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 ±10.0% (30.14–36.86) · ATM IV 37.0% · P/C open interest 0.15
| 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 | |
| 10.55 | 14.70 | 71.6% | 0.99 | 0.0028 | -0.001 | 21 | 0 | 0.9100 | 108.5% | -0.01 | 0.0028 | -0.001 | ||||
| 9.60 | 13.70 | 68.5% | 0.99 | 0.0040 | -0.002 | 22 | 0 | 0.7100 | 93.5% | -0.01 | 0.0040 | -0.002 | ||||
| 8.65 | 12.70 | 64.8% | 0.99 | 0.0057 | -0.002 | 23 | 0 | 0.7300 | 86.2% | -0.01 | 0.0058 | -0.002 | ||||
| 8.65 | 11.05 | 72.8% | 0.98 | 0.0083 | -0.003 | 24 | 0 | 0.7300 | 78.5% | -0.02 | 0.0083 | -0.003 | ||||
| 7.85 | 9.30 | 0.97 | 0.0119 | -0.004 | 25 | 0 | 0.9500 | 76.8% | -0.03 | 0.0120 | -0.004 | |||||
| 6.60 | 8.10 | 0.96 | 0.0170 | -0.005 | 26 | 0 | 0.7800 | 65.1% | -0.04 | 0.0171 | -0.005 | |||||
| 6.15 | 7.15 | 36.5% | 0.94 | 0.0241 | -0.007 | 27 | 0 | 1.59 | 74.2% | -0.06 | 0.0242 | -0.007 | ||||
| 5.05 | 6.40 | 37.2% | 0.91 | 0.0334 | -0.009 | 28 | 0 | 1.09 | 57.1% | -0.09 | 0.0336 | -0.009 | ||||
| 4.35 | 5.35 | 37.9% | 0.87 | 0.0450 | -0.011 | 29 | 0.1900 | 0.5100 | 42.3% | -0.13 | 0.0454 | -0.011 | ||||
| 3.50 | 4.70 | 40.4% | 0.82 | 0.0583 | -0.014 | 30 | 0.1700 | 0.5400 | 35.7% | -0.18 | 0.0588 | -0.014 | ||||
| 3.10 | 3.65 | 40.7% | 0.75 | 0.0718 | -0.016 | 31 | 0.3800 | 0.9700 | 38.2% | -0.25 | 0.0725 | -0.017 | ||||
| 2.38 | 2.98 | 2 | 39.7% | 0.67 | 0.0834 | -0.018 | 32 | 0.8600 | 1.10 | 37.6% | -0.33 | 0.0844 | -0.019 | |||
| 1.77 | 2.20 | 7 | 36.9% | 0.58 | 0.0911 | -0.020 | 33 | 1.25 | 1.50 | 30 | 16 | 37.0% | -0.42 | 0.0924 | -0.020 | |
| 1.45 | 1.71 | 38.7% | 0.49 | 0.0936 | -0.020 | 34 | 1.75 | 2.00 | 8 | 36.7% | -0.51 | 0.0953 | -0.021 | |||
| 0.9500 | 1.26 | 7 | 101 | 36.9% | 0.40 | 0.0907 | -0.020 | 35 | 2.34 | 2.59 | 3 | 36.2% | -0.61 | 0.0928 | -0.020 | |
| 0.7400 | 0.9200 | 1 | 6 | 37.7% | 0.32 | 0.0835 | -0.018 | 36 | 2.90 | 3.60 | 38.5% | -0.69 | 0.0860 | -0.019 | ||
| 0.4200 | 0.7500 | 1 | 37.6% | 0.25 | 0.0736 | -0.016 | 37 | 2.96 | 5.00 | 37.6% | -0.76 | 0.0765 | -0.017 | |||
| 0.1500 | 0.5000 | 2 | 6 | 34.8% | 0.19 | 0.0626 | -0.014 | 38 | 2.97 | 5.35 | -0.82 | 0.0659 | -0.015 | |||
| 0.0400 | 0.3700 | 51 | 34.5% | 0.14 | 0.0517 | -0.012 | 39 | 3.60 | 7.70 | 35.6% | -0.87 | 0.0554 | -0.013 | |||
| 0 | 0.9000 | 8 | 48.6% | 0.11 | 0.0417 | -0.010 | 40 | 4.70 | 8.65 | 41.1% | -0.91 | 0.0457 | -0.011 | |||
| 0 | 0.8400 | 51.8% | 0.08 | 0.0331 | -0.008 | 41 | 5.50 | 9.55 | -0.94 | 0.0366 | -0.009 | |||||
| 0 | 2.19 | 77.9% | 0.06 | 0.0259 | -0.006 | 42 | 6.45 | 10.55 | -0.96 | 0.0278 | -0.007 | |||||
| 0 | 1.35 | 77.3% | 0.02 | 0.0118 | -0.003 | 45 | 9.45 | 13.50 | -1.00 | 0.0065 | -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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs