USO option chain United States Oil Fund, LP

Expiration Cboe delayed options data · as of 18:45 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 ±28.3% (114.63–204.93) · ATM IV 42.1% · P/C open interest 0.22

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
80.15	83.10			54.5%	0.95	0.0012	-0.001	80	0.8400	1.79	2		53.6%	-0.04	0.0011	-0.012
75.60	79.20			55.3%	0.94	0.0015	-0.004	85	0.6200	2.84		1	52.9%	-0.05	0.0014	-0.013
71.30	74.75			54.2%	0.93	0.0018	-0.006	90	1.81	2.55	2	2	51.9%	-0.06	0.0017	-0.015
66.75	70.35			52.2%	0.92	0.0020	-0.009	95	1.09	3.85		8	49.6%	-0.07	0.0020	-0.017
62.65	66.00		7	51.1%	0.90	0.0024	-0.011	100	2.50	3.75		31	49.0%	-0.09	0.0023	-0.019
58.45	61.45		1	49.1%	0.88	0.0027	-0.014	105	2.45	4.35	1	1	46.3%	-0.10	0.0027	-0.022
54.20	57.00			47.1%	0.86	0.0031	-0.017	110	3.90	5.90	25	1	48.3%	-0.12	0.0031	-0.024
50.05	52.90			45.7%	0.84	0.0035	-0.019	115	4.65	6.05		2	45.8%	-0.14	0.0035	-0.026
46.10	49.95			46.0%	0.82	0.0039	-0.022	120	4.40	8.30		8	45.0%	-0.16	0.0040	-0.028
42.40	46.30		1	45.2%	0.80	0.0044	-0.025	125	5.65	9.45		13	44.3%	-0.19	0.0044	-0.030
38.85	42.85		6	44.5%	0.77	0.0048	-0.027	130	7.00	10.60		1	43.5%	-0.22	0.0049	-0.032
36.20	39.00		11	44.1%	0.74	0.0052	-0.029	135	8.70	12.50		17	43.6%	-0.25	0.0053	-0.034
32.60	36.15		2	43.4%	0.71	0.0056	-0.032	140	11.20	13.60		37	43.3%	-0.28	0.0057	-0.036
32.20	35.55			43.5%	0.71	0.0056	-0.032	141	10.95	14.50		1	43.1%	-0.28	0.0058	-0.036
31.70	34.60		3	43.2%	0.70	0.0057	-0.032	142	11.40	14.85			43.0%	-0.29	0.0059	-0.036
30.80	34.45		2	43.2%	0.69	0.0058	-0.033	143	11.75	15.30			43.0%	-0.30	0.0059	-0.036
30.55	33.45		6	43.0%	0.69	0.0058	-0.033	144	12.45	15.55		1	43.1%	-0.30	0.0060	-0.037
29.85	32.75		3	42.7%	0.68	0.0059	-0.034	145	12.55	15.10	2	4	41.8%	-0.31	0.0061	-0.037
29.30	32.10			42.6%	0.67	0.0060	-0.034	146	13.00	16.40			42.7%	-0.32	0.0062	-0.037
28.75	32.15		2	43.1%	0.67	0.0060	-0.034	147	13.25	17.25			42.9%	-0.32	0.0062	-0.038
28.20	31.70			43.2%	0.66	0.0061	-0.035	148	13.90	17.50			42.9%	-0.33	0.0063	-0.038
27.65	31.05		1	43.0%	0.65	0.0061	-0.035	149	14.15	17.90			42.6%	-0.34	0.0063	-0.038
26.95	30.50			42.7%	0.65	0.0062	-0.035	150	14.90	18.35		11	42.9%	-0.34	0.0064	-0.038
26.60	29.35			42.2%	0.64	0.0062	-0.035	151	15.45	18.80			42.9%	-0.35	0.0065	-0.039
26.20	28.80		5	42.2%	0.63	0.0063	-0.036	152	16.40	18.60	1	6	42.7%	-0.36	0.0065	-0.039
26.00	28.35			42.5%	0.63	0.0063	-0.036	153	16.10	19.75			42.5%	-0.36	0.0066	-0.039
25.05	28.65			42.8%	0.62	0.0064	-0.036	154	16.90	20.25		3	42.8%	-0.37	0.0066	-0.039
24.85	27.15		4	42.1%	0.61	0.0064	-0.037	155	17.10	20.70			42.5%	-0.38	0.0067	-0.039
24.05	27.20			42.3%	0.61	0.0064	-0.037	156	17.65	21.00		1	42.3%	-0.38	0.0067	-0.040
23.70	27.25			42.9%	0.60	0.0065	-0.037	157	18.00	21.50		17	42.1%	-0.39	0.0068	-0.040
22.95	26.60		2	42.4%	0.60	0.0065	-0.037	158	18.55	22.30		8	42.4%	-0.40	0.0068	-0.040
22.65	26.15			42.5%	0.59	0.0065	-0.038	159	19.45	22.50		1	42.4%	-0.40	0.0068	-0.040
22.25	25.25		136	42.1%	0.58	0.0066	-0.038	160	19.80	23.00		9	42.2%	-0.41	0.0069	-0.040
20.00	23.50		32	42.2%	0.55	0.0067	-0.039	165	22.60	26.00			42.4%	-0.45	0.0070	-0.041
18.00	21.70			42.3%	0.52	0.0068	-0.039	170	25.35	28.95			42.1%	-0.48	0.0071	-0.041
16.20	20.00			42.3%	0.49	0.0068	-0.040	175	28.60	32.00			42.1%	-0.51	0.0072	-0.041
14.50	18.20		1	42.1%	0.46	0.0067	-0.040	180	32.25	35.40			42.6%	-0.54	0.0072	-0.040
13.10	16.30		1	41.8%	0.43	0.0066	-0.040	185	35.45	38.70			42.2%	-0.58	0.0072	-0.040
11.85	14.55	2	64	41.5%	0.40	0.0065	-0.039	190	39.35	42.50			42.8%	-0.61	0.0071	-0.039
10.80	14.05	50	57	42.5%	0.37	0.0064	-0.039	195	43.10	46.20			42.9%	-0.63	0.0070	-0.038
9.30	12.85	24	163	42.1%	0.35	0.0062	-0.038	200	47.10	50.20			43.3%	-0.66	0.0069	-0.037
9.15	11.65	22	22	42.8%	0.33	0.0060	-0.037	205	51.45	54.20			43.9%	-0.69	0.0068	-0.036
8.15	10.70	4	19	42.8%	0.30	0.0058	-0.037	210	55.50	58.30			44.1%	-0.71	0.0066	-0.035
7.50	9.80		19	43.0%	0.28	0.0056	-0.036	215	59.70	62.50			44.3%	-0.73	0.0064	-0.034
6.70	9.05	4	48	43.1%	0.27	0.0054	-0.035	220	64.00	66.75			44.6%	-0.75	0.0063	-0.032
5.70	8.40	2	37	42.9%	0.25	0.0052	-0.034	225	68.10	71.10			44.6%	-0.77	0.0061	-0.031
4.90	8.20	2	22	43.3%	0.23	0.0050	-0.033	230	72.50	75.60		1	44.9%	-0.79	0.0059	-0.030
4.30	7.60			43.3%	0.22	0.0048	-0.032	235	76.90	80.05			45.0%	-0.81	0.0058	-0.028

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 — Jul 16, 2027

Volatility page →

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 — Jul 16, 2027

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