OKTA option chain Okta, Inc.
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 ±29.2% (133.90–244.10) · ATM IV 63.0% · P/C open interest 0.57
| 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 | |
| 96.00 | 99.20 | 3 | 71.0% | 0.97 | 0.0008 | -0.009 | 95 | 0 | 2.99 | 12 | 78.1% | -0.03 | 0.0008 | -0.022 | ||
| 90.95 | 94.50 | 4 | 67.1% | 0.96 | 0.0010 | -0.014 | 100 | 0.3700 | 2.25 | 7 | 71.2% | -0.04 | 0.0010 | -0.025 | ||
| 86.30 | 89.95 | 2 | 66.5% | 0.96 | 0.0012 | -0.019 | 105 | 0.7200 | 2.60 | 7 | 70.2% | -0.05 | 0.0012 | -0.030 | ||
| 81.80 | 85.50 | 13 | 66.4% | 0.95 | 0.0014 | -0.024 | 110 | 1.07 | 2.83 | 17 | 68.1% | -0.06 | 0.0015 | -0.034 | ||
| 77.55 | 81.00 | 2 | 66.3% | 0.93 | 0.0017 | -0.029 | 115 | 1.79 | 3.55 | 7 | 69.0% | -0.07 | 0.0017 | -0.039 | ||
| 73.80 | 76.75 | 2 | 67.9% | 0.92 | 0.0020 | -0.035 | 120 | 1.91 | 4.40 | 17 | 67.4% | -0.08 | 0.0020 | -0.044 | ||
| 68.85 | 72.50 | 15 | 65.1% | 0.91 | 0.0023 | -0.041 | 125 | 2.95 | 4.80 | 16 | 66.9% | -0.10 | 0.0023 | -0.050 | ||
| 64.90 | 68.50 | 109 | 65.3% | 0.89 | 0.0026 | -0.048 | 130 | 3.15 | 6.05 | 167 | 65.8% | -0.11 | 0.0026 | -0.056 | ||
| 60.95 | 64.10 | 242 | 64.1% | 0.87 | 0.0029 | -0.054 | 135 | 4.30 | 6.75 | 1 | 26 | 65.2% | -0.13 | 0.0030 | -0.062 | |
| 57.15 | 60.70 | 202 | 64.8% | 0.85 | 0.0032 | -0.060 | 140 | 5.85 | 7.00 | 54 | 64.1% | -0.15 | 0.0033 | -0.068 | ||
| 54.10 | 57.00 | 17 | 65.6% | 0.83 | 0.0036 | -0.067 | 145 | 7.00 | 8.45 | 64 | 64.1% | -0.17 | 0.0036 | -0.074 | ||
| 50.35 | 53.50 | 10 | 65.0% | 0.81 | 0.0039 | -0.073 | 150 | 8.00 | 11.15 | 128 | 65.3% | -0.20 | 0.0039 | -0.079 | ||
| 47.05 | 49.65 | 131 | 64.1% | 0.78 | 0.0042 | -0.079 | 155 | 10.25 | 11.50 | 3 | 28 | 64.3% | -0.22 | 0.0042 | -0.085 | |
| 43.85 | 46.55 | 1 | 19 | 64.1% | 0.76 | 0.0044 | -0.084 | 160 | 11.35 | 13.25 | 216 | 63.2% | -0.25 | 0.0045 | -0.090 | |
| 40.65 | 43.25 | 4 | 63.4% | 0.73 | 0.0047 | -0.089 | 165 | 14.00 | 15.75 | 6 | 52 | 65.0% | -0.27 | 0.0048 | -0.094 | |
| 37.75 | 40.30 | 3 | 39 | 63.3% | 0.70 | 0.0049 | -0.094 | 170 | 15.95 | 17.10 | 160 | 63.8% | -0.30 | 0.0050 | -0.099 | |
| 34.95 | 37.60 | 28 | 63.1% | 0.68 | 0.0052 | -0.098 | 175 | 17.50 | 20.05 | 95 | 63.8% | -0.33 | 0.0053 | -0.102 | ||
| 32.55 | 35.00 | 26 | 63.3% | 0.65 | 0.0053 | -0.101 | 180 | 19.80 | 21.85 | 49 | 62.9% | -0.36 | 0.0054 | -0.105 | ||
| 29.95 | 32.50 | 10 | 79 | 62.9% | 0.62 | 0.0055 | -0.104 | 185 | 22.00 | 24.65 | 1 | 78 | 62.8% | -0.39 | 0.0056 | -0.108 |
| 27.90 | 29.75 | 6 | 63 | 62.6% | 0.59 | 0.0056 | -0.106 | 190 | 25.00 | 27.55 | 1 | 36 | 63.4% | -0.42 | 0.0057 | -0.110 |
| 25.70 | 27.70 | 16 | 62.6% | 0.56 | 0.0057 | -0.108 | 195 | 27.85 | 30.05 | 28 | 63.0% | -0.44 | 0.0058 | -0.111 | ||
| 23.45 | 25.75 | 85 | 62.4% | 0.54 | 0.0057 | -0.109 | 200 | 30.50 | 33.30 | 55 | 63.0% | -0.47 | 0.0059 | -0.112 | ||
| 20.30 | 22.00 | 1 | 42 | 62.7% | 0.48 | 0.0057 | -0.110 | 210 | 37.15 | 39.40 | 10 | 63.0% | -0.53 | 0.0059 | -0.112 | |
| 16.65 | 19.15 | 1 | 75 | 62.4% | 0.43 | 0.0056 | -0.109 | 220 | 44.05 | 46.45 | 4 | 63.4% | -0.58 | 0.0059 | -0.110 | |
| 14.10 | 16.70 | 72 | 62.9% | 0.39 | 0.0055 | -0.106 | 230 | 51.40 | 53.50 | 3 | 63.2% | -0.63 | 0.0058 | -0.107 | ||
| 11.80 | 14.20 | 17 | 62.7% | 0.34 | 0.0053 | -0.103 | 240 | 59.10 | 61.50 | 15 | 63.7% | -0.67 | 0.0056 | -0.102 | ||
| 10.25 | 11.80 | 9 | 618 | 62.8% | 0.31 | 0.0050 | -0.098 | 250 | 67.20 | 69.40 | 49 | 63.7% | -0.71 | 0.0053 | -0.097 | |
| 8.85 | 10.05 | 104 | 63.1% | 0.27 | 0.0047 | -0.092 | 260 | 75.15 | 78.25 | 10 | 64.0% | -0.75 | 0.0051 | -0.091 | ||
| 6.60 | 9.40 | 68 | 63.1% | 0.24 | 0.0044 | -0.086 | 270 | 84.25 | 86.80 | 4 | 64.9% | -0.79 | 0.0048 | -0.085 | ||
| 5.40 | 6.95 | 145 | 61.3% | 0.21 | 0.0041 | -0.080 | 280 | 92.65 | 95.50 | 64.1% | -0.82 | 0.0045 | -0.078 | |||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.