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 ±38.1% (16.65–37.15) · ATM IV 76.8% · P/C open interest 1.31
| 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 | |
| 10.60 | 11.00 | 1 | 10 | 77.1% | 0.87 | 0.0152 | -0.009 | 17.5 | 1.06 | 1.16 | 29 | 79.0% | -0.13 | 0.0154 | -0.010 | |
| 9.00 | 9.20 | 1 | 64 | 77.9% | 0.81 | 0.0199 | -0.011 | 20 | 1.79 | 1.86 | 60 | 394 | 77.9% | -0.19 | 0.0202 | -0.012 |
| 7.45 | 7.70 | 44 | 76.6% | 0.74 | 0.0240 | -0.014 | 22.5 | 2.72 | 2.80 | 80 | 187 | 77.0% | -0.26 | 0.0245 | -0.014 | |
| 6.15 | 6.45 | 16 | 174 | 76.6% | 0.67 | 0.0271 | -0.015 | 25 | 3.90 | 4.00 | 53 | 7,206 | 77.0% | -0.33 | 0.0277 | -0.016 |
| 4.30 | 4.45 | 155 | 776 | 77.3% | 0.53 | 0.0298 | -0.017 | 30 | 6.85 | 7.00 | 3 | 1,697 | 77.1% | -0.48 | 0.0308 | -0.018 |
| 2.95 | 3.10 | 142 | 1,196 | 77.7% | 0.41 | 0.0288 | -0.017 | 35 | 10.45 | 10.65 | 2 | 2,434 | 77.6% | -0.60 | 0.0302 | -0.017 |
| 2.13 | 2.19 | 308 | 2,292 | 79.0% | 0.32 | 0.0259 | -0.016 | 40 | 13.90 | 14.75 | 1 | 3,361 | 72.9% | -0.70 | 0.0277 | -0.016 |
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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