OKTA option chain Okta, Inc.
Cboe delayed options data · as of 12:36 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 ±53.3% (77.19–253.53) · ATM IV 59.2% · P/C open interest 1.55
| 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 | |
| 88.00 | 92.00 | 102 | 61.0% | 0.91 | 0.0014 | -0.009 | 85 | 6.00 | 8.80 | 595 | 63.2% | -0.09 | 0.0014 | -0.019 | ||
| 86.00 | 90.50 | 34 | 60.9% | 0.90 | 0.0014 | -0.010 | 87.5 | 6.55 | 9.00 | 1 | 1,361 | 62.3% | -0.10 | 0.0015 | -0.020 | |
| 84.50 | 89.00 | 162 | 61.4% | 0.90 | 0.0015 | -0.011 | 90 | 6.90 | 10.10 | 248 | 62.4% | -0.11 | 0.0016 | -0.021 | ||
| 82.50 | 87.00 | 31 | 60.4% | 0.89 | 0.0016 | -0.012 | 92.5 | 7.85 | 10.65 | 37 | 62.4% | -0.11 | 0.0016 | -0.022 | ||
| 81.00 | 85.50 | 249 | 60.8% | 0.88 | 0.0016 | -0.013 | 95 | 8.85 | 11.50 | 79 | 62.8% | -0.12 | 0.0017 | -0.023 | ||
| 79.50 | 83.55 | 205 | 60.5% | 0.88 | 0.0017 | -0.014 | 97.5 | 9.90 | 12.25 | 2 | 8 | 63.0% | -0.13 | 0.0018 | -0.023 | |
| 78.00 | 82.00 | 50 | 261 | 60.6% | 0.87 | 0.0018 | -0.015 | 100 | 9.75 | 13.00 | 1 | 14 | 61.8% | -0.13 | 0.0019 | -0.024 |
| 74.95 | 79.00 | 34 | 60.6% | 0.86 | 0.0019 | -0.017 | 105 | 11.35 | 14.70 | 15 | 61.6% | -0.15 | 0.0020 | -0.026 | ||
| 71.50 | 76.00 | 1 | 81 | 60.0% | 0.84 | 0.0021 | -0.019 | 110 | 12.65 | 16.50 | 10 | 29 | 61.0% | -0.16 | 0.0022 | -0.028 |
| 69.00 | 72.75 | 36 | 59.9% | 0.83 | 0.0022 | -0.021 | 115 | 15.50 | 18.05 | 17 | 61.5% | -0.18 | 0.0023 | -0.029 | ||
| 66.00 | 70.00 | 421 | 59.6% | 0.81 | 0.0023 | -0.023 | 120 | 17.05 | 20.00 | 17 | 60.9% | -0.20 | 0.0025 | -0.031 | ||
| 63.75 | 68.00 | 2 | 145 | 60.5% | 0.80 | 0.0025 | -0.025 | 125 | 19.05 | 22.50 | 79 | 61.1% | -0.21 | 0.0026 | -0.032 | |
| 61.20 | 65.50 | 1 | 299 | 60.4% | 0.78 | 0.0026 | -0.026 | 130 | 20.50 | 24.75 | 14 | 60.3% | -0.23 | 0.0027 | -0.033 | |
| 58.70 | 62.00 | 6 | 244 | 59.4% | 0.76 | 0.0027 | -0.028 | 135 | 22.65 | 26.50 | 8 | 20 | 59.6% | -0.25 | 0.0029 | -0.035 |
| 56.30 | 59.60 | 367 | 59.3% | 0.75 | 0.0028 | -0.029 | 140 | 25.00 | 27.80 | 26 | 229 | 58.6% | -0.26 | 0.0030 | -0.036 | |
| 54.55 | 57.65 | 24 | 59.9% | 0.73 | 0.0029 | -0.031 | 145 | 27.50 | 31.40 | 2 | 25 | 59.3% | -0.28 | 0.0031 | -0.037 | |
| 52.20 | 56.00 | 1 | 26 | 60.1% | 0.71 | 0.0030 | -0.032 | 150 | 31.55 | 34.00 | 49 | 66 | 60.4% | -0.30 | 0.0032 | -0.038 |
| 49.75 | 54.00 | 32 | 59.8% | 0.70 | 0.0031 | -0.033 | 155 | 34.15 | 37.50 | 16 | 29 | 60.8% | -0.32 | 0.0033 | -0.039 | |
| 47.80 | 52.00 | 4 | 84 | 59.7% | 0.68 | 0.0031 | -0.034 | 160 | 36.00 | 40.40 | 27 | 100 | 60.1% | -0.33 | 0.0034 | -0.039 |
| 45.90 | 49.95 | 5 | 12 | 59.6% | 0.67 | 0.0032 | -0.035 | 165 | 39.20 | 41.30 | 21 | 21 | 58.8% | -0.35 | 0.0035 | -0.040 |
| 44.20 | 47.40 | 6 | 71 | 59.1% | 0.65 | 0.0032 | -0.036 | 170 | 41.50 | 46.10 | 1 | 7 | 59.5% | -0.37 | 0.0036 | -0.041 |
| 42.35 | 45.10 | 39 | 61 | 58.6% | 0.63 | 0.0033 | -0.037 | 175 | 45.00 | 49.50 | 25 | 30 | 60.1% | -0.39 | 0.0037 | -0.041 |
| 40.65 | 44.90 | 109 | 59.6% | 0.62 | 0.0034 | -0.038 | 180 | 48.00 | 50.50 | 5 | 229 | 58.4% | -0.40 | 0.0037 | -0.042 | |
| 39.20 | 41.75 | 39 | 58.6% | 0.60 | 0.0034 | -0.038 | 185 | 51.00 | 56.00 | 4 | 59.7% | -0.42 | 0.0038 | -0.042 | ||
| 37.50 | 42.00 | 118 | 59.7% | 0.59 | 0.0034 | -0.039 | 190 | 54.50 | 58.10 | 12 | 22 | 59.0% | -0.44 | 0.0039 | -0.042 | |
| 36.05 | 39.10 | 480 | 58.8% | 0.57 | 0.0035 | -0.039 | 195 | 58.00 | 62.50 | 327 | 59.8% | -0.45 | 0.0039 | -0.043 | ||
| 34.60 | 37.35 | 2 | 52 | 58.5% | 0.56 | 0.0035 | -0.040 | 200 | 61.50 | 66.00 | 2 | 7 | 59.8% | -0.47 | 0.0040 | -0.043 |
| 31.90 | 35.40 | 346 | 58.9% | 0.53 | 0.0035 | -0.040 | 210 | 68.50 | 70.95 | 12 | 27 | 58.3% | -0.50 | 0.0040 | -0.043 | |
| 29.35 | 32.25 | 1 | 457 | 58.3% | 0.50 | 0.0035 | -0.041 | 220 | 75.50 | 78.60 | 12 | 27 | 58.2% | -0.53 | 0.0041 | -0.043 |
| 27.00 | 31.45 | 4 | 4 | 59.2% | 0.48 | 0.0035 | -0.041 | 230 | 83.50 | 88.00 | 19 | 59.7% | -0.56 | 0.0042 | -0.042 | |
| 25.00 | 29.50 | 58.1% | 0.45 | 0.0035 | -0.041 | 240 | 91.00 | 93.80 | 58.1% | -0.59 | 0.0042 | -0.042 | ||||
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs