OKLO option chain Oklo Inc.
Cboe delayed options data · as of 09:40 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 ±14.8% (23.73–32.00) · ATM IV 77.1% · P/C open interest 0.71
| 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 | |
| 7.55 | 8.85 | 97.7% | 0.95 | 0.0165 | -0.014 | 20 | 0.0100 | 0.2500 | 31 | 6 | 90.2% | -0.05 | 0.0165 | -0.014 | ||
| 6.65 | 7.70 | 83.0% | 0.93 | 0.0228 | -0.018 | 21 | 0.0100 | 0.4600 | 1 | 91.7% | -0.07 | 0.0228 | -0.018 | |||
| 5.45 | 6.50 | 0.90 | 0.0305 | -0.023 | 22 | 0.1500 | 0.3500 | 1 | 81.5% | -0.10 | 0.0306 | -0.023 | ||||
| 5.25 | 5.70 | 2 | 84.8% | 0.86 | 0.0395 | -0.029 | 23 | 0.3500 | 0.4700 | 11 | 1 | 81.9% | -0.14 | 0.0396 | -0.029 | |
| 4.25 | 4.80 | 2 | 25 | 75.0% | 0.81 | 0.0491 | -0.035 | 24 | 0.5500 | 0.6700 | 6 | 84 | 81.2% | -0.19 | 0.0493 | -0.035 |
| 3.55 | 4.20 | 570 | 597 | 79.4% | 0.76 | 0.0587 | -0.040 | 25 | 0.7900 | 1.03 | 163 | 485 | 82.3% | -0.24 | 0.0590 | -0.040 |
| 2.97 | 3.35 | 76.8% | 0.69 | 0.0671 | -0.044 | 26 | 1.05 | 1.27 | 26 | 71 | 78.0% | -0.31 | 0.0675 | -0.045 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 26.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.43 | 2.81 | 1 | 46 | 78.5% | 0.62 | 0.0734 | -0.048 | 27 | 1.52 | 1.70 | 41 | 119 | 79.2% | -0.39 | 0.0738 | -0.048 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 27.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.92 | 2.16 | 40 | 74 | 75.6% | 0.54 | 0.0768 | -0.049 | 28 | 1.93 | 2.26 | 21 | 331 | 78.7% | -0.46 | 0.0774 | -0.049 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 28.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.52 | 1.71 | 4 | 145 | 75.6% | 0.46 | 0.0771 | -0.049 | 29 | 2.51 | 2.83 | 14 | 191 | 78.8% | -0.54 | 0.0778 | -0.049 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 29.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.15 | 1.35 | 29 | 216 | 75.3% | 0.39 | 0.0746 | -0.047 | 30 | 3.15 | 3.40 | 57 | 471 | 77.3% | -0.61 | 0.0753 | -0.048 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 30.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.8900 | 1.04 | 42 | 590 | 75.4% | 0.33 | 0.0697 | -0.044 | 31 | 3.85 | 4.05 | 50 | 187 | 75.9% | -0.68 | 0.0705 | -0.045 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 31.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.7000 | 0.8400 | 34 | 226 | 77.1% | 0.27 | 0.0634 | -0.041 | 32 | 4.60 | 5.45 | 48 | 373 | 89.4% | -0.74 | 0.0643 | -0.041 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 32.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.5100 | 0.6500 | 8 | 112 | 76.9% | 0.22 | 0.0564 | -0.037 | 33 | 5.45 | 5.95 | 21 | 161 | 84.0% | -0.79 | 0.0573 | -0.037 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 33.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3800 | 0.6100 | 78 | 246 | 80.4% | 0.18 | 0.0493 | -0.033 | 34 | 6.30 | 6.80 | 9 | 487 | 84.6% | -0.83 | 0.0503 | -0.033 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 34.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2900 | 0.3900 | 83 | 215 | 78.1% | 0.15 | 0.0425 | -0.029 | 35 | 7.20 | 7.75 | 54 | 606 | 87.9% | -0.86 | 0.0436 | -0.029 |
| 0.1800 | 0.4200 | 25 | 306 | 81.9% | 0.12 | 0.0364 | -0.025 | 36 | 8.05 | 8.70 | 26 | 76 | 88.4% | -0.89 | 0.0375 | -0.026 |
| 0.1100 | 0.4200 | 109 | 111 | 85.3% | 0.10 | 0.0309 | -0.022 | 37 | 9.00 | 9.85 | 18 | 63 | 98.3% | -0.91 | 0.0320 | -0.023 |
| 0.0300 | 0.2200 | 49 | 228 | 77.0% | 0.08 | 0.0262 | -0.019 | 38 | 9.95 | 10.65 | 31 | 103 | 95.2% | -0.93 | 0.0272 | -0.020 |
| 0.0900 | 0.2500 | 43 | 141 | 87.4% | 0.06 | 0.0221 | -0.016 | 39 | 10.90 | 11.75 | 1 | 42 | 106.9% | -0.95 | 0.0230 | -0.017 |
| 0.0800 | 0.1400 | 79 | 794 | 84.8% | 0.05 | 0.0187 | -0.014 | 40 | 11.85 | 12.60 | 44 | 123 | 99.2% | -0.96 | 0.0194 | -0.015 |
| 0.0600 | 0.1100 | 28 | 301 | 85.3% | 0.04 | 0.0158 | -0.012 | 41 | 12.90 | 13.65 | 9 | 68 | 109.3% | -0.97 | 0.0162 | -0.013 |
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs