FCX option chain Freeport-McMoRan Inc.
Cboe delayed options data · as of 09:37 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 ±40.8% (41.00–97.40) · ATM IV 46.4% · P/C open interest 0.64
| 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 | |
| 36.10 | 38.60 | 868 | 50.5% | 0.94 | 0.0028 | -0.000 | 35 | 1.00 | 1.30 | 2,016 | 50.2% | -0.06 | 0.0029 | -0.005 | ||
| 33.60 | 36.45 | 430 | 50.6% | 0.93 | 0.0035 | -0.002 | 38 | 1.41 | 1.73 | 1,981 | 49.6% | -0.07 | 0.0036 | -0.006 | ||
| 32.30 | 34.90 | 455 | 51.2% | 0.91 | 0.0040 | -0.003 | 40 | 1.60 | 2.00 | 1 | 1,656 | 48.4% | -0.09 | 0.0042 | -0.006 | |
| 30.60 | 33.30 | 578 | 49.7% | 0.90 | 0.0045 | -0.003 | 42 | 1.88 | 2.66 | 1,007 | 48.9% | -0.10 | 0.0047 | -0.007 | ||
| 28.90 | 30.75 | 1 | 944 | 49.6% | 0.88 | 0.0053 | -0.005 | 45 | 2.54 | 3.20 | 3,815 | 48.2% | -0.12 | 0.0055 | -0.008 | |
| 27.05 | 29.75 | 744 | 49.1% | 0.86 | 0.0058 | -0.006 | 47 | 2.87 | 3.85 | 961 | 47.9% | -0.14 | 0.0061 | -0.009 | ||
| 25.65 | 26.50 | 6 | 5,025 | 47.0% | 0.84 | 0.0066 | -0.007 | 50 | 3.95 | 4.55 | 1 | 6,132 | 47.9% | -0.17 | 0.0069 | -0.010 |
| 21.90 | 24.65 | 2,503 | 48.0% | 0.79 | 0.0078 | -0.009 | 55 | 4.60 | 6.50 | 5 | 2,258 | 46.0% | -0.21 | 0.0082 | -0.011 | |
| 19.95 | 21.45 | 77 | 2,686 | 48.5% | 0.74 | 0.0089 | -0.010 | 60 | 7.45 | 8.05 | 3 | 2,781 | 46.7% | -0.27 | 0.0095 | -0.013 |
| 18.25 | 20.40 | 8 | 48.0% | 0.72 | 0.0093 | -0.011 | 62.5 | 8.55 | 9.15 | 2 | 46.5% | -0.30 | 0.0100 | -0.013 | ||
| 17.20 | 19.00 | 2,945 | 47.8% | 0.69 | 0.0097 | -0.012 | 65 | 9.10 | 11.20 | 255 | 6,414 | 46.9% | -0.32 | 0.0105 | -0.014 | |
| 15.60 | 17.30 | 20 | 45.8% | 0.66 | 0.0100 | -0.012 | 67.5 | 10.00 | 11.60 | 5 | 44.6% | -0.35 | 0.0109 | -0.014 | ||
| 15.20 | 16.75 | 53 | 8,579 | 47.8% | 0.64 | 0.0103 | -0.013 | 70 | 11.50 | 12.95 | 2,377 | 44.9% | -0.38 | 0.0113 | -0.015 | |
| 13.75 | 15.65 | 144 | 46.8% | 0.61 | 0.0105 | -0.013 | 72.5 | 12.80 | 14.40 | 2 | 44.7% | -0.41 | 0.0116 | -0.015 | ||
| 11.55 | 14.25 | 6 | 3,350 | 43.9% | 0.59 | 0.0107 | -0.014 | 75 | 14.25 | 15.60 | 1,148 | 44.3% | -0.43 | 0.0119 | -0.015 | |
| 11.10 | 14.30 | 13 | 46.2% | 0.56 | 0.0108 | -0.014 | 77.5 | 16.70 | 18.15 | 29 | 47.3% | -0.46 | 0.0121 | -0.015 | ||
| 11.70 | 12.80 | 3 | 2,094 | 47.4% | 0.54 | 0.0109 | -0.014 | 80 | 18.25 | 19.60 | 387 | 46.9% | -0.49 | 0.0123 | -0.015 | |
| 9.30 | 12.55 | 11 | 45.5% | 0.52 | 0.0110 | -0.014 | 82.5 | 19.85 | 21.70 | 7 | 47.5% | -0.52 | 0.0125 | -0.015 | ||
| 10.25 | 12.00 | 13.6K | 48.5% | 0.49 | 0.0110 | -0.015 | 85 | 20.70 | 23.45 | 52 | 46.1% | -0.54 | 0.0126 | -0.015 | ||
| 8.80 | 11.30 | 34 | 47.2% | 0.47 | 0.0110 | -0.015 | 87.5 | 23.45 | 25.25 | 6 | 47.7% | -0.57 | 0.0127 | -0.015 | ||
| 9.00 | 9.40 | 7 | 1,746 | 46.5% | 0.45 | 0.0109 | -0.015 | 90 | 24.40 | 27.05 | 68 | 46.1% | -0.59 | 0.0128 | -0.015 | |
| 7.75 | 8.25 | 2 | 439 | 46.3% | 0.41 | 0.0107 | -0.014 | 95 | 28.20 | 30.90 | 5 | 46.1% | -0.64 | 0.0128 | -0.015 | |
| 6.95 | 7.25 | 71 | 13.4K | 46.6% | 0.37 | 0.0104 | -0.014 | 100 | 32.20 | 34.70 | 79 | 45.7% | -0.68 | 0.0128 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs