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 ±23.2% (53.04–85.14) · ATM IV 45.0% · P/C open interest 1.09
| 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 | |
| 34.25 | 36.85 | 1,418 | 63.3% | 0.98 | 0.0017 | 0.000 | 35 | 0.0600 | 0.2300 | 222 | 54.9% | -0.02 | 0.0017 | -0.004 | ||
| 29.65 | 32.10 | 627 | 58.9% | 0.97 | 0.0029 | -0.001 | 40 | 0.2000 | 0.4200 | 843 | 52.1% | -0.03 | 0.0030 | -0.005 | ||
| 27.15 | 29.80 | 54.7% | 0.96 | 0.0039 | -0.002 | 42.5 | 0.3200 | 0.6400 | 1 | 10 | 51.8% | -0.04 | 0.0039 | -0.006 | ||
| 24.85 | 26.70 | 160 | 44.0% | 0.94 | 0.0051 | -0.004 | 45 | 0.3300 | 0.7600 | 3,679 | 48.3% | -0.06 | 0.0051 | -0.008 | ||
| 22.65 | 24.55 | 45.2% | 0.93 | 0.0065 | -0.006 | 47.5 | 0.5600 | 1.17 | 1 | 49.0% | -0.07 | 0.0066 | -0.010 | |||
| 20.60 | 22.70 | 289 | 47.8% | 0.90 | 0.0081 | -0.009 | 50 | 0.8700 | 1.20 | 4 | 656 | 46.4% | -0.10 | 0.0082 | -0.012 | |
| 16.55 | 18.65 | 292 | 46.4% | 0.84 | 0.0116 | -0.014 | 55 | 1.81 | 2.15 | 2 | 4,517 | 46.1% | -0.16 | 0.0118 | -0.017 | |
| 13.75 | 14.80 | 1 | 295 | 47.5% | 0.76 | 0.0150 | -0.019 | 60 | 3.15 | 3.90 | 9 | 1,744 | 46.9% | -0.24 | 0.0153 | -0.021 |
| 12.00 | 13.25 | 46.7% | 0.72 | 0.0164 | -0.021 | 62.5 | 3.95 | 4.65 | 2 | 18 | 46.0% | -0.29 | 0.0168 | -0.023 | ||
| 10.65 | 11.65 | 4 | 547 | 46.4% | 0.67 | 0.0176 | -0.023 | 65 | 5.00 | 5.65 | 88 | 8,370 | 45.9% | -0.33 | 0.0181 | -0.024 |
| 9.40 | 11.00 | 10 | 4 | 48.5% | 0.62 | 0.0186 | -0.024 | 67.5 | 5.55 | 6.60 | 2 | 123 | 43.5% | -0.38 | 0.0191 | -0.025 |
| 8.25 | 8.80 | 277 | 2,879 | 45.6% | 0.58 | 0.0192 | -0.025 | 70 | 7.20 | 7.85 | 3 | 921 | 44.5% | -0.43 | 0.0198 | -0.026 |
| 7.05 | 8.70 | 12 | 70 | 48.0% | 0.53 | 0.0195 | -0.026 | 72.5 | 8.55 | 9.30 | 2 | 407 | 44.4% | -0.48 | 0.0202 | -0.026 |
| 6.10 | 6.70 | 3 | 1,662 | 45.1% | 0.48 | 0.0196 | -0.026 | 75 | 9.30 | 10.90 | 699 | 42.4% | -0.53 | 0.0203 | -0.026 | |
| 5.00 | 5.85 | 3 | 437 | 44.4% | 0.44 | 0.0193 | -0.026 | 77.5 | 11.55 | 12.50 | 75 | 44.0% | -0.57 | 0.0202 | -0.026 | |
| 4.60 | 5.00 | 14 | 1,943 | 45.1% | 0.40 | 0.0189 | -0.025 | 80 | 13.00 | 14.60 | 144 | 44.2% | -0.62 | 0.0199 | -0.025 | |
| 4.10 | 4.35 | 331 | 45.6% | 0.36 | 0.0183 | -0.025 | 82.5 | 15.25 | 16.70 | 49 | 46.3% | -0.66 | 0.0194 | -0.024 | ||
| 3.50 | 3.95 | 121 | 3,848 | 46.1% | 0.32 | 0.0175 | -0.024 | 85 | 17.05 | 18.55 | 38 | 45.7% | -0.70 | 0.0188 | -0.023 | |
| 3.00 | 3.55 | 229 | 46.5% | 0.29 | 0.0166 | -0.022 | 87.5 | 19.00 | 20.80 | 48 | 46.5% | -0.74 | 0.0181 | -0.022 | ||
| 2.47 | 3.00 | 2 | 1,466 | 45.9% | 0.26 | 0.0156 | -0.021 | 90 | 21.25 | 22.65 | 502 | 46.4% | -0.77 | 0.0173 | -0.021 | |
| 1.77 | 2.26 | 1 | 2,582 | 46.0% | 0.20 | 0.0136 | -0.019 | 95 | 25.20 | 27.35 | 10 | 46.5% | -0.83 | 0.0158 | -0.018 | |
| 1.30 | 1.77 | 39 | 1,835 | 46.6% | 0.16 | 0.0116 | -0.016 | 100 | 29.35 | 31.85 | 17 | 44.0% | -0.88 | 0.0141 | -0.015 | |
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