OXY option chain Occidental Petroleum Corporation
Cboe delayed options data · as of 09:41 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 ±28.5% (45.37–81.61) · ATM IV 33.2% · P/C open interest 0.66
| 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 | |
| 30.25 | 32.10 | 162 | 35.6% | 0.96 | 0.0030 | 0.000 | 32.5 | 0.3300 | 0.6300 | 1,044 | 39.7% | -0.04 | 0.0031 | -0.003 | ||
| 28.55 | 30.00 | 391 | 40.1% | 0.95 | 0.0038 | 0.000 | 35 | 0.4200 | 1.00 | 1,318 | 39.5% | -0.05 | 0.0039 | -0.003 | ||
| 26.40 | 27.75 | 58 | 38.2% | 0.94 | 0.0048 | -0.000 | 37.5 | 0.7900 | 1.03 | 156 | 38.2% | -0.07 | 0.0049 | -0.004 | ||
| 24.30 | 25.70 | 4,404 | 37.4% | 0.92 | 0.0060 | -0.001 | 40 | 0.8700 | 1.34 | 4,309 | 36.5% | -0.08 | 0.0061 | -0.004 | ||
| 22.30 | 23.95 | 591 | 37.8% | 0.90 | 0.0072 | -0.002 | 42.5 | 1.24 | 1.72 | 2,705 | 36.1% | -0.11 | 0.0074 | -0.005 | ||
| 20.35 | 21.80 | 1,636 | 36.2% | 0.87 | 0.0085 | -0.003 | 45 | 1.56 | 2.17 | 1,990 | 35.2% | -0.13 | 0.0088 | -0.006 | ||
| 19.00 | 20.25 | 464 | 37.9% | 0.84 | 0.0099 | -0.004 | 47.5 | 2.24 | 2.71 | 724 | 35.2% | -0.16 | 0.0102 | -0.006 | ||
| 17.35 | 17.95 | 42 | 961 | 36.0% | 0.81 | 0.0112 | -0.005 | 50 | 2.59 | 3.35 | 1,221 | 34.1% | -0.20 | 0.0117 | -0.007 | |
| 15.65 | 16.25 | 82 | 963 | 35.2% | 0.77 | 0.0125 | -0.006 | 52.5 | 3.65 | 4.50 | 918 | 35.6% | -0.23 | 0.0131 | -0.008 | |
| 14.10 | 14.60 | 163 | 1,193 | 34.5% | 0.74 | 0.0137 | -0.007 | 55 | 4.60 | 4.80 | 6 | 1,954 | 34.2% | -0.27 | 0.0144 | -0.008 |
| 12.75 | 13.15 | 2 | 652 | 34.3% | 0.70 | 0.0147 | -0.007 | 57.5 | 5.10 | 6.30 | 445 | 34.1% | -0.31 | 0.0156 | -0.009 | |
| 11.45 | 11.95 | 17 | 3,700 | 34.3% | 0.66 | 0.0155 | -0.008 | 60 | 5.65 | 6.90 | 12 | 3,385 | 31.9% | -0.35 | 0.0166 | -0.009 |
| 10.20 | 10.90 | 1 | 777 | 34.3% | 0.62 | 0.0162 | -0.009 | 62.5 | 6.80 | 8.35 | 466 | 32.1% | -0.40 | 0.0175 | -0.009 | |
| 9.15 | 9.80 | 3,145 | 34.2% | 0.58 | 0.0167 | -0.009 | 65 | 8.15 | 9.80 | 364 | 32.3% | -0.44 | 0.0182 | -0.010 | ||
| 8.20 | 8.70 | 1,281 | 34.0% | 0.54 | 0.0169 | -0.009 | 67.5 | 10.50 | 11.35 | 389 | 34.2% | -0.48 | 0.0188 | -0.010 | ||
| 7.30 | 7.85 | 1 | 6,382 | 34.0% | 0.50 | 0.0170 | -0.009 | 70 | 11.15 | 12.90 | 277 | 32.4% | -0.53 | 0.0192 | -0.010 | |
| 6.45 | 7.00 | 328 | 33.8% | 0.47 | 0.0170 | -0.009 | 72.5 | 13.75 | 14.70 | 37 | 34.5% | -0.57 | 0.0195 | -0.010 | ||
| 5.80 | 6.30 | 60 | 1,182 | 33.9% | 0.43 | 0.0168 | -0.009 | 75 | 14.55 | 16.40 | 1 | 32.6% | -0.61 | 0.0196 | -0.010 | |
| 4.70 | 5.00 | 199 | 2,653 | 34.1% | 0.37 | 0.0160 | -0.009 | 80 | 18.35 | 20.10 | 4 | 32.4% | -0.69 | 0.0195 | -0.009 | |
| 3.80 | 4.05 | 1 | 1,369 | 34.4% | 0.31 | 0.0150 | -0.009 | 85 | 22.40 | 24.45 | 16 | 32.9% | -0.76 | 0.0186 | -0.009 | |
| 3.05 | 3.40 | 4 | 896 | 34.8% | 0.27 | 0.0137 | -0.008 | 90 | 27.75 | 28.95 | 2 | 36.4% | -0.82 | 0.0180 | -0.007 | |
| 2.37 | 2.89 | 3 | 1,170 | 35.1% | 0.23 | 0.0124 | -0.007 | 95 | 32.20 | 33.55 | 4 | 37.0% | -0.88 | 0.0177 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs