Becton, Dickinson and Company (BDX) Options Chain
The options chain displays all available contracts with real-time quotes, Greeks, volume, and open interest for each strike and expiration. It is the primary tool for options trade selection.
Becton, Dickinson and Company (BDX) operates in the Healthcare sector, specifically the Medical - Instruments & Supplies industry, with a market capitalization near $56.11B, listed on NYSE, employing roughly 72,000 people, carrying a beta of 0.27 to the broader market. Operating globally, Becton, Dickinson and Company (BD) is a prominent enterprise focused on the development, manufacturing, and distribution of a broad spectrum of medical technology. Led by Thomas E. Polen Jr., public since 1973-02-21.
Snapshot as of Jul 15, 2026.
- Spot Price
- $154.61
- Total OI
- 12.9K
- Total Volume
- 368
- Front Expiration
- 37 days
- Second Expiration
- 65 days
- ATM IV
- 32.7%
- Avg Bid/Ask Spread
- 24.81%
As of Jul 15, 2026, Becton, Dickinson and Company (BDX) has 12.9K open contracts and 368 contracts traded. The nearest expiration is 37 days out, followed by 65 days. ATM implied volatility is 32.7%. Average bid/ask spread across the chain is 24.81%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.
How BDX options chain Data Feeds Strategy Selection
Strategy selection on Becton, Dickinson and Company options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 32.7% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the options chain data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
How to read the BDX chain depth
The listed-expirations table above shows every expiration available for Becton, Dickinson and Company options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. BDX front expiration sits at 37 days - the typical hedging horizon for monthly options. The backwardated slope of -0.014 means near-dated IV is pricing acute event risk.
BDX chain mechanics and execution
Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the BDX chain is 24.81% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.
Using the BDX chain to build structures
Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. BDX's current 9.37% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.
Learn how the options chain is reported and how to read the data →
BDX listed expirations
Per-expiration ATM implied volatility for BDX options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.
| Expiration | DTE | ATM IV |
|---|---|---|
| Jul 17, 2026 | 2 | 42.1% |
| Aug 21, 2026 | 37 | 32.7% |
| Sep 18, 2026 | 65 | 31.3% |
| Dec 18, 2026 | 156 | 31.7% |
| Jan 15, 2027 | 184 | 30.9% |
| Mar 19, 2027 | 247 | 31.1% |
| Jun 17, 2027 | 337 | 30.9% |
| Jan 21, 2028 | 555 | 30.8% |
Frequently asked BDX options chain questions
- What does the BDX options chain show right now?
- As of Jul 15, 2026, Becton, Dickinson and Company (BDX) has 12.9K contracts outstanding and 368 traded today, with ATM IV of 32.7%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.
- What expirations are available for BDX options?
- The nearest expiration is 37 days out, followed by 65 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.
- How tight are BDX options bid/ask spreads?
- Average bid/ask spread across the chain is 24.81%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.