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
$25.61
ATM straddle
MAX PAIN
$160.00
-36.9%
PUT/CALL VOLUME
0.43
180 / 418
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 |
| 180 | -0.000 | 0.0000 | -0.000 | 25.0% | 1.14 | 0.00 | 0.00 | |||||||||||
| 185 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.17 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 59.40 | 1 | 0.0% | 1.000 | 0.0000 | -0.023 | 190 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.24 | 0.00 | 0.00 | ||
| 195 | -0.000 | 0.0000 | -0.000 | 25.0% | 5 | 0.20 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 48.91 | 0.0% | 1.000 | 0.0000 | -0.025 | 200 | -0.000 | 0.0000 | -0.000 | 12.5% | 8 | 0.22 | 0.00 | 0.00 | |||
| 205 | -0.000 | 0.0000 | -0.000 | 12.5% | 11 | 0.37 | 0.00 | 0.00 | ||||||||||
| 210 | -0.000 | 0.0000 | -0.000 | 12.5% | 11 | 0.46 | 0.00 | 0.00 | ||||||||||
| 215 | -0.000 | 0.0000 | -0.000 | 12.5% | 8 | 0.74 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 33.00 | 2 | 0.0% | 1.000 | 0.0000 | -0.027 | 220 | -0.000 | 0.0000 | -0.000 | 12.5% | 20 | 1.11 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 26.07 | 1 | 0.0% | 1.000 | 0.0000 | -0.028 | 225 | -0.000 | 0.0000 | -0.000 | 6.3% | 3 | 1.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 22.20 | 16 | 0.0% | 1.000 | 0.0000 | -0.028 | 230 | -0.000 | 0.0000 | -0.000 | 6.3% | 4 | 2.41 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 18.45 | 7 | 0.0% | 1.000 | 0.0000 | -0.029 | 235 | -0.000 | 0.0000 | -0.000 | 6.3% | 12 | 3.49 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 18.50 | 2 | 0.0% | 1.000 | 0.0000 | -0.029 | 240 | -0.000 | 0.0000 | -0.000 | 3.1% | 25 | 5.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 13.36 | 6 | 0.0% | 1.000 | 0.0000 | -0.030 | 245 | -0.000 | 0.0000 | -0.000 | 3.1% | 11 | 7.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.28 | 7 | 0.0% | 1.000 | 0.0000 | -0.031 | 250 | -0.000 | 0.0002 | -0.000 | 1.6% | 25 | 8.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.07 | 29 | 0.8% | 0.166 | 0.4272 | -0.007 | 255 | 0.031 | 0.0000 | -1.000 | 0.0% | 16.54 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 6.49 | 8 | 1.6% | 0.000 | 0.0000 | -0.000 | 260 | 0.032 | 0.0000 | -1.000 | 0.0% | 5 | 13.79 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.46 | 10 | 3.1% | 0.000 | 0.0000 | -0.000 | 265 | 0.033 | 0.0000 | -1.000 | 0.0% | 1 | 16.23 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.75 | 6 | 6.3% | 0.001 | 0.0005 | -0.000 | 270 | ||||||||||
| 0.00 | 0.00 | 2.72 | 39 | 6.3% | 0.000 | 0.0000 | -0.000 | 275 | ||||||||||
| 0.00 | 0.00 | 1.99 | 229 | 6.3% | 0.000 | 0.0000 | -0.000 | 280 | 0.034 | 0.0000 | -1.000 | 0.0% | 1 | 33.77 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.40 | 15 | 6.3% | 0.000 | 0.0000 | -0.000 | 285 | ||||||||||
| 0.00 | 0.00 | 0.92 | 28 | 12.5% | 0.000 | 0.0001 | -0.000 | 290 | ||||||||||
| 0.00 | 0.00 | 0.76 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 295 | ||||||||||
| 0.00 | 0.00 | 0.53 | 5 | 12.5% | 0.000 | 0.0000 | -0.000 | 300 | ||||||||||
| 0.00 | 0.00 | 0.73 | 12.5% | 0.000 | 0.0000 | -0.000 | 305 | |||||||||||
| 0.00 | 0.00 | 0.33 | 3 | 12.5% | 0.000 | 0.0000 | -0.000 | 310 | ||||||||||
| 0.00 | 0.00 | 2.26 | 3 | 12.5% | 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