SYK option chain Stryker Corporation
Cboe delayed options data · as of 12:44 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 ±9.2% (270.59–325.29) · ATM IV 38.6% · 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 | |
| 126.60 | 130.80 | 1.00 | 0.0000 | 0.000 | 170 | 0 | 2.15 | 107.6% | -0.00 | 0.0000 | -0.001 | |||||
| 121.60 | 125.80 | 1.00 | 0.0000 | 0.000 | 175 | 0 | 2.15 | 102.8% | -0.00 | 0.0000 | -0.001 | |||||
| 116.60 | 120.80 | 1.00 | 0.0000 | 0.000 | 180 | 0 | 2.15 | 98.1% | -0.00 | 0.0000 | -0.002 | |||||
| 111.70 | 115.90 | 1.00 | 0.0001 | 0.000 | 185 | 0 | 2.20 | 4 | 94.0% | -0.00 | 0.0001 | -0.002 | ||||
| 106.70 | 110.90 | 1.00 | 0.0001 | 0.000 | 190 | 0 | 2.20 | 3 | 89.5% | -0.00 | 0.0001 | -0.003 | ||||
| 101.90 | 105.90 | 50.7% | 1.00 | 0.0001 | 0.000 | 195 | 0 | 2.20 | 85.1% | -0.00 | 0.0001 | -0.004 | ||||
| 96.80 | 101.00 | 35.8% | 1.00 | 0.0002 | 0.000 | 200 | 0 | 1.95 | 6 | 79.0% | -0.00 | 0.0002 | -0.006 | |||
| 87.50 | 91.10 | 59.5% | 0.99 | 0.0004 | -0.001 | 210 | 0 | 2.30 | 73.2% | -0.01 | 0.0004 | -0.011 | ||||
| 77.40 | 81.20 | 51.6% | 0.99 | 0.0008 | -0.010 | 220 | 0 | 0.4500 | 1 | 815 | 49.1% | -0.01 | 0.0008 | -0.020 | ||
| 68.90 | 71.40 | 57.0% | 0.98 | 0.0013 | -0.024 | 230 | 0.1000 | 2.70 | 1 | 28 | 59.9% | -0.02 | 0.0013 | -0.033 | ||
| 59.10 | 61.70 | 51.4% | 0.96 | 0.0022 | -0.045 | 240 | 0.4500 | 0.9500 | 8 | 141 | 44.7% | -0.04 | 0.0022 | -0.052 | ||
| 49.30 | 52.30 | 1 | 46.6% | 0.93 | 0.0035 | -0.072 | 250 | 1.00 | 1.25 | 11 | 361 | 42.0% | -0.07 | 0.0036 | -0.079 | |
| 40.50 | 43.40 | 2 | 45.1% | 0.88 | 0.0053 | -0.106 | 260 | 1.55 | 2.25 | 15 | 247 | 40.0% | -0.12 | 0.0053 | -0.112 | |
| 32.40 | 35.00 | 31 | 44.0% | 0.82 | 0.0073 | -0.143 | 270 | 2.85 | 3.90 | 27 | 207 | 39.1% | -0.18 | 0.0074 | -0.148 | |
| 24.80 | 26.60 | 2 | 51 | 41.2% | 0.73 | 0.0093 | -0.178 | 280 | 5.40 | 6.40 | 36 | 89 | 39.1% | -0.27 | 0.0094 | -0.182 |
| 18.00 | 20.20 | 11 | 216 | 40.3% | 0.63 | 0.0109 | -0.203 | 290 | 8.90 | 9.80 | 17 | 98 | 38.7% | -0.37 | 0.0110 | -0.206 |
| 12.90 | 14.10 | 38 | 378 | 39.2% | 0.52 | 0.0116 | -0.212 | 300 | 13.30 | 14.40 | 68 | 30 | 38.0% | -0.49 | 0.0118 | -0.215 |
| 8.00 | 9.70 | 709 | 5,360 | 37.7% | 0.40 | 0.0114 | -0.204 | 310 | 18.80 | 20.40 | 72 | 12 | 37.5% | -0.61 | 0.0116 | -0.207 |
| 5.70 | 6.80 | 256 | 239 | 39.4% | 0.30 | 0.0102 | -0.182 | 320 | 24.70 | 27.40 | 12 | 35.5% | -0.71 | 0.0106 | -0.185 | |
| 3.00 | 4.40 | 264 | 109 | 37.8% | 0.21 | 0.0086 | -0.152 | 330 | 32.80 | 35.30 | 2 | 35.3% | -0.80 | 0.0089 | -0.155 | |
| 1.60 | 3.30 | 26 | 42 | 38.7% | 0.15 | 0.0067 | -0.119 | 340 | 41.30 | 44.00 | 33.7% | -0.87 | 0.0072 | -0.122 | ||
| 1.15 | 2.25 | 23 | 75 | 40.2% | 0.10 | 0.0050 | -0.089 | 350 | 50.50 | 53.20 | -0.92 | 0.0055 | -0.093 | |||
| 0.5000 | 1.35 | 11 | 2 | 39.4% | 0.06 | 0.0036 | -0.065 | 360 | 60.10 | 62.70 | -0.96 | 0.0042 | -0.069 | |||
| 0.1500 | 1.35 | 1 | 1 | 42.1% | 0.04 | 0.0025 | -0.046 | 370 | 69.50 | 74.20 | -0.99 | 0.0026 | -0.047 | |||
| 0 | 0.5500 | 61 | 39.1% | 0.03 | 0.0017 | -0.032 | 380 | 80.00 | 83.40 | -1.00 | 0.0006 | -0.037 | ||||
| 0 | 2.25 | 54.2% | 0.02 | 0.0011 | -0.022 | 390 | 90.00 | 93.50 | -1.00 | 0.0000 | -0.037 | |||||
| 0 | 2.20 | 57.9% | 0.01 | 0.0008 | -0.015 | 400 | 100.00 | 104.00 | 49.4% | -1.00 | 0.0000 | -0.037 | ||||
| 0 | 2.15 | 61.5% | 0.01 | 0.0005 | -0.010 | 410 | 110.00 | 113.80 | -1.00 | 0.0000 | -0.037 | |||||
| 0 | 2.15 | 65.1% | 0.00 | 0.0003 | -0.007 | 420 | 120.00 | 123.90 | -1.00 | 0.0000 | -0.037 | |||||
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