HON option chain Honeywell International Inc.
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 ±5.6% (194.69–217.59) · ATM IV 27.6% · P/C open interest 1.11
| 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 | |
| 54.40 | 58.70 | 0.99 | 0.0007 | -0.005 | 150 | 0 | 2.50 | 87.6% | -0.01 | 0.0007 | -0.011 | |||||
| 49.50 | 53.60 | 0.99 | 0.0010 | -0.008 | 155 | 0 | 2.50 | 80.3% | -0.01 | 0.0010 | -0.014 | |||||
| 44.30 | 48.60 | 0.99 | 0.0014 | -0.013 | 160 | 0 | 2.50 | 73.2% | -0.01 | 0.0014 | -0.018 | |||||
| 39.40 | 43.70 | 45.1% | 0.98 | 0.0021 | -0.018 | 165 | 0 | 2.50 | 66.2% | -0.02 | 0.0021 | -0.023 | ||||
| 34.50 | 38.70 | 43.9% | 0.97 | 0.0030 | -0.026 | 170 | 0 | 2.50 | 59.3% | -0.03 | 0.0031 | -0.030 | ||||
| 29.70 | 33.50 | 28.9% | 0.96 | 0.0044 | -0.035 | 175 | 0 | 2.60 | 2 | 53.1% | -0.04 | 0.0044 | -0.038 | |||
| 24.80 | 28.70 | 29.8% | 0.94 | 0.0065 | -0.047 | 180 | 0 | 2.00 | 43.0% | -0.06 | 0.0065 | -0.050 | ||||
| 20.10 | 23.70 | 29.3% | 0.91 | 0.0094 | -0.061 | 185 | 0.1500 | 1.70 | 35.7% | -0.09 | 0.0095 | -0.064 | ||||
| 15.60 | 19.80 | 1 | 28.6% | 0.86 | 0.0135 | -0.078 | 190 | 0.0500 | 2.45 | 9 | 11 | 32.2% | -0.14 | 0.0136 | -0.081 | |
| 11.30 | 14.90 | 27.7% | 0.79 | 0.0186 | -0.097 | 195 | 0.4000 | 3.00 | 4 | 7 | 28.4% | -0.21 | 0.0187 | -0.099 | ||
| 8.20 | 11.20 | 2 | 28.9% | 0.69 | 0.0239 | -0.114 | 200 | 2.50 | 3.40 | 26 | 45 | 27.6% | -0.32 | 0.0242 | -0.115 | |
| 5.00 | 8.20 | 28.2% | 0.56 | 0.0276 | -0.123 | 205 | 3.10 | 6.60 | 34 | 126 | 27.0% | -0.45 | 0.0279 | -0.124 | ||
| 3.30 | 5.80 | 1 | 6 | 29.4% | 0.42 | 0.0276 | -0.120 | 210 | 5.80 | 9.20 | 15 | 247 | 26.7% | -0.59 | 0.0281 | -0.121 |
| 1.20 | 4.10 | 5 | 15 | 28.2% | 0.29 | 0.0241 | -0.107 | 215 | 9.50 | 12.40 | 1 | 49 | 26.9% | -0.71 | 0.0246 | -0.108 |
| 0.1000 | 3.40 | 13 | 134 | 29.7% | 0.20 | 0.0189 | -0.089 | 220 | 13.40 | 16.40 | 1 | 22 | 26.8% | -0.81 | 0.0195 | -0.090 |
| 0 | 2.30 | 1 | 57 | 31.0% | 0.13 | 0.0140 | -0.071 | 225 | 17.50 | 20.80 | 14 | 24.7% | -0.88 | 0.0145 | -0.071 | |
| 0.1500 | 1.05 | 2 | 79 | 30.5% | 0.09 | 0.0101 | -0.055 | 230 | 22.30 | 25.60 | 16 | 24.6% | -0.92 | 0.0108 | -0.056 | |
| 0 | 2.45 | 93 | 41.9% | 0.06 | 0.0073 | -0.043 | 235 | 27.00 | 31.20 | 90 | 32.8% | -0.95 | 0.0083 | -0.046 | ||
| 0 | 1.55 | 1 | 58 | 36.5% | 0.04 | 0.0052 | -0.034 | 240 | 32.10 | 36.40 | 32.2% | -0.97 | 0.0064 | -0.041 | ||
| 0 | 0.5000 | 1 | 38 | 36.6% | 0.03 | 0.0038 | -0.027 | 245 | 37.10 | 41.20 | 46.1% | -0.99 | 0.0045 | -0.031 | ||
| 0 | 2.60 | 56.3% | 0.02 | 0.0028 | -0.021 | 250 | 42.10 | 46.10 | 44.6% | -0.99 | 0.0022 | -0.021 | ||||
| 0 | 2.50 | 59.9% | 0.02 | 0.0021 | -0.017 | 255 | 47.10 | 51.20 | 54.1% | -1.00 | 0.0009 | -0.017 | ||||
| 0 | 2.50 | 1 | 63.9% | 0.01 | 0.0016 | -0.014 | 260 | 52.20 | 56.20 | 54.2% | -1.00 | 0.0002 | -0.017 | |||
| 0 | 2.50 | 1 | 67.8% | 0.01 | 0.0012 | -0.011 | 265 | 57.10 | 61.20 | 56.5% | -1.00 | 0.0000 | -0.017 | |||
| 0 | 2.50 | 6 | 71.5% | 0.01 | 0.0009 | -0.009 | 270 | 61.90 | 66.20 | 60.0% | -1.00 | 0.0000 | -0.017 | |||
| 0 | 2.50 | 77 | 75.1% | 0.01 | 0.0007 | -0.008 | 275 | 67.10 | 71.20 | 67.8% | -1.00 | 0.0000 | -0.017 | |||
| 0 | 2.50 | 78.6% | 0.00 | 0.0006 | -0.006 | 280 | 72.20 | 76.20 | 67.8% | -1.00 | 0.0000 | -0.017 | ||||
| 0 | 2.50 | 82.0% | 0.00 | 0.0005 | -0.005 | 285 | 77.20 | 81.20 | 73.4% | -1.00 | 0.0000 | -0.017 | ||||
| 0 | 2.50 | 85.4% | 0.00 | 0.0004 | -0.004 | 290 | 82.00 | 86.20 | 72.7% | -1.00 | 0.0000 | -0.017 | ||||
| 0 | 2.50 | 88.6% | 0.00 | 0.0003 | -0.004 | 295 | 87.20 | 91.20 | 79.6% | -1.00 | 0.0000 | -0.017 | ||||
| 0 | 2.50 | 91.7% | 0.00 | 0.0002 | -0.003 | 300 | 92.00 | 96.20 | 83.8% | -1.00 | 0.0000 | -0.017 | ||||
| 0 | 2.50 | 94.8% | 0.00 | 0.0002 | -0.003 | 305 | 96.90 | 101.20 | 85.6% | -1.00 | 0.0000 | -0.017 | ||||
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs