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 ±21.0% (21.70–33.26) · ATM IV 81.2% · P/C open interest 1.22
| 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 | |
| 7.65 | 8.30 | 84.8% | 0.90 | 0.0226 | -0.016 | 20 | 0.2400 | 0.5600 | 7 | 85.4% | -0.10 | 0.0226 | -0.017 | |||
| 6.90 | 7.35 | 83.3% | 0.87 | 0.0278 | -0.020 | 21 | 0.4900 | 0.6100 | 8 | 84.0% | -0.13 | 0.0279 | -0.021 | |||
| 6.15 | 6.60 | 84.5% | 0.83 | 0.0332 | -0.023 | 22 | 0.7200 | 0.8000 | 2 | 4 | 83.6% | -0.17 | 0.0333 | -0.024 | ||
| 5.40 | 5.80 | 1 | 82.5% | 0.79 | 0.0386 | -0.027 | 23 | 0.9300 | 1.05 | 5 | 6 | 82.0% | -0.21 | 0.0388 | -0.027 | |
| 4.70 | 5.05 | 80.8% | 0.75 | 0.0436 | -0.030 | 24 | 1.23 | 1.42 | 207 | 82.5% | -0.26 | 0.0438 | -0.030 | |||
| 4.05 | 4.45 | 6 | 80.7% | 0.69 | 0.0479 | -0.032 | 25 | 1.60 | 1.82 | 59 | 82.7% | -0.31 | 0.0482 | -0.033 | ||
| 3.50 | 3.90 | 5 | 81.1% | 0.64 | 0.0514 | -0.035 | 26 | 2.00 | 2.20 | 5 | 21 | 81.4% | -0.36 | 0.0517 | -0.035 | |
| 3.05 | 3.30 | 3 | 20 | 80.6% | 0.59 | 0.0537 | -0.036 | 27 | 2.51 | 2.70 | 83 | 81.8% | -0.42 | 0.0541 | -0.036 | |
| 2.57 | 2.84 | 4 | 17 | 80.1% | 0.53 | 0.0549 | -0.037 | 28 | 3.00 | 3.25 | 32 | 57 | 81.0% | -0.47 | 0.0554 | -0.037 |
| 2.19 | 2.40 | 60 | 79.8% | 0.48 | 0.0550 | -0.037 | 29 | 3.60 | 3.85 | 2 | 96 | 81.1% | -0.52 | 0.0556 | -0.037 | |
| 1.85 | 2.09 | 9 | 56 | 80.5% | 0.43 | 0.0542 | -0.036 | 30 | 4.25 | 4.50 | 1 | 93 | 81.1% | -0.57 | 0.0548 | -0.036 |
| 1.56 | 1.74 | 4 | 11 | 80.0% | 0.38 | 0.0524 | -0.035 | 31 | 4.95 | 5.20 | 12 | 46 | 81.3% | -0.62 | 0.0531 | -0.035 |
| 1.34 | 1.51 | 1 | 51 | 81.2% | 0.34 | 0.0501 | -0.034 | 32 | 5.45 | 5.95 | 2 | 21 | 77.9% | -0.67 | 0.0508 | -0.034 |
| 1.09 | 1.26 | 2 | 125 | 80.5% | 0.30 | 0.0473 | -0.032 | 33 | 6.45 | 6.70 | 4 | 32 | 81.1% | -0.71 | 0.0481 | -0.032 |
| 0.9300 | 1.06 | 1 | 53 | 81.0% | 0.26 | 0.0442 | -0.030 | 34 | 7.25 | 7.55 | 6 | 23 | 81.8% | -0.74 | 0.0451 | -0.030 |
| 0.7700 | 0.9100 | 5 | 158 | 81.3% | 0.23 | 0.0409 | -0.029 | 35 | 8.00 | 8.35 | 3 | 59 | 79.5% | -0.78 | 0.0419 | -0.028 |
| 0.6600 | 0.7800 | 1 | 29 | 82.1% | 0.20 | 0.0377 | -0.026 | 36 | 8.75 | 9.20 | 1 | 29 | 76.6% | -0.81 | 0.0387 | -0.026 |
| 0.5600 | 0.6700 | 4 | 18 | 82.8% | 0.18 | 0.0344 | -0.025 | 37 | 9.70 | 10.35 | 4 | 60 | 83.9% | -0.83 | 0.0356 | -0.024 |
| 0.4400 | 0.6300 | 27 | 83.9% | 0.15 | 0.0314 | -0.023 | 38 | 10.70 | 11.10 | 72 | 82.8% | -0.85 | 0.0326 | -0.022 | ||
| 0.4000 | 0.5500 | 46 | 85.4% | 0.14 | 0.0285 | -0.021 | 39 | 11.45 | 12.05 | 41 | 78.8% | -0.87 | 0.0298 | -0.021 | ||
| 0.3600 | 0.4200 | 17 | 100 | 85.0% | 0.12 | 0.0258 | -0.019 | 40 | 12.55 | 12.95 | 11 | 38 | 82.9% | -0.89 | 0.0271 | -0.019 |
| 0.2300 | 0.4300 | 1 | 61 | 85.3% | 0.10 | 0.0233 | -0.018 | 41 | 13.25 | 14.35 | 61 | 90.1% | -0.91 | 0.0247 | -0.017 | |
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs