XOM option chain Exxon Mobil Corporation
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 ±1.7% (161.41–167.10) · ATM IV 28.3% · P/C open interest 0.44
| 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 | |
| 77.75 | 79.55 | 10 | 1.00 | 0.0000 | 0.000 | 85 | 0 | 2.13 | 549.1% | 0.00 | 0.0000 | 0.000 | ||||
| 72.80 | 75.30 | 12 | 2 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 2.13 | 507.7% | 0.00 | 0.0000 | 0.000 | |||
| 67.80 | 70.30 | 9 | 6 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.0100 | 1 | 235.8% | 0.00 | 0.0000 | 0.000 | ||
| 62.35 | 65.35 | 9 | 4 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.0100 | 1 | 214.9% | 0.00 | 0.0000 | 0.000 | ||
| 57.90 | 60.40 | 2 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.0100 | 1 | 195.0% | 0.00 | 0.0000 | 0.000 | |||
| 53.25 | 55.30 | 3 | 225.4% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.0100 | 85 | 176.0% | 0.00 | 0.0000 | 0.000 | ||
| 47.90 | 50.45 | 8 | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.13 | 3 | 328.1% | 0.00 | 0.0000 | 0.000 | |||
| 42.90 | 45.50 | 7 | 1.00 | 0.0000 | 0.000 | 120 | 0 | 2.13 | 2 | 296.1% | 0.00 | 0.0000 | -0.000 | |||
| 37.90 | 40.35 | 4 | 1.00 | 0.0000 | 0.000 | 125 | 0 | 0.1600 | 7 | 155.8% | -0.00 | 0.0000 | -0.000 | |||
| 33.00 | 35.30 | 51 | 1.00 | 0.0000 | 0.000 | 130 | 0 | 2.13 | 396 | 234.9% | -0.00 | 0.0000 | -0.000 | |||
| 27.90 | 30.30 | 5 | 1.00 | 0.0001 | 0.000 | 135 | 0 | 0.1000 | 531 | 116.1% | -0.00 | 0.0001 | -0.001 | |||
| 23.85 | 26.35 | 1 | 1.00 | 0.0002 | 0.000 | 139 | 0 | 0.0500 | 16 | 92.3% | -0.00 | 0.0002 | -0.001 | |||
| 22.85 | 25.30 | 2 | 1.00 | 0.0002 | 0.000 | 140 | 0 | 0.0500 | 264 | 88.8% | -0.00 | 0.0002 | -0.001 | |||
| 21.90 | 24.30 | 1 | 1.00 | 0.0003 | 0.000 | 141 | 0 | 0.1400 | 141 | 97.7% | -0.00 | 0.0003 | -0.001 | |||
| 20.85 | 23.35 | 1 | 1.00 | 0.0004 | 0.000 | 142 | 0 | 2.13 | 314 | 164.3% | -0.00 | 0.0004 | -0.002 | |||
| 19.90 | 22.35 | 1.00 | 0.0004 | 0.000 | 143 | 0 | 2.13 | 47 | 158.5% | -0.00 | 0.0004 | -0.002 | ||||
| 18.90 | 21.35 | 4 | 1.00 | 0.0006 | 0.000 | 144 | 0 | 0.0100 | 93 | 62.9% | -0.00 | 0.0005 | -0.002 | |||
| 18.00 | 20.35 | 6 | 1.00 | 0.0007 | -0.000 | 145 | 0 | 0.1000 | 202 | 78.1% | -0.00 | 0.0007 | -0.003 | |||
| 16.90 | 19.35 | 7 | 1.00 | 0.0008 | -0.001 | 146 | 0 | 1.21 | 228 | 117.0% | -0.00 | 0.0008 | -0.003 | |||
| 15.90 | 18.45 | 257 | 1.00 | 0.0011 | -0.002 | 147 | 0 | 0.1900 | 3 | 167 | 78.0% | -0.00 | 0.0011 | -0.004 | ||
| 15.05 | 17.50 | 1 | 64.4% | 1.00 | 0.0014 | -0.003 | 148 | 0 | 0.1400 | 2 | 241 | 70.4% | -0.00 | 0.0014 | -0.005 | |
| 13.95 | 16.55 | 7 | 52.9% | 1.00 | 0.0017 | -0.004 | 149 | 0 | 0.0100 | 10 | 106 | 47.9% | -0.00 | 0.0017 | -0.006 | |
| 12.50 | 15.85 | 4 | 57 | 1.00 | 0.0022 | -0.006 | 150 | 0 | 0.0100 | 30 | 829 | 44.9% | -0.00 | 0.0022 | -0.007 | |
| 10.40 | 12.80 | 265 | 0.99 | 0.0045 | -0.012 | 152.5 | 0 | 0.0100 | 113 | 1,171 | 37.4% | -0.01 | 0.0045 | -0.014 | ||
| 8.60 | 10.65 | 29 | 450 | 62.8% | 0.98 | 0.0098 | -0.027 | 155 | 0 | 0.1200 | 105 | 1,177 | 41.8% | -0.02 | 0.0098 | -0.028 |
| 6.50 | 7.15 | 33 | 1,609 | 34.1% | 0.95 | 0.0232 | -0.065 | 157.5 | 0.0300 | 0.1500 | 604 | 1,072 | 34.7% | -0.05 | 0.0232 | -0.066 |
| 4.25 | 4.85 | 111 | 3,313 | 33.6% | 0.88 | 0.0545 | -0.170 | 160 | 0.2100 | 0.2600 | 2,461 | 1,295 | 30.9% | -0.12 | 0.0548 | -0.171 |
| 2.33 | 2.60 | 648 | 2,373 | 29.4% | 0.69 | 0.0986 | -0.343 | 162.5 | 0.6500 | 0.7500 | 742 | 809 | 28.9% | -0.31 | 0.0997 | -0.346 |
| 1.01 | 1.14 | 2,166 | 3,849 | 29.1% | 0.42 | 0.1123 | -0.387 | 165 | 1.59 | 1.95 | 295 | 210 | 27.6% | -0.59 | 0.1142 | -0.396 |
| 0.3300 | 0.3900 | 2,150 | 2,669 | 29.2% | 0.19 | 0.0753 | -0.231 | 167.5 | 2.78 | 4.30 | 1 | 80 | 25.7% | -0.82 | 0.0761 | -0.234 |
| 0.1000 | 0.1200 | 1,672 | 2,987 | 30.7% | 0.07 | 0.0348 | -0.092 | 170 | 4.60 | 7.10 | 3 | 4 | 23.7% | -0.94 | 0.0348 | -0.084 |
| 0.0200 | 0.0600 | 146 | 1,733 | 33.7% | 0.03 | 0.0146 | -0.036 | 172.5 | 7.30 | 9.70 | 46.4% | -0.98 | 0.0134 | -0.034 | ||
| 0.0100 | 0.0600 | 63 | 1,167 | 41.0% | 0.01 | 0.0066 | -0.016 | 175 | 9.70 | 11.90 | -0.99 | 0.0050 | -0.022 | |||
| 0 | 0.5400 | 1 | 150 | 70.3% | 0.01 | 0.0034 | -0.009 | 177.5 | 12.20 | 14.65 | 59.4% | -1.00 | 0.0020 | -0.019 | ||
| 0 | 0.0100 | 6 | 331 | 44.8% | 0.00 | 0.0019 | -0.006 | 180 | 14.65 | 17.10 | 60.6% | -1.00 | 0.0009 | -0.018 | ||
| 0 | 0.0500 | 140 | 60.6% | 0.00 | 0.0012 | -0.004 | 182.5 | 17.15 | 19.65 | 72.6% | -1.00 | 0.0005 | -0.018 | |||
| 0 | 0.0300 | 2 | 128 | 63.4% | 0.00 | 0.0008 | -0.003 | 185 | 19.80 | 22.15 | 89.8% | -1.00 | 0.0002 | -0.017 | ||
| 0 | 1.71 | 20 | 138.9% | 0.00 | 0.0006 | -0.002 | 187.5 | 22.15 | 24.65 | 87.8% | -1.00 | 0.0001 | -0.017 | |||
| 0 | 2.13 | 3 | 53 | 157.8% | 0.00 | 0.0004 | -0.002 | 190 | 24.50 | 27.35 | 99.2% | -1.00 | 0.0001 | -0.017 | ||
| 0 | 0.1500 | 4 | 106.5% | 0.00 | 0.0002 | -0.001 | 195 | 29.40 | 32.10 | 18 | -1.00 | 0.0000 | -0.017 | |||
| 0 | 0.0100 | 5 | 89.4% | 0.00 | 0.0001 | -0.001 | 200 | 34.30 | 37.15 | 18 | -1.00 | 0.0000 | -0.017 | |||
| 0 | 0.0400 | 2 | 113.4% | 0.00 | 0.0001 | -0.001 | 205 | 39.30 | 42.10 | 6 | -1.00 | 0.0000 | -0.017 | |||
| 0 | 0.7000 | 2 | 182.8% | 0.00 | 0.0001 | -0.000 | 210 | 44.45 | 47.30 | 6 | 140.1% | -1.00 | 0.0000 | -0.017 | ||
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 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