XOM option chain Exxonmobil Holdings Corporation
Cboe delayed options data · as of 17:06 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 ±9.1% (161.72–194.18) · ATM IV 27.9% · P/C open interest 0.80
| 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 | |
| 86.95 | 89.65 | 15 | 84.1% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.2300 | 2,637 | 71.8% | -0.00 | 0.0001 | -0.001 | ||
| 81.75 | 84.35 | 8 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.2300 | 2,520 | 66.5% | -0.00 | 0.0001 | -0.001 | |||
| 76.40 | 79.05 | 798 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.0200 | 2,081 | 47.7% | -0.00 | 0.0001 | -0.001 | |||
| 72.00 | 74.55 | 948 | 62.6% | 1.00 | 0.0001 | 0.000 | 105 | 0 | 0.1000 | 3,179 | 51.4% | -0.00 | 0.0002 | -0.002 | ||
| 66.85 | 69.75 | 1,165 | 58.0% | 1.00 | 0.0001 | 0.000 | 110 | 0 | 0.2500 | 3,146 | 52.8% | -0.00 | 0.0003 | -0.002 | ||
| 62.05 | 64.75 | 2,242 | 56.9% | 1.00 | 0.0002 | 0.000 | 115 | 0.0200 | 0.1100 | 2,991 | 44.6% | -0.00 | 0.0004 | -0.003 | ||
| 56.55 | 59.80 | 4,047 | 1.00 | 0.0003 | 0.000 | 120 | 0.0500 | 0.1100 | 4,474 | 41.7% | -0.01 | 0.0006 | -0.004 | |||
| 51.60 | 54.80 | 4,500 | 1.00 | 0.0005 | 0.000 | 125 | 0.0100 | 0.1000 | 502 | 7,267 | 36.1% | -0.01 | 0.0009 | -0.005 | ||
| 46.70 | 49.85 | 5,701 | 32.7% | 0.99 | 0.0009 | 0.000 | 130 | 0.0900 | 0.3800 | 5,249 | 39.8% | -0.01 | 0.0014 | -0.007 | ||
| 41.70 | 44.90 | 2,617 | 30.2% | 0.99 | 0.0016 | -0.002 | 135 | 0.1500 | 0.2400 | 48 | 3,792 | 34.5% | -0.02 | 0.0021 | -0.010 | |
| 37.60 | 38.80 | 10 | 6,469 | 0.98 | 0.0027 | -0.007 | 140 | 0.3000 | 0.3700 | 25 | 6,690 | 33.6% | -0.03 | 0.0031 | -0.014 | |
| 32.70 | 34.00 | 25 | 2,456 | 24.5% | 0.96 | 0.0042 | -0.014 | 145 | 0.4800 | 0.5600 | 36 | 32.3K | 32.2% | -0.05 | 0.0046 | -0.020 |
| 28.00 | 29.30 | 11 | 7,436 | 28.0% | 0.93 | 0.0065 | -0.023 | 150 | 0.7800 | 0.9200 | 17 | 5,437 | 31.3% | -0.08 | 0.0066 | -0.027 |
| 23.75 | 24.85 | 17 | 4,538 | 29.9% | 0.89 | 0.0093 | -0.033 | 155 | 1.27 | 1.37 | 364 | 3,234 | 30.2% | -0.12 | 0.0092 | -0.036 |
| 19.10 | 20.55 | 25 | 3,262 | 28.2% | 0.84 | 0.0124 | -0.044 | 160 | 1.95 | 2.16 | 269 | 3,271 | 29.4% | -0.17 | 0.0121 | -0.045 |
| 15.30 | 16.50 | 4 | 5,921 | 28.0% | 0.76 | 0.0154 | -0.054 | 165 | 3.05 | 3.30 | 369 | 2,297 | 29.0% | -0.24 | 0.0151 | -0.054 |
| 11.95 | 12.90 | 161 | 8,561 | 27.8% | 0.68 | 0.0179 | -0.061 | 170 | 4.55 | 4.90 | 214 | 909 | 28.7% | -0.33 | 0.0177 | -0.062 |
| 9.40 | 9.85 | 104 | 4,680 | 28.3% | 0.58 | 0.0194 | -0.066 | 175 | 6.50 | 6.85 | 62 | 1,199 | 28.2% | -0.42 | 0.0196 | -0.066 |
| 7.00 | 7.15 | 72 | 6,657 | 27.9% | 0.48 | 0.0199 | -0.066 | 180 | 9.00 | 9.30 | 1,109 | 391 | 27.9% | -0.52 | 0.0202 | -0.067 |
| 5.00 | 5.30 | 39 | 22.9K | 27.9% | 0.39 | 0.0192 | -0.063 | 185 | 11.75 | 12.85 | 53 | 28.1% | -0.62 | 0.0196 | -0.064 | |
| 3.50 | 3.70 | 84 | 17.5K | 27.8% | 0.30 | 0.0175 | -0.057 | 190 | 15.30 | 16.40 | 46 | 28.3% | -0.71 | 0.0179 | -0.057 | |
| 2.39 | 2.51 | 59 | 1,873 | 27.7% | 0.23 | 0.0151 | -0.049 | 195 | 18.40 | 20.50 | 27.0% | -0.79 | 0.0154 | -0.048 | ||
| 1.61 | 1.74 | 116 | 2,332 | 27.9% | 0.17 | 0.0124 | -0.041 | 200 | 23.30 | 24.85 | 13 | 29.2% | -0.85 | 0.0125 | -0.038 | |
| 0.6900 | 0.8300 | 1,032 | 1,354 | 28.5% | 0.09 | 0.0076 | -0.026 | 210 | 31.85 | 34.10 | 39 | 28.1% | -0.93 | 0.0073 | -0.021 | |
| 0.2700 | 0.4100 | 1 | 332 | 29.2% | 0.05 | 0.0045 | -0.016 | 220 | 41.55 | 43.75 | 29.3% | -0.96 | 0.0040 | -0.009 | ||
| 0.1000 | 0.4500 | 984 | 32.8% | 0.03 | 0.0027 | -0.011 | 230 | 51.10 | 54.20 | 1 | 34.9% | -0.98 | 0.0023 | -0.003 | ||
| 0.0200 | 0.3400 | 258 | 34.9% | 0.02 | 0.0018 | -0.008 | 240 | 61.10 | 63.90 | 1 | 36.4% | -0.99 | 0.0014 | 0.000 | ||
| 0.0200 | 0.1600 | 203 | 35.4% | 0.01 | 0.0012 | -0.007 | 250 | 71.25 | 73.70 | 1 | 40.7% | -0.99 | 0.0009 | 0.000 | ||
| 0.0200 | 0.1500 | 160 | 296 | 38.6% | 0.01 | 0.0009 | -0.005 | 260 | 80.80 | 83.90 | 1 | 40.3% | -0.99 | 0.0006 | 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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs