XOM option chain Exxonmobil Holdings Corporation
Cboe delayed options data · as of 18:06 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% (165.60–192.00) · ATM IV 27.9% · P/C open interest 0.10
| 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 | |
| 86.85 | 90.75 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 2.13 | 127.0% | 0.00 | 0.0000 | 0.000 | |||||
| 81.85 | 85.70 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 2.13 | 118.3% | -0.00 | 0.0000 | -0.000 | |||||
| 76.85 | 80.80 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 2.13 | 109.9% | -0.00 | 0.0000 | -0.000 | |||||
| 71.90 | 75.80 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 2.13 | 102.0% | -0.00 | 0.0000 | -0.000 | |||||
| 66.90 | 70.45 | 1.00 | 0.0000 | 0.000 | 110 | 0 | 2.13 | 94.3% | -0.00 | 0.0001 | -0.001 | |||||
| 61.90 | 65.75 | 1.00 | 0.0001 | 0.000 | 115 | 0 | 0.4000 | 64.5% | -0.00 | 0.0002 | -0.001 | |||||
| 56.95 | 60.85 | 1.00 | 0.0001 | 0.000 | 120 | 0 | 0.5700 | 62.3% | -0.00 | 0.0003 | -0.002 | |||||
| 51.95 | 54.95 | 1.00 | 0.0003 | 0.000 | 125 | 0 | 0.0900 | 44.0% | -0.00 | 0.0005 | -0.004 | |||||
| 47.00 | 50.90 | 0.99 | 0.0006 | 0.000 | 130 | 0 | 1.15 | 58.2% | -0.01 | 0.0009 | -0.006 | |||||
| 42.00 | 45.60 | 0.99 | 0.0010 | -0.002 | 135 | 0 | 0.1700 | 38.2% | -0.01 | 0.0014 | -0.009 | |||||
| 37.05 | 40.95 | 2 | 0.99 | 0.0017 | -0.006 | 140 | 0 | 0.3400 | 37.4% | -0.02 | 0.0022 | -0.013 | ||||
| 32.15 | 36.20 | 32.1% | 0.98 | 0.0028 | -0.011 | 145 | 0 | 0.7200 | 3 | 37.4% | -0.03 | 0.0035 | -0.018 | |||
| 27.45 | 30.35 | 2 | 0.96 | 0.0045 | -0.018 | 150 | 0.0100 | 2.40 | 54 | 43.0% | -0.05 | 0.0054 | -0.025 | |||
| 22.65 | 24.90 | 1 | 0.94 | 0.0072 | -0.028 | 155 | 0.5200 | 0.9400 | 16 | 31 | 32.1% | -0.08 | 0.0080 | -0.034 | ||
| 17.95 | 20.35 | 16 | 0.90 | 0.0111 | -0.041 | 160 | 0.8900 | 1.19 | 6 | 44 | 29.3% | -0.12 | 0.0118 | -0.045 | ||
| 13.90 | 15.95 | 16 | 23.6% | 0.83 | 0.0160 | -0.057 | 165 | 1.63 | 2.30 | 19 | 35 | 29.5% | -0.19 | 0.0163 | -0.059 | |
| 10.35 | 12.05 | 2 | 47 | 25.4% | 0.73 | 0.0209 | -0.072 | 170 | 2.89 | 3.70 | 57 | 50 | 29.3% | -0.29 | 0.0207 | -0.072 |
| 7.45 | 9.05 | 61 | 161 | 27.1% | 0.62 | 0.0244 | -0.083 | 175 | 4.80 | 5.25 | 79 | 55 | 28.5% | -0.40 | 0.0238 | -0.081 |
| 5.00 | 6.25 | 21 | 61 | 27.0% | 0.49 | 0.0255 | -0.086 | 180 | 7.00 | 8.15 | 77 | 11 | 28.7% | -0.52 | 0.0247 | -0.083 |
| 3.00 | 4.15 | 19 | 106 | 26.6% | 0.37 | 0.0240 | -0.080 | 185 | 9.70 | 11.70 | 2 | 29.0% | -0.64 | 0.0233 | -0.077 | |
| 1.92 | 2.49 | 24 | 2,484 | 26.6% | 0.26 | 0.0206 | -0.069 | 190 | 13.35 | 15.60 | 30.0% | -0.74 | 0.0200 | -0.066 | ||
| 1.20 | 1.84 | 2 | 28.1% | 0.18 | 0.0163 | -0.055 | 195 | 17.60 | 19.80 | 31.6% | -0.83 | 0.0159 | -0.052 | |||
| 0.3200 | 1.02 | 2 | 44 | 26.1% | 0.12 | 0.0122 | -0.042 | 200 | 22.10 | 24.35 | 1 | 33.6% | -0.88 | 0.0119 | -0.039 | |
| 0 | 2.42 | 15 | 35.2% | 0.08 | 0.0088 | -0.032 | 205 | 26.60 | 29.05 | 35.1% | -0.92 | 0.0086 | -0.028 | |||
| 0.1200 | 0.5700 | 31 | 29.5% | 0.05 | 0.0063 | -0.024 | 210 | 31.45 | 33.85 | 37.8% | -0.95 | 0.0061 | -0.020 | |||
| 0 | 2.33 | 43.0% | 0.04 | 0.0046 | -0.018 | 215 | 36.50 | 38.70 | 41.3% | -0.96 | 0.0044 | -0.014 | ||||
| 0 | 1.52 | 9 | 42.2% | 0.03 | 0.0034 | -0.015 | 220 | 41.20 | 43.90 | 44.5% | -0.97 | 0.0032 | -0.010 | |||
| 0 | 1.31 | 44.2% | 0.02 | 0.0026 | -0.012 | 225 | 46.15 | 48.80 | 47.3% | -0.98 | 0.0024 | -0.007 | ||||
| 0 | 0.4300 | 38.9% | 0.02 | 0.0020 | -0.011 | 230 | 51.10 | 53.75 | 50.2% | -0.98 | 0.0019 | -0.005 | ||||
| 0 | 1.67 | 53.0% | 0.01 | 0.0016 | -0.009 | 235 | 56.10 | 58.75 | 53.7% | -0.99 | 0.0016 | -0.003 | ||||
| 0 | 1.32 | 53.5% | 0.01 | 0.0014 | -0.008 | 240 | 61.05 | 63.70 | 56.3% | -0.99 | 0.0013 | -0.002 | ||||
| 0 | 1.19 | 55.3% | 0.01 | 0.0011 | -0.008 | 245 | 66.00 | 68.65 | 58.8% | -0.99 | 0.0010 | -0.001 | ||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs