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 ±34.4% (125.46–256.76) · ATM IV 67.7% · 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 | |
| 96.85 | 100.00 | 3 | 78.3% | 0.96 | 0.0010 | -0.018 | 97.5 | 1.46 | 3.55 | 1 | 77.8% | -0.05 | 0.0010 | -0.028 | ||
| 94.50 | 97.75 | 416 | 77.0% | 0.95 | 0.0011 | -0.021 | 100 | 1.79 | 2.60 | 69 | 73.0% | -0.05 | 0.0011 | -0.030 | ||
| 90.20 | 93.40 | 62 | 76.1% | 0.94 | 0.0013 | -0.026 | 105 | 2.30 | 3.45 | 16 | 73.3% | -0.06 | 0.0013 | -0.035 | ||
| 85.90 | 89.10 | 55 | 74.9% | 0.93 | 0.0015 | -0.031 | 110 | 2.90 | 3.60 | 7 | 71.1% | -0.07 | 0.0015 | -0.040 | ||
| 81.65 | 84.90 | 21 | 73.8% | 0.92 | 0.0018 | -0.036 | 115 | 3.55 | 4.65 | 1 | 20 | 71.3% | -0.08 | 0.0018 | -0.045 | |
| 77.60 | 80.10 | 68 | 71.4% | 0.90 | 0.0020 | -0.042 | 120 | 4.40 | 5.60 | 1 | 22 | 71.1% | -0.10 | 0.0020 | -0.050 | |
| 73.75 | 76.90 | 12 | 72.7% | 0.89 | 0.0022 | -0.047 | 125 | 5.15 | 6.90 | 55 | 71.0% | -0.11 | 0.0022 | -0.055 | ||
| 69.90 | 73.00 | 34 | 72.0% | 0.87 | 0.0024 | -0.053 | 130 | 6.15 | 7.90 | 55 | 70.2% | -0.13 | 0.0025 | -0.060 | ||
| 66.15 | 69.30 | 44 | 71.5% | 0.85 | 0.0027 | -0.059 | 135 | 7.40 | 9.15 | 56 | 70.0% | -0.15 | 0.0027 | -0.066 | ||
| 62.40 | 65.35 | 18 | 70.1% | 0.83 | 0.0029 | -0.064 | 140 | 8.65 | 10.70 | 249 | 69.9% | -0.17 | 0.0030 | -0.071 | ||
| 59.15 | 62.30 | 226 | 70.7% | 0.81 | 0.0031 | -0.070 | 145 | 10.20 | 11.70 | 70 | 69.0% | -0.19 | 0.0032 | -0.076 | ||
| 55.85 | 58.75 | 519 | 70.1% | 0.79 | 0.0034 | -0.074 | 150 | 12.20 | 12.75 | 7 | 45 | 68.5% | -0.21 | 0.0034 | -0.080 | |
| 52.65 | 55.65 | 63 | 69.8% | 0.77 | 0.0036 | -0.079 | 155 | 13.85 | 14.60 | 3 | 39 | 68.4% | -0.23 | 0.0036 | -0.085 | |
| 49.75 | 52.20 | 17 | 69.2% | 0.75 | 0.0038 | -0.084 | 160 | 15.25 | 17.10 | 47 | 68.4% | -0.25 | 0.0038 | -0.089 | ||
| 47.00 | 49.60 | 19 | 69.6% | 0.73 | 0.0039 | -0.088 | 165 | 17.15 | 18.50 | 1 | 15 | 67.3% | -0.28 | 0.0040 | -0.093 | |
| 44.15 | 46.90 | 17 | 69.3% | 0.70 | 0.0041 | -0.092 | 170 | 19.15 | 21.25 | 1 | 22 | 67.7% | -0.30 | 0.0042 | -0.096 | |
| 41.65 | 44.20 | 22 | 69.3% | 0.68 | 0.0042 | -0.095 | 175 | 21.30 | 23.40 | 47 | 67.2% | -0.32 | 0.0044 | -0.099 | ||
| 39.05 | 41.60 | 149 | 68.9% | 0.66 | 0.0044 | -0.098 | 180 | 23.75 | 25.85 | 55 | 67.2% | -0.35 | 0.0045 | -0.102 | ||
| 36.95 | 39.35 | 106 | 69.2% | 0.64 | 0.0045 | -0.100 | 185 | 26.95 | 28.35 | 81 | 67.7% | -0.37 | 0.0046 | -0.104 | ||
| 34.50 | 37.05 | 138 | 68.8% | 0.61 | 0.0046 | -0.102 | 190 | 28.75 | 31.00 | 55 | 66.6% | -0.39 | 0.0047 | -0.106 | ||
| 32.45 | 34.70 | 8 | 215 | 68.6% | 0.59 | 0.0047 | -0.104 | 195 | 31.50 | 33.75 | 51 | 66.4% | -0.42 | 0.0048 | -0.107 | |
| 30.55 | 32.90 | 146 | 68.8% | 0.57 | 0.0047 | -0.105 | 200 | 34.45 | 36.65 | 1 | 178 | 66.3% | -0.44 | 0.0049 | -0.108 | |
| 26.80 | 29.25 | 133 | 68.7% | 0.52 | 0.0048 | -0.107 | 210 | 40.40 | 42.95 | 213 | 66.1% | -0.49 | 0.0050 | -0.110 | ||
| 23.60 | 25.95 | 114 | 68.7% | 0.48 | 0.0048 | -0.107 | 220 | 47.15 | 49.55 | 98 | 66.0% | -0.53 | 0.0050 | -0.109 | ||
| 20.75 | 22.85 | 96 | 68.5% | 0.44 | 0.0047 | -0.106 | 230 | 54.15 | 56.50 | 175 | 65.9% | -0.57 | 0.0050 | -0.108 | ||
| 18.20 | 20.45 | 78 | 68.7% | 0.40 | 0.0046 | -0.104 | 240 | 61.60 | 64.05 | 69 | 66.0% | -0.61 | 0.0049 | -0.105 | ||
| 15.95 | 17.85 | 100 | 68.3% | 0.37 | 0.0045 | -0.102 | 250 | 69.25 | 71.60 | 19 | 65.7% | -0.65 | 0.0048 | -0.102 | ||
| 14.05 | 15.90 | 96 | 68.5% | 0.33 | 0.0043 | -0.098 | 260 | 77.30 | 79.80 | 14 | 66.0% | -0.69 | 0.0046 | -0.099 | ||
| 12.30 | 14.00 | 144 | 68.4% | 0.30 | 0.0042 | -0.095 | 270 | 85.55 | 88.00 | 3 | 65.8% | -0.72 | 0.0045 | -0.095 | ||
| 10.75 | 12.25 | 196 | 68.2% | 0.27 | 0.0040 | -0.090 | 280 | 94.15 | 96.70 | 2 | 66.2% | -0.75 | 0.0043 | -0.090 | ||
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.