FCX option chain Freeport-McMoRan Inc.
Cboe delayed options data · as of 09:34 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 ±28.2% (53.15–94.85) · ATM IV 48.1% · P/C open interest 1.16
| 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 | |
| 33.60 | 36.10 | 632 | 44.9% | 0.96 | 0.0027 | 0.000 | 40 | 0.1900 | 0.5500 | 827 | 51.0% | -0.04 | 0.0027 | -0.005 | ||
| 28.95 | 31.15 | 1 | 155 | 39.9% | 0.94 | 0.0042 | -0.002 | 45 | 0.7000 | 1.04 | 2,681 | 51.9% | -0.06 | 0.0043 | -0.008 | |
| 25.20 | 27.25 | 1 | 260 | 48.6% | 0.90 | 0.0063 | -0.007 | 50 | 1.29 | 1.70 | 590 | 50.5% | -0.10 | 0.0064 | -0.012 | |
| 21.05 | 23.60 | 1 | 282 | 48.6% | 0.85 | 0.0085 | -0.011 | 55 | 1.95 | 2.99 | 100 | 4,231 | 49.8% | -0.15 | 0.0087 | -0.015 |
| 17.90 | 19.05 | 5 | 235 | 46.3% | 0.79 | 0.0107 | -0.016 | 60 | 3.65 | 4.40 | 21 | 1,573 | 50.6% | -0.21 | 0.0109 | -0.019 |
| 14.80 | 16.90 | 4 | 549 | 49.4% | 0.73 | 0.0126 | -0.019 | 65 | 5.40 | 5.90 | 12 | 9,111 | 49.4% | -0.28 | 0.0129 | -0.022 |
| 12.15 | 13.30 | 4,806 | 47.2% | 0.65 | 0.0140 | -0.022 | 70 | 7.55 | 7.95 | 568 | 48.7% | -0.35 | 0.0145 | -0.024 | ||
| 10.70 | 12.15 | 20 | 46.8% | 0.62 | 0.0146 | -0.023 | 72.5 | 8.55 | 9.70 | 52 | 49.3% | -0.39 | 0.0151 | -0.025 | ||
| 9.80 | 11.60 | 33 | 881 | 48.6% | 0.58 | 0.0150 | -0.024 | 75 | 8.60 | 11.70 | 582 | 47.7% | -0.43 | 0.0156 | -0.025 | |
| 9.10 | 10.70 | 21 | 2 | 49.6% | 0.54 | 0.0152 | -0.024 | 77.5 | 11.25 | 12.30 | 48.5% | -0.47 | 0.0159 | -0.025 | ||
| 7.90 | 9.50 | 1 | 1,502 | 48.4% | 0.51 | 0.0153 | -0.025 | 80 | 11.90 | 13.55 | 27 | 165 | 45.8% | -0.51 | 0.0162 | -0.025 |
| 5.55 | 8.25 | 33 | 59 | 44.0% | 0.47 | 0.0153 | -0.025 | 82.5 | 14.30 | 15.60 | 33 | 48.6% | -0.54 | 0.0162 | -0.025 | |
| 6.45 | 7.10 | 3,656 | 47.1% | 0.44 | 0.0152 | -0.024 | 85 | 15.50 | 17.35 | 38 | 47.5% | -0.58 | 0.0162 | -0.024 | ||
| 5.80 | 6.85 | 99 | 48.3% | 0.41 | 0.0150 | -0.024 | 87.5 | 17.50 | 19.20 | 48 | 48.2% | -0.61 | 0.0160 | -0.024 | ||
| 4.45 | 6.35 | 42 | 931 | 46.9% | 0.37 | 0.0146 | -0.024 | 90 | 19.25 | 21.15 | 3 | 24 | 48.2% | -0.65 | 0.0158 | -0.023 |
| 4.50 | 4.60 | 1 | 960 | 46.4% | 0.32 | 0.0138 | -0.022 | 95 | 23.55 | 25.10 | 10 | 49.4% | -0.71 | 0.0150 | -0.021 | |
| 3.65 | 3.70 | 20 | 1,601 | 46.8% | 0.27 | 0.0127 | -0.021 | 100 | 27.90 | 29.35 | 2 | 50.6% | -0.76 | 0.0140 | -0.018 | |
| 2.70 | 3.00 | 1 | 174 | 47.8% | 0.23 | 0.0115 | -0.019 | 105 | 32.00 | 33.90 | 2 | 51.1% | -0.81 | 0.0130 | -0.016 | |
| 2.17 | 2.46 | 31 | 48.1% | 0.19 | 0.0104 | -0.018 | 110 | 36.55 | 38.45 | 52.1% | -0.85 | 0.0120 | -0.014 | |||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs