OXY option chain Occidental Petroleum Corporation
Cboe delayed options data · as of 00:36 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 ±31.5% (41.51–79.71) · ATM IV 34.8% · 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 | |
| 28.65 | 30.40 | 162 | 42.5% | 0.95 | 0.0037 | 0.000 | 32.5 | 0.5400 | 0.8400 | 1,067 | 39.6% | -0.05 | 0.0038 | -0.003 | ||
| 24.95 | 28.10 | 393 | 28.7% | 0.94 | 0.0047 | 0.000 | 35 | 0.5600 | 1.03 | 1,272 | 37.1% | -0.07 | 0.0048 | -0.003 | ||
| 23.95 | 26.40 | 57 | 38.4% | 0.92 | 0.0058 | -0.000 | 37.5 | 1.00 | 1.29 | 20 | 155 | 37.1% | -0.08 | 0.0059 | -0.004 | |
| 21.40 | 24.40 | 4,410 | 35.3% | 0.90 | 0.0070 | -0.001 | 40 | 1.21 | 1.72 | 4,306 | 36.1% | -0.11 | 0.0072 | -0.004 | ||
| 20.85 | 22.15 | 614 | 38.5% | 0.87 | 0.0083 | -0.002 | 42.5 | 1.83 | 2.31 | 2,611 | 36.7% | -0.13 | 0.0086 | -0.005 | ||
| 18.85 | 20.40 | 99 | 1,658 | 37.4% | 0.85 | 0.0097 | -0.003 | 45 | 2.20 | 2.68 | 1,838 | 35.1% | -0.16 | 0.0100 | -0.006 | |
| 17.00 | 18.65 | 410 | 36.4% | 0.81 | 0.0110 | -0.004 | 47.5 | 2.85 | 3.75 | 3 | 716 | 35.9% | -0.19 | 0.0114 | -0.006 | |
| 15.75 | 16.35 | 1,006 | 35.2% | 0.78 | 0.0123 | -0.005 | 50 | 3.75 | 4.25 | 526 | 35.2% | -0.23 | 0.0128 | -0.007 | ||
| 14.05 | 15.05 | 966 | 34.9% | 0.74 | 0.0134 | -0.006 | 52.5 | 4.60 | 5.00 | 500 | 34.6% | -0.27 | 0.0140 | -0.007 | ||
| 12.35 | 13.60 | 1 | 1,156 | 34.0% | 0.71 | 0.0144 | -0.006 | 55 | 5.00 | 6.00 | 1,712 | 33.2% | -0.31 | 0.0152 | -0.008 | |
| 10.95 | 12.40 | 2 | 670 | 33.8% | 0.67 | 0.0153 | -0.007 | 57.5 | 6.60 | 7.60 | 68 | 376 | 35.1% | -0.35 | 0.0162 | -0.008 |
| 10.00 | 11.20 | 8 | 3,375 | 34.0% | 0.63 | 0.0160 | -0.007 | 60 | 8.10 | 8.90 | 5 | 3,284 | 35.6% | -0.39 | 0.0171 | -0.008 |
| 8.45 | 10.10 | 33 | 742 | 33.0% | 0.59 | 0.0165 | -0.008 | 62.5 | 9.10 | 10.60 | 454 | 35.5% | -0.43 | 0.0178 | -0.009 | |
| 8.40 | 9.10 | 500 | 2,728 | 34.6% | 0.55 | 0.0168 | -0.008 | 65 | 10.50 | 11.15 | 231 | 33.8% | -0.48 | 0.0184 | -0.009 | |
| 7.15 | 8.20 | 1,259 | 33.9% | 0.51 | 0.0169 | -0.008 | 67.5 | 12.00 | 13.60 | 208 | 35.3% | -0.52 | 0.0188 | -0.009 | ||
| 6.00 | 7.40 | 6,349 | 33.2% | 0.48 | 0.0169 | -0.008 | 70 | 13.65 | 14.35 | 276 | 33.6% | -0.56 | 0.0190 | -0.008 | ||
| 5.25 | 6.65 | 322 | 33.1% | 0.44 | 0.0167 | -0.008 | 72.5 | 15.15 | 16.15 | 37 | 33.3% | -0.60 | 0.0191 | -0.008 | ||
| 4.45 | 6.00 | 937 | 32.8% | 0.41 | 0.0164 | -0.008 | 75 | 17.15 | 18.00 | 1 | 33.7% | -0.64 | 0.0191 | -0.008 | ||
| 3.60 | 4.80 | 1,988 | 33.0% | 0.35 | 0.0155 | -0.008 | 80 | 20.95 | 22.80 | 4 | 35.5% | -0.71 | 0.0192 | -0.007 | ||
| 2.91 | 4.00 | 1,124 | 33.6% | 0.30 | 0.0144 | -0.008 | 85 | 25.10 | 26.15 | 16 | 33.6% | -0.78 | 0.0194 | -0.007 | ||
| 2.73 | 3.35 | 451 | 35.0% | 0.26 | 0.0132 | -0.007 | 90 | 29.45 | 30.65 | 33.5% | -0.84 | 0.0194 | -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