SYK option chain Stryker Corporation
Cboe delayed options data · as of 12:41 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 ±9.6% (266.36–322.96) · ATM IV 38.5% · P/C open interest 0.32
| 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 | |
| 123.30 | 127.50 | 1.00 | 0.0000 | -0.000 | 170 | 0 | 2.15 | 101.4% | -0.00 | 0.0000 | -0.000 | |||||
| 118.40 | 122.60 | 1.00 | 0.0000 | -0.001 | 175 | 0 | 2.15 | 96.8% | -0.00 | 0.0000 | -0.001 | |||||
| 113.40 | 117.60 | 1.00 | 0.0000 | -0.001 | 180 | 0 | 2.15 | 92.3% | -0.00 | 0.0000 | -0.001 | |||||
| 108.40 | 112.70 | 1.00 | 0.0001 | -0.002 | 185 | 0 | 2.15 | 4 | 87.9% | -0.00 | 0.0001 | -0.002 | ||||
| 103.40 | 107.60 | 1.00 | 0.0001 | -0.002 | 190 | 0 | 2.20 | 3 | 84.0% | -0.00 | 0.0001 | -0.002 | ||||
| 98.50 | 102.60 | 1.00 | 0.0001 | -0.004 | 195 | 0 | 2.20 | 79.8% | -0.00 | 0.0001 | -0.004 | |||||
| 93.50 | 97.60 | 1.00 | 0.0002 | -0.005 | 200 | 0 | 1.95 | 6 | 73.9% | -0.00 | 0.0002 | -0.005 | ||||
| 83.60 | 87.90 | 44.3% | 0.99 | 0.0004 | -0.010 | 210 | 0 | 2.10 | 67.0% | -0.01 | 0.0004 | -0.010 | ||||
| 73.80 | 78.10 | 45.4% | 0.99 | 0.0008 | -0.019 | 220 | 0 | 2.40 | 815 | 61.1% | -0.01 | 0.0008 | -0.019 | |||
| 64.40 | 67.90 | 43.8% | 0.97 | 0.0015 | -0.034 | 230 | 0.1000 | 0.8500 | 28 | 44.6% | -0.03 | 0.0016 | -0.034 | |||
| 55.00 | 58.30 | 43.2% | 0.95 | 0.0026 | -0.055 | 240 | 0.6000 | 1.15 | 2 | 143 | 43.0% | -0.05 | 0.0026 | -0.055 | ||
| 46.20 | 48.70 | 1 | 42.2% | 0.91 | 0.0041 | -0.083 | 250 | 1.20 | 1.85 | 14 | 362 | 41.4% | -0.09 | 0.0041 | -0.084 | |
| 37.00 | 40.10 | 2 | 40.5% | 0.86 | 0.0059 | -0.117 | 260 | 2.55 | 3.00 | 22 | 242 | 40.8% | -0.14 | 0.0060 | -0.118 | |
| 29.40 | 31.50 | 4 | 31 | 39.7% | 0.79 | 0.0079 | -0.152 | 270 | 4.30 | 5.00 | 22 | 198 | 39.9% | -0.21 | 0.0080 | -0.153 |
| 22.40 | 24.90 | 1 | 51 | 40.3% | 0.70 | 0.0096 | -0.181 | 280 | 7.00 | 7.80 | 12 | 83 | 39.2% | -0.31 | 0.0098 | -0.183 |
| 16.80 | 17.80 | 78 | 162 | 39.1% | 0.59 | 0.0108 | -0.199 | 290 | 9.90 | 12.10 | 12 | 86 | 38.0% | -0.41 | 0.0110 | -0.202 |
| 11.90 | 12.40 | 77 | 312 | 38.3% | 0.48 | 0.0112 | -0.202 | 300 | 16.00 | 17.00 | 17 | 20 | 38.9% | -0.53 | 0.0114 | -0.206 |
| 8.00 | 8.80 | 79 | 5,370 | 38.4% | 0.37 | 0.0107 | -0.191 | 310 | 22.20 | 23.20 | 10 | 2 | 38.8% | -0.64 | 0.0110 | -0.195 |
| 5.20 | 5.90 | 100 | 152 | 38.2% | 0.28 | 0.0095 | -0.167 | 320 | 28.30 | 31.30 | 12 | 38.4% | -0.73 | 0.0099 | -0.173 | |
| 3.10 | 3.90 | 42 | 67 | 37.9% | 0.20 | 0.0079 | -0.138 | 330 | 36.50 | 38.80 | 2 | 37.4% | -0.82 | 0.0083 | -0.145 | |
| 1.70 | 2.40 | 5 | 40 | 37.3% | 0.14 | 0.0062 | -0.107 | 340 | 45.20 | 47.60 | 37.0% | -0.88 | 0.0066 | -0.115 | ||
| 1.10 | 1.55 | 18 | 71 | 38.1% | 0.09 | 0.0046 | -0.079 | 350 | 54.30 | 56.90 | 35.4% | -0.93 | 0.0050 | -0.088 | ||
| 0.2000 | 1.15 | 2 | 37.1% | 0.06 | 0.0033 | -0.056 | 360 | 64.00 | 66.80 | 36.5% | -0.97 | 0.0034 | -0.060 | |||
| 0 | 2.60 | 1 | 47.0% | 0.04 | 0.0022 | -0.039 | 370 | 73.30 | 77.40 | 38.8% | -0.99 | 0.0018 | -0.031 | |||
| 0 | 0.6000 | 39.4% | 0.02 | 0.0015 | -0.026 | 380 | 83.10 | 87.40 | -1.00 | 0.0007 | -0.009 | |||||
| 0 | 2.30 | 53.9% | 0.01 | 0.0010 | -0.017 | 390 | 93.10 | 97.40 | -1.00 | 0.0002 | -0.001 | |||||
| 0 | 2.20 | 57.2% | 0.01 | 0.0006 | -0.011 | 400 | 103.10 | 107.40 | -1.00 | 0.0000 | -0.000 | |||||
| 0 | 2.20 | 60.8% | 0.01 | 0.0004 | -0.007 | 410 | 113.10 | 117.40 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 2.15 | 64.0% | 0.00 | 0.0002 | -0.004 | 420 | 123.10 | 127.40 | -1.00 | 0.0000 | 0.000 | |||||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs