This page reflects BBIO options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
May 20, 2026 close
BBIO Options Chain
Data as of market close May 20, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 29)
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
50.00
18.40
16.90
20.00
3.42
1
35
65.9%
0.963
0.0064
-0.023
0.016
0.037
55.00
12.37
12.40
15.00
0.00
10
10
58.4%
0.921
0.0131
-0.034
0.028
0.039
60.00
8.88
8.00
10.00
0.00
1
3
65.8%
0.789
0.0228
-0.068
0.056
0.035
62.50
7.20
6.60
7.90
1.80
36
345
59.9%
0.733
0.0285
-0.070
0.063
0.033
65.00
5.80
5.10
6.00
1.60
197
462
55.1%
0.659
0.0346
-0.072
0.071
0.031
67.50
3.79
3.80
4.90
1.33
39
27
51.3%
0.567
0.0399
-0.071
0.076
0.027
70.00
2.71
2.65
3.10
0.71
3,014
152
49.7%
0.464
0.0416
-0.069
0.076
0.023
72.50
1.90
1.70
2.00
0.70
9
51
46.8%
0.356
0.0414
-0.060
0.072
0.018
75.00
1.18
1.05
1.35
0.48
33
87
46.7%
0.265
0.0365
-0.053
0.063
0.013
77.50
0.69
0.65
0.80
0.12
116
150
45.0%
0.180
0.0303
-0.041
0.051
0.009
80.00
0.45
0.10
0.90
-0.51
2
324
54.0%
0.172
0.0245
-0.047
0.049
0.009
82.50
0.20
0.00
0.70
0.00
12
184
56.1%
0.135
0.0202
-0.041
0.042
0.007
85.00
0.25
0.00
0.25
0.00
2
17
48.2%
0.064
0.0135
-0.020
0.024
0.003
87.50
2.10
0.00
0.95
0.00
1
1
61.2%
0.091
0.0139
-0.034
0.031
0.005
90.00
0.25
0.00
0.90
0.00
1
9
65.3%
0.082
0.0120
-0.033
0.029
0.004
110.00
0.48
0.00
2.15
0.00
0
1
119.1%
0.107
0.0080
-0.073
0.035
0.005
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
55.00
0.58
0.20
0.90
0.00
1
13
60.6%
-0.086
0.0135
-0.031
0.030
-0.005
60.00
0.90
0.35
1.05
-0.30
29
624
52.5%
-0.167
0.0248
-0.042
0.048
-0.010
62.50
2.75
1.00
1.60
0.00
1
19
50.8%
-0.240
0.0318
-0.050
0.060
-0.014
65.00
3.00
1.65
2.30
0.00
10
477
48.5%
-0.327
0.0387
-0.055
0.069
-0.019
67.50
3.17
2.55
3.60
-0.93
1
40
50.9%
-0.433
0.0402
-0.063
0.076
-0.026
70.00
5.30
3.90
5.00
0.00
45
786
51.3%
-0.533
0.0403
-0.063
0.076
-0.033
72.50
7.40
5.40
7.30
0.00
5
8
60.5%
-0.599
0.0332
-0.072
0.074
-0.038
77.50
5.70
8.90
11.10
0.00
0
1
62.5%
-0.731
0.0274
-0.061
0.063
-0.048
80.00
11.70
11.30
13.40
0.00
15
15
67.1%
-0.767
0.0237
-0.060
0.059
-0.052
85.00
11.61
15.60
18.50
0.00
1
0
82.8%
-0.791
0.0180
-0.070
0.055
-0.057
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
What matters first
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
What can mislead you
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.
Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.