IBM Options Chain
IBM $253.44 · Updated Oct 26, 4:00 PM ET
IBM is at $253.44. The nearest expiration, Oct 30, 2026 (4 days out), lists 60 strikes, with 9,361 calls and 3,392 puts traded in the latest session. At-the-money implied volatility is 0.4%. The at-the-money straddle prices a move of about $8.13 (3.2%) 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
- Apr 16, 2027
ATM IV
0.4%
255 strike
EXPECTED MOVE
$18.80
ATM straddle
MAX PAIN
$120.00
-52.7%
PUT/CALL VOLUME
0.66
367 / 559
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 |
| 0.00 | 0.00 | 68.35 | 0.0% | 1.000 | 0.0000 | -0.022 | 180 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 0.05 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 63.55 | 0.0% | 1.000 | 0.0000 | -0.023 | 185 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.48 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 61.20 | 1 | 0.0% | 1.000 | 0.0000 | -0.023 | 190 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 0.09 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 30.11 | 0.0% | 1.000 | 0.0000 | -0.024 | 195 | -0.000 | 0.0000 | -0.000 | 25.0% | 3 | 0.53 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 45.25 | 0.0% | 1.000 | 0.0000 | -0.025 | 200 | -0.000 | 0.0000 | -0.000 | 25.0% | 220 | 0.24 | 0.00 | 0.00 | |||
| 205 | -0.000 | 0.0000 | -0.000 | 25.0% | 3 | 0.14 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 20.00 | 2 | 0.0% | 1.000 | 0.0000 | -0.026 | 210 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 29.40 | 1 | 0.0% | 1.000 | 0.0000 | -0.026 | 215 | -0.000 | 0.0000 | -0.000 | 12.5% | 6 | 0.30 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 33.20 | 1 | 0.0% | 1.000 | 0.0000 | -0.027 | 220 | -0.000 | 0.0000 | -0.000 | 12.5% | 4 | 0.49 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 28.43 | 3 | 0.0% | 1.000 | 0.0000 | -0.028 | 225 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 0.98 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 24.30 | 3 | 0.0% | 1.000 | 0.0000 | -0.028 | 230 | -0.000 | 0.0001 | -0.000 | 12.5% | 21 | 1.27 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 21.24 | 3 | 0.0% | 1.000 | 0.0000 | -0.029 | 235 | -0.000 | 0.0000 | -0.000 | 6.3% | 11 | 2.04 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 15.26 | 83 | 0.0% | 1.000 | 0.0000 | -0.030 | 240 | -0.000 | 0.0000 | -0.000 | 6.3% | 8 | 3.11 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 13.17 | 5 | 0.0% | 1.000 | 0.0000 | -0.030 | 245 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 4.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.16 | 121 | 0.0% | 1.000 | 0.0000 | -0.031 | 250 | -0.000 | 0.0000 | -0.000 | 1.6% | 2 | 6.67 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.60 | 90 | 0.8% | 0.011 | 0.0646 | -0.001 | 255 | 0.031 | 0.0000 | -1.000 | 0.0% | 1 | 12.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.40 | 82 | 3.1% | 0.000 | 0.0007 | -0.000 | 260 | 0.032 | 0.0000 | -1.000 | 0.0% | 21 | 12.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.30 | 14 | 6.3% | 0.001 | 0.0010 | -0.000 | 265 | 0.033 | 0.0000 | -1.000 | 0.0% | 10 | 26.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.00 | 29 | 6.3% | 0.000 | 0.0000 | -0.000 | 270 | ||||||||||
| 0.00 | 0.00 | 1.31 | 32 | 6.3% | 0.000 | 0.0000 | -0.000 | 275 | ||||||||||
| 0.00 | 0.00 | 0.96 | 45 | 12.5% | 0.000 | 0.0001 | -0.000 | 280 | 0.034 | 0.0000 | -1.000 | 0.0% | 26 | 33.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.70 | 6 | 12.5% | 0.000 | 0.0000 | -0.000 | 285 | 0.035 | 0.0000 | -1.000 | 0.0% | 42.07 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.48 | 3 | 12.5% | 0.000 | 0.0000 | -0.000 | 290 | ||||||||||
| 0.00 | 0.00 | 0.27 | 3 | 12.5% | 0.000 | 0.0000 | -0.000 | 295 | ||||||||||
| 0.00 | 0.00 | 0.25 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 300 | ||||||||||
| 0.00 | 0.00 | 0.15 | 30 | 12.5% | 0.000 | 0.0000 | -0.000 | 305 | ||||||||||
| 0.00 | 0.00 | 2.23 | 25.0% | 0.000 | 0.0000 | -0.000 | 310 | |||||||||||
| 0.00 | 0.00 | 0.28 | 25.0% | 0.000 | 0.0000 | -0.000 | 320 | |||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology