SYK option chain Stryker Corporation
Cboe delayed options data · as of 06:38 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% (292.75–342.05) · ATM IV 27.5% · 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 | |
| 116.10 | 120.10 | 1.00 | 0.0000 | 0.000 | 200 | 0 | 2.15 | 75.9% | -0.00 | 0.0000 | -0.001 | |||||
| 106.10 | 110.00 | 1.00 | 0.0001 | 0.000 | 210 | 0 | 2.15 | 69.0% | -0.00 | 0.0001 | -0.002 | |||||
| 96.10 | 100.00 | 1.00 | 0.0001 | 0.000 | 220 | 0 | 2.15 | 62.4% | -0.00 | 0.0002 | -0.004 | |||||
| 86.20 | 90.10 | 1.00 | 0.0003 | 0.000 | 230 | 0 | 2.20 | 56.3% | -0.01 | 0.0004 | -0.007 | |||||
| 76.30 | 80.20 | 0.99 | 0.0006 | 0.000 | 240 | 0 | 2.25 | 50.4% | -0.01 | 0.0007 | -0.011 | |||||
| 67.00 | 70.00 | 29.2% | 0.98 | 0.0012 | -0.006 | 250 | 0 | 2.35 | 44.8% | -0.02 | 0.0012 | -0.019 | ||||
| 57.30 | 60.40 | 31.9% | 0.97 | 0.0020 | -0.020 | 260 | 0 | 0.7000 | 30.7% | -0.03 | 0.0021 | -0.030 | ||||
| 48.30 | 50.90 | 33.2% | 0.94 | 0.0034 | -0.038 | 270 | 0.6500 | 1.15 | 23 | 31.1% | -0.06 | 0.0035 | -0.047 | |||
| 39.10 | 41.70 | 31.5% | 0.90 | 0.0054 | -0.061 | 280 | 1.40 | 2.00 | 1 | 10 | 30.1% | -0.11 | 0.0054 | -0.068 | ||
| 30.50 | 33.00 | 30.2% | 0.83 | 0.0077 | -0.086 | 290 | 2.70 | 3.40 | 98 | 42 | 29.2% | -0.17 | 0.0078 | -0.092 | ||
| 22.40 | 24.70 | 3 | 28.1% | 0.74 | 0.0102 | -0.111 | 300 | 4.90 | 5.80 | 26 | 36 | 28.8% | -0.26 | 0.0103 | -0.115 | |
| 15.40 | 17.70 | 2 | 26.9% | 0.63 | 0.0121 | -0.128 | 310 | 7.90 | 9.20 | 12 | 32 | 28.0% | -0.38 | 0.0123 | -0.132 | |
| 10.70 | 12.10 | 1 | 5 | 27.2% | 0.50 | 0.0130 | -0.134 | 320 | 12.60 | 13.90 | 58 | 51 | 27.8% | -0.51 | 0.0132 | -0.136 |
| 6.80 | 7.80 | 28 | 42 | 26.9% | 0.38 | 0.0124 | -0.127 | 330 | 18.20 | 19.90 | 55 | 14 | 27.2% | -0.63 | 0.0126 | -0.127 |
| 4.40 | 4.80 | 42 | 63 | 27.2% | 0.27 | 0.0108 | -0.110 | 340 | 25.10 | 28.00 | 2 | 28.0% | -0.74 | 0.0108 | -0.107 | |
| 2.25 | 3.50 | 228 | 164 | 27.7% | 0.18 | 0.0085 | -0.088 | 350 | 33.30 | 35.50 | 27.1% | -0.83 | 0.0085 | -0.083 | ||
| 0.9500 | 2.05 | 96 | 249 | 27.1% | 0.12 | 0.0063 | -0.066 | 360 | 41.80 | 44.70 | 26.9% | -0.90 | 0.0065 | -0.060 | ||
| 0 | 3.10 | 86 | 31.6% | 0.07 | 0.0044 | -0.048 | 370 | 51.50 | 53.90 | 4 | 27.3% | -0.94 | 0.0055 | -0.049 | ||
| 0 | 1.65 | 26 | 31.0% | 0.05 | 0.0030 | -0.033 | 380 | 60.60 | 64.70 | 5 | 30.5% | -0.98 | 0.0039 | -0.055 | ||
| 0 | 2.40 | 43 | 37.2% | 0.03 | 0.0020 | -0.023 | 390 | 70.60 | 74.70 | 34.1% | -1.00 | 0.0006 | -0.059 | |||
| 0 | 2.55 | 1 | 41.3% | 0.02 | 0.0013 | -0.015 | 400 | 80.80 | 84.80 | 39.4% | -1.00 | 0.0000 | -0.059 | |||
| 0 | 0.7000 | 35.5% | 0.01 | 0.0008 | -0.010 | 410 | 90.80 | 94.70 | 42.2% | -1.00 | 0.0000 | -0.059 | ||||
| 0 | 2.30 | 46.9% | 0.01 | 0.0006 | -0.007 | 420 | 100.80 | 104.70 | 45.5% | -1.00 | 0.0000 | -0.059 | ||||
| 0 | 2.25 | 49.8% | 0.00 | 0.0004 | -0.005 | 430 | 110.60 | 114.70 | 47.3% | -1.00 | 0.0000 | -0.059 | ||||
| 0 | 2.20 | 1 | 52.5% | 0.00 | 0.0002 | -0.003 | 440 | 120.60 | 124.70 | 50.4% | -1.00 | 0.0000 | -0.059 | |||
| 0 | 2.20 | 55.4% | 0.00 | 0.0002 | -0.002 | 450 | 130.60 | 134.70 | 53.3% | -1.00 | 0.0000 | -0.059 | ||||
| 0 | 2.20 | 58.2% | 0.00 | 0.0001 | -0.002 | 460 | 140.80 | 144.70 | 57.7% | -1.00 | 0.0000 | -0.059 | ||||
| 0 | 2.15 | 60.6% | 0.00 | 0.0001 | -0.001 | 470 | 150.60 | 154.70 | 59.0% | -1.00 | 0.0000 | -0.059 | ||||
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