OXY option chain Occidental Petroleum Corporation
Cboe delayed options data · as of 18:36 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 ±4.8% (57.97–63.80) · ATM IV 29.3% · P/C open interest 0.68
| 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 | |
| 28.10 | 28.70 | 58 | 116.4% | 1.00 | 0.0000 | 0.000 | 32.5 | 0 | 0.1400 | 1,085 | 142.7% | -0.00 | 0.0002 | -0.001 | ||
| 25.60 | 26.45 | 126 | 153.2% | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.1400 | 3,611 | 127.3% | -0.00 | 0.0003 | -0.001 | ||
| 23.10 | 23.95 | 124 | 136.1% | 1.00 | 0.0001 | 0.000 | 37.5 | 0 | 0.1200 | 2,478 | 110.5% | -0.00 | 0.0004 | -0.001 | ||
| 20.60 | 21.45 | 1,564 | 120.1% | 1.00 | 0.0001 | 0.000 | 40 | 0 | 0.0100 | 11.5K | 72.8% | -0.00 | 0.0006 | -0.001 | ||
| 18.10 | 18.95 | 2,020 | 105.0% | 1.00 | 0.0003 | 0.000 | 42.5 | 0 | 0.1400 | 8,452 | 86.6% | -0.00 | 0.0010 | -0.002 | ||
| 15.65 | 16.00 | 1,855 | 1.00 | 0.0005 | 0.000 | 45 | 0 | 0.0300 | 6,240 | 60.3% | -0.00 | 0.0017 | -0.002 | |||
| 13.15 | 13.70 | 5 | 2,326 | 59.8% | 1.00 | 0.0010 | 0.000 | 47.5 | 0.0100 | 0.0900 | 10 | 2,691 | 59.4% | -0.01 | 0.0030 | -0.003 |
| 10.65 | 11.55 | 11 | 7,203 | 69.6% | 1.00 | 0.0026 | 0.000 | 50 | 0.0100 | 0.0600 | 16 | 5,368 | 45.9% | -0.01 | 0.0058 | -0.005 |
| 9.75 | 10.40 | 62.4% | 0.99 | 0.0040 | 0.000 | 51 | 0 | 0.1400 | 3 | 46.9% | -0.02 | 0.0079 | -0.006 | |||
| 8.50 | 9.55 | 11 | 53.3% | 0.99 | 0.0061 | 0.000 | 52 | 0.0100 | 0.0600 | 9 | 37.8% | -0.02 | 0.0109 | -0.007 | ||
| 8.10 | 8.75 | 8 | 5,361 | 37.6% | 0.99 | 0.0076 | -0.000 | 52.5 | 0.0100 | 0.0600 | 1 | 7,080 | 35.8% | -0.03 | 0.0129 | -0.008 |
| 7.60 | 8.45 | 48.2% | 0.99 | 0.0096 | -0.002 | 53 | 0 | 0.2700 | 18 | 43.5% | -0.03 | 0.0152 | -0.009 | |||
| 6.65 | 7.60 | 5 | 49.0% | 0.98 | 0.0154 | -0.005 | 54 | 0.0500 | 0.0800 | 2 | 24 | 33.2% | -0.04 | 0.0217 | -0.012 | |
| 5.85 | 6.25 | 3 | 5,746 | 39.4% | 0.96 | 0.0252 | -0.009 | 55 | 0.1000 | 0.1200 | 147 | 4,540 | 32.2% | -0.06 | 0.0312 | -0.016 |
| 4.75 | 5.50 | 2 | 5 | 37.8% | 0.94 | 0.0408 | -0.017 | 56 | 0.1600 | 0.1900 | 2 | 162 | 31.0% | -0.10 | 0.0446 | -0.021 |
| 3.85 | 4.60 | 1 | 5 | 35.8% | 0.89 | 0.0622 | -0.026 | 57 | 0.2600 | 0.3500 | 3 | 147 | 30.8% | -0.15 | 0.0619 | -0.028 |
| 3.45 | 3.90 | 10 | 5,481 | 31.0% | 0.85 | 0.0737 | -0.032 | 57.5 | 0.3500 | 0.3800 | 35 | 4,478 | 29.8% | -0.18 | 0.0713 | -0.032 |
| 3.00 | 3.40 | 71 | 28.8% | 0.81 | 0.0851 | -0.037 | 58 | 0.4500 | 0.5100 | 101 | 313 | 30.0% | -0.22 | 0.0807 | -0.036 | |
| 2.35 | 2.68 | 5 | 246 | 30.5% | 0.71 | 0.1041 | -0.045 | 59 | 0.7200 | 0.7700 | 102 | 520 | 29.5% | -0.31 | 0.0972 | -0.043 |
| 1.82 | 1.86 | 372 | 12.9K | 29.3% | 0.60 | 0.1144 | -0.050 | 60 | 1.10 | 1.13 | 582 | 6,187 | 29.2% | -0.41 | 0.1078 | -0.047 |
| 1.30 | 1.33 | 661 | 679 | 29.4% | 0.49 | 0.1150 | -0.050 | 61 | 1.59 | 1.62 | 64 | 124 | 29.2% | -0.52 | 0.1106 | -0.048 |
| 0.8800 | 0.9300 | 62 | 1,763 | 29.4% | 0.38 | 0.1072 | -0.047 | 62 | 2.16 | 2.25 | 4 | 15 | 29.2% | -0.63 | 0.1052 | -0.045 |
| 0.7200 | 0.7700 | 50 | 6,759 | 29.5% | 0.33 | 0.1010 | -0.044 | 62.5 | 2.49 | 2.63 | 5 | 787 | 29.5% | -0.68 | 0.0998 | -0.043 |
| 0.5700 | 0.6500 | 22 | 200 | 29.6% | 0.28 | 0.0935 | -0.041 | 63 | 2.76 | 3.15 | 1 | 30.3% | -0.73 | 0.0930 | -0.040 | |
| 0.3600 | 0.4300 | 39 | 90 | 29.7% | 0.20 | 0.0766 | -0.034 | 64 | 3.45 | 3.90 | 1 | 28.5% | -0.80 | 0.0767 | -0.033 | |
| 0.2500 | 0.2900 | 149 | 10.7K | 30.7% | 0.14 | 0.0600 | -0.028 | 65 | 4.05 | 4.80 | 366 | 22.9% | -0.86 | 0.0601 | -0.026 | |
| 0.1400 | 0.2300 | 5 | 49 | 31.7% | 0.10 | 0.0458 | -0.022 | 66 | 5.15 | 5.75 | 28.4% | -0.90 | 0.0457 | -0.020 | ||
| 0.0900 | 0.1900 | 44 | 13 | 33.4% | 0.08 | 0.0349 | -0.018 | 67 | 6.05 | 6.65 | -0.93 | 0.0346 | -0.015 | |||
| 0.0800 | 0.1300 | 2 | 11.1K | 33.1% | 0.07 | 0.0306 | -0.017 | 67.5 | 6.45 | 7.20 | 32 | -0.94 | 0.0301 | -0.013 | ||
| 0.0400 | 0.1300 | 44 | 12 | 33.4% | 0.06 | 0.0268 | -0.015 | 68 | 7.00 | 7.65 | -0.95 | 0.0263 | -0.011 | |||
| 0.0200 | 0.1900 | 2 | 1 | 38.4% | 0.04 | 0.0210 | -0.013 | 69 | 7.85 | 8.70 | -0.96 | 0.0204 | -0.009 | |||
| 0.0100 | 0.0600 | 6 | 12.4K | 34.5% | 0.04 | 0.0166 | -0.011 | 70 | 8.95 | 9.70 | 21 | -0.97 | 0.0160 | -0.006 | ||
| 0 | 0.1900 | 44.1% | 0.03 | 0.0134 | -0.010 | 71 | 9.65 | 10.65 | -0.97 | 0.0127 | -0.004 | |||||
| 0 | 0.1800 | 46.8% | 0.02 | 0.0108 | -0.009 | 72 | 10.80 | 11.65 | -0.98 | 0.0102 | -0.003 | |||||
| 0 | 0.1200 | 746 | 45.1% | 0.02 | 0.0098 | -0.008 | 72.5 | 11.30 | 12.30 | -0.98 | 0.0092 | -0.002 | ||||
| 0 | 0.0200 | 1 | 2,754 | 41.2% | 0.01 | 0.0063 | -0.006 | 75 | 13.80 | 14.65 | -0.99 | 0.0057 | 0.000 | |||
| 0 | 0.1000 | 2,902 | 63.3% | 0.01 | 0.0030 | -0.004 | 80 | 18.55 | 19.65 | -0.99 | 0.0026 | 0.000 | ||||
| 0 | 0.0500 | 1,100 | 68.5% | 0.00 | 0.0016 | -0.003 | 85 | 23.60 | 24.75 | -1.00 | 0.0013 | 0.000 | ||||
| 0 | 0.0200 | 919 | 71.2% | 0.00 | 0.0010 | -0.002 | 90 | 28.60 | 29.75 | -1.00 | 0.0008 | 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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs