OXY option chain Occidental Petroleum Corporation
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 ±4.0% (58.60–63.45) · ATM IV 30.5% · P/C open interest 0.41
| 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 | |
| 24.40 | 27.60 | 2 | 1.00 | 0.0000 | 0.000 | 35 | 0 | 2.13 | 284.2% | -0.00 | 0.0000 | -0.000 | ||||
| 19.40 | 22.60 | 1.00 | 0.0000 | 0.000 | 40 | 0 | 1.05 | 188.8% | -0.00 | 0.0001 | -0.000 | |||||
| 17.40 | 20.60 | 1.00 | 0.0001 | 0.000 | 42 | 0 | 0.7600 | 158.2% | -0.00 | 0.0002 | -0.000 | |||||
| 16.40 | 19.50 | 1.00 | 0.0001 | 0.000 | 43 | 0 | 0.7500 | 149.5% | -0.00 | 0.0002 | -0.000 | |||||
| 15.40 | 18.30 | 1.00 | 0.0001 | 0.000 | 44 | 0 | 0.7500 | 1 | 141.4% | -0.00 | 0.0003 | -0.000 | ||||
| 14.40 | 17.60 | 1.00 | 0.0002 | 0.000 | 45 | 0 | 0.7500 | 20 | 133.5% | -0.00 | 0.0004 | -0.001 | ||||
| 13.30 | 16.75 | 1 | 1.00 | 0.0002 | 0.000 | 46 | 0 | 0.7500 | 125.7% | -0.00 | 0.0005 | -0.001 | ||||
| 12.30 | 14.90 | 1.00 | 0.0004 | 0.000 | 47 | 0 | 0.7500 | 35 | 118.0% | -0.00 | 0.0007 | -0.001 | ||||
| 11.65 | 14.50 | 20 | 61.6% | 1.00 | 0.0005 | 0.000 | 48 | 0 | 0.5100 | 1 | 100.6% | -0.00 | 0.0010 | -0.001 | ||
| 11.40 | 12.50 | 1 | 6 | 1.00 | 0.0007 | 0.000 | 49 | 0 | 0.5100 | 6 | 93.6% | -0.00 | 0.0013 | -0.001 | ||
| 9.65 | 12.50 | 16 | 50.6% | 1.00 | 0.0010 | 0.000 | 50 | 0 | 0.7500 | 52 | 95.4% | -0.00 | 0.0018 | -0.002 | ||
| 9.40 | 10.20 | 2 | 1.00 | 0.0014 | 0.000 | 51 | 0 | 0.6500 | 43 | 84.7% | -0.00 | 0.0026 | -0.002 | |||
| 8.25 | 10.05 | 2 | 60.5% | 1.00 | 0.0023 | -0.000 | 52 | 0 | 0.0100 | 45 | 38.4% | -0.01 | 0.0041 | -0.003 | ||
| 6.65 | 8.60 | 2 | 1.00 | 0.0041 | -0.001 | 53 | 0 | 0.7500 | 38 | 73.3% | -0.01 | 0.0067 | -0.004 | |||
| 6.60 | 7.20 | 3 | 0.99 | 0.0075 | -0.003 | 54 | 0.0100 | 0.0300 | 4 | 56 | 35.7% | -0.02 | 0.0114 | -0.006 | ||
| 5.40 | 6.20 | 36 | 0.98 | 0.0143 | -0.007 | 55 | 0.0200 | 0.0700 | 405 | 35.3% | -0.03 | 0.0201 | -0.011 | |||
| 3.95 | 6.00 | 91 | 0.96 | 0.0270 | -0.013 | 56 | 0.0600 | 0.1100 | 25 | 98 | 34.1% | -0.05 | 0.0345 | -0.018 | ||
| 3.40 | 4.25 | 15 | 0.93 | 0.0473 | -0.023 | 57 | 0.1200 | 0.1700 | 17 | 76 | 32.3% | -0.10 | 0.0557 | -0.028 | ||
| 2.84 | 3.35 | 5 | 45 | 18.7% | 0.87 | 0.0750 | -0.037 | 58 | 0.2400 | 0.3100 | 40 | 107 | 31.8% | -0.17 | 0.0822 | -0.041 |
| 2.15 | 2.49 | 3 | 215 | 26.4% | 0.78 | 0.1058 | -0.052 | 59 | 0.4400 | 0.5300 | 16 | 202 | 31.2% | -0.26 | 0.1093 | -0.054 |
| 1.63 | 1.79 | 548 | 2,415 | 30.1% | 0.66 | 0.1313 | -0.064 | 60 | 0.7700 | 0.8700 | 36 | 96 | 31.1% | -0.38 | 0.1298 | -0.063 |
| 1.11 | 1.17 | 127 | 368 | 30.1% | 0.52 | 0.1424 | -0.069 | 61 | 1.22 | 1.34 | 14 | 747 | 30.9% | -0.52 | 0.1365 | -0.066 |
| 0.6900 | 0.7500 | 142 | 486 | 30.4% | 0.38 | 0.1353 | -0.065 | 62 | 1.81 | 1.93 | 4 | 9 | 30.5% | -0.65 | 0.1273 | -0.061 |
| 0.3900 | 0.4600 | 51 | 443 | 30.4% | 0.26 | 0.1136 | -0.054 | 63 | 2.45 | 2.66 | 32 | 29.2% | -0.76 | 0.1059 | -0.050 | |
| 0.2300 | 0.2700 | 60 | 338 | 31.1% | 0.17 | 0.0858 | -0.042 | 64 | 3.35 | 4.40 | 47.4% | -0.85 | 0.0798 | -0.038 | ||
| 0.1200 | 0.1600 | 13 | 269 | 31.7% | 0.11 | 0.0604 | -0.031 | 65 | 3.75 | 5.80 | 5 | 51.3% | -0.90 | 0.0563 | -0.028 | |
| 0.0300 | 0.2100 | 138 | 35.7% | 0.07 | 0.0415 | -0.022 | 66 | 5.15 | 6.95 | 67.7% | -0.94 | 0.0388 | -0.020 | |||
| 0 | 0.2900 | 119 | 42.5% | 0.05 | 0.0286 | -0.017 | 67 | 5.75 | 7.45 | 57.0% | -0.96 | 0.0269 | -0.015 | |||
| 0 | 0.2500 | 18 | 45.8% | 0.03 | 0.0200 | -0.013 | 68 | 6.45 | 8.85 | 2 | 65.0% | -0.97 | 0.0189 | -0.011 | ||
| 0 | 0.2700 | 1 | 51.3% | 0.02 | 0.0143 | -0.010 | 69 | 7.95 | 9.95 | 83.4% | -0.98 | 0.0136 | -0.008 | |||
| 0 | 0.0400 | 2 | 58 | 40.4% | 0.02 | 0.0104 | -0.008 | 70 | 9.05 | 10.95 | 91.2% | -0.98 | 0.0099 | -0.006 | ||
| 0 | 0.7500 | 76.4% | 0.01 | 0.0078 | -0.006 | 71 | 10.00 | 12.15 | 100.0% | -0.99 | 0.0074 | -0.005 | ||||
| 0 | 0.2900 | 65.3% | 0.01 | 0.0058 | -0.005 | 72 | 10.75 | 13.25 | 102.5% | -0.99 | 0.0056 | -0.003 | ||||
| 0 | 0.5100 | 87.0% | 0.00 | 0.0028 | -0.003 | 75 | 13.75 | 15.95 | 111.2% | -1.00 | 0.0026 | -0.001 | ||||
| 0 | 0.7500 | 116.1% | 0.00 | 0.0010 | -0.001 | 80 | 18.75 | 21.10 | 137.9% | -1.00 | 0.0009 | 0.000 | ||||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs