BSX
Boston Scientific CorporationClose $52.01EOD onlyThis page reflects BSX options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 30.00 | 22.40 | 21.80 | 22.60 | 1.05 | 2 | 28 | 343.8% | 0.989 | 0.0022 | -0.099 | 0.001 | 0.002 |
| 33.00 | 19.10 | 18.80 | 19.60 | 0.81 | 2 | 13 | 291.8% | 0.987 | 0.0031 | -0.100 | 0.001 | 0.002 |
| 35.00 | 17.40 | 16.80 | 17.60 | 1.23 | 2 | 37 | 259.4% | 0.985 | 0.0039 | -0.101 | 0.001 | 0.002 |
| 36.00 | 16.03 | 15.80 | 16.60 | 0.41 | 1 | 2 | 243.8% | 0.983 | 0.0044 | -0.101 | 0.002 | 0.002 |
| 37.00 | 15.40 | 14.80 | 15.60 | 0.68 | 3 | 1 | 228.5% | 0.982 | 0.0050 | -0.101 | 0.002 | 0.002 |
| 38.00 | 14.35 | 13.80 | 14.60 | 1.01 | 2 | 9 | 213.7% | 0.981 | 0.0058 | -0.102 | 0.002 | 0.002 |
| 38.50 | 12.81 | 13.30 | 14.20 | -0.36 | 2 | 5 | 216.8% | 0.975 | 0.0071 | -0.127 | 0.002 | 0.002 |
| 39.00 | 13.40 | 12.80 | 13.60 | 1.08 | 4 | 9 | 198.8% | 0.979 | 0.0066 | -0.101 | 0.002 | 0.002 |
| 39.50 | 11.80 | 12.30 | 13.20 | 0.00 | 2 | 3 | 202.0% | 0.972 | 0.0082 | -0.128 | 0.002 | 0.002 |
| 40.00 | 12.35 | 11.90 | 12.60 | 1.12 | 7 | 701 | 194.1% | 0.971 | 0.0088 | -0.127 | 0.003 | 0.002 |
| 40.50 | 10.81 | 10.60 | 12.20 | 0.00 | 3 | 59 | 248.2% | 0.927 | 0.0145 | -0.335 | 0.005 | 0.002 |
| 41.00 | 10.96 | 10.80 | 11.60 | 0.42 | 1 | 5 | 170.3% | 0.975 | 0.0091 | -0.102 | 0.002 | 0.002 |
| 41.50 | 3.62 | 10.30 | 11.20 | 0.00 | 0 | 1 | 172.3% | 0.967 | 0.0112 | -0.127 | 0.003 | 0.002 |
| 42.00 | 10.05 | 9.90 | 10.60 | 0.46 | 1 | 49 | 164.8% | 0.965 | 0.0121 | -0.127 | 0.003 | 0.002 |
| 42.50 | 9.18 | 9.40 | 10.10 | 0.00 | 1 | 3 | 157.8% | 0.963 | 0.0133 | -0.127 | 0.003 | 0.002 |
| 43.00 | 8.66 | 8.90 | 9.60 | 0.00 | 1 | 298 | 150.6% | 0.961 | 0.0145 | -0.127 | 0.003 | 0.002 |
| 43.50 | 8.56 | 8.40 | 9.10 | 5.96 | 1 | 193 | 143.4% | 0.959 | 0.0159 | -0.126 | 0.003 | 0.002 |
| 44.00 | 8.15 | 7.90 | 8.60 | 0.40 | 5 | 217 | 136.3% | 0.956 | 0.0176 | -0.126 | 0.004 | 0.002 |
| 44.50 | 7.62 | 7.20 | 8.10 | 0.36 | 1 | 133 | 113.7% | 0.971 | 0.0150 | -0.077 | 0.003 | 0.002 |
| 45.00 | 7.30 | 6.90 | 7.60 | 0.95 | 28 | 3,998 | 122.3% | 0.950 | 0.0218 | -0.126 | 0.004 | 0.002 |
| 45.50 | 6.71 | 6.40 | 7.10 | 0.73 | 1 | 287 | 115.0% | 0.947 | 0.0244 | -0.125 | 0.004 | 0.002 |
| 46.00 | 5.40 | 5.80 | 6.70 | 0.00 | 3 | 1,056 | 108.0% | 0.943 | 0.0276 | -0.124 | 0.004 | 0.002 |
| 46.50 | 5.83 | 5.40 | 6.10 | 0.58 | 2 | 266 | 101.0% | 0.938 | 0.0314 | -0.124 | 0.005 | 0.002 |
| 47.00 | 4.95 | 4.90 | 5.70 | 0.00 | 2 | 529 | 99.2% | 0.922 | 0.0382 | -0.144 | 0.006 | 0.002 |
| 47.50 | 4.50 | 4.30 | 5.20 | -0.22 | 2 | 292 | 86.7% | 0.926 | 0.0418 | -0.122 | 0.005 | 0.002 |
| 48.00 | 4.40 | 3.90 | 4.70 | 1.10 | 4 | 728 | 84.4% | 0.907 | 0.0514 | -0.141 | 0.006 | 0.002 |
| 48.50 | 3.80 | 2.20 | 4.00 | 0.83 | 13 | 168 | 93.6% | 0.852 | 0.0640 | -0.212 | 0.009 | 0.002 |
| 49.00 | 3.07 | 2.55 | 3.70 | 1.32 | 11 | 5,551 | 51.8% | 0.943 | 0.0573 | -0.062 | 0.004 | 0.003 |
| 49.50 | 2.05 | 2.20 | 3.20 | 0.35 | 1 | 72 | 52.7% | 0.902 | 0.0852 | -0.093 | 0.007 | 0.002 |
| 50.00 | 2.12 | 1.95 | 2.30 | 1.00 | 2,344 | 16,540 | 53.5% | 0.846 | 0.1150 | -0.127 | 0.009 | 0.002 |
| 51.00 | 1.35 | 1.15 | 1.50 | 0.89 | 2,076 | 2,328 | 48.6% | 0.715 | 0.1812 | -0.163 | 0.013 | 0.002 |
| 52.00 | 0.68 | 0.50 | 0.80 | 0.43 | 190 | 4,914 | 42.3% | 0.512 | 0.2449 | -0.165 | 0.015 | 0.001 |
| 53.00 | 0.26 | 0.20 | 0.30 | 0.12 | 330 | 1,833 | 36.0% | 0.247 | 0.2275 | -0.111 | 0.012 | 0.001 |
| 54.00 | 0.13 | 0.05 | 0.20 | 0.05 | 125 | 514 | 44.3% | 0.131 | 0.1248 | -0.092 | 0.008 | 0.000 |
| 55.00 | 0.06 | 0.05 | 0.10 | 0.01 | 170 | 15,463 | 46.9% | 0.056 | 0.0628 | -0.051 | 0.004 | 0.000 |
| 56.00 | 0.04 | 0.00 | 0.05 | -0.05 | 13 | 179 | 49.6% | 0.023 | 0.0290 | -0.027 | 0.002 | 0.000 |
| 57.00 | 0.06 | - | 0.10 | -0.04 | 1 | 13 | 67.8% | 0.036 | 0.0305 | -0.052 | 0.003 | 0.000 |
| 59.00 | 0.04 | - | 0.10 | 0.00 | 0 | 1 | 86.7% | 0.027 | 0.0186 | -0.052 | 0.002 | 0.000 |
| 60.00 | 0.04 | 0.00 | 0.05 | 0.01 | 7 | 6,537 | 75.0% | 0.006 | 0.0055 | -0.011 | 0.001 | 0.000 |
| 65.00 | 0.03 | 0.00 | 0.05 | -0.02 | 3 | 19,605 | 109.4% | 0.003 | 0.0024 | -0.011 | 0.000 | 0.000 |
| 70.00 | 0.02 | 0.00 | 0.05 | 0.00 | 1 | 938 | 140.6% | 0.003 | 0.0015 | -0.011 | 0.000 | 0.000 |
| 75.00 | 0.05 | 0.00 | 0.05 | 0.00 | 211 | 2,784 | 167.2% | 0.002 | 0.0009 | -0.010 | 0.000 | 0.000 |
| 80.00 | 0.05 | 0.00 | 0.05 | 0.02 | 1 | 174 | 192.2% | 0.002 | 0.0007 | -0.009 | 0.000 | 0.000 |
| 85.00 | 0.01 | 0.00 | 0.05 | 0.00 | 3 | 1,740 | 215.6% | 0.001 | 0.0005 | -0.009 | 0.000 | 0.000 |
| 90.00 | 0.08 | 0.00 | 0.05 | 0.00 | 21 | 1,451 | 237.5% | 0.001 | 0.0004 | -0.009 | 0.000 | 0.000 |
| 95.00 | 0.10 | 0.00 | 0.05 | 0.00 | 7 | 373 | 256.3% | 0.001 | 0.0004 | -0.009 | 0.000 | 0.000 |
| 100.00 | 0.05 | 0.00 | 1.95 | 0.00 | 4 | 254 | 489.1% | 0.052 | 0.0057 | -0.502 | 0.004 | 0.000 |
| 105.00 | 0.05 | 0.00 | 0.05 | 0.00 | 5 | 153 | 293.8% | 0.001 | 0.0003 | -0.009 | 0.000 | 0.000 |
| 110.00 | 2.60 | 0.00 | 0.75 | 0.00 | 2 | 4 | 445.7% | 0.018 | 0.0025 | -0.187 | 0.002 | 0.000 |
| 115.00 | 0.05 | 0.00 | 0.05 | 0.00 | 23 | 113 | 325.0% | 0.001 | 0.0002 | -0.008 | 0.000 | 0.000 |
| 120.00 | 0.09 | 0.00 | 0.30 | 0.00 | 3 | 5 | 421.1% | 0.006 | 0.0010 | -0.067 | 0.001 | 0.000 |
| 125.00 | 0.01 | - | 0.05 | 0.00 | 0 | 1 | 381.3% | 0.002 | 0.0003 | -0.018 | 0.000 | 0.000 |
| 130.00 | 0.02 | - | 0.05 | 0.00 | 0 | 1 | 396.9% | 0.001 | 0.0003 | -0.018 | 0.000 | 0.000 |
| 135.00 | 0.08 | 0.00 | 0.25 | 0.00 | 4 | 4 | 457.8% | 0.004 | 0.0007 | -0.053 | 0.000 | 0.000 |
| 140.00 | 0.01 | 0.00 | 0.05 | 0.00 | 4 | 12 | 393.8% | 0.001 | 0.0001 | -0.008 | 0.000 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 30.00 | 0.03 | 0.00 | 0.05 | 0.00 | 2 | 16 | 253.1% | -0.001 | 0.0004 | -0.010 | 0.000 | -0.000 |
| 35.00 | 0.02 | 0.00 | 0.10 | -0.01 | 1 | 1,365 | 207.0% | -0.004 | 0.0014 | -0.023 | 0.000 | -0.000 |
| 36.00 | 0.11 | 0.00 | 0.20 | 0.00 | 1 | 11 | 216.4% | -0.009 | 0.0028 | -0.049 | 0.001 | -0.000 |
| 37.00 | 0.05 | 0.00 | 2.10 | 0.00 | 1 | 122 | 355.9% | -0.077 | 0.0105 | -0.494 | 0.006 | -0.000 |
| 38.00 | 0.08 | 0.00 | 2.10 | 0.00 | 5 | 237 | 335.4% | -0.082 | 0.0118 | -0.490 | 0.006 | -0.000 |
| 38.50 | 0.03 | 0.00 | 0.15 | 0.00 | 10 | 264 | 173.4% | -0.008 | 0.0033 | -0.037 | 0.001 | -0.000 |
| 39.00 | 0.05 | 0.00 | 0.20 | 0.00 | 1 | 644 | 175.8% | -0.011 | 0.0044 | -0.050 | 0.001 | -0.000 |
| 39.50 | 0.08 | 0.00 | 0.05 | 0.00 | 7 | 294 | 135.9% | -0.003 | 0.0016 | -0.011 | 0.000 | -0.000 |
| 40.00 | 0.03 | 0.00 | 0.10 | 0.02 | 2 | 25,257 | 144.5% | -0.006 | 0.0031 | -0.024 | 0.001 | -0.000 |
| 40.50 | 0.10 | 0.00 | 0.10 | 0.00 | 12 | 372 | 138.3% | -0.006 | 0.0033 | -0.023 | 0.001 | -0.000 |
| 41.00 | 0.04 | 0.00 | 0.10 | 0.00 | 3 | 79 | 132.8% | -0.007 | 0.0037 | -0.024 | 0.001 | -0.000 |
| 41.50 | 0.05 | 0.00 | 0.10 | 0.00 | 5 | 172 | 126.6% | -0.007 | 0.0040 | -0.024 | 0.001 | -0.000 |
| 42.00 | 0.04 | 0.00 | 0.30 | 0.00 | 5 | 427 | 148.4% | -0.023 | 0.0094 | -0.077 | 0.002 | -0.000 |
| 42.50 | 0.04 | 0.00 | 0.10 | 0.00 | 1 | 818 | 115.6% | -0.008 | 0.0050 | -0.025 | 0.001 | -0.000 |
| 43.00 | 0.07 | 0.00 | 0.10 | 0.00 | 5 | 974 | 109.4% | -0.008 | 0.0054 | -0.024 | 0.001 | -0.000 |
| 43.50 | 0.10 | 0.00 | 0.10 | 0.00 | 4 | 109 | 103.9% | -0.009 | 0.0061 | -0.024 | 0.001 | -0.000 |
| 44.00 | 0.15 | 0.00 | 0.10 | 0.00 | 3 | 634 | 98.4% | -0.010 | 0.0069 | -0.025 | 0.001 | -0.000 |
| 44.50 | 0.01 | 0.00 | 0.10 | 0.00 | 1 | 282 | 93.0% | -0.011 | 0.0078 | -0.025 | 0.001 | -0.000 |
| 45.00 | 0.01 | 0.00 | 0.05 | 0.00 | 5 | 6,920 | 78.1% | -0.006 | 0.0053 | -0.012 | 0.001 | -0.000 |
| 45.50 | 0.18 | 0.00 | 0.10 | 0.00 | 32 | 157 | 81.3% | -0.012 | 0.0100 | -0.024 | 0.001 | -0.000 |
| 46.00 | 0.16 | 0.00 | 0.10 | 0.00 | 5 | 4,934 | 75.8% | -0.013 | 0.0116 | -0.025 | 0.001 | -0.000 |
| 46.50 | 0.04 | 0.00 | 0.15 | 0.00 | 1 | 2,177 | 76.2% | -0.022 | 0.0177 | -0.038 | 0.002 | -0.000 |
| 47.00 | 0.05 | 0.00 | 1.05 | 0.01 | 1 | 2,616 | 121.3% | -0.120 | 0.0428 | -0.233 | 0.008 | -0.000 |
| 47.50 | 0.05 | 0.00 | 0.10 | 0.00 | 1 | 120 | 59.4% | -0.018 | 0.0196 | -0.025 | 0.002 | -0.000 |
| 48.00 | 0.03 | 0.00 | 0.05 | 0.01 | 2 | 1,038 | 53.5% | -0.020 | 0.0236 | -0.025 | 0.002 | -0.000 |
| 48.50 | 0.02 | 0.00 | 0.05 | -0.03 | 106 | 2,125 | 48.0% | -0.023 | 0.0298 | -0.025 | 0.002 | -0.000 |
| 49.00 | 0.01 | 0.00 | 0.05 | -0.14 | 1,696 | 1,778 | 42.2% | -0.027 | 0.0380 | -0.025 | 0.002 | -0.000 |
| 49.50 | 0.05 | 0.00 | 0.10 | -0.10 | 1 | 383 | 43.4% | -0.059 | 0.0703 | -0.049 | 0.005 | -0.000 |
| 50.00 | 0.05 | 0.00 | 0.30 | -0.35 | 59 | 5,381 | 54.2% | -0.157 | 0.1150 | -0.124 | 0.009 | -0.000 |
| 51.00 | 0.16 | 0.10 | 0.30 | -0.84 | 238 | 1,050 | 37.1% | -0.231 | 0.2129 | -0.107 | 0.012 | -0.001 |
| 52.00 | 0.60 | 0.50 | 0.65 | -0.50 | 83 | 2,418 | 34.9% | -0.488 | 0.2971 | -0.131 | 0.015 | -0.001 |
| 53.00 | 1.17 | 1.00 | 1.30 | -0.48 | 1 | 25 | 36.6% | -0.750 | 0.2256 | -0.107 | 0.012 | -0.002 |
| 54.00 | 2.52 | 1.55 | 2.35 | 0.00 | 1 | 2 | 56.1% | -0.810 | 0.1257 | -0.141 | 0.010 | -0.002 |
| 55.00 | 2.91 | 2.65 | 3.10 | -0.99 | 7 | 1,086 | 48.0% | -0.939 | 0.0652 | -0.050 | 0.005 | -0.003 |
| 58.00 | 6.73 | 5.30 | 6.20 | 0.00 | 4 | 0 | 92.6% | -0.940 | 0.0335 | -0.100 | 0.005 | -0.003 |
| 59.00 | 7.70 | 6.30 | 7.20 | 0.00 | 2 | 0 | 102.7% | -0.947 | 0.0273 | -0.100 | 0.004 | -0.003 |
| 60.00 | 7.90 | 7.30 | 8.10 | 0.00 | 272 | 136 | 97.5% | -0.974 | 0.0161 | -0.050 | 0.002 | -0.003 |
| 61.00 | 8.65 | 8.30 | 9.20 | -1.10 | 2 | 0 | 122.3% | -0.957 | 0.0195 | -0.101 | 0.004 | -0.003 |
| 62.00 | 9.66 | 9.30 | 10.20 | -1.04 | 2 | 0 | 131.4% | -0.960 | 0.0169 | -0.101 | 0.003 | -0.003 |
| 63.00 | 10.78 | 10.30 | 11.20 | -0.90 | 10 | 0 | 140.2% | -0.963 | 0.0148 | -0.101 | 0.003 | -0.003 |
| 65.00 | 12.80 | 12.30 | 13.10 | -0.89 | 2 | 0 | 138.3% | -0.983 | 0.0078 | -0.048 | 0.002 | -0.004 |
| 70.00 | 17.75 | 17.30 | 18.20 | -0.83 | 2 | 0 | 196.1% | -0.976 | 0.0076 | -0.100 | 0.002 | -0.004 |
| 75.00 | 22.92 | 22.30 | 23.20 | 0.28 | 8 | 0 | 230.5% | -0.980 | 0.0054 | -0.098 | 0.002 | -0.004 |
| 80.00 | 27.85 | 27.30 | 28.20 | -0.84 | 4 | 0 | 261.7% | -0.983 | 0.0041 | -0.096 | 0.002 | -0.004 |
| 85.00 | 32.85 | 32.30 | 33.20 | -0.70 | 2 | 0 | 290.6% | -0.985 | 0.0034 | -0.095 | 0.001 | -0.005 |
| 90.00 | 37.95 | 37.30 | 38.20 | -0.55 | 4 | 0 | 316.8% | -0.987 | 0.0028 | -0.093 | 0.001 | -0.005 |
| 95.00 | 42.90 | 42.30 | 43.20 | -0.72 | 6 | 0 | 341.4% | -0.988 | 0.0024 | -0.092 | 0.001 | -0.005 |
| 100.00 | 47.90 | 47.30 | 48.20 | -0.60 | 6 | 0 | 364.1% | -0.989 | 0.0021 | -0.090 | 0.001 | -0.005 |
| 105.00 | 52.95 | 52.30 | 53.20 | -0.90 | 2 | 0 | 385.2% | -0.990 | 0.0018 | -0.088 | 0.001 | -0.006 |
| 110.00 | 58.88 | 57.30 | 58.90 | 0.00 | 0 | 0 | 369.5% | -0.995 | 0.0010 | -0.035 | 0.001 | -0.006 |
| 115.00 | 63.45 | 62.20 | 64.10 | 0.00 | 0 | 0 | 407.8% | -0.993 | 0.0012 | -0.059 | 0.001 | -0.006 |
| 120.00 | 68.45 | 66.20 | 68.90 | 0.00 | 0 | 0 | 573.0% | -0.961 | 0.0039 | -0.455 | 0.003 | -0.006 |
| 125.00 | 73.55 | 72.30 | 73.90 | 0.00 | 0 | 0 | 420.3% | -0.996 | 0.0007 | -0.032 | 0.000 | -0.007 |
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.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
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.