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 ±8.0% (57.62–67.59) · ATM IV 37.8% · P/C open interest 0.64
| 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 | |
| 26.00 | 29.60 | 107.4% | 1.00 | 0.0008 | 0.000 | 35 | 0 | 0.9300 | 144.3% | -0.00 | 0.0008 | -0.003 | ||||
| 21.05 | 24.65 | 89.6% | 0.99 | 0.0016 | -0.001 | 40 | 0 | 2.13 | 144.0% | -0.01 | 0.0016 | -0.004 | ||||
| 17.25 | 20.70 | 82.3% | 0.99 | 0.0030 | -0.003 | 44 | 0 | 0.8500 | 93.6% | -0.01 | 0.0030 | -0.006 | ||||
| 16.25 | 19.65 | 75.9% | 0.99 | 0.0036 | -0.004 | 45 | 0 | 0.9300 | 90.8% | -0.01 | 0.0036 | -0.006 | ||||
| 15.25 | 18.70 | 73.2% | 0.98 | 0.0042 | -0.005 | 46 | 0 | 0.8500 | 84.1% | -0.02 | 0.0042 | -0.007 | ||||
| 14.30 | 17.70 | 70.3% | 0.98 | 0.0050 | -0.005 | 47 | 0 | 0.9300 | 81.3% | -0.02 | 0.0051 | -0.008 | ||||
| 13.30 | 16.70 | 65.9% | 0.98 | 0.0061 | -0.006 | 48 | 0 | 0.9300 | 76.6% | -0.02 | 0.0061 | -0.009 | ||||
| 12.45 | 15.70 | 2 | 65.5% | 0.97 | 0.0073 | -0.007 | 49 | 0 | 0.9300 | 25 | 72.0% | -0.03 | 0.0074 | -0.010 | ||
| 11.50 | 14.15 | 44.6% | 0.97 | 0.0089 | -0.009 | 50 | 0 | 0.9300 | 38 | 67.5% | -0.03 | 0.0089 | -0.011 | |||
| 10.50 | 13.75 | 58.9% | 0.96 | 0.0109 | -0.010 | 51 | 0 | 0.9100 | 2 | 62.6% | -0.04 | 0.0109 | -0.012 | |||
| 9.90 | 12.15 | 50.2% | 0.95 | 0.0134 | -0.012 | 52 | 0 | 0.5600 | 112 | 51.2% | -0.05 | 0.0135 | -0.014 | |||
| 8.90 | 11.15 | 46.1% | 0.94 | 0.0166 | -0.014 | 53 | 0 | 0.7500 | 36 | 50.9% | -0.06 | 0.0167 | -0.016 | |||
| 7.95 | 10.20 | 44.0% | 0.93 | 0.0206 | -0.017 | 54 | 0.0100 | 0.7500 | 9 | 46.8% | -0.07 | 0.0207 | -0.018 | |||
| 7.10 | 9.30 | 1 | 44.0% | 0.90 | 0.0256 | -0.020 | 55 | 0.0600 | 0.7500 | 10 | 43.4% | -0.10 | 0.0257 | -0.022 | ||
| 6.20 | 8.60 | 2 | 45.0% | 0.88 | 0.0314 | -0.025 | 56 | 0.3000 | 0.8300 | 9 | 43.6% | -0.12 | 0.0316 | -0.026 | ||
| 5.50 | 6.90 | 36 | 35.1% | 0.84 | 0.0379 | -0.029 | 57 | 0.4200 | 0.5900 | 4 | 33 | 37.4% | -0.16 | 0.0381 | -0.030 | |
| 4.20 | 6.55 | 1 | 34.9% | 0.80 | 0.0445 | -0.034 | 58 | 0.6600 | 0.7800 | 8 | 55 | 37.8% | -0.20 | 0.0447 | -0.035 | |
| 4.60 | 5.15 | 1 | 172 | 39.9% | 0.75 | 0.0507 | -0.039 | 59 | 0.9600 | 1.05 | 7 | 34 | 38.4% | -0.25 | 0.0511 | -0.040 |
| 3.95 | 4.40 | 153 | 39.5% | 0.69 | 0.0561 | -0.043 | 60 | 1.22 | 1.38 | 2 | 314 | 38.0% | -0.31 | 0.0566 | -0.044 | |
| 3.30 | 3.60 | 1 | 117 | 37.8% | 0.63 | 0.0604 | -0.046 | 61 | 1.58 | 1.75 | 4 | 110 | 37.9% | -0.37 | 0.0609 | -0.047 |
| 2.78 | 3.05 | 52 | 94 | 38.2% | 0.57 | 0.0630 | -0.048 | 62 | 2.00 | 2.20 | 19 | 37.8% | -0.43 | 0.0637 | -0.049 | |
| 2.29 | 2.40 | 205 | 226 | 37.1% | 0.51 | 0.0640 | -0.049 | 63 | 2.46 | 2.82 | 3 | 5 | 38.4% | -0.50 | 0.0648 | -0.050 |
| 1.80 | 2.21 | 40 | 38.6% | 0.44 | 0.0634 | -0.049 | 64 | 3.00 | 3.50 | 39.1% | -0.56 | 0.0644 | -0.049 | |||
| 1.48 | 1.64 | 11 | 160 | 37.5% | 0.38 | 0.0613 | -0.047 | 65 | 3.60 | 4.10 | 1 | 3 | 38.7% | -0.62 | 0.0624 | -0.047 |
| 1.17 | 1.32 | 4 | 98 | 37.5% | 0.33 | 0.0580 | -0.044 | 66 | 4.10 | 4.85 | 37.7% | -0.68 | 0.0592 | -0.045 | ||
| 0.8600 | 0.9800 | 1 | 28 | 36.4% | 0.27 | 0.0536 | -0.041 | 67 | 5.05 | 5.50 | 38.8% | -0.73 | 0.0549 | -0.041 | ||
| 0.6900 | 0.8200 | 20 | 37.3% | 0.23 | 0.0484 | -0.037 | 68 | 5.00 | 7.55 | 43.1% | -0.78 | 0.0498 | -0.037 | |||
| 0.1500 | 0.8300 | 35.2% | 0.19 | 0.0429 | -0.033 | 69 | 6.20 | 8.45 | 48.2% | -0.82 | 0.0444 | -0.033 | ||||
| 0.4000 | 0.7800 | 3 | 83 | 41.0% | 0.15 | 0.0375 | -0.029 | 70 | 7.10 | 9.30 | 49.6% | -0.86 | 0.0390 | -0.030 | ||
| 0.2600 | 0.7500 | 42.3% | 0.13 | 0.0324 | -0.026 | 71 | 7.95 | 9.55 | 42.5% | -0.89 | 0.0340 | -0.026 | ||||
| 0.0100 | 0.6600 | 40.4% | 0.11 | 0.0279 | -0.023 | 72 | 8.70 | 11.10 | 49.8% | -0.91 | 0.0296 | -0.023 | ||||
| 0 | 0.7500 | 44.6% | 0.09 | 0.0240 | -0.021 | 73 | 9.80 | 11.80 | 50.2% | -0.93 | 0.0257 | -0.021 | ||||
| 0.1100 | 0.3300 | 30 | 41.7% | 0.08 | 0.0207 | -0.019 | 74 | 10.55 | 13.30 | 56.8% | -0.94 | 0.0224 | -0.019 | |||
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 13, 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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