HON option chain Honeywell International Inc.
Cboe delayed options data · as of 18:35 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 ±9.4% (188.13–227.23) · ATM IV 31.5% · P/C open interest —
| 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 | |
| 71.70 | 75.90 | 53.9% | 0.99 | 0.0004 | 0.000 | 135 | 0 | 2.20 | 74.5% | -0.01 | 0.0004 | -0.006 | ||||
| 66.80 | 71.00 | 52.5% | 0.99 | 0.0006 | 0.000 | 140 | 0 | 2.25 | 69.7% | -0.01 | 0.0006 | -0.007 | ||||
| 61.90 | 66.00 | 49.0% | 0.99 | 0.0008 | 0.000 | 145 | 0 | 2.30 | 64.9% | -0.01 | 0.0008 | -0.009 | ||||
| 56.90 | 61.10 | 45.5% | 0.99 | 0.0011 | 0.000 | 150 | 0 | 2.30 | 59.9% | -0.01 | 0.0011 | -0.012 | ||||
| 52.00 | 56.00 | 40.8% | 0.98 | 0.0016 | 0.000 | 155 | 0 | 2.40 | 55.6% | -0.02 | 0.0016 | -0.015 | ||||
| 47.60 | 50.70 | 39.6% | 0.97 | 0.0021 | 0.000 | 160 | 0 | 2.55 | 51.6% | -0.03 | 0.0021 | -0.019 | ||||
| 42.30 | 46.10 | 36.1% | 0.96 | 0.0029 | 0.000 | 165 | 0 | 2.65 | 47.4% | -0.04 | 0.0029 | -0.023 | ||||
| 37.60 | 41.50 | 36.6% | 0.95 | 0.0039 | -0.006 | 170 | 0 | 2.95 | 43.9% | -0.05 | 0.0039 | -0.029 | ||||
| 32.90 | 36.80 | 35.1% | 0.93 | 0.0052 | -0.015 | 175 | 0 | 3.40 | 40.9% | -0.07 | 0.0053 | -0.036 | ||||
| 28.80 | 31.50 | 32.9% | 0.90 | 0.0069 | -0.026 | 180 | 0 | 3.50 | 36.4% | -0.10 | 0.0070 | -0.044 | ||||
| 24.50 | 27.20 | 32.5% | 0.86 | 0.0089 | -0.038 | 185 | 0.4000 | 4.30 | 34.9% | -0.14 | 0.0091 | -0.053 | ||||
| 20.30 | 23.40 | 32.4% | 0.81 | 0.0113 | -0.050 | 190 | 1.45 | 5.00 | 33.9% | -0.19 | 0.0114 | -0.062 | ||||
| 16.60 | 19.20 | 31.2% | 0.75 | 0.0137 | -0.062 | 195 | 2.80 | 5.10 | 31.3% | -0.25 | 0.0140 | -0.071 | ||||
| 13.10 | 15.60 | 30.4% | 0.68 | 0.0160 | -0.072 | 200 | 4.60 | 7.70 | 33.2% | -0.33 | 0.0163 | -0.079 | ||||
| 10.10 | 12.90 | 30.6% | 0.59 | 0.0176 | -0.079 | 205 | 6.90 | 9.60 | 3 | 33.1% | -0.41 | 0.0180 | -0.084 | |||
| 7.40 | 10.50 | 30.5% | 0.51 | 0.0182 | -0.082 | 210 | 9.20 | 12.00 | 32.5% | -0.51 | 0.0188 | -0.084 | ||||
| 5.20 | 8.50 | 30.5% | 0.42 | 0.0178 | -0.082 | 215 | 12.10 | 14.80 | 32.3% | -0.60 | 0.0186 | -0.081 | ||||
| 3.40 | 7.00 | 30.7% | 0.34 | 0.0165 | -0.077 | 220 | 15.40 | 17.90 | 32.0% | -0.68 | 0.0174 | -0.075 | ||||
| 2.00 | 5.70 | 30.7% | 0.27 | 0.0147 | -0.071 | 225 | 19.20 | 21.60 | 32.4% | -0.75 | 0.0156 | -0.066 | ||||
| 1.60 | 3.00 | 2 | 28.5% | 0.21 | 0.0126 | -0.064 | 230 | 22.30 | 25.90 | 31.2% | -0.82 | 0.0136 | -0.057 | |||
| 0.1000 | 4.10 | 31.3% | 0.16 | 0.0106 | -0.056 | 235 | 26.90 | 30.10 | 32.0% | -0.86 | 0.0116 | -0.046 | ||||
| 0 | 3.60 | 33.2% | 0.13 | 0.0087 | -0.049 | 240 | 31.50 | 34.60 | 32.7% | -0.90 | 0.0096 | -0.035 | ||||
| 0 | 3.20 | 35.3% | 0.10 | 0.0072 | -0.042 | 245 | 36.30 | 39.40 | 34.3% | -0.93 | 0.0085 | -0.024 | ||||
| 0 | 2.90 | 37.3% | 0.08 | 0.0058 | -0.036 | 250 | 40.20 | 44.30 | -0.96 | 0.0081 | -0.013 | |||||
| 0 | 2.70 | 39.5% | 0.06 | 0.0048 | -0.031 | 255 | 45.20 | 49.30 | -0.98 | 0.0058 | -0.034 | |||||
| 0 | 2.55 | 41.7% | 0.05 | 0.0039 | -0.026 | 260 | 50.20 | 54.30 | -0.99 | 0.0037 | -0.058 | |||||
| 0 | 2.40 | 43.7% | 0.04 | 0.0032 | -0.023 | 265 | 55.20 | 59.30 | -1.00 | 0.0013 | -0.092 | |||||
| 0 | 2.35 | 46.0% | 0.03 | 0.0026 | -0.019 | 270 | 60.20 | 64.30 | -1.00 | 0.0000 | -0.115 | |||||
| 0 | 2.30 | 48.3% | 0.03 | 0.0022 | -0.017 | 275 | 65.20 | 69.30 | -1.00 | 0.0000 | -0.124 | |||||
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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs