OKLO option chain Oklo Inc.
Cboe delayed options data · as of 06:36 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 ±69.6% (11.99–66.94) · ATM IV 79.9% · P/C open interest 0.62
| 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 | |
| 22.50 | 24.70 | 162 | 80.0% | 0.90 | 0.0049 | -0.004 | 20 | 2.70 | 3.10 | 1 | 2,022 | 81.8% | -0.10 | 0.0051 | -0.007 | |
| 20.85 | 23.20 | 61 | 81.6% | 0.87 | 0.0059 | -0.005 | 23 | 3.75 | 4.10 | 95 | 80.6% | -0.13 | 0.0061 | -0.008 | ||
| 20.40 | 22.05 | 66 | 84.0% | 0.85 | 0.0065 | -0.006 | 25 | 4.55 | 5.10 | 639 | 81.1% | -0.16 | 0.0068 | -0.009 | ||
| 18.55 | 20.05 | 24 | 75.6% | 0.83 | 0.0071 | -0.007 | 27 | 5.25 | 5.80 | 140 | 79.2% | -0.18 | 0.0074 | -0.010 | ||
| 17.20 | 20.40 | 146 | 83.0% | 0.80 | 0.0078 | -0.009 | 30 | 6.85 | 7.30 | 155 | 79.9% | -0.21 | 0.0083 | -0.011 | ||
| 16.90 | 18.00 | 48 | 79.2% | 0.78 | 0.0083 | -0.009 | 32 | 7.95 | 8.75 | 226 | 81.5% | -0.23 | 0.0088 | -0.011 | ||
| 16.10 | 16.55 | 280 | 79.7% | 0.75 | 0.0089 | -0.010 | 35 | 9.65 | 10.05 | 369 | 80.1% | -0.26 | 0.0095 | -0.012 | ||
| 15.35 | 16.85 | 46 | 83.1% | 0.73 | 0.0092 | -0.011 | 37 | 10.50 | 11.30 | 2 | 344 | 79.2% | -0.28 | 0.0099 | -0.012 | |
| 13.50 | 15.30 | 3 | 668 | 78.6% | 0.70 | 0.0096 | -0.012 | 40 | 12.25 | 13.90 | 193 | 81.2% | -0.32 | 0.0104 | -0.013 | |
| 13.60 | 14.80 | 160 | 81.3% | 0.68 | 0.0099 | -0.012 | 42 | 14.10 | 15.40 | 250 | 83.5% | -0.34 | 0.0107 | -0.013 | ||
| 12.95 | 14.50 | 274 | 83.8% | 0.66 | 0.0102 | -0.013 | 45 | 15.10 | 17.45 | 383 | 80.5% | -0.36 | 0.0111 | -0.014 | ||
| 12.45 | 13.55 | 108 | 82.6% | 0.64 | 0.0103 | -0.013 | 47 | 16.70 | 18.75 | 40 | 80.8% | -0.38 | 0.0113 | -0.014 | ||
| 11.80 | 12.85 | 3 | 576 | 83.1% | 0.62 | 0.0105 | -0.013 | 50 | 19.70 | 20.50 | 6 | 468 | 82.2% | -0.41 | 0.0116 | -0.014 |
| 10.75 | 11.30 | 274 | 82.2% | 0.58 | 0.0106 | -0.014 | 55 | 22.55 | 24.90 | 593 | 81.7% | -0.45 | 0.0120 | -0.014 | ||
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 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs