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 ±34.2% (124.30–253.70) · ATM IV 67.0% · P/C open interest 0.63
| 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 | |
| 96.95 | 100.35 | 21 | 72.7% | 0.96 | 0.0010 | -0.010 | 95 | 0.1300 | 3.40 | 407 | 73.4% | -0.04 | 0.0010 | -0.025 | ||
| 94.50 | 98.00 | 3 | 70.9% | 0.96 | 0.0011 | -0.013 | 97.5 | 0.3400 | 3.55 | 1 | 72.7% | -0.04 | 0.0011 | -0.027 | ||
| 92.20 | 95.90 | 416 | 70.8% | 0.95 | 0.0012 | -0.015 | 100 | 0.7500 | 2.49 | 69 | 67.5% | -0.05 | 0.0012 | -0.029 | ||
| 88.20 | 91.50 | 62 | 71.6% | 0.94 | 0.0014 | -0.020 | 105 | 2.01 | 4.00 | 16 | 73.7% | -0.06 | 0.0014 | -0.034 | ||
| 84.15 | 87.20 | 55 | 71.6% | 0.93 | 0.0016 | -0.025 | 110 | 2.89 | 3.45 | 7 | 70.1% | -0.07 | 0.0016 | -0.038 | ||
| 80.05 | 82.45 | 21 | 69.7% | 0.92 | 0.0018 | -0.031 | 115 | 3.35 | 4.30 | 1 | 20 | 69.3% | -0.08 | 0.0018 | -0.043 | |
| 75.45 | 79.00 | 68 | 69.5% | 0.90 | 0.0020 | -0.037 | 120 | 3.95 | 5.10 | 3 | 22 | 68.3% | -0.10 | 0.0021 | -0.048 | |
| 71.40 | 75.00 | 12 | 68.9% | 0.89 | 0.0023 | -0.043 | 125 | 4.75 | 6.20 | 55 | 68.0% | -0.12 | 0.0023 | -0.054 | ||
| 67.70 | 70.65 | 34 | 67.8% | 0.87 | 0.0025 | -0.049 | 130 | 5.55 | 8.25 | 55 | 69.1% | -0.13 | 0.0026 | -0.059 | ||
| 64.00 | 67.50 | 44 | 68.6% | 0.85 | 0.0028 | -0.054 | 135 | 6.80 | 9.60 | 56 | 69.1% | -0.15 | 0.0028 | -0.064 | ||
| 60.55 | 64.00 | 18 | 68.6% | 0.83 | 0.0030 | -0.060 | 140 | 8.05 | 10.75 | 249 | 68.3% | -0.17 | 0.0031 | -0.069 | ||
| 56.95 | 60.55 | 226 | 68.1% | 0.81 | 0.0032 | -0.066 | 145 | 10.55 | 11.45 | 70 | 68.4% | -0.19 | 0.0033 | -0.074 | ||
| 54.05 | 57.05 | 519 | 68.2% | 0.79 | 0.0035 | -0.071 | 150 | 11.45 | 13.50 | 7 | 45 | 67.8% | -0.21 | 0.0035 | -0.079 | |
| 51.15 | 53.50 | 21 | 63 | 67.8% | 0.77 | 0.0037 | -0.076 | 155 | 13.15 | 15.65 | 3 | 39 | 68.0% | -0.24 | 0.0038 | -0.083 |
| 48.10 | 50.50 | 17 | 67.6% | 0.75 | 0.0039 | -0.081 | 160 | 15.00 | 16.80 | 47 | 66.8% | -0.26 | 0.0040 | -0.087 | ||
| 44.95 | 47.60 | 1 | 19 | 67.1% | 0.72 | 0.0040 | -0.085 | 165 | 16.95 | 19.55 | 1 | 15 | 67.4% | -0.28 | 0.0041 | -0.091 |
| 42.35 | 44.90 | 17 | 67.2% | 0.70 | 0.0042 | -0.089 | 170 | 19.10 | 21.80 | 2 | 22 | 67.3% | -0.31 | 0.0043 | -0.094 | |
| 39.70 | 42.30 | 22 | 67.1% | 0.68 | 0.0044 | -0.092 | 175 | 21.45 | 23.60 | 47 | 66.6% | -0.33 | 0.0045 | -0.097 | ||
| 37.10 | 39.85 | 149 | 66.8% | 0.65 | 0.0045 | -0.095 | 180 | 23.70 | 26.50 | 55 | 66.8% | -0.35 | 0.0046 | -0.100 | ||
| 34.80 | 37.50 | 106 | 66.8% | 0.63 | 0.0046 | -0.098 | 185 | 27.15 | 28.45 | 81 | 66.9% | -0.38 | 0.0047 | -0.102 | ||
| 32.80 | 35.30 | 1 | 138 | 67.0% | 0.61 | 0.0047 | -0.100 | 190 | 29.25 | 32.05 | 55 | 67.1% | -0.40 | 0.0048 | -0.103 | |
| 30.40 | 33.30 | 10 | 215 | 66.7% | 0.58 | 0.0048 | -0.102 | 195 | 32.10 | 34.85 | 51 | 67.0% | -0.43 | 0.0049 | -0.105 | |
| 28.70 | 31.35 | 1 | 146 | 67.0% | 0.56 | 0.0048 | -0.103 | 200 | 35.10 | 37.65 | 1 | 178 | 66.8% | -0.45 | 0.0050 | -0.105 |
| 24.90 | 27.75 | 133 | 66.7% | 0.51 | 0.0049 | -0.104 | 210 | 41.40 | 44.25 | 213 | 67.0% | -0.50 | 0.0050 | -0.106 | ||
| 21.60 | 24.45 | 114 | 66.5% | 0.47 | 0.0048 | -0.105 | 220 | 48.10 | 51.00 | 98 | 67.0% | -0.54 | 0.0051 | -0.105 | ||
| 19.25 | 21.70 | 96 | 67.0% | 0.43 | 0.0048 | -0.103 | 230 | 55.45 | 57.75 | 175 | 66.8% | -0.58 | 0.0050 | -0.103 | ||
| 16.95 | 19.15 | 78 | 67.2% | 0.39 | 0.0047 | -0.101 | 240 | 62.70 | 65.95 | 69 | 67.4% | -0.62 | 0.0050 | -0.100 | ||
| 14.35 | 16.70 | 100 | 66.5% | 0.36 | 0.0045 | -0.099 | 250 | 70.50 | 73.25 | 19 | 67.0% | -0.66 | 0.0048 | -0.096 | ||
| 12.55 | 14.75 | 96 | 66.6% | 0.32 | 0.0044 | -0.095 | 260 | 78.70 | 81.55 | 14 | 67.4% | -0.70 | 0.0047 | -0.092 | ||
| 10.75 | 13.05 | 144 | 66.5% | 0.29 | 0.0042 | -0.091 | 270 | 87.00 | 89.65 | 3 | 67.2% | -0.73 | 0.0045 | -0.087 | ||
| 9.15 | 11.30 | 3 | 196 | 66.0% | 0.26 | 0.0040 | -0.087 | 280 | 95.45 | 98.30 | 2 | 67.2% | -0.76 | 0.0044 | -0.082 | |
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.