XOM option chain Exxon Mobil Corporation
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 ±8.7% (148.82–177.02) · ATM IV 29.1% · 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 | |
| 22.05 | 24.55 | 36.0% | 0.88 | 0.0095 | -0.028 | 142 | 0 | 2.75 | 35.4% | -0.12 | 0.0096 | -0.042 | ||||
| 21.40 | 23.65 | 36.4% | 0.87 | 0.0101 | -0.030 | 143 | 0 | 2.84 | 34.5% | -0.13 | 0.0102 | -0.043 | ||||
| 20.35 | 22.75 | 35.3% | 0.86 | 0.0107 | -0.032 | 144 | 0 | 2.93 | 33.6% | -0.14 | 0.0108 | -0.044 | ||||
| 19.55 | 21.90 | 35.2% | 0.85 | 0.0113 | -0.034 | 145 | 0.8700 | 3.00 | 35.7% | -0.15 | 0.0115 | -0.046 | ||||
| 18.55 | 21.05 | 34.4% | 0.84 | 0.0120 | -0.036 | 146 | 0 | 3.10 | 31.8% | -0.16 | 0.0122 | -0.047 | ||||
| 17.80 | 20.15 | 34.1% | 0.83 | 0.0127 | -0.038 | 147 | 0 | 3.25 | 31.0% | -0.17 | 0.0129 | -0.049 | ||||
| 16.95 | 19.35 | 33.8% | 0.82 | 0.0135 | -0.040 | 148 | 0 | 3.35 | 30.1% | -0.18 | 0.0136 | -0.050 | ||||
| 16.10 | 18.50 | 33.3% | 0.81 | 0.0142 | -0.042 | 149 | 1.05 | 3.45 | 32.3% | -0.19 | 0.0144 | -0.051 | ||||
| 15.30 | 17.70 | 33.0% | 0.80 | 0.0150 | -0.044 | 150 | 1.57 | 2.62 | 3 | 30.0% | -0.21 | 0.0152 | -0.053 | |||
| 12.35 | 15.75 | 29.6% | 0.76 | 0.0170 | -0.049 | 152.5 | 1.88 | 4.10 | 31.4% | -0.24 | 0.0173 | -0.056 | ||||
| 11.50 | 13.95 | 31.7% | 0.72 | 0.0190 | -0.053 | 155 | 2.70 | 4.00 | 29.4% | -0.29 | 0.0194 | -0.060 | ||||
| 9.10 | 12.25 | 29.6% | 0.67 | 0.0208 | -0.057 | 157.5 | 3.25 | 5.20 | 29.4% | -0.34 | 0.0213 | -0.062 | ||||
| 8.05 | 10.65 | 30.2% | 0.61 | 0.0223 | -0.060 | 160 | 4.40 | 5.00 | 130 | 27.0% | -0.39 | 0.0228 | -0.064 | |||
| 6.75 | 9.30 | 30.3% | 0.56 | 0.0233 | -0.062 | 162.5 | 5.50 | 6.65 | 1 | 28.0% | -0.45 | 0.0240 | -0.065 | |||
| 5.40 | 7.85 | 29.4% | 0.50 | 0.0238 | -0.063 | 165 | 6.85 | 8.10 | 30 | 28.4% | -0.51 | 0.0245 | -0.065 | |||
| 4.35 | 7.05 | 1 | 30.0% | 0.44 | 0.0236 | -0.063 | 167.5 | 7.40 | 9.50 | 26.4% | -0.57 | 0.0245 | -0.063 | |||
| 3.65 | 5.70 | 4 | 29.7% | 0.38 | 0.0228 | -0.061 | 170 | 9.65 | 11.25 | 28.1% | -0.63 | 0.0238 | -0.060 | |||
| 2.35 | 5.35 | 29.6% | 0.33 | 0.0216 | -0.059 | 172.5 | 11.70 | 12.90 | 28.7% | -0.69 | 0.0227 | -0.057 | ||||
| 2.27 | 4.70 | 7 | 31.2% | 0.28 | 0.0200 | -0.056 | 175 | 12.75 | 14.95 | 27.2% | -0.74 | 0.0212 | -0.052 | |||
| 0.7700 | 4.20 | 29.2% | 0.24 | 0.0182 | -0.052 | 177.5 | 13.85 | 16.85 | 24.2% | -0.78 | 0.0196 | -0.048 | ||||
| 1.37 | 3.75 | 32.4% | 0.21 | 0.0164 | -0.049 | 180 | 15.95 | 19.25 | 24.8% | -0.82 | 0.0178 | -0.043 | ||||
| 0.0400 | 3.40 | 30.1% | 0.18 | 0.0146 | -0.045 | 182.5 | 18.15 | 21.20 | 22.7% | -0.85 | 0.0160 | -0.038 | ||||
| 0 | 3.15 | 31.5% | 0.15 | 0.0130 | -0.042 | 185 | 20.40 | 23.55 | -0.87 | 0.0143 | -0.034 | |||||
| 0 | 2.90 | 32.9% | 0.13 | 0.0116 | -0.039 | 187.5 | 22.75 | 26.25 | -0.89 | 0.0128 | -0.030 | |||||
| 0 | 2.74 | 34.4% | 0.12 | 0.0103 | -0.037 | 190 | 25.15 | 28.70 | -0.91 | 0.0113 | -0.025 | |||||
| 0 | 2.62 | 36.0% | 0.11 | 0.0092 | -0.035 | 192.5 | 27.60 | 31.15 | -0.92 | 0.0101 | -0.022 | |||||
| 0.2800 | 2.52 | 2 | 38.7% | 0.09 | 0.0082 | -0.033 | 195 | 30.05 | 33.55 | -0.94 | 0.0089 | -0.018 | ||||
| 0 | 2.44 | 39.1% | 0.09 | 0.0074 | -0.032 | 197.5 | 32.55 | 36.55 | -0.94 | 0.0079 | -0.015 | |||||
| 0.1500 | 2.38 | 41.4% | 0.08 | 0.0067 | -0.031 | 200 | 35.05 | 38.85 | -0.95 | 0.0075 | -0.011 | |||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.