OXY option chain Occidental Petroleum Corporation
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 ±8.5% (57.43–68.07) · ATM IV 36.3% · P/C open interest 0.56
| 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 | |
| 28.50 | 31.85 | 1 | 1.00 | 0.0007 | 0.000 | 32.5 | 0 | 2.13 | 24 | 176.9% | -0.00 | 0.0007 | -0.003 | |||
| 26.80 | 29.40 | 1 | 98.7% | 0.99 | 0.0010 | 0.000 | 35 | 0 | 1.02 | 123 | 133.6% | -0.01 | 0.0010 | -0.003 | ||
| 23.55 | 26.90 | 1 | 0.99 | 0.0013 | -0.001 | 37.5 | 0 | 0.4700 | 51 | 102.5% | -0.01 | 0.0013 | -0.004 | |||
| 21.90 | 24.40 | 61 | 81.9% | 0.99 | 0.0018 | -0.002 | 40 | 0 | 0.0600 | 310 | 66.6% | -0.01 | 0.0018 | -0.004 | ||
| 19.40 | 21.90 | 127 | 71.3% | 0.99 | 0.0026 | -0.003 | 42.5 | 0 | 0.2000 | 243 | 69.5% | -0.01 | 0.0026 | -0.005 | ||
| 16.20 | 19.95 | 225 | 51.1% | 0.98 | 0.0037 | -0.004 | 45 | 0 | 0.1100 | 3,402 | 55.3% | -0.01 | 0.0037 | -0.006 | ||
| 14.40 | 17.45 | 277 | 68.2% | 0.98 | 0.0054 | -0.005 | 47.5 | 0 | 0.0700 | 6 | 3,480 | 44.5% | -0.02 | 0.0054 | -0.007 | |
| 12.95 | 15.55 | 53.5% | 0.97 | 0.0070 | -0.006 | 49 | 0 | 0.3300 | 52.0% | -0.03 | 0.0070 | -0.008 | ||||
| 11.80 | 15.00 | 2 | 402 | 56.9% | 0.97 | 0.0085 | -0.007 | 50 | 0.0700 | 0.1500 | 40 | 3,104 | 44.9% | -0.03 | 0.0085 | -0.009 |
| 10.20 | 14.00 | 34.0% | 0.96 | 0.0103 | -0.008 | 51 | 0 | 0.5700 | 2 | 51.0% | -0.04 | 0.0104 | -0.010 | |||
| 10.00 | 13.05 | 53.3% | 0.95 | 0.0128 | -0.010 | 52 | 0.0700 | 0.2400 | 4 | 1 | 41.2% | -0.05 | 0.0128 | -0.011 | ||
| 9.55 | 11.60 | 313 | 0.95 | 0.0142 | -0.011 | 52.5 | 0.1000 | 0.1900 | 28 | 3,135 | 39.0% | -0.05 | 0.0143 | -0.012 | ||
| 9.10 | 11.60 | 43.2% | 0.94 | 0.0159 | -0.012 | 53 | 0.1500 | 0.2200 | 1 | 3 | 39.4% | -0.06 | 0.0160 | -0.013 | ||
| 8.40 | 10.05 | 34.1% | 0.93 | 0.0198 | -0.014 | 54 | 0.1700 | 0.5900 | 2 | 1 | 43.2% | -0.07 | 0.0200 | -0.016 | ||
| 8.15 | 8.75 | 13 | 2,125 | 39.0% | 0.90 | 0.0245 | -0.018 | 55 | 0.2700 | 0.3500 | 204 | 5,087 | 37.2% | -0.10 | 0.0247 | -0.019 |
| 5.85 | 9.10 | 35.8% | 0.88 | 0.0299 | -0.021 | 56 | 0.3700 | 0.4900 | 73 | 36.9% | -0.12 | 0.0301 | -0.022 | |||
| 4.75 | 7.00 | 0.84 | 0.0357 | -0.025 | 57 | 0.5200 | 0.6200 | 3 | 6 | 36.4% | -0.16 | 0.0360 | -0.026 | |||
| 5.55 | 6.85 | 3 | 2,380 | 35.1% | 0.82 | 0.0387 | -0.027 | 57.5 | 0.6000 | 0.7100 | 99 | 2,470 | 36.1% | -0.18 | 0.0390 | -0.028 |
| 3.95 | 7.70 | 1 | 35.5% | 0.80 | 0.0417 | -0.029 | 58 | 0.7000 | 0.8200 | 64 | 45 | 36.1% | -0.20 | 0.0420 | -0.030 | |
| 3.50 | 6.95 | 38.0% | 0.76 | 0.0473 | -0.033 | 59 | 0.9400 | 1.03 | 8 | 1 | 35.6% | -0.25 | 0.0477 | -0.034 | ||
| 4.10 | 4.65 | 27 | 11.5K | 35.4% | 0.70 | 0.0524 | -0.036 | 60 | 1.22 | 1.34 | 44 | 2,190 | 35.4% | -0.30 | 0.0528 | -0.037 |
| 2.23 | 4.95 | 6 | 33.2% | 0.65 | 0.0564 | -0.039 | 61 | 1.52 | 1.82 | 2 | 4 | 35.9% | -0.35 | 0.0570 | -0.040 | |
| 2.95 | 3.35 | 5 | 26 | 35.2% | 0.59 | 0.0592 | -0.041 | 62 | 1.90 | 2.19 | 7 | 2 | 35.2% | -0.41 | 0.0599 | -0.041 |
| 2.82 | 3.05 | 207 | 6,653 | 35.9% | 0.56 | 0.0601 | -0.041 | 62.5 | 2.16 | 2.40 | 74 | 1,187 | 35.2% | -0.44 | 0.0609 | -0.042 |
| 2.59 | 2.77 | 16 | 24 | 36.0% | 0.53 | 0.0607 | -0.042 | 63 | 2.42 | 2.86 | 3 | 4 | 36.7% | -0.48 | 0.0615 | -0.042 |
| 2.15 | 2.34 | 4 | 53 | 36.1% | 0.47 | 0.0608 | -0.042 | 64 | 2.85 | 3.60 | 6 | 1 | 37.2% | -0.54 | 0.0617 | -0.042 |
| 1.71 | 1.89 | 576 | 8,797 | 35.3% | 0.41 | 0.0596 | -0.041 | 65 | 2.37 | 4.15 | 4 | 373 | 29.2% | -0.60 | 0.0606 | -0.041 |
| 1.38 | 1.56 | 36 | 4 | 35.6% | 0.35 | 0.0571 | -0.039 | 66 | 3.85 | 5.40 | 39.3% | -0.65 | 0.0583 | -0.039 | ||
| 1.12 | 1.21 | 14 | 8 | 35.3% | 0.30 | 0.0535 | -0.036 | 67 | 4.20 | 6.30 | 38.1% | -0.71 | 0.0549 | -0.036 | ||
| 1.01 | 1.08 | 460 | 2,909 | 35.4% | 0.28 | 0.0514 | -0.035 | 67.5 | 4.10 | 6.65 | 8 | 117 | 34.1% | -0.73 | 0.0529 | -0.035 |
| 0.9000 | 0.9900 | 7 | 99 | 35.7% | 0.25 | 0.0491 | -0.033 | 68 | 4.00 | 7.15 | 30.5% | -0.76 | 0.0507 | -0.034 | ||
| 0.6900 | 0.8100 | 8 | 31 | 35.8% | 0.21 | 0.0442 | -0.030 | 69 | 4.80 | 8.35 | 34.0% | -0.80 | 0.0459 | -0.030 | ||
| 0.5400 | 0.6200 | 78 | 3,666 | 35.7% | 0.17 | 0.0391 | -0.026 | 70 | 5.65 | 9.25 | 14 | 34.4% | -0.84 | 0.0409 | -0.027 | |
| 0.3900 | 0.8600 | 39.8% | 0.14 | 0.0341 | -0.024 | 71 | 6.55 | 10.35 | 37.5% | -0.87 | 0.0360 | -0.024 | ||||
| 0.2400 | 0.4700 | 11 | 11 | 36.1% | 0.12 | 0.0295 | -0.021 | 72 | 7.45 | 10.50 | -0.90 | 0.0316 | -0.021 | |||
| 0.2800 | 0.4000 | 4 | 1,784 | 37.0% | 0.11 | 0.0274 | -0.019 | 72.5 | 8.45 | 10.95 | 33.9% | -0.91 | 0.0294 | -0.020 | ||
| 0.1700 | 0.6400 | 40.1% | 0.10 | 0.0254 | -0.018 | 73 | 8.90 | 11.45 | 34.0% | -0.92 | 0.0275 | -0.018 | ||||
| 0.1100 | 0.2500 | 11 | 1,005 | 37.4% | 0.07 | 0.0188 | -0.015 | 75 | 10.45 | 14.15 | 43.9% | -0.95 | 0.0210 | -0.015 | ||
| 0.0300 | 0.1600 | 3 | 712 | 42.7% | 0.03 | 0.0096 | -0.009 | 80 | 15.75 | 19.10 | 60.1% | -0.99 | 0.0109 | -0.009 | ||
| 0 | 0.1500 | 1,364 | 49.6% | 0.02 | 0.0055 | -0.007 | 85 | 20.80 | 23.35 | -1.00 | 0.0030 | -0.006 | ||||
| 0 | 0.0900 | 375 | 53.5% | 0.01 | 0.0035 | -0.005 | 90 | 25.75 | 28.30 | -1.00 | 0.0000 | -0.006 | ||||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.