SYK option chain Stryker Corporation
Cboe delayed options data · as of 21:54 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 ±12.8% (276.80–358.00) · ATM IV 29.3% · P/C open interest 0.39
| 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 | |
| 137.00 | 140.90 | 1.00 | 0.0002 | 0.000 | 180 | 0 | 2.25 | 3 | 59.6% | -0.01 | 0.0002 | -0.005 | ||||
| 132.10 | 136.10 | 0.99 | 0.0002 | 0.000 | 185 | 0 | 2.25 | 4 | 57.2% | -0.01 | 0.0002 | -0.006 | ||||
| 127.70 | 131.10 | 0.99 | 0.0003 | 0.000 | 190 | 0 | 2.30 | 12 | 55.0% | -0.01 | 0.0003 | -0.007 | ||||
| 122.30 | 126.20 | 0.99 | 0.0004 | 0.000 | 195 | 0 | 2.30 | 6 | 52.6% | -0.01 | 0.0004 | -0.008 | ||||
| 118.00 | 120.80 | 0.99 | 0.0004 | 0.000 | 200 | 0 | 2.35 | 10 | 50.5% | -0.01 | 0.0004 | -0.009 | ||||
| 108.20 | 111.40 | 1 | 32.6% | 0.98 | 0.0006 | 0.000 | 210 | 0 | 2.45 | 19 | 46.4% | -0.02 | 0.0006 | -0.013 | ||
| 98.50 | 101.60 | 2 | 32.0% | 0.97 | 0.0009 | -0.004 | 220 | 0 | 2.55 | 5 | 11 | 42.4% | -0.03 | 0.0009 | -0.018 | |
| 88.90 | 91.50 | 28.9% | 0.96 | 0.0013 | -0.011 | 230 | 0.2500 | 2.70 | 18 | 39.4% | -0.04 | 0.0013 | -0.023 | |||
| 79.00 | 82.10 | 2 | 28.2% | 0.95 | 0.0018 | -0.019 | 240 | 0.4000 | 3.10 | 9 | 36.6% | -0.05 | 0.0018 | -0.030 | ||
| 70.10 | 73.30 | 31.3% | 0.93 | 0.0024 | -0.028 | 250 | 1.20 | 3.70 | 558 | 35.4% | -0.08 | 0.0024 | -0.038 | |||
| 61.20 | 64.40 | 3 | 31.1% | 0.90 | 0.0032 | -0.038 | 260 | 2.20 | 3.60 | 24 | 32.6% | -0.11 | 0.0032 | -0.048 | ||
| 52.50 | 56.00 | 12 | 30.8% | 0.86 | 0.0040 | -0.050 | 270 | 2.70 | 5.10 | 68 | 31.0% | -0.14 | 0.0041 | -0.058 | ||
| 44.50 | 47.90 | 21 | 30.4% | 0.81 | 0.0050 | -0.061 | 280 | 5.40 | 6.50 | 75 | 123 | 31.0% | -0.19 | 0.0051 | -0.068 | |
| 37.80 | 40.50 | 21 | 30.8% | 0.76 | 0.0059 | -0.071 | 290 | 7.00 | 8.90 | 68 | 152 | 29.8% | -0.25 | 0.0061 | -0.077 | |
| 30.80 | 33.30 | 71 | 29.9% | 0.69 | 0.0068 | -0.080 | 300 | 11.10 | 13.00 | 4 | 166 | 31.1% | -0.32 | 0.0071 | -0.086 | |
| 24.40 | 26.90 | 34 | 29.1% | 0.62 | 0.0075 | -0.086 | 310 | 13.70 | 17.10 | 1 | 140 | 29.8% | -0.39 | 0.0078 | -0.091 | |
| 19.00 | 22.20 | 6 | 26 | 29.2% | 0.54 | 0.0079 | -0.089 | 320 | 19.00 | 21.00 | 2 | 95 | 29.4% | -0.47 | 0.0084 | -0.094 |
| 14.80 | 17.70 | 1 | 1,707 | 29.1% | 0.46 | 0.0080 | -0.089 | 330 | 24.70 | 26.50 | 81 | 29.2% | -0.56 | 0.0086 | -0.093 | |
| 10.70 | 13.10 | 5 | 133 | 29.0% | 0.39 | 0.0078 | -0.085 | 340 | 30.60 | 32.90 | 2 | 77 | 28.7% | -0.64 | 0.0084 | -0.089 |
| 7.90 | 9.90 | 6 | 345 | 27.8% | 0.32 | 0.0073 | -0.079 | 350 | 37.80 | 40.90 | 174 | 29.3% | -0.71 | 0.0079 | -0.081 | |
| 5.50 | 7.40 | 4 | 118 | 27.5% | 0.25 | 0.0066 | -0.071 | 360 | 45.20 | 47.50 | 20 | 27.7% | -0.78 | 0.0070 | -0.071 | |
| 3.60 | 5.40 | 334 | 27.1% | 0.20 | 0.0058 | -0.062 | 370 | 53.60 | 56.70 | 4 | 1 | 28.5% | -0.84 | 0.0061 | -0.059 | |
| 2.55 | 4.10 | 11 | 186 | 27.4% | 0.16 | 0.0049 | -0.053 | 380 | 62.30 | 65.50 | 6 | 28.2% | -0.88 | 0.0051 | -0.046 | |
| 2.40 | 2.95 | 988 | 28.4% | 0.12 | 0.0041 | -0.045 | 390 | 71.50 | 74.70 | 28.1% | -0.92 | 0.0044 | -0.036 | |||
| 1.25 | 3.50 | 193 | 30.0% | 0.09 | 0.0034 | -0.037 | 400 | 81.10 | 84.30 | 1 | 28.5% | -0.96 | 0.0045 | -0.035 | ||
| 0 | 3.60 | 55 | 30.3% | 0.07 | 0.0027 | -0.031 | 410 | 90.50 | 94.80 | 30.5% | -0.98 | 0.0036 | -0.048 | |||
| 0 | 3.00 | 11 | 31.3% | 0.05 | 0.0022 | -0.025 | 420 | 100.60 | 104.70 | 32.9% | -1.00 | 0.0005 | -0.048 | |||
| 0.2000 | 2.90 | 23 | 33.6% | 0.04 | 0.0018 | -0.021 | 430 | 110.80 | 114.60 | 35.5% | -1.00 | 0.0000 | -0.048 | |||
| 0 | 2.60 | 35 | 34.3% | 0.03 | 0.0014 | -0.017 | 440 | 120.80 | 124.70 | 38.1% | -1.00 | 0.0000 | -0.048 | |||
| 0 | 2.75 | 162 | 36.6% | 0.03 | 0.0011 | -0.014 | 450 | 130.60 | 134.70 | 39.4% | -1.00 | 0.0000 | -0.048 | |||
| 0 | 2.60 | 35 | 38.0% | 0.02 | 0.0009 | -0.011 | 460 | 140.60 | 144.80 | 41.9% | -1.00 | 0.0000 | -0.048 | |||
| 0 | 2.50 | 3 | 39.5% | 0.02 | 0.0007 | -0.009 | 470 | 150.80 | 154.70 | 44.4% | -1.00 | 0.0000 | -0.048 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs