45.4% | 0.69 | 0.0956 | -0.023 | 32 | 0.3000 | 1.29 | 5 | 39.8% | -0.32 | 0.0965 | -0.024 | |
| 1.65 | 1.87 | 11 | 27 | 39.9% | 0.58 | 0.1068 | -0.025 | 33 | 0.8800 | 1.29 | 2 | 19 | 36.5% | -0.42 | 0.1080 | -0.026 |
| 1.15 | 1.37 | 30 | 19 | 39.4% | 0.47 | 0.1094 | -0.026 | 34 | 1.35 | 1.79 | 103 | 35.7% | -0.53 | 0.1110 | -0.026 | |
| 0.6300 | 0.9800 | 32 | 15 | 37.2% | 0.37 | 0.1034 | -0.025 | 35 | 1.97 | 2.39 | 368 | 35.0% | -0.63 | 0.1054 | -0.025 | |
| 0.3400 | 1.11 | 36 | 43.5% | 0.28 | 0.0913 | -0.022 | 36 | 2.76 | 3.40 | 157 | 40.4% | -0.73 | 0.0936 | -0.023 | ||
| 0.2900 | 0.5300 | 4 | 29 | 40.2% | 0.21 | 0.0765 | -0.019 | 37 | 3.40 | 4.65 | 46.0% | -0.80 | 0.0791 | -0.020 | ||
| 0.0200 | 0.3900 | 15 | 50 | 37.3% | 0.15 | 0.0615 | -0.016 | 38 | 3.60 | 6.00 | 43.6% | -0.86 | 0.0644 | -0.017 | ||
| 0.0800 | 0.3900 | 15 | 24 | 44.2% | 0.11 | 0.0481 | -0.013 | 39 | 4.55 | 6.85 | 44.0% | -0.90 | 0.0511 | -0.014 | ||
| 0.0500 | 0.4000 | 3 | 5 | 48.8% | 0.08 | 0.0369 | -0.010 | 40 | 5.40 | 7.90 | 45.8% | -0.94 | 0.0395 | -0.011 | ||
| 0 | 1.55 | 7 | 78.4% | 0.06 | 0.0279 | -0.008 | 41 | 6.45 | 8.75 | 45.9% | -0.96 | 0.0295 | -0.009 | |||
| 0 | 1.35 | 80.0% | 0.04 | 0.0210 | -0.006 | 42 | 6.90 | 10.60 | 61.9% | -0.98 | 0.0208 | -0.006 | ||||
| 0 | 0.2000 | 60.0% | 0.02 | 0.0087 | -0.003 | 45 | 9.60 | 13.55 | 57.9% | -1.00 | 0.0045 | -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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs