HON option chain Honeywell International Inc.
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 ±4.6% (196.89–215.89) · ATM IV 27.3% · P/C open interest 0.43
| 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 | |
| 84.10 | 88.40 | 1.00 | 0.0000 | 0.000 | 120 | 0 | 1.60 | 1 | 148.9% | -0.00 | 0.0000 | -0.001 | ||||
| 79.20 | 83.60 | 86.2% | 1.00 | 0.0000 | 0.000 | 125 | 0 | 1.45 | 136.7% | -0.00 | 0.0000 | -0.001 | ||||
| 74.20 | 78.40 | 1.00 | 0.0000 | 0.000 | 130 | 0 | 1.45 | 127.4% | -0.00 | 0.0000 | -0.001 | |||||
| 69.20 | 73.50 | 57.0% | 1.00 | 0.0001 | 0.000 | 135 | 0 | 1.35 | 116.9% | -0.00 | 0.0001 | -0.001 | ||||
| 64.20 | 68.40 | 1.00 | 0.0001 | 0.000 | 140 | 0 | 1.60 | 111.3% | -0.00 | 0.0001 | -0.002 | |||||
| 59.30 | 63.20 | 1.00 | 0.0002 | 0.000 | 145 | 0 | 1.00 | 1 | 94.5% | -0.00 | 0.0002 | -0.003 | ||||
| 54.30 | 58.50 | 3 | 55.8% | 1.00 | 0.0003 | 0.000 | 150 | 0 | 0.7500 | 1 | 82.4% | -0.00 | 0.0003 | -0.004 | ||
| 49.40 | 53.20 | 1.00 | 0.0004 | 0.000 | 155 | 0 | 1.20 | 4 | 82.0% | -0.00 | 0.0004 | -0.005 | ||||
| 44.40 | 48.60 | 1.00 | 0.0007 | -0.002 | 160 | 0 | 1.75 | 71.1% | -0.00 | 0.0007 | -0.008 | |||||
| 39.20 | 43.60 | 1 | 48.4% | 0.99 | 0.0011 | -0.007 | 165 | 0 | 1.20 | 1 | 64.5% | -0.01 | 0.0011 | -0.011 | ||
| 34.40 | 38.60 | 41.9% | 0.99 | 0.0018 | -0.013 | 170 | 0 | 0.9500 | 12 | 56.9% | -0.01 | 0.0018 | -0.017 | |||
| 29.30 | 33.50 | 0.98 | 0.0029 | -0.021 | 175 | 0 | 2.15 | 1 | 52.0% | -0.02 | 0.0029 | -0.025 | ||||
| 24.60 | 28.70 | 43.5% | 0.97 | 0.0048 | -0.033 | 180 | 0 | 2.15 | 35 | 48.2% | -0.03 | 0.0048 | -0.036 | |||
| 19.50 | 23.70 | 28.3% | 0.94 | 0.0079 | -0.050 | 185 | 0 | 1.00 | 29 | 36.5% | -0.06 | 0.0080 | -0.053 | |||
| 15.00 | 19.00 | 7 | 30.0% | 0.90 | 0.0128 | -0.073 | 190 | 0.1000 | 1.30 | 5 | 69 | 32.2% | -0.10 | 0.0129 | -0.075 | |
| 11.20 | 14.60 | 15 | 31.6% | 0.83 | 0.0198 | -0.101 | 195 | 0.2000 | 2.45 | 61 | 394 | 30.7% | -0.17 | 0.0199 | -0.103 | |
| 8.60 | 12.20 | 27.1% | 0.78 | 0.0238 | -0.116 | 197.5 | 1.35 | 1.95 | 6 | 55 | 28.9% | -0.22 | 0.0240 | -0.118 | ||
| 6.50 | 10.80 | 23 | 27.8% | 0.72 | 0.0278 | -0.129 | 200 | 0.4500 | 2.65 | 32 | 107 | 23.4% | -0.29 | 0.0281 | -0.131 | |
| 5.20 | 9.10 | 5 | 28.7% | 0.64 | 0.0313 | -0.139 | 202.5 | 1.20 | 3.70 | 14 | 147 | 24.2% | -0.36 | 0.0316 | -0.141 | |
| 5.20 | 5.60 | 36 | 26.8% | 0.56 | 0.0336 | -0.145 | 205 | 2.30 | 5.50 | 9 | 164 | 26.7% | -0.44 | 0.0341 | -0.147 | |
| 4.00 | 4.60 | 336 | 5 | 27.7% | 0.48 | 0.0344 | -0.145 | 207.5 | 4.70 | 5.70 | 13 | 35 | 26.9% | -0.53 | 0.0349 | -0.147 |
| 1.70 | 3.60 | 21 | 18 | 23.9% | 0.39 | 0.0334 | -0.139 | 210 | 6.60 | 7.30 | 31 | 608 | 28.5% | -0.61 | 0.0339 | -0.141 |
| 0.3500 | 3.20 | 1 | 7 | 23.4% | 0.32 | 0.0308 | -0.129 | 212.5 | 6.40 | 9.50 | 4 | 163 | 24.1% | -0.69 | 0.0314 | -0.130 |
| 1.20 | 2.45 | 15 | 52 | 28.2% | 0.25 | 0.0271 | -0.115 | 215 | 8.50 | 10.80 | 3 | 30 | 22.2% | -0.76 | 0.0277 | -0.116 |
| 0.4000 | 3.60 | 2 | 581 | 33.6% | 0.19 | 0.0230 | -0.100 | 217.5 | 10.40 | 14.40 | 31 | 28.2% | -0.82 | 0.0236 | -0.101 | |
| 0.7000 | 0.9000 | 16 | 493 | 27.1% | 0.15 | 0.0190 | -0.084 | 220 | 13.60 | 16.20 | 10 | 956 | 31.8% | -0.87 | 0.0197 | -0.085 |
| 0.0500 | 0.6000 | 21 | 24.0% | 0.11 | 0.0154 | -0.071 | 222.5 | 14.90 | 18.80 | 1 | 29.3% | -0.90 | 0.0164 | -0.072 | ||
| 0.3000 | 0.4500 | 5 | 66 | 27.6% | 0.08 | 0.0123 | -0.058 | 225 | 17.20 | 20.10 | 1 | 8 | -0.93 | 0.0135 | -0.063 | |
| 0.1500 | 0.3500 | 1 | 944 | 27.8% | 0.06 | 0.0097 | -0.048 | 227.5 | 20.40 | 23.60 | 3 | 37.3% | -0.95 | 0.0114 | -0.055 | |
| 0.0500 | 0.2500 | 83 | 1,554 | 29.7% | 0.05 | 0.0076 | -0.039 | 230 | 23.00 | 26.00 | 2 | 795 | 40.2% | -0.97 | 0.0095 | -0.049 |
| 0 | 0.9500 | 1 | 14 | 37.2% | 0.04 | 0.0060 | -0.032 | 232.5 | 24.80 | 28.60 | 10 | 38.3% | -0.98 | 0.0072 | -0.035 | |
| 0 | 0.7500 | 20 | 37.9% | 0.03 | 0.0048 | -0.026 | 235 | 27.10 | 31.10 | 38.8% | -0.99 | 0.0043 | -0.029 | |||
| 0 | 0.7500 | 81 | 40.3% | 0.02 | 0.0038 | -0.022 | 237.5 | 29.80 | 33.60 | 43.5% | -1.00 | 0.0021 | -0.023 | |||
| 0 | 0.2500 | 1,049 | 35.3% | 0.02 | 0.0030 | -0.018 | 240 | 32.30 | 35.40 | 1 | 217 | -1.00 | 0.0008 | -0.023 | ||
| 0 | 1.15 | 49.0% | 0.01 | 0.0024 | -0.015 | 242.5 | 34.60 | 38.50 | 44.5% | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 1.20 | 51.4% | 0.01 | 0.0019 | -0.012 | 245 | 37.10 | 41.00 | 49.6% | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 0.3500 | 1,021 | 45.4% | 0.01 | 0.0012 | -0.008 | 250 | 41.90 | 46.20 | 10 | 54.1% | -1.00 | 0.0000 | -0.023 | ||
| 0 | 1.40 | 62.5% | 0.00 | 0.0008 | -0.006 | 255 | 47.10 | 51.20 | 57.1% | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 1.15 | 2,612 | 41.7% | 0.00 | 0.0005 | -0.004 | 260 | 52.30 | 56.10 | 64.2% | -1.00 | 0.0000 | -0.023 | |||
| 0 | 1.40 | 69.0% | 0.00 | 0.0004 | -0.003 | 265 | 57.00 | 61.20 | 63.5% | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 0.0500 | 261 | 47.6% | 0.00 | 0.0002 | -0.002 | 270 | 62.10 | 66.20 | 69.3% | -1.00 | 0.0000 | -0.023 | |||
| 0 | 1.70 | 44 | 84.9% | 0.00 | 0.0001 | -0.001 | 280 | 72.10 | 76.20 | 76.9% | -1.00 | 0.0000 | -0.023 | |||
| 0 | 2.15 | 23 | 96.8% | 0.00 | 0.0001 | -0.001 | 290 | 82.10 | 86.20 | 84.1% | -1.00 | 0.0000 | -0.023 | |||
| 0 | 0.7500 | 14 | 74.1% | 0.00 | 0.0000 | -0.000 | 300 | 92.10 | 96.20 | 91.0% | -1.00 | 0.0000 | -0.023 | |||
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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs