OXY option chain Occidental Petroleum Corporation
Cboe delayed options data · as of 18:41 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 ±16.9% (52.09–73.34) · ATM IV 33.2% · P/C open interest 0.72
| 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 | |
| 29.55 | 31.50 | 49.3% | 0.99 | 0.0016 | 0.000 | 32.5 | 0.0500 | 0.1900 | 30 | 51.6% | -0.01 | 0.0018 | -0.002 | |||
| 27.10 | 29.55 | 1 | 56.7% | 0.98 | 0.0022 | 0.000 | 35 | 0 | 0.2200 | 57 | 45.8% | -0.02 | 0.0024 | -0.003 | ||
| 24.65 | 27.30 | 4 | 54.0% | 0.98 | 0.0030 | -0.001 | 37.5 | 0.0400 | 0.2600 | 253 | 43.2% | -0.02 | 0.0032 | -0.003 | ||
| 22.30 | 23.90 | 218 | 28.7% | 0.97 | 0.0042 | -0.001 | 40 | 0.1000 | 0.3400 | 288 | 41.2% | -0.03 | 0.0044 | -0.004 | ||
| 20.25 | 21.45 | 12 | 145 | 37.4% | 0.96 | 0.0058 | -0.003 | 42.5 | 0.2200 | 0.6000 | 958 | 41.7% | -0.05 | 0.0061 | -0.005 | |
| 17.95 | 19.30 | 293 | 38.4% | 0.94 | 0.0080 | -0.004 | 45 | 0.3400 | 0.6200 | 1,228 | 38.2% | -0.06 | 0.0083 | -0.006 | ||
| 15.80 | 16.80 | 173 | 35.8% | 0.91 | 0.0108 | -0.006 | 47.5 | 0.5400 | 0.8000 | 711 | 36.4% | -0.09 | 0.0112 | -0.008 | ||
| 14.10 | 14.75 | 199 | 38.4% | 0.88 | 0.0142 | -0.008 | 50 | 0.8800 | 1.19 | 10 | 4,093 | 36.1% | -0.13 | 0.0146 | -0.009 | |
| 11.15 | 12.65 | 298 | 32.1% | 0.83 | 0.0180 | -0.010 | 52.5 | 1.30 | 1.54 | 2 | 1,260 | 34.7% | -0.17 | 0.0184 | -0.011 | |
| 10.05 | 10.70 | 10 | 760 | 35.1% | 0.78 | 0.0219 | -0.012 | 55 | 1.91 | 2.01 | 84 | 1,610 | 33.7% | -0.23 | 0.0222 | -0.013 |
| 8.40 | 8.95 | 1 | 932 | 34.6% | 0.71 | 0.0253 | -0.014 | 57.5 | 2.61 | 2.82 | 9 | 626 | 33.2% | -0.29 | 0.0257 | -0.015 |
| 6.90 | 7.40 | 2 | 2,661 | 34.2% | 0.64 | 0.0279 | -0.016 | 60 | 3.55 | 3.90 | 1,298 | 33.3% | -0.36 | 0.0284 | -0.016 | |
| 5.55 | 6.00 | 2,301 | 33.6% | 0.57 | 0.0296 | -0.017 | 62.5 | 4.70 | 5.00 | 6 | 599 | 32.9% | -0.44 | 0.0302 | -0.017 | |
| 4.55 | 4.85 | 1 | 1,609 | 33.8% | 0.50 | 0.0300 | -0.017 | 65 | 6.05 | 6.35 | 48 | 469 | 32.7% | -0.51 | 0.0308 | -0.018 |
| 3.50 | 4.00 | 4 | 771 | 33.6% | 0.43 | 0.0295 | -0.017 | 67.5 | 7.60 | 8.30 | 120 | 33.9% | -0.58 | 0.0305 | -0.017 | |
| 2.88 | 3.10 | 10 | 1,199 | 33.7% | 0.36 | 0.0280 | -0.016 | 70 | 9.35 | 10.25 | 64 | 34.8% | -0.65 | 0.0292 | -0.016 | |
| 2.26 | 2.52 | 3 | 141 | 34.0% | 0.31 | 0.0260 | -0.015 | 72.5 | 11.30 | 12.35 | 2 | 36.1% | -0.71 | 0.0273 | -0.015 | |
| 1.78 | 2.03 | 545 | 34.3% | 0.26 | 0.0236 | -0.014 | 75 | 12.95 | 14.20 | 1 | 34.4% | -0.76 | 0.0249 | -0.014 | ||
| 1.10 | 1.26 | 915 | 34.6% | 0.18 | 0.0187 | -0.012 | 80 | 17.30 | 18.60 | 35.6% | -0.85 | 0.0202 | -0.011 | |||
| 0.6300 | 0.8800 | 141 | 35.4% | 0.12 | 0.0142 | -0.009 | 85 | 21.90 | 23.25 | 36.8% | -0.91 | 0.0176 | -0.009 | |||
| 0.3900 | 0.6400 | 1,135 | 36.6% | 0.09 | 0.0106 | -0.007 | 90 | 26.80 | 28.60 | 43.9% | -0.96 | 0.0162 | -0.010 | |||
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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs