OXY option chain Occidental Petroleum Corporation
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 ±6.3% (57.15–64.90) · ATM IV 31.7% · P/C open interest 0.48
| 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 | |
| 23.95 | 27.90 | 1.00 | 0.0001 | 0.000 | 35 | 0 | 0.7500 | 138.5% | -0.00 | 0.0006 | -0.002 | |||||
| 18.95 | 22.90 | 1 | 1.00 | 0.0004 | 0.000 | 40 | 0 | 0.7500 | 109.9% | -0.00 | 0.0013 | -0.003 | ||||
| 16.95 | 20.90 | 1.00 | 0.0007 | 0.000 | 42 | 0 | 0.7500 | 99.3% | -0.01 | 0.0019 | -0.003 | |||||
| 16.00 | 19.90 | 1.00 | 0.0010 | 0.000 | 43 | 0 | 0.7500 | 94.1% | -0.01 | 0.0023 | -0.004 | |||||
| 15.00 | 18.90 | 1.00 | 0.0013 | 0.000 | 44 | 0 | 0.7500 | 89.1% | -0.01 | 0.0028 | -0.004 | |||||
| 14.40 | 17.50 | 1.00 | 0.0016 | -0.000 | 45 | 0 | 0.7500 | 84.1% | -0.01 | 0.0034 | -0.004 | |||||
| 13.40 | 16.15 | 1.00 | 0.0022 | -0.001 | 46 | 0 | 0.7500 | 1 | 79.2% | -0.01 | 0.0041 | -0.005 | ||||
| 12.40 | 15.50 | 0.99 | 0.0030 | -0.002 | 47 | 0 | 0.7500 | 1 | 74.4% | -0.02 | 0.0051 | -0.006 | ||||
| 11.00 | 14.35 | 0.99 | 0.0041 | -0.003 | 48 | 0 | 0.7500 | 26 | 69.6% | -0.02 | 0.0064 | -0.007 | ||||
| 10.45 | 13.50 | 0.99 | 0.0058 | -0.004 | 49 | 0 | 0.7500 | 4 | 64.8% | -0.02 | 0.0081 | -0.008 | ||||
| 9.05 | 12.05 | 54 | 0.98 | 0.0080 | -0.006 | 50 | 0 | 0.1900 | 21 | 44.5% | -0.03 | 0.0104 | -0.009 | |||
| 8.15 | 10.95 | 1 | 0.98 | 0.0110 | -0.008 | 51 | 0 | 0.7500 | 4 | 55.5% | -0.04 | 0.0132 | -0.011 | |||
| 8.10 | 9.40 | 6 | 0.97 | 0.0151 | -0.010 | 52 | 0.0600 | 0.2400 | 45 | 40.6% | -0.05 | 0.0169 | -0.013 | |||
| 7.10 | 8.35 | 0.96 | 0.0205 | -0.013 | 53 | 0.0900 | 0.2400 | 36 | 30 | 37.5% | -0.06 | 0.0216 | -0.015 | |||
| 5.90 | 7.35 | 0.94 | 0.0277 | -0.016 | 54 | 0.1400 | 0.3300 | 36 | 30 | 36.6% | -0.08 | 0.0278 | -0.017 | |||
| 5.00 | 6.35 | 19 | 0.91 | 0.0372 | -0.020 | 55 | 0.2200 | 0.2800 | 29 | 655 | 32.9% | -0.11 | 0.0359 | -0.020 | ||
| 4.20 | 5.50 | 61 | 0.87 | 0.0485 | -0.025 | 56 | 0.3500 | 0.4000 | 55 | 32.4% | -0.14 | 0.0458 | -0.024 | |||
| 3.40 | 4.60 | 171 | 0.82 | 0.0603 | -0.031 | 57 | 0.5000 | 0.5800 | 1 | 55 | 31.8% | -0.19 | 0.0567 | -0.029 | ||
| 3.55 | 3.80 | 47 | 31.2% | 0.75 | 0.0706 | -0.035 | 58 | 0.7400 | 0.8300 | 3 | 34 | 31.7% | -0.26 | 0.0672 | -0.034 | |
| 2.83 | 3.10 | 435 | 30.8% | 0.68 | 0.0780 | -0.039 | 59 | 1.05 | 1.16 | 18 | 31.7% | -0.33 | 0.0758 | -0.038 | ||
| 2.37 | 2.48 | 13 | 311 | 32.0% | 0.59 | 0.0823 | -0.042 | 60 | 1.44 | 1.55 | 2 | 37 | 31.5% | -0.41 | 0.0814 | -0.041 |
| 1.84 | 1.96 | 11 | 129 | 31.9% | 0.51 | 0.0834 | -0.042 | 61 | 1.92 | 2.03 | 11 | 9 | 31.4% | -0.50 | 0.0835 | -0.042 |
| 1.40 | 1.49 | 2 | 96 | 31.5% | 0.43 | 0.0814 | -0.041 | 62 | 2.47 | 2.58 | 1 | 6 | 31.1% | -0.58 | 0.0822 | -0.042 |
| 0.8700 | 1.11 | 1 | 273 | 29.8% | 0.35 | 0.0767 | -0.039 | 63 | 3.10 | 3.35 | 32.0% | -0.66 | 0.0779 | -0.039 | ||
| 0.7500 | 0.8400 | 6 | 158 | 31.4% | 0.28 | 0.0696 | -0.035 | 64 | 3.80 | 4.05 | 31.7% | -0.73 | 0.0709 | -0.036 | ||
| 0.4500 | 0.7000 | 161 | 31.5% | 0.22 | 0.0610 | -0.031 | 65 | 4.60 | 4.85 | 32.1% | -0.79 | 0.0622 | -0.031 | |||
| 0.4100 | 0.4700 | 16 | 44 | 32.4% | 0.17 | 0.0517 | -0.027 | 66 | 5.40 | 6.95 | 46.2% | -0.84 | 0.0527 | -0.027 | ||
| 0.2200 | 0.4200 | 51 | 32.7% | 0.13 | 0.0428 | -0.022 | 67 | 6.15 | 7.85 | 46.8% | -0.88 | 0.0434 | -0.022 | |||
| 0.1800 | 0.2600 | 42 | 10 | 32.7% | 0.10 | 0.0348 | -0.019 | 68 | 7.15 | 8.70 | 49.2% | -0.91 | 0.0350 | -0.018 | ||
| 0.1200 | 0.2000 | 44 | 15 | 33.2% | 0.08 | 0.0282 | -0.016 | 69 | 8.10 | 9.45 | 49.2% | -0.93 | 0.0279 | -0.015 | ||
| 0.0700 | 0.1600 | 4 | 88 | 33.7% | 0.06 | 0.0228 | -0.013 | 70 | 9.00 | 11.35 | 62.8% | -0.95 | 0.0222 | -0.012 | ||
| 0.0100 | 0.2300 | 1 | 36.6% | 0.05 | 0.0186 | -0.012 | 71 | 10.05 | 12.00 | 62.9% | -0.96 | 0.0178 | -0.010 | |||
| 0 | 0.7500 | 12 | 50.8% | 0.04 | 0.0152 | -0.010 | 72 | 10.45 | 13.30 | 62.5% | -0.97 | 0.0143 | -0.008 | |||
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.