OKTA option chain Okta, Inc.
Cboe delayed options data · as of 12:41 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 ±26.1% (138.95–237.05) · ATM IV 66.2% · P/C open interest 0.84
| 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 | |
| 94.95 | 97.70 | 1,044 | 59.9% | 0.98 | 0.0007 | -0.003 | 95 | 0 | 1.25 | 1,320 | 77.6% | -0.02 | 0.0007 | -0.020 | ||
| 92.35 | 95.95 | 76 | 69.7% | 0.98 | 0.0008 | -0.005 | 97.5 | 0 | 2.73 | 53 | 87.2% | -0.02 | 0.0008 | -0.022 | ||
| 90.45 | 93.50 | 769 | 74.0% | 0.97 | 0.0009 | -0.008 | 100 | 0.4500 | 1.50 | 1,219 | 78.8% | -0.03 | 0.0009 | -0.024 | ||
| 85.60 | 88.90 | 50 | 72.8% | 0.97 | 0.0011 | -0.014 | 105 | 0.3200 | 1.85 | 226 | 75.2% | -0.03 | 0.0011 | -0.029 | ||
| 81.05 | 84.30 | 1,859 | 72.8% | 0.96 | 0.0013 | -0.020 | 110 | 0.8100 | 1.70 | 17 | 197 | 72.4% | -0.04 | 0.0013 | -0.035 | |
| 76.50 | 79.75 | 461 | 72.1% | 0.95 | 0.0016 | -0.027 | 115 | 1.03 | 2.37 | 79 | 72.3% | -0.05 | 0.0016 | -0.041 | ||
| 72.00 | 75.30 | 403 | 71.4% | 0.94 | 0.0019 | -0.035 | 120 | 1.85 | 2.39 | 2 | 578 | 71.1% | -0.07 | 0.0019 | -0.048 | |
| 67.75 | 70.25 | 372 | 68.6% | 0.92 | 0.0022 | -0.043 | 125 | 2.04 | 3.35 | 191 | 70.5% | -0.08 | 0.0022 | -0.055 | ||
| 63.40 | 65.95 | 3,661 | 67.9% | 0.91 | 0.0026 | -0.051 | 130 | 2.91 | 3.80 | 32 | 1,111 | 69.8% | -0.10 | 0.0026 | -0.063 | |
| 59.10 | 62.50 | 518 | 69.2% | 0.89 | 0.0030 | -0.060 | 135 | 2.92 | 5.80 | 69 | 70.3% | -0.12 | 0.0030 | -0.071 | ||
| 55.20 | 58.50 | 1 | 815 | 69.0% | 0.87 | 0.0034 | -0.069 | 140 | 3.80 | 5.80 | 30 | 188 | 67.3% | -0.14 | 0.0034 | -0.079 |
| 51.45 | 54.65 | 10 | 525 | 68.9% | 0.84 | 0.0038 | -0.078 | 145 | 4.80 | 7.35 | 498 | 67.9% | -0.16 | 0.0038 | -0.087 | |
| 47.75 | 50.90 | 51 | 749 | 68.4% | 0.82 | 0.0042 | -0.086 | 150 | 6.20 | 8.80 | 2 | 225 | 68.3% | -0.18 | 0.0042 | -0.095 |
| 44.25 | 47.00 | 75 | 67.5% | 0.79 | 0.0045 | -0.095 | 155 | 8.60 | 9.70 | 32 | 404 | 68.9% | -0.21 | 0.0046 | -0.102 | |
| 40.85 | 43.20 | 2 | 1,024 | 66.5% | 0.77 | 0.0049 | -0.102 | 160 | 9.70 | 10.95 | 161 | 67.1% | -0.24 | 0.0050 | -0.109 | |
| 37.50 | 40.45 | 1,234 | 66.8% | 0.74 | 0.0052 | -0.110 | 165 | 10.75 | 13.55 | 1 | 145 | 67.1% | -0.27 | 0.0053 | -0.116 | |
| 34.30 | 37.35 | 1 | 685 | 66.2% | 0.71 | 0.0055 | -0.116 | 170 | 12.65 | 15.25 | 1 | 294 | 66.5% | -0.30 | 0.0056 | -0.121 |
| 31.50 | 34.10 | 137 | 65.6% | 0.68 | 0.0058 | -0.121 | 175 | 14.65 | 17.55 | 488 | 66.5% | -0.33 | 0.0059 | -0.126 | ||
| 28.90 | 31.80 | 618 | 66.2% | 0.64 | 0.0060 | -0.126 | 180 | 16.95 | 19.90 | 1 | 117 | 66.5% | -0.36 | 0.0061 | -0.130 | |
| 26.45 | 29.25 | 417 | 66.1% | 0.61 | 0.0062 | -0.130 | 185 | 19.25 | 22.20 | 1 | 149 | 65.9% | -0.39 | 0.0063 | -0.133 | |
| 25.00 | 26.70 | 12 | 338 | 66.9% | 0.58 | 0.0064 | -0.133 | 190 | 21.85 | 24.55 | 11 | 77 | 65.4% | -0.43 | 0.0065 | -0.136 |
| 22.25 | 24.55 | 13 | 237 | 66.1% | 0.55 | 0.0064 | -0.134 | 195 | 24.90 | 27.60 | 2 | 161 | 66.0% | -0.46 | 0.0066 | -0.137 |
| 20.40 | 22.55 | 114 | 779 | 66.3% | 0.52 | 0.0065 | -0.136 | 200 | 27.70 | 30.65 | 6 | 137 | 65.8% | -0.49 | 0.0066 | -0.137 |
| 16.30 | 19.00 | 3 | 225 | 65.6% | 0.46 | 0.0065 | -0.135 | 210 | 34.25 | 37.00 | 2 | 194 | 66.0% | -0.55 | 0.0066 | -0.136 |
| 13.15 | 15.95 | 11 | 766 | 65.4% | 0.40 | 0.0063 | -0.132 | 220 | 41.05 | 44.05 | 38 | 66.0% | -0.61 | 0.0065 | -0.132 | |
| 10.60 | 13.75 | 7 | 310 | 65.9% | 0.35 | 0.0060 | -0.127 | 230 | 48.60 | 50.85 | 211 | 65.2% | -0.66 | 0.0062 | -0.125 | |
| 8.50 | 11.30 | 152 | 65.6% | 0.30 | 0.0057 | -0.120 | 240 | 56.40 | 59.30 | 397 | 66.0% | -0.71 | 0.0059 | -0.117 | ||
| 6.95 | 9.60 | 24 | 118 | 66.1% | 0.26 | 0.0052 | -0.112 | 250 | 64.75 | 67.65 | 3 | 66.5% | -0.75 | 0.0055 | -0.108 | |
| 5.75 | 6.85 | 4 | 259 | 64.4% | 0.23 | 0.0048 | -0.104 | 260 | 73.35 | 75.65 | 4 | 65.6% | -0.79 | 0.0052 | -0.099 | |
| 4.90 | 6.60 | 72 | 303 | 67.0% | 0.19 | 0.0044 | -0.095 | 270 | 81.75 | 85.05 | 61 | 65.9% | -0.83 | 0.0048 | -0.090 | |
| 3.30 | 5.90 | 23 | 472 | 66.5% | 0.17 | 0.0040 | -0.087 | 280 | 90.90 | 93.65 | 9 | 64.9% | -0.86 | 0.0044 | -0.080 | |
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