OKTA option chain Okta, Inc.
Cboe delayed options data · as of 09:36 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 ±47.9% (83.80–237.70) · ATM IV 60.1% · P/C open interest 1.66
| 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 | |
| 84.05 | 87.50 | 63.3% | 0.92 | 0.0015 | -0.010 | 85 | 4.15 | 5.70 | 1 | 61.8% | -0.08 | 0.0015 | -0.020 | |||
| 80.55 | 83.50 | 62.8% | 0.91 | 0.0017 | -0.013 | 90 | 4.50 | 6.70 | 4 | 60.2% | -0.10 | 0.0017 | -0.022 | |||
| 76.85 | 80.00 | 62.5% | 0.90 | 0.0018 | -0.016 | 95 | 5.50 | 8.65 | 61.0% | -0.11 | 0.0019 | -0.025 | ||||
| 73.30 | 76.50 | 12 | 62.1% | 0.88 | 0.0020 | -0.018 | 100 | 6.70 | 9.90 | 2 | 60.6% | -0.13 | 0.0021 | -0.027 | ||
| 70.10 | 73.50 | 8 | 62.5% | 0.86 | 0.0022 | -0.021 | 105 | 8.45 | 11.30 | 1 | 60.8% | -0.14 | 0.0023 | -0.029 | ||
| 66.50 | 70.00 | 7 | 61.4% | 0.85 | 0.0024 | -0.024 | 110 | 9.65 | 12.35 | 59.5% | -0.16 | 0.0025 | -0.032 | |||
| 63.50 | 67.00 | 23 | 61.4% | 0.83 | 0.0026 | -0.026 | 115 | 11.45 | 14.55 | 60.1% | -0.18 | 0.0027 | -0.034 | |||
| 60.55 | 64.00 | 1 | 61.2% | 0.81 | 0.0028 | -0.029 | 120 | 13.00 | 16.40 | 1 | 59.7% | -0.20 | 0.0029 | -0.036 | ||
| 58.00 | 61.50 | 10 | 61.8% | 0.79 | 0.0029 | -0.031 | 125 | 15.00 | 18.20 | 15 | 59.5% | -0.22 | 0.0031 | -0.038 | ||
| 55.00 | 58.50 | 61.1% | 0.77 | 0.0031 | -0.033 | 130 | 17.00 | 20.30 | 59.3% | -0.24 | 0.0032 | -0.040 | ||||
| 52.50 | 56.00 | 61.2% | 0.76 | 0.0032 | -0.035 | 135 | 19.50 | 22.55 | 3 | 59.6% | -0.26 | 0.0034 | -0.041 | |||
| 50.00 | 53.50 | 61.0% | 0.74 | 0.0033 | -0.037 | 140 | 22.00 | 25.60 | 60.3% | -0.28 | 0.0035 | -0.043 | ||||
| 48.20 | 51.50 | 8 | 61.8% | 0.72 | 0.0034 | -0.039 | 145 | 24.50 | 28.50 | 60.6% | -0.30 | 0.0036 | -0.044 | |||
| 45.30 | 49.00 | 2 | 60.9% | 0.70 | 0.0035 | -0.041 | 150 | 27.00 | 29.90 | 38 | 59.5% | -0.32 | 0.0038 | -0.045 | ||
| 43.00 | 47.00 | 60.9% | 0.68 | 0.0036 | -0.042 | 155 | 29.50 | 32.70 | 16 | 59.3% | -0.34 | 0.0039 | -0.047 | |||
| 41.00 | 45.00 | 1 | 60.9% | 0.66 | 0.0037 | -0.043 | 160 | 32.50 | 35.40 | 83 | 59.4% | -0.36 | 0.0040 | -0.048 | ||
| 39.80 | 43.00 | 3 | 61.4% | 0.64 | 0.0038 | -0.044 | 165 | 35.50 | 38.60 | 3 | 59.7% | -0.38 | 0.0041 | -0.048 | ||
| 37.80 | 41.00 | 61.1% | 0.62 | 0.0038 | -0.045 | 170 | 38.50 | 42.00 | 59.9% | -0.40 | 0.0042 | -0.049 | ||||
| 35.50 | 39.50 | 2 | 60.9% | 0.61 | 0.0039 | -0.046 | 175 | 41.50 | 45.20 | 59.9% | -0.42 | 0.0042 | -0.050 | |||
| 34.30 | 38.00 | 3 | 61.4% | 0.59 | 0.0039 | -0.047 | 180 | 45.00 | 48.00 | 59.8% | -0.44 | 0.0043 | -0.050 | |||
| 32.50 | 36.00 | 2 | 60.9% | 0.57 | 0.0040 | -0.048 | 185 | 48.00 | 51.35 | 59.6% | -0.46 | 0.0044 | -0.051 | |||
| 31.20 | 34.70 | 61.2% | 0.55 | 0.0040 | -0.048 | 190 | 51.50 | 55.00 | 59.9% | -0.47 | 0.0044 | -0.051 | ||||
| 29.50 | 33.50 | 2 | 61.2% | 0.54 | 0.0040 | -0.049 | 195 | 55.00 | 58.40 | 59.9% | -0.49 | 0.0044 | -0.051 | |||
| 28.00 | 32.00 | 4 | 61.0% | 0.52 | 0.0040 | -0.049 | 200 | 58.50 | 61.80 | 59.8% | -0.51 | 0.0045 | -0.051 | |||
| 25.50 | 29.50 | 3 | 61.1% | 0.49 | 0.0040 | -0.049 | 210 | 66.00 | 70.00 | 60.6% | -0.55 | 0.0045 | -0.051 | |||
| 23.30 | 26.60 | 60.8% | 0.46 | 0.0040 | -0.049 | 220 | 73.50 | 77.50 | 1 | 60.5% | -0.58 | 0.0046 | -0.050 | |||
| 21.00 | 25.00 | 61.1% | 0.43 | 0.0040 | -0.049 | 230 | 81.50 | 86.00 | 61.3% | -0.61 | 0.0046 | -0.050 | ||||
| 19.50 | 23.50 | 61.7% | 0.41 | 0.0039 | -0.049 | 240 | 89.50 | 93.25 | 60.6% | -0.64 | 0.0046 | -0.049 | ||||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs