USO option chain United States Oil Fund, LP
Cboe delayed options data · as of 15:45 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 ±7.9% (146.75–172.00) · ATM IV 48.6% · P/C open interest —
| 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 | |
| 13.60 | 17.60 | 44.7% | 0.84 | 0.0151 | -0.122 | 145 | 0.7600 | 1.73 | 4 | 47.3% | -0.16 | 0.0151 | -0.124 | |||
| 12.80 | 16.75 | 44.8% | 0.83 | 0.0161 | -0.130 | 146 | 0 | 3.45 | 50.9% | -0.17 | 0.0162 | -0.132 | ||||
| 11.95 | 15.90 | 44.3% | 0.81 | 0.0172 | -0.137 | 147 | 0 | 3.60 | 49.2% | -0.19 | 0.0173 | -0.139 | ||||
| 11.15 | 15.00 | 43.7% | 0.79 | 0.0183 | -0.144 | 148 | 1.40 | 2.54 | 7 | 48.6% | -0.21 | 0.0184 | -0.146 | |||
| 10.35 | 14.25 | 43.7% | 0.77 | 0.0194 | -0.151 | 149 | 0.1200 | 4.00 | 46.9% | -0.23 | 0.0194 | -0.152 | ||||
| 9.60 | 13.50 | 43.7% | 0.75 | 0.0204 | -0.158 | 150 | 1.93 | 3.50 | 39 | 50.7% | -0.25 | 0.0205 | -0.159 | |||
| 8.85 | 12.55 | 42.5% | 0.73 | 0.0214 | -0.164 | 151 | 0.6500 | 4.55 | 46.9% | -0.27 | 0.0215 | -0.166 | ||||
| 8.15 | 12.10 | 43.7% | 0.71 | 0.0224 | -0.171 | 152 | 0.9500 | 4.85 | 46.8% | -0.29 | 0.0225 | -0.172 | ||||
| 7.50 | 11.25 | 43.1% | 0.69 | 0.0233 | -0.176 | 153 | 1.47 | 5.10 | 47.2% | -0.31 | 0.0234 | -0.177 | ||||
| 6.85 | 10.60 | 43.1% | 0.66 | 0.0241 | -0.181 | 154 | 1.87 | 5.50 | 47.5% | -0.34 | 0.0242 | -0.183 | ||||
| 6.85 | 9.15 | 53 | 42.3% | 0.64 | 0.0248 | -0.186 | 155 | 2.91 | 5.90 | 1 | 50.2% | -0.36 | 0.0249 | -0.187 | ||
| 5.75 | 8.80 | 41.3% | 0.61 | 0.0254 | -0.190 | 156 | 3.25 | 6.45 | 50.4% | -0.39 | 0.0255 | -0.191 | ||||
| 5.20 | 9.00 | 44.4% | 0.59 | 0.0259 | -0.193 | 157 | 4.05 | 6.90 | 5 | 51.8% | -0.41 | 0.0260 | -0.194 | |||
| 4.95 | 8.05 | 43.9% | 0.56 | 0.0262 | -0.195 | 158 | 4.80 | 6.50 | 1 | 49.5% | -0.44 | 0.0264 | -0.196 | |||
| 4.80 | 7.60 | 45.6% | 0.53 | 0.0265 | -0.197 | 159 | 5.00 | 7.85 | 51.7% | -0.47 | 0.0266 | -0.198 | ||||
| 4.55 | 6.10 | 71 | 42.5% | 0.51 | 0.0266 | -0.197 | 160 | 5.05 | 8.35 | 5 | 49.8% | -0.49 | 0.0267 | -0.198 | ||
| 3.55 | 6.90 | 45.3% | 0.48 | 0.0266 | -0.197 | 161 | 5.75 | 8.85 | 5 | 50.2% | -0.52 | 0.0267 | -0.198 | |||
| 2.75 | 5.25 | 2 | 39.1% | 0.46 | 0.0264 | -0.196 | 162 | 6.55 | 8.70 | 1 | 48.4% | -0.55 | 0.0266 | -0.197 | ||
| 2.34 | 4.95 | 39.4% | 0.43 | 0.0261 | -0.195 | 163 | 7.00 | 9.95 | 50.4% | -0.57 | 0.0263 | -0.195 | ||||
| 2.20 | 4.70 | 40.8% | 0.40 | 0.0257 | -0.192 | 164 | 7.20 | 10.55 | 48.7% | -0.60 | 0.0259 | -0.193 | ||||
| 3.25 | 4.00 | 3 | 45.0% | 0.38 | 0.0252 | -0.189 | 165 | 8.00 | 11.25 | 3 | 49.6% | -0.62 | 0.0254 | -0.190 | ||
| 1.25 | 5.30 | 44.8% | 0.36 | 0.0246 | -0.186 | 166 | 8.60 | 11.90 | 49.3% | -0.64 | 0.0248 | -0.186 | ||||
| 0.9500 | 4.70 | 43.6% | 0.33 | 0.0240 | -0.182 | 167 | 8.90 | 12.60 | 47.8% | -0.67 | 0.0242 | -0.182 | ||||
| 0.6800 | 4.70 | 44.9% | 0.31 | 0.0232 | -0.177 | 168 | 9.80 | 13.35 | 48.8% | -0.69 | 0.0234 | -0.178 | ||||
| 1.79 | 3.05 | 575 | 44.8% | 0.29 | 0.0224 | -0.172 | 169 | 10.40 | 14.10 | 48.3% | -0.71 | 0.0226 | -0.173 | |||
| 1.75 | 2.59 | 607 | 44.7% | 0.27 | 0.0216 | -0.167 | 170 | 11.80 | 14.95 | 2 | 51.8% | -0.73 | 0.0218 | -0.168 | ||
| 0.2100 | 4.20 | 47.2% | 0.25 | 0.0207 | -0.162 | 171 | 12.25 | 15.70 | 50.4% | -0.75 | 0.0209 | -0.162 | ||||
| 0.1300 | 4.05 | 48.1% | 0.24 | 0.0198 | -0.157 | 172 | 12.70 | 16.60 | 49.4% | -0.77 | 0.0200 | -0.157 | ||||
| 0.0800 | 3.95 | 49.4% | 0.22 | 0.0189 | -0.151 | 173 | 13.60 | 17.45 | 50.2% | -0.78 | 0.0191 | -0.151 | ||||
| 1.33 | 2.04 | 7 | 47.9% | 0.20 | 0.0180 | -0.146 | 174 | 14.45 | 18.40 | 51.2% | -0.80 | 0.0182 | -0.146 | |||
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs