OXY option chain Occidental Petroleum Corporation
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 ±7.9% (56.51–66.25) · ATM IV 31.5% · P/C open interest 1.74
| 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 | |
| 24.00 | 28.00 | 96.3% | 0.99 | 0.0023 | -0.006 | 35 | 0 | 0.7500 | 109.2% | -0.02 | 0.0026 | -0.010 | ||||
| 18.95 | 23.05 | 74.9% | 0.98 | 0.0042 | -0.009 | 40 | 0 | 0.7500 | 86.6% | -0.03 | 0.0044 | -0.011 | ||||
| 14.00 | 18.00 | 55.9% | 0.97 | 0.0081 | -0.011 | 45 | 0 | 0.7500 | 66.2% | -0.04 | 0.0078 | -0.012 | ||||
| 13.05 | 16.95 | 52.4% | 0.97 | 0.0093 | -0.012 | 46 | 0 | 0.7600 | 62.3% | -0.04 | 0.0089 | -0.013 | ||||
| 12.10 | 15.95 | 61.7% | 0.96 | 0.0107 | -0.012 | 47 | 0 | 0.7500 | 58.5% | -0.05 | 0.0101 | -0.013 | ||||
| 11.00 | 14.95 | 58.6% | 0.96 | 0.0124 | -0.013 | 48 | 0 | 0.7500 | 54.7% | -0.05 | 0.0116 | -0.013 | ||||
| 10.60 | 12.75 | 0.95 | 0.0145 | -0.014 | 49 | 0 | 0.7500 | 51.0% | -0.06 | 0.0134 | -0.013 | |||||
| 9.80 | 11.60 | 0.95 | 0.0171 | -0.015 | 50 | 0 | 0.6400 | 45.4% | -0.07 | 0.0156 | -0.014 | |||||
| 8.85 | 10.45 | 0.94 | 0.0202 | -0.015 | 51 | 0.0100 | 0.6400 | 1 | 42.0% | -0.08 | 0.0183 | -0.015 | ||||
| 7.95 | 9.55 | 0.92 | 0.0240 | -0.017 | 52 | 0.1100 | 0.6900 | 4 | 82 | 40.7% | -0.09 | 0.0218 | -0.015 | |||
| 7.00 | 8.55 | 1 | 0.90 | 0.0288 | -0.018 | 53 | 0.1600 | 0.4200 | 4 | 63 | 33.8% | -0.10 | 0.0262 | -0.017 | ||
| 6.10 | 7.60 | 0.88 | 0.0342 | -0.020 | 54 | 0.2900 | 0.6900 | 38 | 35.6% | -0.13 | 0.0315 | -0.019 | ||||
| 5.55 | 6.80 | 1 | 28.6% | 0.85 | 0.0400 | -0.022 | 55 | 0.3900 | 0.6600 | 2 | 8 | 32.5% | -0.16 | 0.0378 | -0.021 | |
| 4.60 | 5.90 | 26.7% | 0.80 | 0.0460 | -0.024 | 56 | 0.5500 | 0.7800 | 1 | 23 | 31.3% | -0.20 | 0.0445 | -0.024 | ||
| 3.90 | 5.15 | 14 | 28.0% | 0.75 | 0.0518 | -0.026 | 57 | 0.8000 | 1.08 | 1 | 31.8% | -0.25 | 0.0511 | -0.027 | ||
| 3.00 | 4.45 | 1 | 26.8% | 0.70 | 0.0570 | -0.029 | 58 | 1.07 | 1.61 | 33.2% | -0.30 | 0.0570 | -0.029 | |||
| 3.30 | 3.70 | 22 | 32.8% | 0.64 | 0.0612 | -0.031 | 59 | 1.43 | 1.83 | 16 | 32.0% | -0.36 | 0.0616 | -0.031 | ||
| 2.77 | 3.25 | 1 | 3 | 33.7% | 0.57 | 0.0639 | -0.032 | 60 | 1.82 | 2.21 | 31.3% | -0.43 | 0.0647 | -0.033 | ||
| 2.23 | 2.59 | 2 | 32.4% | 0.51 | 0.0651 | -0.033 | 61 | 2.24 | 2.68 | 30.6% | -0.49 | 0.0660 | -0.033 | |||
| 1.78 | 2.11 | 6 | 32.0% | 0.44 | 0.0644 | -0.033 | 62 | 2.85 | 3.25 | 30.9% | -0.56 | 0.0655 | -0.033 | |||
| 1.40 | 1.75 | 5 | 32.0% | 0.38 | 0.0622 | -0.032 | 63 | 3.45 | 3.85 | 30.5% | -0.62 | 0.0634 | -0.032 | |||
| 1.09 | 1.44 | 2 | 32.1% | 0.33 | 0.0585 | -0.030 | 64 | 4.10 | 4.55 | 30.2% | -0.68 | 0.0598 | -0.030 | |||
| 0.9000 | 1.12 | 22 | 32.3% | 0.28 | 0.0537 | -0.028 | 65 | 4.90 | 5.35 | 31.0% | -0.73 | 0.0552 | -0.028 | |||
| 0.6600 | 0.9400 | 2 | 11 | 32.5% | 0.23 | 0.0484 | -0.026 | 66 | 5.60 | 7.25 | 39.5% | -0.78 | 0.0499 | -0.026 | ||
| 0.5100 | 0.8000 | 17 | 33.2% | 0.20 | 0.0429 | -0.024 | 67 | 6.40 | 8.10 | 40.2% | -0.81 | 0.0444 | -0.024 | |||
| 0.1500 | 0.7300 | 31.7% | 0.17 | 0.0378 | -0.022 | 68 | 7.30 | 8.95 | 41.3% | -0.84 | 0.0392 | -0.022 | ||||
| 0.3000 | 0.7800 | 36.7% | 0.14 | 0.0332 | -0.021 | 69 | 8.20 | 9.80 | 42.0% | -0.87 | 0.0344 | -0.021 | ||||
| 0.0500 | 0.7500 | 1 | 36.1% | 0.13 | 0.0293 | -0.019 | 70 | 9.15 | 10.80 | 44.5% | -0.89 | 0.0303 | -0.019 | |||
| 0.0300 | 0.7500 | 25 | 38.4% | 0.11 | 0.0259 | -0.018 | 71 | 10.00 | 11.85 | 46.8% | -0.90 | 0.0268 | -0.018 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 72 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 73 | 0 | 0 | 0.00 | 0.0000 | 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 — Oct 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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