OKTA option chain Okta, 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 ±15.1% (162.19–220.04) · ATM IV 58.1% · P/C open interest 0.96
| 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 | |
| 80.60 | 84.10 | 85.4% | 0.99 | 0.0005 | -0.007 | 110 | 0 | 0.9900 | 4 | 91.0% | -0.01 | 0.0005 | -0.015 | |||
| 75.70 | 79.15 | 81.1% | 0.99 | 0.0007 | -0.011 | 115 | 0 | 2.19 | 98.4% | -0.01 | 0.0007 | -0.018 | ||||
| 70.75 | 74.25 | 76.7% | 0.98 | 0.0009 | -0.016 | 120 | 0 | 1.78 | 87.6% | -0.02 | 0.0009 | -0.023 | ||||
| 66.05 | 69.35 | 75.4% | 0.98 | 0.0012 | -0.022 | 125 | 0 | 1.77 | 81.0% | -0.02 | 0.0012 | -0.028 | ||||
| 61.30 | 64.50 | 73.0% | 0.97 | 0.0016 | -0.029 | 130 | 0 | 1.41 | 71.5% | -0.03 | 0.0016 | -0.035 | ||||
| 56.65 | 59.70 | 1 | 71.2% | 0.96 | 0.0021 | -0.038 | 135 | 0 | 2.62 | 75.1% | -0.04 | 0.0021 | -0.044 | |||
| 51.75 | 55.00 | 67.6% | 0.95 | 0.0027 | -0.050 | 140 | 0.0800 | 2.88 | 71.0% | -0.05 | 0.0027 | -0.055 | ||||
| 47.15 | 50.40 | 65.9% | 0.93 | 0.0034 | -0.063 | 145 | 0.3200 | 3.25 | 68.0% | -0.07 | 0.0034 | -0.068 | ||||
| 42.90 | 45.95 | 31 | 65.7% | 0.91 | 0.0043 | -0.078 | 150 | 1.05 | 3.75 | 1 | 67.3% | -0.09 | 0.0043 | -0.082 | ||
| 38.65 | 41.65 | 64.7% | 0.88 | 0.0052 | -0.094 | 155 | 1.48 | 3.40 | 3 | 4 | 61.1% | -0.12 | 0.0052 | -0.098 | ||
| 34.55 | 37.50 | 63.8% | 0.85 | 0.0062 | -0.112 | 160 | 2.40 | 3.55 | 1 | 5 | 58.5% | -0.15 | 0.0062 | -0.115 | ||
| 30.15 | 33.60 | 61.6% | 0.81 | 0.0072 | -0.129 | 165 | 2.78 | 4.60 | 12 | 56.2% | -0.19 | 0.0072 | -0.132 | |||
| 26.40 | 29.95 | 10 | 61.4% | 0.77 | 0.0081 | -0.145 | 170 | 4.35 | 7.20 | 1 | 2 | 60.5% | -0.24 | 0.0082 | -0.148 | |
| 23.00 | 26.55 | 60.8% | 0.72 | 0.0090 | -0.160 | 175 | 5.70 | 7.20 | 1 | 3 | 56.0% | -0.28 | 0.0090 | -0.163 | ||
| 20.10 | 23.35 | 1 | 60.9% | 0.67 | 0.0097 | -0.172 | 180 | 7.50 | 10.50 | 3 | 11 | 59.2% | -0.33 | 0.0098 | -0.174 | |
| 17.50 | 20.35 | 12 | 24 | 61.1% | 0.62 | 0.0102 | -0.181 | 185 | 9.60 | 12.05 | 2 | 5 | 57.8% | -0.38 | 0.0103 | -0.183 |
| 14.40 | 17.60 | 1 | 59.6% | 0.57 | 0.0106 | -0.186 | 190 | 11.50 | 14.35 | 3 | 3 | 56.5% | -0.44 | 0.0107 | -0.188 | |
| 11.95 | 15.25 | 10 | 59.0% | 0.51 | 0.0108 | -0.188 | 195 | 14.05 | 16.85 | 10 | 24 | 55.9% | -0.49 | 0.0109 | -0.190 | |
| 10.35 | 13.15 | 2 | 1 | 59.8% | 0.46 | 0.0107 | -0.187 | 200 | 16.85 | 19.80 | 1 | 8 | 55.5% | -0.54 | 0.0109 | -0.189 |
| 8.70 | 11.40 | 60.2% | 0.41 | 0.0105 | -0.183 | 205 | 20.00 | 23.05 | 2 | 14 | 55.3% | -0.60 | 0.0107 | -0.184 | ||
| 6.95 | 9.90 | 1 | 60.0% | 0.36 | 0.0102 | -0.176 | 210 | 23.45 | 26.55 | 1 | 55.3% | -0.64 | 0.0103 | -0.177 | ||
| 5.80 | 8.60 | 2 | 60.6% | 0.32 | 0.0096 | -0.167 | 215 | 27.10 | 30.45 | 16 | 55.6% | -0.69 | 0.0099 | -0.169 | ||
| 4.75 | 7.50 | 1 | 4 | 61.1% | 0.28 | 0.0091 | -0.157 | 220 | 31.05 | 34.55 | 26 | 56.2% | -0.73 | 0.0093 | -0.158 | |
| 2.99 | 6.05 | 1 | 3 | 58.0% | 0.24 | 0.0084 | -0.146 | 225 | 35.15 | 38.85 | 1 | 56.5% | -0.77 | 0.0086 | -0.147 | |
| 3.20 | 5.80 | 3 | 62.4% | 0.21 | 0.0077 | -0.134 | 230 | 39.35 | 42.80 | 56.0% | -0.80 | 0.0080 | -0.135 | |||
| 2.06 | 4.95 | 6 | 6 | 61.0% | 0.18 | 0.0070 | -0.122 | 235 | 43.70 | 47.00 | 55.2% | -0.83 | 0.0073 | -0.123 | ||
| 1.70 | 3.90 | 2 | 12 | 60.4% | 0.15 | 0.0063 | -0.111 | 240 | 48.20 | 51.50 | 55.1% | -0.86 | 0.0066 | -0.112 | ||
| 1.36 | 3.95 | 3 | 63.1% | 0.13 | 0.0056 | -0.101 | 245 | 52.95 | 56.65 | 58.2% | -0.88 | 0.0060 | -0.101 | |||
| 1.50 | 3.75 | 22 | 66.4% | 0.11 | 0.0050 | -0.091 | 250 | 57.45 | 60.85 | 54.7% | -0.90 | 0.0054 | -0.091 | |||
| 0.3100 | 3.45 | 1 | 63.8% | 0.10 | 0.0044 | -0.082 | 255 | 62.15 | 65.95 | 56.4% | -0.92 | 0.0048 | -0.082 | |||
| 0.0300 | 3.20 | 1 | 64.5% | 0.08 | 0.0039 | -0.073 | 260 | 67.00 | 70.85 | 1 | 57.4% | -0.93 | 0.0043 | -0.074 | ||
| 0 | 2.98 | 6 | 66.2% | 0.07 | 0.0035 | -0.066 | 265 | 71.85 | 75.45 | 52.8% | -0.95 | 0.0039 | -0.067 | |||
| 0.2000 | 1.51 | 9 | 61.4% | 0.06 | 0.0031 | -0.060 | 270 | 76.75 | 80.45 | -0.96 | 0.0034 | -0.060 | ||||
| 0 | 2.68 | 70.1% | 0.05 | 0.0028 | -0.054 | 275 | 81.65 | 85.15 | -0.97 | 0.0031 | -0.056 | |||||
| 0 | 2.57 | 8 | 72.1% | 0.05 | 0.0024 | -0.049 | 280 | 87.15 | 90.55 | 66.6% | -0.97 | 0.0028 | -0.049 | |||
| 0 | 2.48 | 74.1% | 0.04 | 0.0022 | -0.045 | 285 | 91.95 | 95.70 | 66.5% | -0.98 | 0.0026 | -0.042 | ||||
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