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 ±20.6% (29.66–45.01) · ATM IV 35.4% · P/C open interest 1.33
| 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 | |
| 15.70 | 19.70 | 2 | 44.1% | 0.98 | 0.0038 | 0.000 | 20 | 0.0300 | 0.1900 | 76 | 46.8% | -0.02 | 0.0041 | -0.002 | ||
| 14.55 | 15.65 | 11 | 50.4% | 0.96 | 0.0074 | -0.000 | 23 | 0.0100 | 0.2900 | 447 | 39.9% | -0.04 | 0.0077 | -0.003 | ||
| 12.65 | 14.05 | 1 | 31 | 48.8% | 0.94 | 0.0109 | -0.002 | 25 | 0.2600 | 0.4200 | 642 | 40.9% | -0.07 | 0.0113 | -0.004 | |
| 10.05 | 11.25 | 45 | 42.8% | 0.89 | 0.0180 | -0.004 | 28 | 0.4000 | 0.7400 | 1 | 686 | 36.9% | -0.12 | 0.0185 | -0.005 | |
| 8.50 | 9.15 | 281 | 37.9% | 0.84 | 0.0238 | -0.005 | 30 | 0.9100 | 1.22 | 2 | 2,742 | 38.5% | -0.16 | 0.0242 | -0.006 | |
| 6.40 | 7.25 | 159 | 38.7% | 0.75 | 0.0324 | -0.007 | 33 | 1.68 | 2.06 | 870 | 37.5% | -0.26 | 0.0331 | -0.008 | ||
| 5.15 | 6.40 | 1,213 | 40.0% | 0.67 | 0.0372 | -0.008 | 35 | 2.29 | 2.63 | 883 | 35.5% | -0.34 | 0.0381 | -0.009 | ||
| 4.10 | 4.45 | 445 | 35.3% | 0.59 | 0.0405 | -0.009 | 37 | 3.25 | 3.55 | 1 | 492 | 35.5% | -0.42 | 0.0416 | -0.009 | |
| 2.72 | 3.10 | 8 | 426 | 34.3% | 0.47 | 0.0420 | -0.009 | 40 | 4.65 | 5.25 | 312 | 34.0% | -0.54 | 0.0436 | -0.009 | |
| 2.23 | 2.47 | 424 | 1,189 | 35.2% | 0.40 | 0.0408 | -0.009 | 42 | 5.95 | 6.60 | 206 | 33.9% | -0.62 | 0.0430 | -0.009 | |
| 1.47 | 1.80 | 72 | 517 | 35.6% | 0.30 | 0.0366 | -0.008 | 45 | 8.15 | 8.80 | 12 | 33.2% | -0.73 | 0.0402 | -0.008 | |
| 1.09 | 1.35 | 3 | 429 | 35.2% | 0.24 | 0.0329 | -0.007 | 47 | 9.50 | 10.50 | 12 | 31.1% | -0.79 | 0.0380 | -0.007 | |
| 0.7500 | 1.06 | 374 | 36.6% | 0.18 | 0.0270 | -0.006 | 50 | 12.30 | 13.25 | 31.9% | -0.87 | 0.0347 | -0.006 | |||
| 0.3700 | 0.4500 | 1 | 257 | 35.7% | 0.10 | 0.0181 | -0.004 | 55 | 16.75 | 18.35 | -0.98 | 0.0231 | -0.005 | |||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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