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 ±10.9% (55.76–69.45) · ATM IV 33.7% · P/C open interest 0.52
| 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 | |
| 29.00 | 31.05 | 61 | 1.00 | 0.0006 | 0.000 | 32.5 | 0 | 0.1500 | 1,528 | 75.3% | -0.00 | 0.0008 | -0.002 | |||
| 26.50 | 28.55 | 214 | 0.99 | 0.0009 | 0.000 | 35 | 0 | 0.1000 | 1,965 | 64.0% | -0.01 | 0.0011 | -0.002 | |||
| 24.05 | 27.05 | 73 | 75.0% | 0.99 | 0.0013 | 0.000 | 37.5 | 0 | 0.1700 | 2,045 | 61.6% | -0.01 | 0.0016 | -0.003 | ||
| 21.55 | 23.60 | 1,021 | 0.99 | 0.0020 | 0.000 | 40 | 0 | 0.1900 | 5,473 | 55.6% | -0.01 | 0.0023 | -0.003 | |||
| 20.00 | 21.90 | 404 | 73.0% | 0.99 | 0.0031 | -0.001 | 42.5 | 0.0100 | 0.2000 | 2,867 | 49.8% | -0.02 | 0.0035 | -0.004 | ||
| 17.40 | 18.70 | 3 | 1,463 | 49.7% | 0.98 | 0.0048 | -0.002 | 45 | 0.0600 | 0.1100 | 33 | 2,719 | 41.9% | -0.03 | 0.0053 | -0.005 |
| 15.05 | 15.90 | 2,013 | 38.0% | 0.97 | 0.0075 | -0.004 | 47.5 | 0.1200 | 0.2600 | 931 | 41.7% | -0.04 | 0.0081 | -0.007 | ||
| 12.90 | 13.40 | 4,987 | 39.0% | 0.94 | 0.0119 | -0.007 | 50 | 0.2400 | 0.3200 | 2 | 2,419 | 38.5% | -0.06 | 0.0126 | -0.010 | |
| 10.45 | 11.05 | 1,515 | 34.7% | 0.91 | 0.0184 | -0.012 | 52.5 | 0.4400 | 0.5700 | 10 | 2,256 | 37.3% | -0.10 | 0.0191 | -0.013 | |
| 8.30 | 8.80 | 2 | 4,032 | 33.5% | 0.85 | 0.0267 | -0.017 | 55 | 0.7700 | 0.8800 | 3,168 | 35.6% | -0.16 | 0.0273 | -0.018 | |
| 6.60 | 6.85 | 17 | 2,771 | 35.0% | 0.77 | 0.0355 | -0.022 | 57.5 | 1.32 | 1.39 | 44 | 2,166 | 34.5% | -0.25 | 0.0358 | -0.023 |
| 4.90 | 5.20 | 46 | 5,859 | 34.7% | 0.66 | 0.0429 | -0.026 | 60 | 2.12 | 2.19 | 3 | 3,399 | 33.9% | -0.35 | 0.0429 | -0.026 |
| 3.50 | 3.70 | 7 | 3,574 | 33.8% | 0.55 | 0.0469 | -0.028 | 62.5 | 3.15 | 3.35 | 1 | 506 | 33.5% | -0.46 | 0.0466 | -0.028 |
| 2.47 | 2.56 | 190 | 6,707 | 33.8% | 0.43 | 0.0465 | -0.028 | 65 | 4.60 | 4.80 | 274 | 33.7% | -0.58 | 0.0460 | -0.027 | |
| 1.67 | 1.74 | 104 | 3,627 | 33.9% | 0.33 | 0.0424 | -0.026 | 67.5 | 6.30 | 6.90 | 68 | 36.0% | -0.68 | 0.0419 | -0.025 | |
| 1.09 | 1.17 | 77 | 6,528 | 34.0% | 0.24 | 0.0362 | -0.022 | 70 | 8.20 | 8.90 | 27 | 36.9% | -0.76 | 0.0359 | -0.021 | |
| 0.7200 | 0.8000 | 75 | 1,608 | 34.7% | 0.17 | 0.0293 | -0.019 | 72.5 | 9.95 | 11.10 | 30 | 35.8% | -0.83 | 0.0298 | -0.018 | |
| 0.4700 | 0.6000 | 1 | 3,071 | 35.8% | 0.12 | 0.0229 | -0.015 | 75 | 12.35 | 13.20 | 36.8% | -0.89 | 0.0247 | -0.015 | ||
| 0.2000 | 0.2700 | 1,814 | 36.9% | 0.06 | 0.0132 | -0.009 | 80 | 16.95 | 18.40 | 43.9% | -0.96 | 0.0179 | -0.011 | |||
| 0.0900 | 0.2500 | 2,203 | 41.3% | 0.04 | 0.0078 | -0.006 | 85 | 21.15 | 24.10 | 50.7% | -0.99 | 0.0072 | -0.008 | |||
| 0.0400 | 0.0900 | 8,746 | 40.9% | 0.02 | 0.0048 | -0.004 | 90 | 25.50 | 29.40 | 51.2% | -1.00 | 0.0000 | -0.007 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs