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 ±9.1% (55.33–66.44) · ATM IV 30.9% · P/C open interest —
| 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 | |
| 10.35 | 14.00 | 41.5% | 0.93 | 0.0141 | -0.005 | 49 | 0 | 0.9500 | 47.0% | -0.07 | 0.0142 | -0.012 | ||||
| 9.40 | 13.05 | 39.9% | 0.92 | 0.0165 | -0.006 | 50 | 0 | 2.31 | 58.3% | -0.08 | 0.0166 | -0.013 | ||||
| 8.50 | 12.15 | 39.3% | 0.91 | 0.0194 | -0.008 | 51 | 0 | 2.36 | 54.9% | -0.10 | 0.0195 | -0.014 | ||||
| 8.60 | 11.20 | 47.8% | 0.89 | 0.0227 | -0.010 | 52 | 0 | 2.44 | 51.6% | -0.11 | 0.0229 | -0.016 | ||||
| 6.65 | 10.35 | 36.4% | 0.87 | 0.0265 | -0.012 | 53 | 0 | 2.53 | 48.4% | -0.14 | 0.0268 | -0.017 | ||||
| 5.80 | 9.45 | 35.3% | 0.84 | 0.0308 | -0.015 | 54 | 0 | 2.65 | 45.4% | -0.16 | 0.0311 | -0.019 | ||||
| 4.95 | 8.65 | 34.5% | 0.81 | 0.0353 | -0.017 | 55 | 0 | 2.80 | 42.4% | -0.19 | 0.0358 | -0.021 | ||||
| 5.25 | 7.05 | 4 | 35.9% | 0.77 | 0.0400 | -0.019 | 56 | 0 | 3.00 | 39.6% | -0.23 | 0.0405 | -0.022 | |||
| 3.35 | 7.15 | 33.1% | 0.73 | 0.0445 | -0.021 | 57 | 0 | 3.25 | 37.0% | -0.27 | 0.0452 | -0.024 | ||||
| 2.68 | 6.50 | 33.0% | 0.68 | 0.0486 | -0.023 | 58 | 0 | 3.55 | 34.4% | -0.32 | 0.0494 | -0.026 | ||||
| 2.05 | 5.90 | 32.9% | 0.63 | 0.0520 | -0.025 | 59 | 0.1100 | 3.95 | 32.7% | -0.37 | 0.0530 | -0.027 | ||||
| 1.49 | 5.35 | 32.9% | 0.58 | 0.0543 | -0.026 | 60 | 0.3400 | 4.35 | 31.2% | -0.43 | 0.0555 | -0.027 | ||||
| 2.51 | 2.96 | 206 | 30.8% | 0.52 | 0.0555 | -0.027 | 61 | 1.15 | 4.50 | 30.9% | -0.49 | 0.0568 | -0.027 | |||
| 2.05 | 4.40 | 41.2% | 0.47 | 0.0554 | -0.027 | 62 | 1.43 | 5.35 | 31.0% | -0.54 | 0.0570 | -0.027 | ||||
| 1.66 | 2.40 | 32.2% | 0.41 | 0.0542 | -0.027 | 63 | 3.60 | 4.50 | 31.6% | -0.60 | 0.0560 | -0.026 | ||||
| 0.0300 | 3.70 | 34.3% | 0.36 | 0.0521 | -0.026 | 64 | 2.72 | 6.60 | 30.9% | -0.65 | 0.0540 | -0.025 | ||||
| 0 | 3.40 | 36.0% | 0.32 | 0.0492 | -0.025 | 65 | 3.45 | 7.25 | 30.5% | -0.70 | 0.0513 | -0.023 | ||||
| 0.7600 | 1.35 | 31.1% | 0.27 | 0.0458 | -0.023 | 66 | 4.20 | 8.05 | 30.6% | -0.74 | 0.0480 | -0.021 | ||||
| 0 | 2.99 | 40.1% | 0.24 | 0.0420 | -0.022 | 67 | 5.05 | 8.80 | 30.5% | -0.78 | 0.0444 | -0.019 | ||||
| 0 | 2.84 | 42.1% | 0.20 | 0.0381 | -0.020 | 68 | 5.85 | 9.65 | 30.1% | -0.82 | 0.0406 | -0.017 | ||||
| 0 | 2.73 | 44.2% | 0.17 | 0.0342 | -0.018 | 69 | 6.80 | 10.50 | 30.5% | -0.85 | 0.0367 | -0.015 | ||||
| 0 | 2.63 | 46.2% | 0.15 | 0.0305 | -0.017 | 70 | 7.70 | 11.45 | 31.0% | -0.87 | 0.0328 | -0.013 | ||||
| 0 | 2.55 | 48.3% | 0.13 | 0.0271 | -0.015 | 71 | 8.60 | 12.35 | 30.1% | -0.90 | 0.0292 | -0.011 | ||||
| 0 | 2.48 | 50.2% | 0.11 | 0.0240 | -0.014 | 72 | 9.55 | 13.30 | 29.9% | -0.92 | 0.0256 | -0.008 | ||||
| 0 | 2.42 | 52.2% | 0.09 | 0.0212 | -0.013 | 73 | 10.50 | 14.25 | 28.1% | -0.93 | 0.0224 | -0.006 | ||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs