FCX option chain Freeport-McMoRan Inc.
Cboe delayed options data · as of 00:34 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±13.6% (62.88–82.62) · ATM IV 46.0% · P/C open interest —
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 10.60 | 13.35 | 48.5% | 0.84 | 0.0190 | -0.024 | 62 | 0.6000 | 1.45 | 6 | 45.5% | -0.16 | 0.0191 | -0.030 | |||
| 10.25 | 12.55 | 51.3% | 0.82 | 0.0207 | -0.027 | 63 | 1.04 | 1.88 | 2 | 48.7% | -0.18 | 0.0208 | -0.033 | |||
| 9.15 | 11.80 | 48.8% | 0.80 | 0.0225 | -0.030 | 64 | 0.9800 | 1.97 | 1 | 45.6% | -0.21 | 0.0226 | -0.035 | |||
| 8.85 | 10.80 | 49.6% | 0.77 | 0.0241 | -0.033 | 65 | 1.51 | 2.10 | 1 | 47.6% | -0.23 | 0.0242 | -0.037 | |||
| 7.70 | 10.00 | 46.2% | 0.74 | 0.0257 | -0.035 | 66 | 1.59 | 2.53 | 3 | 45.9% | -0.26 | 0.0258 | -0.040 | |||
| 6.95 | 9.75 | 48.1% | 0.72 | 0.0271 | -0.038 | 67 | 1.19 | 3.40 | 1 | 44.9% | -0.29 | 0.0272 | -0.042 | |||
| 6.40 | 8.50 | 45.2% | 0.69 | 0.0284 | -0.040 | 68 | 1.90 | 4.25 | 1 | 49.3% | -0.32 | 0.0285 | -0.043 | |||
| 5.85 | 8.70 | 49.6% | 0.66 | 0.0295 | -0.042 | 69 | 2.20 | 3.65 | 43.7% | -0.35 | 0.0296 | -0.044 | ||||
| 5.45 | 8.15 | 50.5% | 0.62 | 0.0304 | -0.044 | 70 | 3.20 | 4.00 | 45.3% | -0.38 | 0.0305 | -0.046 | ||||
| 4.85 | 7.65 | 50.3% | 0.59 | 0.0311 | -0.045 | 71 | 2.64 | 5.45 | 46.1% | -0.41 | 0.0312 | -0.046 | ||||
| 4.65 | 5.95 | 1 | 46.0% | 0.56 | 0.0316 | -0.046 | 72 | 4.20 | 5.10 | 47.2% | -0.44 | 0.0316 | -0.047 | |||
| 4.30 | 5.50 | 35 | 46.7% | 0.53 | 0.0319 | -0.047 | 73 | 4.75 | 5.20 | 70 | 45.3% | -0.47 | 0.0319 | -0.047 | ||
| 3.60 | 6.50 | 52.3% | 0.50 | 0.0319 | -0.048 | 74 | 4.30 | 7.00 | 46.4% | -0.51 | 0.0320 | -0.047 | ||||
| 3.50 | 5.90 | 52.9% | 0.47 | 0.0317 | -0.048 | 75 | 4.95 | 7.70 | 47.3% | -0.54 | 0.0318 | -0.046 | ||||
| 2.80 | 5.45 | 51.1% | 0.44 | 0.0314 | -0.047 | 76 | 5.60 | 8.35 | 47.6% | -0.57 | 0.0315 | -0.046 | ||||
| 2.91 | 5.00 | 52.9% | 0.41 | 0.0308 | -0.047 | 77 | 6.85 | 8.65 | 48.9% | -0.60 | 0.0310 | -0.045 | ||||
| 2.35 | 5.00 | 53.4% | 0.38 | 0.0302 | -0.046 | 78 | 6.95 | 9.75 | 48.2% | -0.62 | 0.0303 | -0.043 | ||||
| 1.82 | 4.75 | 52.7% | 0.35 | 0.0294 | -0.045 | 79 | 7.70 | 10.50 | 48.7% | -0.65 | 0.0295 | -0.042 | ||||
| 2.19 | 2.95 | 2 | 48.4% | 0.33 | 0.0284 | -0.044 | 80 | 8.45 | 11.30 | 49.3% | -0.68 | 0.0287 | -0.040 | |||
| 1.59 | 4.20 | 54.4% | 0.30 | 0.0274 | -0.043 | 81 | 9.80 | 12.05 | 52.6% | -0.70 | 0.0277 | -0.038 | ||||
| 1.31 | 4.05 | 54.8% | 0.28 | 0.0264 | -0.042 | 82 | 10.00 | 12.85 | 49.9% | -0.72 | 0.0267 | -0.037 | ||||
| 1.13 | 3.30 | 52.3% | 0.26 | 0.0252 | -0.040 | 83 | 10.85 | 13.70 | 50.7% | -0.75 | 0.0256 | -0.035 | ||||
| 0.9400 | 3.70 | 55.9% | 0.24 | 0.0241 | -0.038 | 84 | 11.65 | 14.45 | 50.5% | -0.77 | 0.0245 | -0.033 | ||||
| 1.16 | 1.88 | 1 | 48.7% | 0.22 | 0.0229 | -0.037 | 85 | 12.70 | 14.70 | 48.4% | -0.79 | 0.0234 | -0.030 | |||
| 0.9400 | 1.70 | 2 | 46.9% | 0.20 | 0.0217 | -0.035 | 86 | 13.15 | 16.10 | 49.5% | -0.81 | 0.0223 | -0.028 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs