XOM option chain Exxon Mobil Corporation
Cboe delayed options data · as of 00:40 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 ±7.4% (147.43–170.93) · ATM IV 27.1% · P/C open interest 0.70
| 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 | |
| 73.35 | 76.85 | 92.0% | 1.00 | 0.0001 | -0.001 | 85 | 0 | 0.0800 | 45 | 71.9% | -0.00 | 0.0001 | -0.001 | |||
| 67.90 | 71.30 | 3 | 1.00 | 0.0001 | -0.001 | 90 | 0 | 2.13 | 216 | 108.0% | -0.00 | 0.0001 | -0.001 | |||
| 62.90 | 66.95 | 72.5% | 1.00 | 0.0001 | -0.001 | 95 | 0 | 0.1000 | 59 | 61.7% | -0.00 | 0.0001 | -0.001 | |||
| 58.45 | 62.00 | 1 | 71.8% | 1.00 | 0.0002 | -0.002 | 100 | 0 | 0.0600 | 267 | 53.1% | -0.00 | 0.0002 | -0.002 | ||
| 52.95 | 57.00 | 60.0% | 1.00 | 0.0003 | -0.002 | 105 | 0 | 0.0400 | 191 | 46.0% | -0.00 | 0.0003 | -0.002 | |||
| 48.95 | 51.05 | 56 | 59 | 1.00 | 0.0005 | -0.003 | 110 | 0 | 0.0600 | 1,111 | 43.1% | -0.00 | 0.0005 | -0.003 | ||
| 43.35 | 46.90 | 2 | 43.1% | 0.99 | 0.0008 | -0.004 | 115 | 0 | 0.2700 | 3 | 791 | 46.5% | -0.01 | 0.0008 | -0.004 | |
| 38.60 | 42.15 | 34 | 49.6% | 0.99 | 0.0012 | -0.006 | 120 | 0 | 0.0700 | 2,065 | 34.6% | -0.01 | 0.0012 | -0.006 | ||
| 33.85 | 36.40 | 223 | 29.2% | 0.98 | 0.0020 | -0.008 | 125 | 0.0600 | 0.1400 | 6 | 4,020 | 34.6% | -0.02 | 0.0021 | -0.008 | |
| 29.20 | 31.50 | 199 | 448 | 34.1% | 0.97 | 0.0035 | -0.013 | 130 | 0.1000 | 0.2600 | 61 | 6,091 | 32.7% | -0.03 | 0.0035 | -0.013 |
| 24.20 | 26.75 | 6 | 310 | 31.0% | 0.95 | 0.0058 | -0.019 | 135 | 0.2700 | 0.4300 | 109 | 5,003 | 31.3% | -0.05 | 0.0059 | -0.020 |
| 20.05 | 21.95 | 1 | 1,389 | 32.0% | 0.92 | 0.0095 | -0.029 | 140 | 0.5700 | 0.6900 | 49 | 3,894 | 29.7% | -0.08 | 0.0096 | -0.029 |
| 15.55 | 17.20 | 27 | 1,334 | 28.8% | 0.86 | 0.0144 | -0.042 | 145 | 1.13 | 1.25 | 205 | 9,060 | 28.8% | -0.14 | 0.0146 | -0.042 |
| 12.10 | 12.50 | 27 | 2,921 | 27.9% | 0.77 | 0.0199 | -0.055 | 150 | 2.07 | 2.25 | 454 | 7,987 | 28.2% | -0.23 | 0.0202 | -0.056 |
| 8.55 | 9.55 | 89 | 5,899 | 28.6% | 0.66 | 0.0246 | -0.065 | 155 | 3.50 | 3.80 | 348 | 2,139 | 27.6% | -0.35 | 0.0250 | -0.067 |
| 5.75 | 6.05 | 377 | 3,926 | 26.7% | 0.53 | 0.0269 | -0.070 | 160 | 5.70 | 6.00 | 146 | 2,274 | 27.4% | -0.48 | 0.0276 | -0.072 |
| 3.70 | 4.15 | 184 | 7,768 | 27.3% | 0.39 | 0.0262 | -0.067 | 165 | 8.40 | 8.95 | 20 | 647 | 26.9% | -0.62 | 0.0272 | -0.070 |
| 2.28 | 2.46 | 186 | 21.0K | 27.0% | 0.28 | 0.0228 | -0.058 | 170 | 11.50 | 12.60 | 3 | 1,106 | 25.8% | -0.74 | 0.0241 | -0.061 |
| 1.30 | 1.47 | 1,202 | 8,197 | 27.1% | 0.18 | 0.0180 | -0.046 | 175 | 15.30 | 16.80 | 616 | 24.6% | -0.84 | 0.0196 | -0.051 | |
| 0.7900 | 1.00 | 74 | 4,573 | 28.3% | 0.12 | 0.0132 | -0.035 | 180 | 19.55 | 21.55 | 29 | 21.0% | -0.91 | 0.0147 | -0.040 | |
| 0.3200 | 0.5600 | 30 | 1,725 | 27.7% | 0.08 | 0.0093 | -0.026 | 185 | 24.25 | 26.90 | 1 | 54 | 26.0% | -0.96 | 0.0097 | -0.028 |
| 0.3000 | 0.3500 | 521 | 3,985 | 29.7% | 0.05 | 0.0065 | -0.019 | 190 | 29.15 | 32.60 | 36.6% | -0.98 | 0.0055 | -0.016 | ||
| 0.1300 | 0.3800 | 845 | 31.8% | 0.03 | 0.0046 | -0.015 | 195 | 33.55 | 37.50 | 26.9% | -0.99 | 0.0028 | -0.008 | |||
| 0.0500 | 0.3500 | 13 | 1,432 | 33.7% | 0.02 | 0.0033 | -0.012 | 200 | 38.50 | 42.35 | -1.00 | 0.0014 | -0.004 | |||
| 0.0100 | 0.2500 | 3 | 320 | 37.2% | 0.01 | 0.0019 | -0.008 | 210 | 48.50 | 52.45 | -1.00 | 0.0004 | -0.001 | |||
| 0.0100 | 0.1100 | 8 | 748 | 38.5% | 0.01 | 0.0013 | -0.006 | 220 | 58.50 | 61.80 | -1.00 | 0.0001 | -0.000 | |||
| 0.0100 | 0.1100 | 63 | 43.1% | 0.01 | 0.0009 | -0.005 | 230 | 68.70 | 72.15 | -1.00 | 0.0000 | -0.000 | ||||
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs