OKTA option chain Okta, Inc.
Cboe delayed options data · as of 03:36 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 ±27.0% (117.38–204.12) · ATM IV 62.8% · P/C open interest 1.96
| 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 | |
| 78.75 | 82.00 | 37 | 73.6% | 0.98 | 0.0008 | 0.000 | 82.5 | 0.1300 | 0.6600 | 67 | 64.9% | -0.02 | 0.0008 | -0.012 | ||
| 76.40 | 79.60 | 66 | 72.3% | 0.98 | 0.0009 | 0.000 | 85 | 0.2100 | 0.7300 | 114 | 64.2% | -0.02 | 0.0009 | -0.014 | ||
| 74.20 | 77.15 | 27 | 70.9% | 0.97 | 0.0011 | 0.000 | 87.5 | 0.3000 | 0.8300 | 32 | 63.7% | -0.03 | 0.0011 | -0.016 | ||
| 72.10 | 74.90 | 112 | 72.7% | 0.97 | 0.0012 | 0.000 | 90 | 0.4800 | 1.25 | 194 | 66.3% | -0.03 | 0.0012 | -0.018 | ||
| 69.55 | 72.60 | 27 | 70.3% | 0.97 | 0.0014 | 0.000 | 92.5 | 0.5200 | 1.15 | 80 | 63.2% | -0.04 | 0.0014 | -0.020 | ||
| 67.25 | 70.30 | 47 | 69.4% | 0.96 | 0.0016 | 0.000 | 95 | 0.6400 | 1.20 | 175 | 61.9% | -0.04 | 0.0016 | -0.023 | ||
| 65.05 | 68.00 | 696 | 68.8% | 0.95 | 0.0018 | -0.002 | 97.5 | 0.9800 | 1.67 | 33 | 64.3% | -0.05 | 0.0018 | -0.025 | ||
| 62.95 | 65.95 | 128 | 69.6% | 0.95 | 0.0020 | -0.006 | 100 | 1.23 | 1.69 | 276 | 63.0% | -0.06 | 0.0020 | -0.028 | ||
| 58.50 | 61.50 | 6 | 45 | 67.7% | 0.93 | 0.0025 | -0.014 | 105 | 1.48 | 2.24 | 74 | 61.5% | -0.07 | 0.0025 | -0.034 | |
| 54.20 | 57.25 | 79 | 66.5% | 0.91 | 0.0030 | -0.022 | 110 | 2.00 | 3.00 | 104 | 61.1% | -0.09 | 0.0031 | -0.041 | ||
| 50.25 | 53.00 | 247 | 65.7% | 0.89 | 0.0036 | -0.031 | 115 | 2.76 | 3.85 | 156 | 60.9% | -0.12 | 0.0036 | -0.048 | ||
| 45.95 | 48.60 | 1 | 856 | 63.0% | 0.86 | 0.0041 | -0.039 | 120 | 3.65 | 4.95 | 496 | 60.8% | -0.14 | 0.0042 | -0.055 | |
| 42.40 | 45.30 | 1 | 381 | 64.2% | 0.83 | 0.0047 | -0.048 | 125 | 4.75 | 6.65 | 119 | 61.7% | -0.17 | 0.0047 | -0.062 | |
| 39.15 | 41.30 | 234 | 63.2% | 0.80 | 0.0052 | -0.056 | 130 | 6.25 | 7.90 | 835 | 61.5% | -0.20 | 0.0052 | -0.069 | ||
| 35.65 | 38.35 | 98 | 63.8% | 0.77 | 0.0056 | -0.064 | 135 | 7.65 | 9.15 | 104 | 60.5% | -0.23 | 0.0057 | -0.075 | ||
| 32.60 | 35.25 | 577 | 63.8% | 0.73 | 0.0061 | -0.071 | 140 | 10.35 | 11.00 | 132 | 62.1% | -0.27 | 0.0062 | -0.080 | ||
| 29.55 | 32.25 | 180 | 63.4% | 0.70 | 0.0064 | -0.077 | 145 | 12.30 | 12.85 | 135 | 61.7% | -0.31 | 0.0066 | -0.085 | ||
| 26.55 | 29.60 | 271 | 63.0% | 0.66 | 0.0068 | -0.083 | 150 | 14.45 | 15.00 | 1 | 124 | 61.6% | -0.34 | 0.0069 | -0.089 | |
| 24.50 | 26.55 | 125 | 62.9% | 0.63 | 0.0070 | -0.087 | 155 | 16.80 | 17.55 | 124 | 61.3% | -0.38 | 0.0071 | -0.092 | ||
| 22.15 | 24.70 | 2 | 114 | 63.6% | 0.59 | 0.0072 | -0.090 | 160 | 19.60 | 20.30 | 122 | 62.0% | -0.42 | 0.0073 | -0.094 | |
| 19.85 | 22.55 | 1 | 58 | 63.4% | 0.56 | 0.0073 | -0.093 | 165 | 22.15 | 23.20 | 127 | 61.5% | -0.45 | 0.0075 | -0.095 | |
| 17.95 | 20.50 | 1 | 169 | 63.4% | 0.52 | 0.0073 | -0.095 | 170 | 25.40 | 26.25 | 184 | 62.1% | -0.49 | 0.0075 | -0.095 | |
| 16.20 | 18.00 | 6 | 181 | 62.5% | 0.49 | 0.0073 | -0.095 | 175 | 28.55 | 29.65 | 18 | 62.5% | -0.52 | 0.0076 | -0.094 | |
| 14.50 | 16.90 | 195 | 63.3% | 0.45 | 0.0073 | -0.096 | 180 | 31.85 | 32.85 | 3 | 62.4% | -0.56 | 0.0075 | -0.093 | ||
| 13.10 | 15.35 | 202 | 63.5% | 0.42 | 0.0072 | -0.095 | 185 | 35.40 | 36.30 | 62.5% | -0.59 | 0.0074 | -0.091 | |||
| 11.90 | 13.90 | 1 | 440 | 63.7% | 0.39 | 0.0070 | -0.094 | 190 | 39.05 | 40.05 | 5 | 62.5% | -0.62 | 0.0073 | -0.088 | |
| 10.65 | 12.65 | 120 | 63.7% | 0.37 | 0.0068 | -0.092 | 195 | 41.00 | 43.90 | 11 | 60.1% | -0.65 | 0.0071 | -0.085 | ||
| 9.65 | 11.50 | 323 | 64.0% | 0.34 | 0.0066 | -0.090 | 200 | 44.90 | 47.95 | 5 | 60.4% | -0.68 | 0.0070 | -0.082 | ||
| 7.85 | 9.45 | 92 | 64.3% | 0.29 | 0.0062 | -0.085 | 210 | 53.00 | 56.00 | 60.3% | -0.73 | 0.0065 | -0.074 | |||
| 6.35 | 7.80 | 12 | 64.5% | 0.25 | 0.0056 | -0.079 | 220 | 61.60 | 64.40 | 60.3% | -0.77 | 0.0061 | -0.065 | |||
| 5.15 | 6.40 | 93 | 64.8% | 0.21 | 0.0051 | -0.073 | 230 | 70.30 | 73.15 | 59.8% | -0.81 | 0.0056 | -0.056 | |||
| 4.10 | 5.00 | 6 | 64.3% | 0.18 | 0.0046 | -0.066 | 240 | 79.35 | 82.10 | 59.0% | -0.85 | 0.0051 | -0.046 | |||
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