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 ±30.2% (18.77–35.02) · ATM IV 77.4% · P/C open interest 0.54
| 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 | |
| 12.15 | 13.50 | 367 | 110.4% | 0.95 | 0.0096 | -0.006 | 15 | 0.2400 | 0.2900 | 20 | 1,915 | 83.7% | -0.06 | 0.0096 | -0.007 | |
| 10.05 | 10.30 | 208 | 80.0% | 0.90 | 0.0159 | -0.010 | 17.5 | 0.5400 | 0.6000 | 10 | 459 | 81.0% | -0.10 | 0.0160 | -0.011 | |
| 8.10 | 8.35 | 967 | 78.8% | 0.84 | 0.0233 | -0.014 | 20 | 1.02 | 1.11 | 22 | 5,196 | 78.6% | -0.16 | 0.0234 | -0.015 | |
| 6.25 | 6.60 | 3 | 218 | 75.5% | 0.76 | 0.0304 | -0.018 | 22.5 | 1.82 | 1.88 | 63 | 2,643 | 77.9% | -0.25 | 0.0307 | -0.018 |
| 5.05 | 5.20 | 14 | 399 | 77.9% | 0.66 | 0.0359 | -0.021 | 25 | 2.88 | 2.93 | 80 | 3,351 | 77.4% | -0.34 | 0.0364 | -0.021 |
| 4.15 | 4.25 | 28 | 584 | 78.0% | 0.59 | 0.0384 | -0.022 | 27 | 3.85 | 4.00 | 37 | 638 | 76.8% | -0.42 | 0.0391 | -0.022 |
| 2.97 | 3.10 | 84 | 1,549 | 77.3% | 0.48 | 0.0392 | -0.023 | 30 | 5.75 | 5.90 | 94 | 3,649 | 77.6% | -0.53 | 0.0401 | -0.023 |
| 2.39 | 2.49 | 49 | 913 | 77.2% | 0.41 | 0.0380 | -0.022 | 32 | 7.15 | 7.30 | 15 | 1,860 | 77.6% | -0.60 | 0.0390 | -0.022 |
| 1.76 | 1.83 | 76 | 1,684 | 78.0% | 0.33 | 0.0347 | -0.021 | 35 | 9.25 | 9.65 | 11 | 3,130 | 75.8% | -0.69 | 0.0360 | -0.021 |
| 1.45 | 1.50 | 276 | 6,688 | 78.9% | 0.28 | 0.0320 | -0.020 | 37 | 10.70 | 11.30 | 1 | 375 | 73.3% | -0.73 | 0.0335 | -0.020 |
| 1.05 | 1.12 | 133 | 3,049 | 79.6% | 0.22 | 0.0278 | -0.018 | 40 | 13.60 | 14.10 | 57 | 5,393 | 79.6% | -0.79 | 0.0295 | -0.018 |
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs