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 ±17.8% (32.78–46.93) · ATM IV 70.8% · P/C open interest 0.46

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
14.25	16.15			96.2%	0.98	0.0052	-0.001	25	0	0.5800		2	100.2%	-0.02	0.0052	-0.007
10.70	12.15			82.5%	0.93	0.0140	-0.012	29	0.0100	0.6300			75.5%	-0.07	0.0140	-0.016
9.80	10.65	1	1	64.5%	0.91	0.0171	-0.015	30	0.2000	0.5000	16	89	70.8%	-0.09	0.0171	-0.019
9.15	9.90			73.2%	0.89	0.0205	-0.019	31	0.4500	0.6100	7		72.9%	-0.11	0.0206	-0.023
8.35	8.95			71.1%	0.87	0.0241	-0.023	32	0.5900	0.7100	4	53	70.8%	-0.14	0.0242	-0.027
7.40	8.15			68.4%	0.83	0.0278	-0.027	33	0.7700	0.9700	9	31	71.3%	-0.17	0.0280	-0.030
6.85	7.45		1	72.3%	0.80	0.0315	-0.031	34	0.9900	1.19	5	4	70.5%	-0.20	0.0316	-0.034
6.05	6.70	48		70.4%	0.76	0.0349	-0.035	35	1.24	1.48	11	35	70.0%	-0.24	0.0351	-0.037
5.55	6.05		6	72.5%	0.72	0.0380	-0.039	36	1.55	1.93	10	13	71.2%	-0.28	0.0382	-0.041
4.95	5.45		2	72.8%	0.68	0.0406	-0.042	37	1.91	2.23		14	70.0%	-0.32	0.0409	-0.043
4.35	4.90	4	24	72.5%	0.64	0.0427	-0.044	38	2.32	2.69	13	136	70.2%	-0.37	0.0430	-0.045
3.80	4.20	161	43	70.4%	0.59	0.0441	-0.046	39	2.80	3.15		19	70.1%	-0.41	0.0444	-0.047
3.40	3.75	62	102	71.5%	0.55	0.0448	-0.047	40	3.30	3.70	7	31	70.2%	-0.46	0.0452	-0.048
2.93	3.35	3	10	71.4%	0.50	0.0449	-0.048	41	3.85	4.30	2	5	70.4%	-0.50	0.0453	-0.048
2.60	2.82	25	8	70.6%	0.46	0.0445	-0.048	42	4.50	4.85		3	70.2%	-0.54	0.0449	-0.048
2.25	2.57	1	7	71.7%	0.42	0.0436	-0.048	43	5.15	5.55	20	6	70.8%	-0.58	0.0440	-0.047
2.00	2.27	4	7	72.5%	0.38	0.0422	-0.047	44	5.85	6.25	2	16	71.1%	-0.62	0.0427	-0.046
1.68	2.09	31	24	73.1%	0.35	0.0406	-0.046	45	6.50	7.00	5	25	70.6%	-0.66	0.0411	-0.044
1.45	1.76	41	15	72.4%	0.31	0.0387	-0.044	46	7.35	7.95		9	73.9%	-0.69	0.0392	-0.042
1.27	1.50	3	2	72.4%	0.28	0.0366	-0.043	47	8.05	8.60		11	71.4%	-0.72	0.0372	-0.040
1.14	1.36	3	30	73.9%	0.25	0.0345	-0.041	48	8.85	9.40		14	71.1%	-0.75	0.0351	-0.038
0.9700	1.20	1	1	74.1%	0.23	0.0323	-0.039	49	9.80	10.30		6	73.6%	-0.78	0.0330	-0.036
0.9000	1.07	71	67	75.5%	0.21	0.0302	-0.037	50	10.70	11.30	3	7	76.4%	-0.80	0.0309	-0.034
0.7600	0.9600	6	58	75.8%	0.19	0.0281	-0.035	51	11.50	12.25		20	76.7%	-0.82	0.0288	-0.031
0.7000	0.8100	5	1,020	76.3%	0.17	0.0261	-0.033	52	12.40	13.15		11	77.4%	-0.84	0.0269	-0.029
0.6000	0.8000	10	7	78.0%	0.15	0.0242	-0.031	53	13.40	14.05	2	68	79.3%	-0.86	0.0250	-0.026
0.5500	0.6900	3	3	78.5%	0.14	0.0224	-0.029	54	14.30	15.00		11	80.1%	-0.87	0.0232	-0.024
0.4800	0.6500	13	18	79.7%	0.12	0.0207	-0.027	55	15.15	15.75		13	75.1%	-0.88	0.0215	-0.022

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 — Oct 09, 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 — Oct 09, 2026

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