FCX option chain Freeport-McMoRan Inc.
Cboe delayed options data · as of 12:37 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 ±4.7% (65.88–72.31) · ATM IV 54.2% · P/C open interest 1.25
| 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 | |
| 28.70 | 31.00 | 254.7% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0500 | 9 | 214.5% | 0.00 | 0.0000 | -0.000 | |||
| 24.10 | 26.05 | 38 | 255.3% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.2600 | 19 | 217.2% | -0.00 | 0.0001 | -0.000 | ||
| 18.55 | 20.95 | 1 | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.2000 | 25 | 163.9% | -0.00 | 0.0002 | -0.001 | |||
| 13.75 | 16.30 | 147.7% | 1.00 | 0.0013 | -0.002 | 55 | 0 | 0.0500 | 35 | 99.7% | -0.00 | 0.0013 | -0.003 | |||
| 11.75 | 13.30 | 0.99 | 0.0026 | -0.005 | 57 | 0 | 0.2800 | 114.0% | -0.01 | 0.0026 | -0.007 | |||||
| 10.85 | 12.55 | 1 | 1 | 0.99 | 0.0038 | -0.008 | 58 | 0 | 0.0300 | 2 | 324 | 71.2% | -0.01 | 0.0038 | -0.009 | |
| 9.75 | 11.45 | 1 | 1 | 0.99 | 0.0055 | -0.012 | 59 | 0 | 0.0800 | 1 | 422 | 78.5% | -0.01 | 0.0055 | -0.013 | |
| 9.05 | 10.35 | 1 | 31 | 0.98 | 0.0081 | -0.018 | 60 | 0 | 0.0600 | 2 | 98 | 68.7% | -0.02 | 0.0081 | -0.019 | |
| 8.20 | 9.40 | 20 | 17 | 61.6% | 0.98 | 0.0119 | -0.026 | 61 | 0 | 0.0800 | 27 | 141 | 64.9% | -0.02 | 0.0119 | -0.028 |
| 7.25 | 8.40 | 21 | 17 | 60.9% | 0.96 | 0.0172 | -0.039 | 62 | 0 | 0.0900 | 58 | 423 | 59.3% | -0.04 | 0.0173 | -0.040 |
| 6.25 | 7.50 | 15 | 8 | 61.4% | 0.94 | 0.0246 | -0.055 | 63 | 0.0500 | 0.1500 | 640 | 890 | 61.1% | -0.06 | 0.0247 | -0.056 |
| 5.40 | 6.60 | 13 | 69 | 65.3% | 0.92 | 0.0344 | -0.077 | 64 | 0.1200 | 0.2200 | 88 | 390 | 60.6% | -0.08 | 0.0344 | -0.078 |
| 4.55 | 5.60 | 8 | 88 | 61.6% | 0.88 | 0.0464 | -0.104 | 65 | 0.1800 | 0.2900 | 183 | 569 | 57.2% | -0.12 | 0.0465 | -0.104 |
| 3.75 | 4.80 | 15 | 124 | 63.0% | 0.83 | 0.0602 | -0.133 | 66 | 0.3400 | 0.4500 | 225 | 407 | 57.5% | -0.17 | 0.0605 | -0.134 |
| 2.85 | 3.90 | 1 | 23 | 56.7% | 0.76 | 0.0748 | -0.163 | 67 | 0.5200 | 0.7000 | 65 | 346 | 56.1% | -0.24 | 0.0751 | -0.164 |
| 2.27 | 2.93 | 73 | 107 | 53.9% | 0.68 | 0.0881 | -0.189 | 68 | 0.8000 | 0.9600 | 224 | 2,000 | 56.0% | -0.32 | 0.0885 | -0.190 |
| 1.81 | 2.23 | 51 | 284 | 55.1% | 0.59 | 0.0978 | -0.205 | 69 | 1.02 | 1.37 | 95 | 1,949 | 53.4% | -0.41 | 0.0983 | -0.206 |
| 1.34 | 1.58 | 134 | 452 | 53.6% | 0.49 | 0.1016 | -0.208 | 70 | 1.54 | 1.89 | 47 | 919 | 54.6% | -0.51 | 0.1022 | -0.209 |
| 0.8700 | 1.19 | 310 | 2,000 | 53.1% | 0.39 | 0.0986 | -0.196 | 71 | 2.03 | 2.52 | 16 | 206 | 53.7% | -0.61 | 0.0992 | -0.198 |
| 0.5900 | 0.8100 | 928 | 1,060 | 52.8% | 0.30 | 0.0894 | -0.173 | 72 | 2.57 | 3.20 | 5 | 185 | 50.9% | -0.71 | 0.0900 | -0.174 |
| 0.4000 | 0.5000 | 321 | 1,019 | 52.2% | 0.22 | 0.0759 | -0.142 | 73 | 3.50 | 4.05 | 14 | 178 | 56.4% | -0.79 | 0.0764 | -0.142 |
| 0.2300 | 0.3500 | 163 | 2,549 | 52.5% | 0.15 | 0.0607 | -0.110 | 74 | 4.35 | 4.80 | 19 | 947 | 55.2% | -0.85 | 0.0611 | -0.110 |
| 0.1400 | 0.2500 | 180 | 679 | 53.9% | 0.10 | 0.0461 | -0.080 | 75 | 5.20 | 5.80 | 16 | 325 | 58.4% | -0.90 | 0.0463 | -0.080 |
| 0.0800 | 0.1600 | 95 | 555 | 54.2% | 0.07 | 0.0336 | -0.057 | 76 | 6.05 | 6.80 | 13 | 3,021 | 59.8% | -0.94 | 0.0339 | -0.057 |
| 0.0200 | 0.1100 | 61 | 536 | 52.7% | 0.05 | 0.0239 | -0.040 | 77 | 6.85 | 7.90 | 5 | 1,006 | 61.5% | -0.96 | 0.0245 | -0.039 |
| 0.0100 | 0.1000 | 52 | 387 | 57.3% | 0.03 | 0.0170 | -0.028 | 78 | 7.70 | 9.00 | 6 | 14 | 64.4% | -0.97 | 0.0176 | -0.027 |
| 0.0100 | 0.3000 | 11 | 72 | 76.4% | 0.02 | 0.0122 | -0.021 | 79 | 8.60 | 9.95 | 3 | 5 | 46.8% | -0.98 | 0.0126 | -0.019 |
| 0.0100 | 0.0300 | 86 | 481 | 58.4% | 0.02 | 0.0089 | -0.015 | 80 | 9.60 | 11.30 | 3 | 87.8% | -0.99 | 0.0089 | -0.015 | |
| 0 | 0.2400 | 125 | 295 | 83.7% | 0.01 | 0.0067 | -0.012 | 81 | 10.70 | 13.10 | 127.3% | -0.99 | 0.0062 | -0.013 | ||
| 0 | 0.2300 | 11 | 458 | 88.4% | 0.01 | 0.0052 | -0.010 | 82 | 11.60 | 13.60 | 2 | 113.4% | -1.00 | 0.0044 | -0.011 | |
| 0 | 1.50 | 103 | 146.2% | 0.01 | 0.0041 | -0.008 | 83 | 12.75 | 15.05 | 141.0% | -1.00 | 0.0031 | -0.010 | |||
| 0 | 1.31 | 51 | 146.9% | 0.01 | 0.0033 | -0.007 | 84 | 13.50 | 16.05 | 139.1% | -1.00 | 0.0022 | -0.010 | |||
| 0 | 0.2500 | 213 | 82.4% | 0.00 | 0.0026 | -0.006 | 85 | 14.45 | 17.05 | 143.5% | -1.00 | 0.0015 | -0.009 | |||
| 0 | 0.9100 | 46 | 145.0% | 0.00 | 0.0022 | -0.005 | 86 | 15.45 | 18.05 | 149.6% | -1.00 | 0.0010 | -0.009 | |||
| 0 | 0.5200 | 4 | 132.7% | 0.00 | 0.0018 | -0.004 | 87 | 16.40 | 19.05 | 153.5% | -1.00 | 0.0007 | -0.009 | |||
| 0 | 0.6300 | 22 | 143.7% | 0.00 | 0.0015 | -0.004 | 88 | 17.40 | 20.05 | 159.2% | -1.00 | 0.0005 | -0.009 | |||
| 0 | 2.13 | 6 | 203.7% | 0.00 | 0.0012 | -0.003 | 89 | 18.30 | 21.05 | 160.5% | -1.00 | 0.0003 | -0.009 | |||
| 0 | 0.0500 | 76 | 102.5% | 0.00 | 0.0010 | -0.003 | 90 | 19.25 | 22.05 | 163.7% | -1.00 | 0.0002 | -0.009 | |||
| 0 | 2.02 | 2 | 212.5% | 0.00 | 0.0009 | -0.002 | 91 | 20.25 | 23.05 | 169.0% | -1.00 | 0.0001 | -0.009 | |||
| 0 | 1.66 | 1 | 223.2% | 0.00 | 0.0005 | -0.001 | 95 | 24.70 | 26.40 | 178.3% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0200 | 13 | 125.5% | 0.00 | 0.0002 | -0.001 | 100 | 29.75 | 31.50 | 209.8% | -1.00 | 0.0000 | -0.009 | |||
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