USO option chain United States Oil Fund, LP

Expiration Cboe delayed options data · as of 03:39 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 ±4.3% (135.09–147.21) · ATM IV 38.8% · P/C open interest 1.59

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
29.20	32.15			112.3%	0.99	0.0017	-0.019	111	0	2.15			134.3%	-0.01	0.0017	-0.023
28.65	30.90	6		113.3%	0.99	0.0019	-0.020	112	0	1.93		38	126.8%	-0.01	0.0019	-0.024
27.25	30.15		1	106.6%	0.99	0.0021	-0.022	113	0	2.15		4	126.7%	-0.01	0.0021	-0.025
26.55	29.15			109.3%	0.99	0.0024	-0.023	114	0	1.80		33	117.1%	-0.01	0.0024	-0.027
25.90	26.95	73	6	85.8%	0.99	0.0026	-0.025	115	0.0300	0.1300	51	45	70.6%	-0.01	0.0026	-0.028
24.25	27.15			96.4%	0.98	0.0029	-0.027	116	0.0100	0.2000	12	470	70.8%	-0.01	0.0029	-0.030
23.25	26.15		1	93.0%	0.98	0.0032	-0.029	117	0	0.1200	4	16	62.7%	-0.02	0.0032	-0.032
22.25	24.90	1	4	84.3%	0.98	0.0036	-0.031	118	0	0.3000	50	433	69.5%	-0.02	0.0036	-0.034
21.30	23.75		61	78.8%	0.98	0.0040	-0.034	119	0	0.3300	19	108	67.9%	-0.02	0.0040	-0.036
20.25	22.65	37	19	72.0%	0.98	0.0046	-0.036	120	0	0.2700	215	608	62.8%	-0.02	0.0046	-0.039
19.30	22.20		48	81.4%	0.97	0.0051	-0.039	121	0	0.3700		7	63.6%	-0.03	0.0051	-0.041
18.95	20.15		3	70.5%	0.97	0.0058	-0.042	122	0.0100	0.2600	37	84	57.4%	-0.03	0.0058	-0.044
17.75	18.80	1	7	52.1%	0.97	0.0066	-0.046	123	0.0200	0.1800	298	546	52.0%	-0.03	0.0066	-0.048
16.35	18.90	1	79	67.0%	0.96	0.0075	-0.050	124	0.0500	0.2900		209	54.3%	-0.04	0.0075	-0.052
16.10	16.95	5	4	60.0%	0.96	0.0086	-0.054	125	0.1000	0.2000	71	1,159	50.3%	-0.04	0.0086	-0.056
14.40	16.90	3	11	61.4%	0.95	0.0099	-0.059	126	0.0700	0.3100	11	193	49.8%	-0.05	0.0099	-0.061
13.90	15.00	9	46	50.8%	0.95	0.0114	-0.065	127	0.0400	0.4200	6	1,114	48.9%	-0.05	0.0114	-0.067
13.00	14.15	10	15	52.4%	0.94	0.0132	-0.072	128	0.2000	0.3100	377	239	47.1%	-0.06	0.0132	-0.074
12.25	13.00	15	22	50.8%	0.93	0.0153	-0.080	129	0.1700	0.3500	9	167	44.3%	-0.07	0.0154	-0.081
11.20	12.05	40	140	47.5%	0.92	0.0178	-0.089	130	0.3100	0.3700	2,951	2,023	44.2%	-0.08	0.0178	-0.090
10.45	11.25	14	30	50.0%	0.90	0.0208	-0.100	131	0.3500	0.5000	43	115	43.6%	-0.10	0.0208	-0.101
9.50	10.20	16	11	46.4%	0.88	0.0241	-0.112	132	0.4100	0.5200	64	44	41.4%	-0.12	0.0241	-0.113
8.00	10.85	1	146	54.1%	0.86	0.0278	-0.126	133	0.4800	1.21	21	122	46.5%	-0.14	0.0278	-0.127
7.55	8.35	12	62	38.1%	0.83	0.0318	-0.142	134	0.5900	0.8300	449	1,254	40.0%	-0.17	0.0318	-0.143
6.75	7.40	11	331	39.7%	0.80	0.0359	-0.158	135	0.8200	0.9200	295	105	40.4%	-0.20	0.0359	-0.159
5.60	6.50	22	43	35.3%	0.76	0.0399	-0.174	136	0.9800	1.27	141	28	39.7%	-0.24	0.0399	-0.175
5.40	6.00	7	131	41.3%	0.72	0.0435	-0.190	137	1.21	1.58	293	188	39.5%	-0.28	0.0436	-0.191
4.75	5.35	2	896	39.8%	0.67	0.0466	-0.204	138	1.40	2.73	145	22	44.4%	-0.33	0.0466	-0.205
4.00	4.95	25	49	42.2%	0.62	0.0490	-0.216	139	1.94	2.31	86	31	40.0%	-0.38	0.0490	-0.216
3.40	3.85	208	302	38.5%	0.57	0.0504	-0.224	140	2.40	2.60	83	183	39.3%	-0.43	0.0505	-0.224
2.99	3.30	28	94	39.1%	0.52	0.0510	-0.228	141	2.73	3.10	122	17	38.5%	-0.48	0.0510	-0.229
2.59	2.96	168	1,117	40.4%	0.47	0.0507	-0.229	142	3.20	3.80	5	6	39.3%	-0.53	0.0507	-0.229
2.18	2.42	2,257	158	39.7%	0.42	0.0495	-0.227	143	3.45	5.30	6	9	43.2%	-0.58	0.0495	-0.227
1.84	2.10	77	45	40.3%	0.37	0.0476	-0.221	144	4.45	5.15	4	12	40.6%	-0.63	0.0476	-0.221
1.45	1.77	1,910	1,656	39.7%	0.33	0.0451	-0.212	145	4.65	6.80			44.1%	-0.67	0.0451	-0.212
1.13	2.10	17	15	44.2%	0.29	0.0422	-0.201	146	4.90	8.15	1	3	45.6%	-0.71	0.0422	-0.201
1.06	1.37	12	29	42.0%	0.25	0.0390	-0.189	147	6.70	8.30	11	8	49.3%	-0.75	0.0390	-0.188
0.8700	1.48	10	131	45.1%	0.22	0.0357	-0.175	148	6.50	9.70		1	46.9%	-0.78	0.0358	-0.175
0.7200	1.03	20	56	43.2%	0.19	0.0324	-0.161	149	7.70	8.85	2	2	34.8%	-0.81	0.0325	-0.161
0.6000	0.8100	72	111	43.1%	0.16	0.0292	-0.147	150	9.15	9.75	4	1	41.7%	-0.84	0.0293	-0.146
0.5000	0.6800	8	19	43.6%	0.14	0.0261	-0.134	151	9.75	10.60	2		37.9%	-0.86	0.0262	-0.133
0.4100	0.6100	26	32	44.5%	0.12	0.0232	-0.120	152	10.85	11.50	2		40.6%	-0.88	0.0233	-0.119
0.1600	0.5400	36	3	41.4%	0.11	0.0218	-0.114	152.5	11.20	12.15	1		41.9%	-0.89	0.0220	-0.113
0.3400	0.5400	25	4	45.4%	0.10	0.0205	-0.108	153	12.00	12.45	1		44.6%	-0.90	0.0207	-0.107
0.3000	0.4100	14	1	45.4%	0.09	0.0181	-0.096	154	12.40	13.40			33.6%	-0.91	0.0183	-0.095
0.1400	0.3800	214	75	44.6%	0.08	0.0158	-0.085	155	13.15	14.90			42.7%	-0.93	0.0161	-0.085
0.1400	0.6800	8		52.2%	0.06	0.0139	-0.076	156	13.70	16.15			39.6%	-0.94	0.0141	-0.075
0.1000	1.77	2	12	68.5%	0.06	0.0121	-0.067	157	14.60	17.30			43.3%	-0.95	0.0124	-0.067
0	1.99			71.2%	0.05	0.0113	-0.063	157.5	14.90	17.75				-0.95	0.0116	-0.064
0	0.2700	13	10	45.3%	0.05	0.0106	-0.060	158	15.50	18.05				-0.95	0.0109	-0.060
0	0.3700		3	50.1%	0.04	0.0093	-0.053	159	16.75	18.80				-0.96	0.0096	-0.054
0.0900	0.1400	2,716	34	48.0%	0.04	0.0081	-0.048	160	17.35	20.20				-0.97	0.0085	-0.049

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 — Sep 09, 2026

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Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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USO option chain United States Oil Fund, LP

Volatility smile — Sep 09, 2026

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