SYK option chain Stryker Corporation
Cboe delayed options data · as of 15:44 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% (275.24–331.04) · ATM IV 39.3% · P/C open interest 0.31
| 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 | |
| 131.60 | 135.80 | 66.2% | 1.00 | 0.0000 | 0.000 | 170 | 0 | 2.15 | 111.4% | -0.00 | 0.0000 | -0.000 | ||||
| 126.60 | 130.80 | 1.00 | 0.0000 | 0.000 | 175 | 0 | 2.15 | 106.6% | -0.00 | 0.0000 | -0.001 | |||||
| 121.80 | 125.90 | 74.0% | 1.00 | 0.0000 | 0.000 | 180 | 0 | 2.15 | 101.8% | -0.00 | 0.0000 | -0.001 | ||||
| 116.90 | 120.90 | 72.3% | 1.00 | 0.0000 | 0.000 | 185 | 0 | 2.15 | 4 | 97.2% | -0.00 | 0.0000 | -0.001 | |||
| 111.70 | 116.10 | 67.5% | 1.00 | 0.0001 | 0.000 | 190 | 0 | 2.10 | 3 | 92.3% | -0.00 | 0.0001 | -0.002 | |||
| 106.70 | 110.90 | 49.8% | 1.00 | 0.0001 | 0.000 | 195 | 0 | 2.20 | 88.7% | -0.00 | 0.0001 | -0.003 | ||||
| 101.90 | 106.00 | 61.3% | 1.00 | 0.0001 | 0.000 | 200 | 0 | 0.8500 | 6 | 71.5% | -0.00 | 0.0001 | -0.004 | |||
| 92.00 | 96.10 | 57.4% | 1.00 | 0.0003 | 0.000 | 210 | 0 | 2.25 | 76.4% | -0.00 | 0.0003 | -0.008 | ||||
| 82.10 | 86.20 | 52.9% | 0.99 | 0.0005 | -0.004 | 220 | 0 | 1.50 | 815 | 63.1% | -0.01 | 0.0005 | -0.015 | |||
| 72.10 | 76.30 | 46.7% | 0.98 | 0.0010 | -0.016 | 230 | 0 | 2.45 | 28 | 61.6% | -0.02 | 0.0010 | -0.025 | |||
| 62.80 | 65.60 | 39.4% | 0.97 | 0.0017 | -0.034 | 240 | 0.2500 | 1.35 | 144 | 49.2% | -0.03 | 0.0017 | -0.042 | |||
| 53.30 | 56.20 | 1 | 41.4% | 0.95 | 0.0028 | -0.059 | 250 | 0.5500 | 1.45 | 2 | 362 | 44.2% | -0.05 | 0.0029 | -0.067 | |
| 44.00 | 46.90 | 2 | 40.2% | 0.91 | 0.0044 | -0.092 | 260 | 1.35 | 1.85 | 4 | 259 | 41.7% | -0.09 | 0.0044 | -0.098 | |
| 35.50 | 38.00 | 31 | 39.9% | 0.85 | 0.0063 | -0.130 | 270 | 2.65 | 3.10 | 9 | 212 | 40.9% | -0.15 | 0.0063 | -0.135 | |
| 27.80 | 29.40 | 1 | 53 | 38.8% | 0.78 | 0.0083 | -0.168 | 280 | 4.60 | 5.20 | 16 | 98 | 39.8% | -0.23 | 0.0084 | -0.172 |
| 21.20 | 22.40 | 5 | 219 | 39.2% | 0.68 | 0.0101 | -0.199 | 290 | 7.30 | 8.10 | 17 | 105 | 39.3% | -0.32 | 0.0102 | -0.203 |
| 15.60 | 16.40 | 43 | 386 | 39.2% | 0.57 | 0.0113 | -0.217 | 300 | 11.60 | 12.20 | 18 | 80 | 39.4% | -0.43 | 0.0114 | -0.220 |
| 11.00 | 11.60 | 44 | 5,567 | 39.2% | 0.46 | 0.0115 | -0.218 | 310 | 16.80 | 17.50 | 1 | 75 | 39.1% | -0.55 | 0.0117 | -0.220 |
| 7.20 | 7.90 | 17 | 405 | 38.7% | 0.35 | 0.0108 | -0.202 | 320 | 23.00 | 23.90 | 3 | 12 | 38.7% | -0.66 | 0.0110 | -0.204 |
| 4.20 | 5.20 | 14 | 313 | 37.8% | 0.25 | 0.0094 | -0.173 | 330 | 29.80 | 31.30 | 2 | 37.5% | -0.76 | 0.0097 | -0.176 | |
| 2.05 | 3.30 | 3 | 66 | 36.7% | 0.18 | 0.0076 | -0.140 | 340 | 38.10 | 40.00 | 38.4% | -0.84 | 0.0079 | -0.142 | ||
| 1.15 | 2.15 | 10 | 93 | 37.2% | 0.12 | 0.0058 | -0.107 | 350 | 46.90 | 49.00 | 1 | 38.4% | -0.90 | 0.0062 | -0.108 | |
| 0 | 2.00 | 13 | 37.7% | 0.08 | 0.0042 | -0.078 | 360 | 56.10 | 58.60 | 38.9% | -0.94 | 0.0047 | -0.081 | |||
| 0 | 2.70 | 2 | 45.2% | 0.05 | 0.0030 | -0.055 | 370 | 65.70 | 68.60 | 41.1% | -0.97 | 0.0034 | -0.057 | |||
| 0 | 0.7500 | 1 | 61 | 39.1% | 0.03 | 0.0020 | -0.038 | 380 | 74.90 | 79.00 | 41.1% | -0.99 | 0.0017 | -0.040 | ||
| 0 | 2.15 | 51.6% | 0.02 | 0.0013 | -0.026 | 390 | 85.20 | 88.60 | -1.00 | 0.0003 | -0.034 | |||||
| 0 | 2.20 | 55.9% | 0.01 | 0.0009 | -0.017 | 400 | 94.90 | 99.00 | 48.7% | -1.00 | 0.0000 | -0.034 | ||||
| 0 | 2.15 | 59.5% | 0.01 | 0.0006 | -0.011 | 410 | 104.90 | 109.00 | 52.3% | -1.00 | 0.0000 | -0.034 | ||||
| 0 | 2.15 | 63.3% | 0.00 | 0.0004 | -0.007 | 420 | 114.90 | 119.00 | 55.8% | -1.00 | 0.0000 | -0.034 | ||||
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