OKLO option chain Oklo Inc.
Cboe delayed options data · as of 18:41 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 ±25.6% (20.02–33.78) · ATM IV 79.9% · P/C open interest 0.27
| 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 | 7.90 | 1 | 126 | 77.8% | 0.85 | 0.0246 | -0.017 | 20 | 0.7100 | 0.7800 | 46 | 593 | 81.9% | -0.15 | 0.0248 | -0.018 |
| 5.90 | 6.15 | 3 | 192 | 81.8% | 0.77 | 0.0342 | -0.022 | 22.5 | 1.37 | 1.43 | 256 | 369 | 80.2% | -0.23 | 0.0344 | -0.023 |
| 4.40 | 4.55 | 39 | 87 | 79.8% | 0.66 | 0.0419 | -0.026 | 25 | 2.39 | 2.42 | 220 | 1,010 | 80.1% | -0.34 | 0.0423 | -0.026 |
| 2.37 | 2.41 | 260 | 650 | 79.9% | 0.44 | 0.0454 | -0.028 | 30 | 5.20 | 5.35 | 40 | 2,430 | 79.6% | -0.56 | 0.0461 | -0.028 |
| 1.21 | 1.25 | 161 | 1,644 | 80.5% | 0.27 | 0.0372 | -0.025 | 35 | 8.85 | 9.20 | 43 | 5,293 | 77.8% | -0.73 | 0.0383 | -0.024 |
| 0.6400 | 0.7100 | 150 | 5,514 | 83.2% | 0.17 | 0.0273 | -0.019 | 40 | 13.55 | 13.65 | 23 | 3,708 | 84.4% | -0.84 | 0.0287 | -0.019 |
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs