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 ±7.8% (191.43–223.93) · ATM IV 28.2% · 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 | |
| 96.40 | 100.20 | 1 | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.2000 | 2 | 77.2% | -0.00 | 0.0000 | -0.001 | |||
| 91.60 | 95.50 | 72.4% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 0.6500 | 84.7% | -0.00 | 0.0001 | -0.001 | ||||
| 86.80 | 90.70 | 77.3% | 1.00 | 0.0001 | 0.000 | 120 | 0 | 0.7000 | 80.2% | -0.00 | 0.0001 | -0.002 | ||||
| 81.70 | 85.60 | 66.1% | 1.00 | 0.0001 | 0.000 | 125 | 0 | 0.7000 | 75.0% | -0.00 | 0.0001 | -0.002 | ||||
| 76.60 | 80.50 | 49.0% | 1.00 | 0.0002 | 0.000 | 130 | 0 | 0.7500 | 70.6% | -0.00 | 0.0002 | -0.003 | ||||
| 71.90 | 75.80 | 63.2% | 1.00 | 0.0003 | 0.000 | 135 | 0 | 0.7500 | 65.7% | -0.00 | 0.0003 | -0.004 | ||||
| 67.30 | 70.80 | 63.2% | 1.00 | 0.0004 | 0.000 | 140 | 0 | 0.7500 | 60.9% | -0.01 | 0.0004 | -0.005 | ||||
| 61.80 | 65.70 | 48.3% | 0.99 | 0.0006 | 0.000 | 145 | 0 | 0.8000 | 56.9% | -0.01 | 0.0006 | -0.007 | ||||
| 57.00 | 60.30 | 10 | 33.1% | 0.99 | 0.0009 | 0.000 | 150 | 0 | 0.7000 | 509 | 51.1% | -0.01 | 0.0009 | -0.009 | ||
| 51.90 | 55.70 | 40.2% | 0.99 | 0.0012 | 0.000 | 155 | 0 | 0.8500 | 48.4% | -0.01 | 0.0012 | -0.012 | ||||
| 47.80 | 50.50 | 1 | 44.6% | 0.98 | 0.0017 | 0.000 | 160 | 0 | 0.9000 | 2 | 44.5% | -0.02 | 0.0018 | -0.015 | ||
| 42.30 | 45.30 | 30.4% | 0.97 | 0.0024 | 0.000 | 165 | 0 | 0.9500 | 21 | 40.5% | -0.03 | 0.0025 | -0.019 | |||
| 37.90 | 40.40 | 35.1% | 0.96 | 0.0034 | 0.000 | 170 | 0.0500 | 1.00 | 6 | 37.0% | -0.04 | 0.0035 | -0.025 | |||
| 33.00 | 35.40 | 31.4% | 0.94 | 0.0048 | -0.008 | 175 | 0.3000 | 1.30 | 20 | 36.0% | -0.06 | 0.0048 | -0.032 | |||
| 28.20 | 30.40 | 28.2% | 0.92 | 0.0066 | -0.020 | 180 | 0.5500 | 1.00 | 1 | 44 | 31.2% | -0.08 | 0.0066 | -0.040 | ||
| 23.60 | 26.30 | 29.6% | 0.88 | 0.0088 | -0.033 | 185 | 1.05 | 1.55 | 2 | 31 | 30.9% | -0.12 | 0.0090 | -0.050 | ||
| 19.50 | 21.50 | 1 | 28.1% | 0.83 | 0.0116 | -0.047 | 190 | 1.75 | 2.00 | 7 | 540 | 29.3% | -0.17 | 0.0118 | -0.061 | |
| 16.30 | 17.50 | 29.6% | 0.77 | 0.0146 | -0.061 | 195 | 2.75 | 3.10 | 6 | 162 | 29.0% | -0.23 | 0.0149 | -0.072 | ||
| 12.60 | 13.80 | 230 | 112 | 28.6% | 0.69 | 0.0175 | -0.073 | 200 | 4.10 | 4.50 | 41 | 436 | 28.4% | -0.31 | 0.0179 | -0.081 |
| 7.40 | 7.80 | 353 | 10 | 28.4% | 0.50 | 0.0203 | -0.086 | 210 | 8.40 | 8.90 | 23 | 287 | 28.0% | -0.51 | 0.0210 | -0.088 |
| 3.70 | 4.10 | 8 | 539 | 28.2% | 0.31 | 0.0178 | -0.079 | 220 | 14.50 | 16.60 | 3 | 161 | 29.9% | -0.71 | 0.0188 | -0.075 |
| 1.70 | 1.85 | 16 | 447 | 28.1% | 0.18 | 0.0127 | -0.061 | 230 | 22.80 | 24.00 | 1 | 107 | 29.4% | -0.84 | 0.0138 | -0.052 |
| 0.7500 | 1.05 | 12 | 8,438 | 29.6% | 0.10 | 0.0082 | -0.044 | 240 | 31.20 | 34.00 | 237 | 30.7% | -0.93 | 0.0094 | -0.026 | |
| 0.3000 | 0.6500 | 6 | 2,773 | 31.2% | 0.06 | 0.0052 | -0.031 | 250 | 40.40 | 44.10 | 37 | -0.98 | 0.0062 | -0.046 | ||
| 0 | 0.8500 | 3,964 | 35.8% | 0.04 | 0.0032 | -0.022 | 260 | 50.60 | 54.00 | -1.00 | 0.0004 | -0.125 | ||||
| 0 | 0.8500 | 433 | 40.6% | 0.02 | 0.0021 | -0.015 | 270 | 60.50 | 64.00 | -1.00 | 0.0000 | -0.154 | ||||
| 0.0500 | 0.8000 | 2 | 368 | 45.2% | 0.01 | 0.0014 | -0.011 | 280 | 70.50 | 74.00 | -1.00 | 0.0000 | -0.161 | |||
| 0 | 0.7500 | 34 | 48.5% | 0.01 | 0.0009 | -0.008 | 290 | 80.50 | 84.00 | -1.00 | 0.0000 | -0.163 | ||||
| 0 | 0.7500 | 96 | 52.6% | 0.01 | 0.0006 | -0.006 | 300 | 90.50 | 94.20 | 57.4% | -1.00 | 0.0000 | -0.163 | |||
| 0 | 0.7500 | 7 | 56.5% | 0.00 | 0.0004 | -0.004 | 310 | 100.20 | 104.20 | -1.00 | 0.0000 | -0.163 | ||||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs