FCX option chain Freeport-McMoRan Inc.
Cboe delayed options data · as of 18:37 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 ±27.4% (50.46–88.56) · ATM IV 45.3% · P/C open interest 1.39
| 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 | |
| 33.45 | 36.90 | 0.97 | 0.0022 | 0.000 | 35 | 0.0100 | 0.5800 | 77 | 52.5% | -0.03 | 0.0022 | -0.004 | ||||
| 31.60 | 33.95 | 29.4% | 0.97 | 0.0028 | 0.000 | 37.5 | 0.1900 | 0.6800 | 51.8% | -0.03 | 0.0028 | -0.005 | ||||
| 29.30 | 31.70 | 1 | 39.4% | 0.95 | 0.0036 | -0.000 | 40 | 0.3500 | 0.8300 | 10 | 50.5% | -0.05 | 0.0036 | -0.006 | ||
| 26.85 | 29.55 | 39.8% | 0.94 | 0.0045 | -0.002 | 42.5 | 0.5200 | 1.13 | 49.9% | -0.06 | 0.0046 | -0.007 | ||||
| 24.90 | 27.35 | 42.8% | 0.92 | 0.0056 | -0.004 | 45 | 0.8400 | 1.51 | 50.0% | -0.08 | 0.0057 | -0.009 | ||||
| 22.75 | 25.25 | 13 | 42.9% | 0.90 | 0.0069 | -0.006 | 47.5 | 1.03 | 1.72 | 10 | 47.6% | -0.10 | 0.0070 | -0.010 | ||
| 20.65 | 23.25 | 6 | 42.8% | 0.88 | 0.0081 | -0.008 | 50 | 1.53 | 2.00 | 2 | 46.8% | -0.13 | 0.0083 | -0.012 | ||
| 17.05 | 19.55 | 20 | 43.8% | 0.82 | 0.0107 | -0.012 | 55 | 2.80 | 3.65 | 18 | 48.4% | -0.19 | 0.0109 | -0.015 | ||
| 13.80 | 15.70 | 3 | 42.4% | 0.74 | 0.0130 | -0.016 | 60 | 4.25 | 5.30 | 1 | 62 | 47.4% | -0.26 | 0.0134 | -0.018 | |
| 13.30 | 14.25 | 5 | 45.3% | 0.71 | 0.0140 | -0.017 | 62.5 | 5.20 | 6.70 | 1 | 48.3% | -0.30 | 0.0144 | -0.019 | ||
| 10.80 | 13.00 | 6 | 42.6% | 0.67 | 0.0148 | -0.018 | 65 | 6.10 | 7.50 | 16 | 46.9% | -0.34 | 0.0153 | -0.020 | ||
| 10.55 | 11.95 | 45.7% | 0.63 | 0.0155 | -0.020 | 67.5 | 7.40 | 9.15 | 2 | 48.1% | -0.38 | 0.0160 | -0.021 | |||
| 8.75 | 10.70 | 36 | 43.9% | 0.59 | 0.0160 | -0.020 | 70 | 8.60 | 10.05 | 1 | 46.8% | -0.42 | 0.0166 | -0.021 | ||
| 8.30 | 9.90 | 3 | 45.9% | 0.55 | 0.0163 | -0.021 | 72.5 | 10.15 | 11.70 | 2 | 47.6% | -0.46 | 0.0170 | -0.022 | ||
| 6.65 | 8.80 | 1 | 43.9% | 0.51 | 0.0164 | -0.021 | 75 | 11.30 | 13.00 | 46.2% | -0.50 | 0.0172 | -0.022 | |||
| 6.60 | 7.60 | 3 | 15 | 45.0% | 0.47 | 0.0164 | -0.021 | 77.5 | 13.35 | 14.65 | 47.4% | -0.54 | 0.0173 | -0.021 | ||
| 5.25 | 6.85 | 5 | 43.7% | 0.44 | 0.0162 | -0.021 | 80 | 14.75 | 16.30 | 46.6% | -0.58 | 0.0173 | -0.021 | |||
| 5.00 | 6.65 | 1 | 46.0% | 0.40 | 0.0159 | -0.021 | 82.5 | 16.85 | 18.20 | 47.7% | -0.62 | 0.0171 | -0.021 | |||
| 4.50 | 5.55 | 1 | 22 | 45.2% | 0.37 | 0.0155 | -0.021 | 85 | 18.40 | 19.95 | 46.7% | -0.65 | 0.0168 | -0.020 | ||
| 3.40 | 4.40 | 4 | 44.9% | 0.31 | 0.0145 | -0.019 | 90 | 22.65 | 23.80 | 47.6% | -0.72 | 0.0161 | -0.018 | |||
| 2.46 | 3.65 | 45.0% | 0.26 | 0.0133 | -0.018 | 95 | 26.20 | 28.40 | 47.4% | -0.77 | 0.0153 | -0.016 | ||||
| 2.11 | 2.88 | 4 | 45.7% | 0.22 | 0.0120 | -0.016 | 100 | 30.50 | 32.75 | 47.4% | -0.82 | 0.0144 | -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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs