OKTA option chain Okta, Inc.
Cboe delayed options data · as of 22:00 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 ±38.9% (115.55–262.45) · ATM IV 64.2% · P/C open interest 1.57
| 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 | |
| 98.65 | 102.25 | 68.9% | 0.95 | 0.0011 | -0.004 | 95 | 1.49 | 4.00 | 2 | 69.2% | -0.05 | 0.0011 | -0.026 | |||
| 94.35 | 98.00 | 68.2% | 0.94 | 0.0012 | -0.009 | 100 | 2.46 | 4.60 | 69.6% | -0.06 | 0.0012 | -0.029 | ||||
| 90.40 | 93.35 | 11 | 67.0% | 0.93 | 0.0014 | -0.013 | 105 | 2.78 | 5.15 | 67.6% | -0.08 | 0.0014 | -0.033 | |||
| 86.45 | 89.80 | 68.0% | 0.91 | 0.0016 | -0.018 | 110 | 3.85 | 6.10 | 1 | 68.0% | -0.09 | 0.0016 | -0.036 | |||
| 82.30 | 85.20 | 65.8% | 0.90 | 0.0018 | -0.022 | 115 | 4.65 | 7.30 | 1 | 67.8% | -0.10 | 0.0018 | -0.040 | |||
| 78.20 | 82.05 | 5 | 66.3% | 0.89 | 0.0020 | -0.027 | 120 | 6.15 | 7.85 | 1 | 67.4% | -0.12 | 0.0020 | -0.044 | ||
| 74.80 | 77.85 | 1 | 65.8% | 0.87 | 0.0022 | -0.032 | 125 | 6.70 | 9.40 | 66.7% | -0.13 | 0.0022 | -0.047 | |||
| 71.05 | 74.80 | 66.2% | 0.86 | 0.0024 | -0.036 | 130 | 7.85 | 10.95 | 66.6% | -0.15 | 0.0024 | -0.051 | ||||
| 68.10 | 71.35 | 11 | 66.7% | 0.84 | 0.0025 | -0.041 | 135 | 9.70 | 11.30 | 8 | 65.5% | -0.17 | 0.0026 | -0.054 | ||
| 64.45 | 67.45 | 65.3% | 0.82 | 0.0027 | -0.045 | 140 | 10.75 | 13.90 | 2 | 66.0% | -0.18 | 0.0028 | -0.058 | |||
| 61.05 | 64.75 | 65.6% | 0.80 | 0.0029 | -0.049 | 145 | 12.40 | 15.60 | 7 | 65.8% | -0.20 | 0.0030 | -0.061 | |||
| 58.10 | 61.35 | 65.2% | 0.78 | 0.0031 | -0.053 | 150 | 14.15 | 17.35 | 65.5% | -0.22 | 0.0032 | -0.064 | ||||
| 55.10 | 58.35 | 65.0% | 0.76 | 0.0032 | -0.057 | 155 | 16.00 | 19.35 | 41 | 65.4% | -0.24 | 0.0033 | -0.067 | |||
| 52.50 | 55.30 | 65.0% | 0.74 | 0.0034 | -0.060 | 160 | 18.20 | 21.05 | 65.0% | -0.26 | 0.0035 | -0.070 | ||||
| 49.45 | 52.50 | 64.4% | 0.72 | 0.0035 | -0.063 | 165 | 20.35 | 23.40 | 65.1% | -0.28 | 0.0036 | -0.072 | ||||
| 47.25 | 49.85 | 7 | 64.7% | 0.70 | 0.0037 | -0.066 | 170 | 22.65 | 25.70 | 9 | 65.0% | -0.30 | 0.0038 | -0.074 | ||
| 44.65 | 47.40 | 64.5% | 0.68 | 0.0038 | -0.069 | 175 | 25.10 | 27.95 | 5 | 64.8% | -0.32 | 0.0039 | -0.076 | |||
| 42.30 | 45.00 | 64.5% | 0.66 | 0.0039 | -0.071 | 180 | 27.60 | 29.70 | 63.9% | -0.35 | 0.0040 | -0.077 | ||||
| 40.30 | 42.70 | 2 | 64.6% | 0.64 | 0.0040 | -0.073 | 185 | 30.25 | 32.15 | 63.6% | -0.37 | 0.0041 | -0.079 | |||
| 38.25 | 40.50 | 7 | 64.6% | 0.62 | 0.0040 | -0.075 | 190 | 33.00 | 35.15 | 36 | 63.8% | -0.39 | 0.0042 | -0.080 | ||
| 35.90 | 38.55 | 4 | 13 | 64.3% | 0.60 | 0.0041 | -0.077 | 195 | 35.90 | 37.90 | 4 | 63.7% | -0.41 | 0.0043 | -0.081 | |
| 34.20 | 36.35 | 1 | 7 | 64.3% | 0.58 | 0.0042 | -0.078 | 200 | 38.90 | 41.15 | 4 | 63.9% | -0.43 | 0.0044 | -0.081 | |
| 30.60 | 32.70 | 1 | 15 | 64.2% | 0.54 | 0.0042 | -0.080 | 210 | 45.20 | 47.70 | 50 | 64.1% | -0.47 | 0.0044 | -0.082 | |
| 27.70 | 29.35 | 23 | 64.3% | 0.51 | 0.0043 | -0.081 | 220 | 51.85 | 54.35 | 1 | 64.1% | -0.51 | 0.0045 | -0.081 | ||
| 23.95 | 27.15 | 9 | 64.2% | 0.47 | 0.0042 | -0.082 | 230 | 58.90 | 62.00 | 29 | 64.7% | -0.55 | 0.0045 | -0.080 | ||
| 21.60 | 24.75 | 102 | 64.6% | 0.44 | 0.0042 | -0.081 | 240 | 66.40 | 69.25 | 154 | 64.8% | -0.59 | 0.0045 | -0.078 | ||
| 19.55 | 21.50 | 4 | 64.1% | 0.40 | 0.0041 | -0.080 | 250 | 74.05 | 76.60 | 64.6% | -0.62 | 0.0045 | -0.075 | |||
| 17.05 | 19.80 | 3 | 64.1% | 0.37 | 0.0040 | -0.079 | 260 | 81.80 | 84.80 | 20 | 64.8% | -0.65 | 0.0044 | -0.073 | ||
| 15.10 | 18.30 | 3 | 64.4% | 0.34 | 0.0039 | -0.077 | 270 | 89.90 | 92.95 | 65.0% | -0.68 | 0.0043 | -0.069 | |||
| 13.55 | 16.30 | 14 | 64.2% | 0.32 | 0.0038 | -0.075 | 280 | 98.25 | 101.20 | 65.0% | -0.71 | 0.0042 | -0.066 | |||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs