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
$16.42
ATM straddle
MAX PAIN
$125.00
-33.6%
PUT/CALL VOLUME
0.52
291 / 555
NOV 27, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 125 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.76 | 0.00 | 0.00 | ||||||||||
| 130 | -0.000 | 0.0000 | -0.000 | 25.0% | 0.06 | 0.00 | 0.00 | |||||||||||
| 135 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.06 | 0.00 | 0.00 | ||||||||||
| 140 | -0.000 | 0.0000 | -0.000 | 25.0% | 3 | 0.10 | 0.00 | 0.00 | ||||||||||
| 145 | -0.000 | 0.0000 | -0.000 | 25.0% | 14 | 0.35 | 0.00 | 0.00 | ||||||||||
| 150 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 0.26 | 0.00 | 0.00 | ||||||||||
| 155 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.48 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 30.15 | 13 | 0.0% | 1.000 | 0.0000 | -0.020 | 160 | -0.000 | 0.0000 | -0.000 | 12.5% | 32 | 0.67 | 0.00 | 0.00 | ||
| 165 | -0.000 | 0.0001 | -0.000 | 12.5% | 23 | 1.08 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 20.11 | 1 | 0.0% | 1.000 | 0.0000 | -0.021 | 170 | -0.000 | 0.0000 | -0.000 | 6.3% | 10 | 1.93 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 17.10 | 2 | 0.0% | 1.000 | 0.0000 | -0.021 | 175 | -0.000 | 0.0000 | -0.000 | 6.3% | 23 | 2.92 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 13.80 | 2 | 0.0% | 1.000 | 0.0000 | -0.022 | 180 | -0.000 | 0.0000 | -0.000 | 3.1% | 13 | 4.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.91 | 46 | 0.0% | 1.000 | 0.0000 | -0.023 | 185 | -0.000 | 0.0000 | -0.000 | 1.6% | 47 | 6.43 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.32 | 276 | 0.8% | 0.015 | 0.0849 | -0.001 | 190 | 0.023 | 0.0000 | -1.000 | 0.0% | 15 | 9.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.36 | 52 | 3.1% | 0.000 | 0.0008 | -0.000 | 195 | 0.024 | 0.0000 | -1.000 | 0.0% | 12 | 11.53 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.69 | 34 | 6.3% | 0.001 | 0.0011 | -0.000 | 200 | 0.025 | 0.0000 | -1.000 | 0.0% | 4 | 15.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.59 | 28 | 6.3% | 0.000 | 0.0000 | -0.000 | 205 | 0.025 | 0.0000 | -1.000 | 0.0% | 2 | 21.91 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.72 | 20 | 6.3% | 0.000 | 0.0000 | -0.000 | 210 | 0.026 | 0.0000 | -1.000 | 0.0% | 30 | 23.72 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.25 | 7 | 12.5% | 0.000 | 0.0001 | -0.000 | 215 | 0.026 | 0.0000 | -1.000 | 0.0% | 1 | 28.87 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.77 | 32 | 12.5% | 0.000 | 0.0000 | -0.000 | 220 | ||||||||||
| 0.00 | 0.00 | 0.65 | 6 | 12.5% | 0.000 | 0.0000 | -0.000 | 225 | 0.028 | 0.0000 | -1.000 | 0.0% | 40.09 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.56 | 36 | 12.5% | 0.000 | 0.0000 | -0.000 | 230 | 0.028 | 0.0000 | -1.000 | 0.0% | 42 | 38.85 | 0.00 | 0.00 | ||
| 235 | 0.029 | 0.0000 | -1.000 | 0.0% | 15 | 46.50 | 0.00 | 0.00 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology