OKLO option chain Oklo Inc.

Expiration Cboe delayed options data · as of 00:36 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 ±11.2% (35.18–44.06) · ATM IV 67.2% · P/C open interest 0.84

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
17.90	20.10		1		1.00	0.0003	0.000	20	0	0.1000		8	152.2%	-0.00	0.0003	-0.001
15.70	17.20		2		1.00	0.0008	0.000	22.5	0	0.1000		24	128.3%	-0.00	0.0008	-0.001
13.75	15.15		39		0.99	0.0021	-0.002	25	0.0100	0.0300	2,200	12.1K	94.2%	-0.01	0.0021	-0.003
8.80	10.00		128		0.96	0.0123	-0.014	30	0.0500	0.1400	59	2,643	76.9%	-0.04	0.0124	-0.015
7.65	9.05				0.95	0.0168	-0.018	31	0.0500	0.2500	3	46	76.1%	-0.05	0.0168	-0.019
7.35	8.20		33	71.9%	0.93	0.0224	-0.024	32	0.1200	0.3200	29	142	74.6%	-0.07	0.0225	-0.025
6.50	7.30			72.9%	0.90	0.0292	-0.030	33	0.2300	0.2900	8	193	69.2%	-0.10	0.0294	-0.031
5.80	6.50	2	6	77.8%	0.87	0.0371	-0.037	34	0.3200	0.4100	152	450	67.2%	-0.13	0.0373	-0.038
4.80	5.30	35	289	62.8%	0.82	0.0456	-0.045	35	0.5500	0.5700	177	9,297	66.6%	-0.18	0.0458	-0.046
4.10	4.80		35	69.9%	0.77	0.0542	-0.052	36	0.7200	0.7900	34	797	65.8%	-0.23	0.0544	-0.053
3.75	4.25			66.2%	0.74	0.0582	-0.056	36.5	0.7900	0.9900	12	397	65.6%	-0.26	0.0584	-0.057
3.50	4.00			69.3%	0.71	0.0618	-0.059	37	1.01	1.24	22	513	68.2%	-0.29	0.0622	-0.060
3.20	3.55	2	11	67.4%	0.68	0.0651	-0.062	37.5	1.17	1.36	12	316	66.9%	-0.32	0.0654	-0.063
2.92	3.20	4	21	67.0%	0.64	0.0678	-0.064	38	1.34	1.58	76	338	66.8%	-0.36	0.0682	-0.065
2.66	2.84	116	13	66.2%	0.61	0.0699	-0.066	38.5	1.60	1.76	51	205	67.0%	-0.39	0.0703	-0.067
2.37	2.57	52	1,537	65.8%	0.57	0.0714	-0.068	39	1.78	2.00	53	102	66.2%	-0.43	0.0718	-0.068
2.13	2.39	54	34	67.0%	0.54	0.0721	-0.069	39.5	2.09	2.27	416	88	67.4%	-0.47	0.0726	-0.069
1.78	2.22	251	1,789	69.1%	0.50	0.0723	-0.069	40	2.36	2.54	105	4,434	67.4%	-0.50	0.0728	-0.070
1.74	1.90	5	1,080	67.1%	0.47	0.0718	-0.069	40.5	2.61	2.82	6	192	66.7%	-0.54	0.0723	-0.070
1.53	1.71	11	101	66.9%	0.43	0.0707	-0.069	41	2.90	3.15	19	385	66.9%	-0.57	0.0712	-0.069
1.39	1.54	17	145	67.7%	0.40	0.0690	-0.068	41.5	3.15	3.50	8	144	66.2%	-0.61	0.0696	-0.068
1.25	1.32	34	231	67.2%	0.37	0.0670	-0.066	42	3.50	3.85	13	156	66.6%	-0.64	0.0676	-0.067
1.08	1.27	42	90	68.5%	0.34	0.0646	-0.065	42.5	3.85	4.20	5	27	66.5%	-0.67	0.0652	-0.065
0.9800	1.10	28	812	68.5%	0.31	0.0619	-0.063	43	4.20	4.60	8	80	66.8%	-0.69	0.0625	-0.063
0.8700	1.00	13	74	69.2%	0.28	0.0591	-0.061	43.5	4.50	5.10		9	67.5%	-0.72	0.0597	-0.061
0.7800	0.9300	49	1,159	70.4%	0.26	0.0561	-0.058	44	4.95	5.50		23	68.8%	-0.75	0.0567	-0.059
0.6200	0.8300	7	102	69.3%	0.24	0.0530	-0.056	44.5	5.50	5.80	6	4	69.7%	-0.77	0.0536	-0.056
0.6200	0.7100	819	3,520	70.5%	0.22	0.0500	-0.053	45	5.95	6.25	27	4,098	72.4%	-0.79	0.0506	-0.054
0.5500	0.6700	20	1,049	71.7%	0.20	0.0470	-0.051	45.5	6.20	6.80		6	70.6%	-0.81	0.0476	-0.051
0.4900	0.6600	47	98	73.5%	0.18	0.0440	-0.049	46	6.65	7.20	2	8	70.4%	-0.82	0.0446	-0.049
0.3700	0.5800	11	55	72.0%	0.17	0.0412	-0.046	46.5	7.25	7.70		1	76.1%	-0.84	0.0417	-0.046
0.3300	0.4600	6	1,106	71.0%	0.15	0.0385	-0.044	47	7.55	8.00		9	68.6%	-0.85	0.0390	-0.043
0.3300	0.5000	4	29	75.0%	0.14	0.0359	-0.041	47.5	7.80	8.50		3	63.1%	-0.87	0.0364	-0.041
0.2500	0.4900	19	221	75.4%	0.13	0.0334	-0.039	48	8.50	8.95	3	16	71.2%	-0.88	0.0339	-0.039
0.2500	0.3700	13	131	77.1%	0.11	0.0289	-0.035	49	9.50	9.90		32	74.8%	-0.90	0.0295	-0.034
0.2000	0.2500	580	9,399	76.1%	0.09	0.0249	-0.031	50	10.35	11.15	9	6,720	83.5%	-0.92	0.0257	-0.030
0.1300	0.2500	12	118	77.9%	0.07	0.0215	-0.028	51	11.05	12.55		9	91.9%	-0.93	0.0225	-0.027
0.0100	0.1700	1	110	71.3%	0.06	0.0186	-0.025	52	12.05	13.65	1	28	100.2%	-0.94	0.0196	-0.024
0.1100	0.3400	1	136	90.0%	0.05	0.0160	-0.022	53	13.15	14.20	3	14	92.0%	-0.95	0.0172	-0.022
0.0200	0.1900	51	135	81.3%	0.05	0.0139	-0.019	54	14.20	15.90		11	122.0%	-0.96	0.0152	-0.021
0.0800	0.1600	138	1,789	87.1%	0.04	0.0120	-0.017	55	15.20	15.85	32	2,368	80.7%	-0.97	0.0137	-0.018

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 — Sep 18, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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OKLO option chain Oklo Inc.

Volatility smile — Sep 18, 2026

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