OKLO option chain Oklo Inc.
Cboe delayed options data · as of 15:42 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 ±17.7% (22.62–32.33) · ATM IV 84.7% · P/C open interest 0.80
| 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 | |
| 7.35 | 8.30 | 96.0% | 0.92 | 0.0213 | -0.018 | 20 | 0.0600 | 0.4000 | 12 | 90.8% | -0.08 | 0.0213 | -0.019 | |||
| 6.70 | 7.20 | 94.1% | 0.89 | 0.0276 | -0.022 | 21 | 0.2000 | 0.4900 | 89.5% | -0.11 | 0.0276 | -0.024 | ||||
| 5.80 | 6.25 | 86.9% | 0.86 | 0.0346 | -0.028 | 22 | 0.4800 | 0.5500 | 1 | 5 | 89.2% | -0.14 | 0.0347 | -0.029 | ||
| 5.05 | 5.45 | 87.0% | 0.81 | 0.0418 | -0.033 | 23 | 0.6800 | 0.7500 | 13 | 4 | 87.8% | -0.19 | 0.0419 | -0.034 | ||
| 4.25 | 4.70 | 4 | 84.4% | 0.76 | 0.0488 | -0.038 | 24 | 0.9300 | 1.00 | 5 | 86.4% | -0.24 | 0.0489 | -0.039 | ||
| 3.75 | 4.00 | 207 | 86.8% | 0.71 | 0.0549 | -0.042 | 25 | 1.27 | 1.35 | 3 | 215 | 86.4% | -0.29 | 0.0552 | -0.043 | |
| 3.00 | 3.35 | 6 | 82.7% | 0.65 | 0.0598 | -0.045 | 26 | 1.66 | 1.75 | 3 | 10 | 85.9% | -0.36 | 0.0601 | -0.046 | |
| 2.55 | 2.83 | 101 | 233 | 84.1% | 0.58 | 0.0631 | -0.048 | 27 | 2.12 | 2.21 | 62 | 85 | 85.3% | -0.42 | 0.0634 | -0.048 |
| 2.20 | 2.32 | 103 | 43 | 85.1% | 0.52 | 0.0646 | -0.049 | 28 | 2.63 | 2.78 | 45 | 150 | 85.3% | -0.48 | 0.0649 | -0.049 |
| 1.78 | 1.90 | 10 | 172 | 84.3% | 0.46 | 0.0643 | -0.048 | 29 | 3.10 | 3.35 | 2 | 154 | 82.4% | -0.55 | 0.0647 | -0.048 |
| 1.45 | 1.59 | 63 | 812 | 85.0% | 0.40 | 0.0624 | -0.047 | 30 | 3.85 | 4.00 | 2 | 214 | 83.8% | -0.61 | 0.0630 | -0.047 |
| 1.17 | 1.30 | 23 | 76 | 85.0% | 0.34 | 0.0594 | -0.045 | 31 | 4.55 | 4.75 | 6 | 250 | 84.1% | -0.66 | 0.0599 | -0.045 |
| 0.9500 | 1.02 | 11 | 182 | 84.5% | 0.29 | 0.0554 | -0.042 | 32 | 5.30 | 5.55 | 156 | 84.6% | -0.71 | 0.0560 | -0.042 | |
| 0.7700 | 0.8400 | 4 | 235 | 85.2% | 0.25 | 0.0509 | -0.039 | 33 | 6.00 | 6.40 | 9 | 234 | 83.3% | -0.75 | 0.0516 | -0.038 |
| 0.6100 | 0.7000 | 3 | 84 | 85.9% | 0.21 | 0.0461 | -0.035 | 34 | 6.80 | 7.20 | 2 | 707 | 81.2% | -0.79 | 0.0468 | -0.035 |
| 0.4800 | 0.5600 | 32 | 286 | 85.9% | 0.18 | 0.0413 | -0.032 | 35 | 7.70 | 8.05 | 2 | 236 | 81.0% | -0.83 | 0.0421 | -0.032 |
| 0.3700 | 0.4700 | 3 | 166 | 86.4% | 0.15 | 0.0367 | -0.029 | 36 | 8.80 | 9.05 | 1 | 235 | 90.2% | -0.86 | 0.0375 | -0.028 |
| 0.3200 | 0.3800 | 5 | 99 | 87.7% | 0.13 | 0.0323 | -0.026 | 37 | 9.75 | 10.20 | 31 | 99.3% | -0.88 | 0.0332 | -0.025 | |
| 0.2600 | 0.3100 | 8 | 111 | 88.4% | 0.11 | 0.0284 | -0.023 | 38 | 10.60 | 10.90 | 1 | 306 | 89.9% | -0.90 | 0.0293 | -0.022 |
| 0.1900 | 0.3000 | 31 | 167 | 90.1% | 0.09 | 0.0248 | -0.020 | 39 | 11.15 | 12.25 | 19 | 90.8% | -0.92 | 0.0258 | -0.019 | |
| 0.1700 | 0.2200 | 52 | 181 | 90.2% | 0.08 | 0.0216 | -0.018 | 40 | 12.25 | 13.05 | 10 | 231 | 90.6% | -0.93 | 0.0226 | -0.017 |
| 0.0300 | 0.2300 | 58 | 87.3% | 0.06 | 0.0188 | -0.016 | 41 | 13.00 | 14.00 | 125 | -0.95 | 0.0198 | -0.015 | |||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs