OXY option chain Occidental Petroleum Corporation
Cboe delayed options data · as of 15:42 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 ±6.4% (58.61–66.60) · ATM IV 35.5% · P/C open interest 0.32
| 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 | |
| 25.70 | 29.60 | 1.00 | 0.0004 | 0.000 | 35 | 0 | 1.40 | 186.4% | -0.00 | 0.0004 | -0.002 | |||||
| 21.40 | 24.60 | 124.0% | 1.00 | 0.0009 | 0.000 | 40 | 0 | 1.07 | 141.0% | -0.00 | 0.0009 | -0.003 | ||||
| 17.40 | 20.60 | 101.0% | 0.99 | 0.0018 | -0.001 | 44 | 0 | 0.8700 | 110.6% | -0.01 | 0.0018 | -0.004 | ||||
| 16.40 | 19.60 | 95.5% | 0.99 | 0.0022 | -0.002 | 45 | 0 | 0.8100 | 103.2% | -0.01 | 0.0022 | -0.004 | ||||
| 15.40 | 18.60 | 90.1% | 0.99 | 0.0027 | -0.003 | 46 | 0 | 0.7500 | 4 | 95.9% | -0.01 | 0.0027 | -0.005 | |||
| 14.40 | 17.70 | 88.0% | 0.99 | 0.0033 | -0.003 | 47 | 0 | 0.7500 | 1 | 90.5% | -0.01 | 0.0033 | -0.005 | |||
| 13.40 | 16.65 | 81.2% | 0.99 | 0.0041 | -0.004 | 48 | 0 | 0.8700 | 5 | 88.5% | -0.01 | 0.0041 | -0.006 | |||
| 12.45 | 15.65 | 77.4% | 0.98 | 0.0051 | -0.005 | 49 | 0 | 0.7500 | 35 | 80.1% | -0.01 | 0.0051 | -0.007 | |||
| 11.45 | 14.65 | 11 | 72.3% | 0.98 | 0.0064 | -0.006 | 50 | 0.0200 | 0.0600 | 4 | 136 | 48.7% | -0.02 | 0.0064 | -0.008 | |
| 10.45 | 13.65 | 67.2% | 0.98 | 0.0081 | -0.008 | 51 | 0 | 0.7500 | 11 | 69.8% | -0.02 | 0.0081 | -0.009 | |||
| 9.75 | 12.70 | 10 | 69.9% | 0.97 | 0.0103 | -0.009 | 52 | 0 | 0.7500 | 81 | 64.8% | -0.03 | 0.0103 | -0.011 | ||
| 8.75 | 10.80 | 3 | 38.0% | 0.96 | 0.0132 | -0.011 | 53 | 0.0100 | 0.1000 | 165 | 39.7% | -0.04 | 0.0132 | -0.013 | ||
| 7.80 | 10.00 | 20 | 44.5% | 0.95 | 0.0171 | -0.014 | 54 | 0 | 0.7500 | 53 | 54.7% | -0.05 | 0.0172 | -0.015 | ||
| 6.85 | 8.20 | 36 | 0.94 | 0.0223 | -0.017 | 55 | 0.1000 | 0.4300 | 10 | 129 | 45.1% | -0.06 | 0.0224 | -0.018 | ||
| 5.95 | 7.60 | 75 | 26.2% | 0.91 | 0.0290 | -0.021 | 56 | 0.0700 | 0.7500 | 51 | 45.9% | -0.09 | 0.0292 | -0.022 | ||
| 5.05 | 6.70 | 1 | 66 | 29.8% | 0.88 | 0.0374 | -0.026 | 57 | 0.2500 | 0.3700 | 6 | 48 | 37.4% | -0.12 | 0.0376 | -0.027 |
| 4.30 | 5.85 | 58 | 33.2% | 0.84 | 0.0471 | -0.032 | 58 | 0.3700 | 0.4700 | 23 | 92 | 36.0% | -0.16 | 0.0474 | -0.033 | |
| 3.65 | 4.65 | 62 | 30.2% | 0.79 | 0.0573 | -0.039 | 59 | 0.5800 | 0.6300 | 37 | 468 | 35.5% | -0.21 | 0.0577 | -0.040 | |
| 3.50 | 3.80 | 2 | 152 | 36.2% | 0.73 | 0.0668 | -0.045 | 60 | 0.8000 | 0.9300 | 21 | 94 | 35.4% | -0.27 | 0.0674 | -0.045 |
| 2.83 | 3.10 | 105 | 35.7% | 0.65 | 0.0745 | -0.050 | 61 | 1.10 | 1.37 | 29 | 36.0% | -0.35 | 0.0752 | -0.050 | ||
| 2.29 | 2.44 | 10 | 432 | 35.4% | 0.58 | 0.0793 | -0.053 | 62 | 1.54 | 1.68 | 117 | 35.2% | -0.43 | 0.0801 | -0.054 | |
| 1.70 | 1.99 | 26 | 196 | 35.1% | 0.50 | 0.0808 | -0.054 | 63 | 1.97 | 2.33 | 3 | 36.0% | -0.51 | 0.0818 | -0.055 | |
| 1.34 | 1.50 | 44 | 156 | 35.1% | 0.42 | 0.0792 | -0.053 | 64 | 2.55 | 2.90 | 35.9% | -0.59 | 0.0803 | -0.053 | ||
| 0.9900 | 1.10 | 202 | 2,358 | 34.5% | 0.34 | 0.0747 | -0.049 | 65 | 3.15 | 3.55 | 35.4% | -0.66 | 0.0760 | -0.050 | ||
| 0.7100 | 0.8400 | 4 | 510 | 34.7% | 0.27 | 0.0679 | -0.044 | 66 | 3.90 | 4.25 | 35.4% | -0.73 | 0.0693 | -0.045 | ||
| 0.5000 | 0.6200 | 11 | 23 | 34.7% | 0.21 | 0.0593 | -0.039 | 67 | 4.40 | 5.75 | 40.6% | -0.80 | 0.0609 | -0.039 | ||
| 0.3400 | 0.4600 | 9 | 273 | 34.9% | 0.16 | 0.0501 | -0.033 | 68 | 5.10 | 6.80 | 42.4% | -0.85 | 0.0518 | -0.033 | ||
| 0.2400 | 0.4100 | 89 | 36.5% | 0.13 | 0.0414 | -0.028 | 69 | 6.00 | 7.65 | 43.4% | -0.88 | 0.0432 | -0.029 | |||
| 0.1500 | 0.2500 | 14 | 100 | 35.4% | 0.10 | 0.0339 | -0.024 | 70 | 6.90 | 8.80 | 48.2% | -0.91 | 0.0357 | -0.024 | ||
| 0 | 0.2500 | 27 | 34.9% | 0.08 | 0.0278 | -0.021 | 71 | 7.85 | 10.15 | 56.5% | -0.93 | 0.0295 | -0.021 | |||
| 0 | 0.7500 | 49.3% | 0.06 | 0.0229 | -0.018 | 72 | 8.80 | 11.15 | 59.8% | -0.95 | 0.0248 | -0.019 | ||||
| 0 | 0.7500 | 52.7% | 0.05 | 0.0191 | -0.016 | 73 | 9.80 | 12.40 | 67.3% | -0.96 | 0.0208 | -0.016 | ||||
| 0 | 0.8700 | 58.4% | 0.05 | 0.0161 | -0.015 | 74 | 10.50 | 13.40 | 66.6% | -0.97 | 0.0179 | -0.015 | ||||
| 0 | 2.15 | 81.4% | 0.04 | 0.0136 | -0.013 | 75 | 11.50 | 14.40 | 70.2% | -0.98 | 0.0152 | -0.013 | ||||
| 0 | 2.13 | 98.7% | 0.02 | 0.0067 | -0.009 | 80 | 16.15 | 19.40 | 79.9% | -0.99 | 0.0061 | -0.009 | ||||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs