BA Options Chain
BA $188.31 · Updated Oct 26, 4:00 PM ET
BA is at $188.31. The nearest expiration, Oct 30, 2026 (4 days out), lists 50 strikes, with 22,643 calls and 17,658 puts traded in the latest session. At-the-money implied volatility is 0.8%. The at-the-money straddle prices a move of about $9.52 (5.1%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Feb 19, 2027
- Mar 19, 2027
ATM IV
0.4%
190 strike
EXPECTED MOVE
$13.73
ATM straddle
MAX PAIN
$115.00
-38.9%
PUT/CALL VOLUME
0.27
272 / 1,020
NOV 13, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 115 | -0.000 | 0.0000 | -0.000 | 50.0% | 1.08 | 0.00 | 0.00 | |||||||||||
| 120 | -0.000 | 0.0000 | -0.000 | 50.0% | 3 | 0.07 | 0.00 | 0.00 | ||||||||||
| 125 | -0.000 | 0.0000 | -0.000 | 50.0% | 0.09 | 0.00 | 0.00 | |||||||||||
| 135 | -0.000 | 0.0000 | -0.000 | 25.0% | 24 | 0.03 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 51.38 | 0.0% | 1.000 | 0.0000 | -0.017 | 140 | -0.000 | 0.0000 | -0.000 | 25.0% | 6 | 0.06 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 46.45 | 0.0% | 1.000 | 0.0000 | -0.018 | 145 | -0.000 | 0.0000 | -0.000 | 25.0% | 0.05 | 0.00 | 0.00 | ||||
| 150 | -0.000 | 0.0000 | -0.000 | 25.0% | 26 | 0.10 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 36.65 | 0.0% | 1.000 | 0.0000 | -0.019 | 155 | -0.000 | 0.0001 | -0.000 | 25.0% | 5 | 0.15 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 29.25 | 10 | 0.0% | 1.000 | 0.0000 | -0.020 | 160 | -0.000 | 0.0000 | -0.000 | 12.5% | 18 | 0.28 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 28.40 | 15 | 0.0% | 1.000 | 0.0000 | -0.020 | 165 | -0.000 | 0.0000 | -0.000 | 12.5% | 11 | 0.58 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 19.35 | 2 | 0.0% | 1.000 | 0.0000 | -0.021 | 170 | -0.000 | 0.0001 | -0.000 | 12.5% | 30 | 1.14 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 16.37 | 10 | 0.0% | 1.000 | 0.0000 | -0.022 | 175 | -0.000 | 0.0000 | -0.000 | 6.3% | 32 | 2.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.58 | 20 | 0.0% | 1.000 | 0.0000 | -0.022 | 180 | -0.000 | 0.0004 | -0.000 | 6.3% | 46 | 3.49 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.55 | 11 | 0.0% | 1.000 | 0.0000 | -0.023 | 185 | -0.000 | 0.0000 | -0.000 | 1.6% | 16 | 4.99 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.98 | 52 | 0.8% | 0.000 | 0.0006 | -0.000 | 190 | 0.023 | 0.0000 | -1.000 | 0.0% | 32 | 7.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.15 | 80 | 3.1% | 0.000 | 0.0000 | -0.000 | 195 | 0.024 | 0.0000 | -1.000 | 0.0% | 3 | 10.42 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.70 | 38 | 6.3% | 0.000 | 0.0000 | -0.000 | 200 | 0.025 | 0.0000 | -1.000 | 0.0% | 3 | 14.03 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.63 | 82 | 6.3% | 0.000 | 0.0000 | -0.000 | 205 | 0.025 | 0.0000 | -1.000 | 0.0% | 10 | 19.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.06 | 57 | 12.5% | 0.000 | 0.0000 | -0.000 | 210 | 0.026 | 0.0000 | -1.000 | 0.0% | 5 | 24.92 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.88 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 215 | ||||||||||
| 0.00 | 0.00 | 0.40 | 521 | 12.5% | 0.000 | 0.0000 | -0.000 | 220 | 0.027 | 0.0000 | -1.000 | 0.0% | 1 | 29.99 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.20 | 4 | 12.5% | 0.000 | 0.0000 | -0.000 | 225 | 0.028 | 0.0000 | -1.000 | 0.0% | 1 | 33.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.18 | 1 | 25.0% | 0.000 | 0.0001 | -0.000 | 230 | ||||||||||
| 0.00 | 0.00 | 0.16 | 101 | 25.0% | 0.000 | 0.0000 | -0.000 | 235 | 0.029 | 0.0000 | -1.000 | 0.0% | 47.95 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.15 | 25.0% | 0.000 | 0.0000 | -0.000 | 240 | |||||||||||
| 0.00 | 0.00 | 1.17 | 1 | 25.0% | 0.000 | 0.0000 | -0.000 | 245 | ||||||||||
| 0.00 | 0.00 | 0.13 | 2 | 25.0% | 0.000 | 0.0000 | -0.000 | 250 | ||||||||||
| 0.00 | 0.00 | 0.04 | 3 | 25.0% | 0.000 | 0.0000 | -0.000 | 255 | ||||||||||
| 0.00 | 0.00 | 0.15 | 25.0% | 0.000 | 0.0000 | -0.000 | 260 | |||||||||||
| 0.00 | 0.00 | 0.10 | 1 | 25.0% | 0.000 | 0.0000 | -0.000 | 265 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology