OKTA option chain Okta, Inc.
Cboe delayed options data · as of 03:41 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 ±54.0% (87.53–292.99) · ATM IV 64.9% · P/C open interest 2.88
| 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 | |
| 104.50 | 108.00 | 6 | 68.6% | 0.91 | 0.0011 | -0.013 | 97.5 | 5.50 | 10.05 | 48 | 67.3% | -0.09 | 0.0012 | -0.026 | ||
| 102.00 | 106.50 | 123 | 67.7% | 0.91 | 0.0012 | -0.014 | 100 | 7.45 | 9.95 | 55 | 68.1% | -0.10 | 0.0012 | -0.027 | ||
| 98.95 | 103.00 | 37 | 68.0% | 0.90 | 0.0013 | -0.017 | 105 | 8.80 | 11.15 | 14 | 67.8% | -0.11 | 0.0014 | -0.030 | ||
| 95.50 | 99.50 | 163 | 67.4% | 0.89 | 0.0014 | -0.020 | 110 | 10.55 | 12.35 | 240 | 67.7% | -0.12 | 0.0015 | -0.032 | ||
| 92.50 | 96.00 | 18 | 67.1% | 0.87 | 0.0015 | -0.022 | 115 | 11.80 | 13.65 | 28 | 67.0% | -0.13 | 0.0016 | -0.034 | ||
| 89.00 | 93.00 | 2 | 46 | 66.7% | 0.86 | 0.0016 | -0.025 | 120 | 13.40 | 15.60 | 46 | 67.2% | -0.14 | 0.0017 | -0.036 | |
| 86.10 | 90.00 | 18 | 66.8% | 0.85 | 0.0017 | -0.027 | 125 | 14.90 | 17.35 | 177 | 66.8% | -0.16 | 0.0018 | -0.038 | ||
| 83.00 | 87.00 | 77 | 66.4% | 0.84 | 0.0018 | -0.030 | 130 | 16.40 | 20.50 | 280 | 67.6% | -0.17 | 0.0019 | -0.040 | ||
| 80.00 | 84.50 | 578 | 66.5% | 0.82 | 0.0019 | -0.032 | 135 | 17.50 | 22.35 | 6 | 66.6% | -0.19 | 0.0020 | -0.042 | ||
| 77.10 | 81.50 | 55 | 66.0% | 0.81 | 0.0020 | -0.034 | 140 | 20.70 | 23.25 | 3 | 66.5% | -0.20 | 0.0021 | -0.044 | ||
| 74.85 | 79.00 | 275 | 66.4% | 0.80 | 0.0021 | -0.036 | 145 | 22.80 | 25.40 | 2 | 66.4% | -0.21 | 0.0022 | -0.045 | ||
| 72.50 | 76.50 | 33 | 66.5% | 0.78 | 0.0022 | -0.038 | 150 | 24.00 | 28.20 | 1 | 46 | 66.0% | -0.23 | 0.0023 | -0.047 | |
| 69.95 | 73.70 | 12 | 66.1% | 0.77 | 0.0022 | -0.040 | 155 | 27.05 | 30.00 | 8 | 66.1% | -0.24 | 0.0024 | -0.049 | ||
| 67.20 | 71.50 | 62 | 65.9% | 0.75 | 0.0023 | -0.042 | 160 | 28.50 | 33.50 | 59 | 66.1% | -0.26 | 0.0025 | -0.050 | ||
| 65.50 | 69.00 | 35 | 66.2% | 0.74 | 0.0024 | -0.044 | 165 | 31.45 | 34.95 | 65.6% | -0.27 | 0.0026 | -0.051 | |||
| 62.50 | 67.00 | 1 | 209 | 65.7% | 0.73 | 0.0025 | -0.045 | 170 | 34.15 | 37.50 | 3 | 65.6% | -0.29 | 0.0026 | -0.052 | |
| 60.60 | 64.50 | 34 | 65.6% | 0.71 | 0.0025 | -0.047 | 175 | 36.65 | 39.30 | 10 | 64.8% | -0.30 | 0.0027 | -0.054 | ||
| 59.05 | 62.50 | 103 | 65.9% | 0.70 | 0.0026 | -0.048 | 180 | 39.00 | 43.80 | 4 | 65.7% | -0.32 | 0.0028 | -0.055 | ||
| 56.15 | 60.50 | 235 | 65.3% | 0.69 | 0.0026 | -0.049 | 185 | 42.00 | 46.50 | 2 | 65.7% | -0.33 | 0.0029 | -0.056 | ||
| 54.50 | 58.50 | 181 | 65.3% | 0.67 | 0.0027 | -0.050 | 190 | 44.75 | 47.70 | 5 | 64.4% | -0.35 | 0.0029 | -0.056 | ||
| 52.50 | 57.00 | 1 | 16 | 65.5% | 0.66 | 0.0027 | -0.051 | 195 | 47.50 | 51.45 | 5 | 25 | 64.8% | -0.36 | 0.0030 | -0.057 |
| 51.50 | 54.60 | 33 | 65.5% | 0.64 | 0.0028 | -0.052 | 200 | 51.10 | 54.55 | 19 | 65.1% | -0.38 | 0.0030 | -0.058 | ||
| 47.00 | 51.50 | 3 | 31 | 64.9% | 0.62 | 0.0029 | -0.054 | 210 | 57.00 | 60.55 | 64.6% | -0.40 | 0.0031 | -0.059 | ||
| 45.00 | 48.50 | 5 | 65.7% | 0.59 | 0.0029 | -0.055 | 220 | 63.50 | 67.00 | 3 | 64.4% | -0.43 | 0.0032 | -0.059 | ||
| 41.50 | 45.50 | 5 | 65.2% | 0.57 | 0.0030 | -0.056 | 230 | 70.50 | 75.00 | 1 | 65.2% | -0.46 | 0.0033 | -0.060 | ||
| 38.00 | 42.50 | 2 | 64.5% | 0.54 | 0.0030 | -0.057 | 240 | 77.50 | 82.00 | 2 | 65.1% | -0.49 | 0.0034 | -0.060 | ||
| 36.50 | 40.00 | 7 | 65.1% | 0.52 | 0.0030 | -0.058 | 250 | 84.50 | 89.40 | 65.0% | -0.51 | 0.0034 | -0.060 | |||
| 33.00 | 37.90 | 2 | 64.6% | 0.50 | 0.0030 | -0.058 | 260 | 92.00 | 96.15 | 64.6% | -0.54 | 0.0034 | -0.060 | |||
| 32.50 | 35.50 | 2 | 65.5% | 0.48 | 0.0030 | -0.058 | 270 | 100.00 | 104.50 | 1 | 65.2% | -0.57 | 0.0035 | -0.059 | ||
| 29.00 | 33.50 | 42 | 64.5% | 0.45 | 0.0030 | -0.058 | 280 | 107.50 | 112.00 | 64.8% | -0.59 | 0.0035 | -0.059 | |||
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 — Dec 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