OXY option chain Occidental Petroleum Corporation
Cboe delayed options data · as of 06:41 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 ±20.2% (50.02–75.42) · ATM IV 33.5% · P/C open interest 0.16
| 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 | |
| 26.95 | 29.65 | 45.3% | 0.97 | 0.0028 | 0.000 | 35 | 0.0800 | 0.3100 | 42.8% | -0.02 | 0.0028 | -0.003 | ||||
| 25.25 | 26.50 | 41.2% | 0.96 | 0.0038 | 0.000 | 37.5 | 0.1700 | 0.3800 | 41.0% | -0.03 | 0.0038 | -0.003 | ||||
| 22.95 | 24.10 | 6 | 38.9% | 0.95 | 0.0051 | 0.000 | 40 | 0.1000 | 0.5100 | 7 | 37.5% | -0.05 | 0.0052 | -0.004 | ||
| 20.65 | 21.95 | 2 | 38.5% | 0.94 | 0.0067 | -0.001 | 42.5 | 0.2600 | 0.6900 | 2 | 36.8% | -0.06 | 0.0069 | -0.005 | ||
| 18.45 | 19.65 | 2 | 36.7% | 0.91 | 0.0088 | -0.002 | 45 | 0.6300 | 0.9300 | 44 | 37.0% | -0.09 | 0.0090 | -0.006 | ||
| 16.35 | 17.60 | 36.4% | 0.88 | 0.0112 | -0.004 | 47.5 | 0.9200 | 1.27 | 11 | 36.2% | -0.12 | 0.0115 | -0.008 | |||
| 14.35 | 15.50 | 38 | 35.4% | 0.85 | 0.0138 | -0.006 | 50 | 1.21 | 1.70 | 20 | 2 | 34.9% | -0.15 | 0.0142 | -0.009 | |
| 12.95 | 13.55 | 8 | 36.5% | 0.80 | 0.0165 | -0.008 | 52.5 | 1.84 | 2.29 | 77 | 34.9% | -0.20 | 0.0169 | -0.011 | ||
| 10.85 | 11.80 | 45 | 34.7% | 0.75 | 0.0190 | -0.010 | 55 | 2.56 | 2.80 | 1 | 9 | 33.9% | -0.25 | 0.0196 | -0.012 | |
| 9.60 | 10.00 | 8 | 34.8% | 0.70 | 0.0212 | -0.011 | 57.5 | 3.40 | 3.80 | 100 | 34.1% | -0.31 | 0.0219 | -0.013 | ||
| 7.95 | 8.85 | 15 | 168 | 34.7% | 0.64 | 0.0229 | -0.012 | 60 | 3.70 | 4.80 | 46 | 31.8% | -0.37 | 0.0237 | -0.014 | |
| 6.80 | 7.35 | 23 | 712 | 34.2% | 0.58 | 0.0240 | -0.013 | 62.5 | 5.40 | 5.85 | 20 | 10 | 32.7% | -0.43 | 0.0250 | -0.014 |
| 5.80 | 6.30 | 525 | 34.6% | 0.52 | 0.0246 | -0.014 | 65 | 6.00 | 7.55 | 46 | 31.5% | -0.49 | 0.0258 | -0.014 | ||
| 4.70 | 5.20 | 6 | 33.8% | 0.47 | 0.0245 | -0.014 | 67.5 | 7.55 | 9.10 | 5 | 31.6% | -0.55 | 0.0259 | -0.014 | ||
| 4.00 | 4.40 | 43 | 34.2% | 0.41 | 0.0239 | -0.014 | 70 | 10.05 | 10.70 | 1 | 33.7% | -0.61 | 0.0255 | -0.013 | ||
| 2.76 | 3.10 | 5 | 58 | 34.5% | 0.32 | 0.0217 | -0.013 | 75 | 12.80 | 14.70 | 31.6% | -0.71 | 0.0235 | -0.012 | ||
| 1.89 | 2.20 | 1 | 34.9% | 0.24 | 0.0186 | -0.011 | 80 | 17.80 | 19.00 | 1 | 35.3% | -0.80 | 0.0205 | -0.009 | ||
| 1.29 | 1.53 | 35.2% | 0.18 | 0.0155 | -0.010 | 85 | 22.25 | 23.50 | 36.3% | -0.87 | 0.0180 | -0.007 | ||||
| 0.9100 | 1.10 | 20 | 1 | 35.8% | 0.13 | 0.0125 | -0.008 | 90 | 26.95 | 28.25 | 38.0% | -0.92 | 0.0174 | -0.005 | ||
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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs