OXY option chain Occidental Petroleum Corporation
Cboe delayed options data · as of 00:36 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 ±8.3% (55.00–64.94) · ATM IV 30.3% · P/C open interest 0.33
| 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 | |
| 28.70 | 30.80 | 2 | 1.00 | 0.0007 | -0.002 | 30 | 0 | 0.1400 | 93.9% | -0.01 | 0.0011 | -0.004 | ||||
| 26.15 | 29.05 | 100.0% | 1.00 | 0.0011 | -0.003 | 32.5 | 0 | 0.1400 | 3 | 84.0% | -0.01 | 0.0015 | -0.005 | |||
| 23.95 | 26.30 | 90.9% | 0.99 | 0.0017 | -0.004 | 35 | 0 | 0.1400 | 5 | 74.8% | -0.01 | 0.0020 | -0.005 | |||
| 21.40 | 23.65 | 1 | 69.8% | 0.99 | 0.0025 | -0.005 | 37.5 | 0 | 0.1400 | 66.2% | -0.01 | 0.0026 | -0.005 | |||
| 18.95 | 21.20 | 1 | 66.0% | 0.99 | 0.0037 | -0.006 | 40 | 0 | 0.1500 | 1 | 58.7% | -0.02 | 0.0036 | -0.006 | ||
| 16.45 | 18.20 | 0.98 | 0.0054 | -0.007 | 42.5 | 0 | 0.1600 | 402 | 51.4% | -0.02 | 0.0050 | -0.006 | ||||
| 13.70 | 16.30 | 2 | 39.7% | 0.97 | 0.0076 | -0.008 | 45 | 0.0100 | 0.1300 | 447 | 43.0% | -0.03 | 0.0070 | -0.007 | ||
| 11.65 | 13.00 | 39 | 0.96 | 0.0109 | -0.009 | 47.5 | 0.0600 | 0.1900 | 1 | 641 | 39.9% | -0.04 | 0.0103 | -0.008 | ||
| 9.20 | 10.45 | 65 | 0.94 | 0.0165 | -0.010 | 50 | 0.1200 | 0.2600 | 1,378 | 35.5% | -0.06 | 0.0164 | -0.010 | |||
| 7.05 | 8.15 | 103 | 25.4% | 0.90 | 0.0272 | -0.014 | 52.5 | 0.3000 | 0.4300 | 2 | 752 | 33.1% | -0.10 | 0.0276 | -0.014 | |
| 5.40 | 5.85 | 8 | 912 | 29.6% | 0.81 | 0.0431 | -0.020 | 55 | 0.6700 | 0.8400 | 9 | 1,547 | 32.4% | -0.19 | 0.0437 | -0.020 |
| 3.35 | 4.00 | 5 | 1,408 | 27.8% | 0.68 | 0.0581 | -0.026 | 57.5 | 1.34 | 1.53 | 49 | 1,752 | 31.4% | -0.33 | 0.0592 | -0.026 |
| 2.25 | 2.55 | 31 | 5,854 | 28.9% | 0.52 | 0.0648 | -0.029 | 60 | 2.42 | 2.72 | 39 | 1,386 | 31.6% | -0.49 | 0.0664 | -0.030 |
| 1.35 | 1.51 | 37 | 1,902 | 29.9% | 0.37 | 0.0608 | -0.028 | 62.5 | 3.65 | 4.50 | 325 | 31.4% | -0.65 | 0.0631 | -0.029 | |
| 0.7600 | 0.8700 | 66 | 9,362 | 30.5% | 0.24 | 0.0495 | -0.023 | 65 | 5.75 | 6.50 | 3 | 23 | 34.5% | -0.78 | 0.0522 | -0.024 |
| 0.4000 | 0.5600 | 1 | 290 | 31.8% | 0.15 | 0.0363 | -0.018 | 67.5 | 7.60 | 8.85 | 35.2% | -0.87 | 0.0387 | -0.019 | ||
| 0.2000 | 0.3000 | 1 | 1,211 | 32.1% | 0.10 | 0.0255 | -0.014 | 70 | 9.75 | 11.40 | 38.1% | -0.93 | 0.0266 | -0.015 | ||
| 0.0800 | 0.1600 | 1 | 4,922 | 36.6% | 0.05 | 0.0134 | -0.009 | 75 | 14.70 | 16.25 | 2 | 46.1% | -0.97 | 0.0123 | -0.009 | |
| 0 | 0.1900 | 15 | 43.2% | 0.03 | 0.0079 | -0.007 | 80 | 19.55 | 21.30 | 53.4% | -0.99 | 0.0062 | -0.005 | |||
| 0 | 0.1500 | 48.8% | 0.02 | 0.0052 | -0.006 | 85 | 24.60 | 27.10 | 77.2% | -0.99 | 0.0033 | -0.004 | ||||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs