XOM option chain Exxonmobil Holdings Corporation
Cboe delayed options data · as of 17:05 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 ±7.2% (164.21–189.56) · ATM IV 30.1% · P/C open interest 0.53
| 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 | |
| 85.70 | 87.70 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.0200 | 91 | 76.7% | -0.00 | 0.0000 | -0.001 | ||||
| 80.70 | 83.35 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 1.46 | 134 | 121.2% | -0.00 | 0.0000 | -0.001 | ||||
| 75.70 | 78.20 | 4 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.0500 | 163 | 71.1% | -0.00 | 0.0001 | -0.001 | |||
| 70.70 | 73.15 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.0500 | 161 | 65.4% | -0.00 | 0.0001 | -0.001 | ||||
| 65.75 | 68.05 | 3 | 1.00 | 0.0001 | 0.000 | 110 | 0 | 0.1000 | 1,483 | 64.5% | -0.00 | 0.0001 | -0.002 | |||
| 60.80 | 62.80 | 16 | 1.00 | 0.0001 | 0.000 | 115 | 0 | 0.2000 | 749 | 64.1% | -0.00 | 0.0002 | -0.002 | |||
| 55.80 | 57.65 | 46 | 1.00 | 0.0002 | 0.000 | 120 | 0 | 0.3800 | 2,751 | 63.9% | -0.00 | 0.0003 | -0.003 | |||
| 50.80 | 52.65 | 1 | 491 | 1.00 | 0.0003 | 0.000 | 125 | 0.0100 | 0.1000 | 2 | 1,636 | 49.0% | -0.00 | 0.0005 | -0.004 | |
| 45.80 | 47.35 | 1 | 596 | 1.00 | 0.0005 | 0.000 | 130 | 0 | 0.3000 | 4,367 | 50.2% | -0.01 | 0.0008 | -0.005 | ||
| 40.85 | 42.90 | 1 | 1,493 | 0.99 | 0.0009 | -0.000 | 135 | 0.0200 | 0.1200 | 4 | 3,312 | 40.2% | -0.01 | 0.0012 | -0.008 | |
| 35.90 | 37.65 | 1,151 | 0.99 | 0.0015 | -0.004 | 140 | 0.0600 | 0.1400 | 53 | 3,322 | 37.1% | -0.02 | 0.0020 | -0.011 | ||
| 30.95 | 32.50 | 12 | 1,285 | 0.98 | 0.0027 | -0.010 | 145 | 0.1700 | 0.2000 | 12 | 3,550 | 35.4% | -0.03 | 0.0034 | -0.017 | |
| 27.20 | 27.70 | 47 | 833 | 32.9% | 0.96 | 0.0046 | -0.018 | 150 | 0.3100 | 0.3800 | 27 | 3,501 | 34.0% | -0.05 | 0.0056 | -0.026 |
| 23.70 | 25.30 | 0.95 | 0.0061 | -0.024 | 152.5 | 0.1300 | 0.7400 | 32.7% | -0.06 | 0.0071 | -0.032 | |||||
| 21.30 | 22.90 | 169 | 3,368 | 0.93 | 0.0078 | -0.032 | 155 | 0.5900 | 0.6900 | 19 | 3,983 | 32.7% | -0.08 | 0.0089 | -0.039 | |
| 19.00 | 20.60 | 18.1% | 0.91 | 0.0100 | -0.040 | 157.5 | 0.6700 | 0.9600 | 31.6% | -0.10 | 0.0110 | -0.047 | ||||
| 17.50 | 18.45 | 42 | 4,076 | 29.3% | 0.89 | 0.0124 | -0.049 | 160 | 1.10 | 1.30 | 137 | 4,516 | 32.0% | -0.14 | 0.0134 | -0.056 |
| 14.60 | 16.25 | 25.5% | 0.85 | 0.0151 | -0.059 | 162.5 | 1.43 | 1.66 | 18 | 61 | 31.2% | -0.17 | 0.0160 | -0.065 | ||
| 13.75 | 13.95 | 34 | 3,797 | 29.9% | 0.81 | 0.0179 | -0.069 | 165 | 1.95 | 2.09 | 99 | 3,775 | 30.7% | -0.22 | 0.0186 | -0.073 |
| 10.60 | 12.75 | 28.1% | 0.76 | 0.0206 | -0.079 | 167.5 | 2.51 | 2.78 | 8 | 63 | 30.4% | -0.27 | 0.0211 | -0.082 | ||
| 9.75 | 10.30 | 139 | 18.3K | 29.0% | 0.70 | 0.0231 | -0.087 | 170 | 3.25 | 3.55 | 487 | 2,931 | 30.1% | -0.32 | 0.0232 | -0.089 |
| 7.20 | 8.85 | 26.9% | 0.64 | 0.0251 | -0.094 | 172.5 | 4.20 | 4.85 | 12 | 57 | 30.9% | -0.38 | 0.0249 | -0.094 | ||
| 6.85 | 7.15 | 1,150 | 5,888 | 29.2% | 0.58 | 0.0265 | -0.098 | 175 | 5.30 | 5.50 | 167 | 1,271 | 29.7% | -0.45 | 0.0261 | -0.096 |
| 5.50 | 5.90 | 107 | 48 | 29.0% | 0.51 | 0.0272 | -0.099 | 177.5 | 6.45 | 7.50 | 50 | 50 | 31.1% | -0.51 | 0.0265 | -0.096 |
| 4.35 | 4.65 | 154 | 10.4K | 28.5% | 0.44 | 0.0271 | -0.097 | 180 | 7.80 | 8.75 | 34 | 342 | 30.4% | -0.58 | 0.0262 | -0.093 |
| 2.96 | 3.75 | 57 | 27.5% | 0.38 | 0.0263 | -0.092 | 182.5 | 8.65 | 11.20 | 30.7% | -0.64 | 0.0253 | -0.088 | |||
| 2.71 | 2.86 | 142 | 5,537 | 28.6% | 0.31 | 0.0247 | -0.085 | 185 | 11.10 | 12.65 | 25 | 31.9% | -0.70 | 0.0236 | -0.080 | |
| 2.00 | 2.23 | 41 | 111 | 28.4% | 0.26 | 0.0225 | -0.077 | 187.5 | 12.55 | 14.90 | 32.0% | -0.76 | 0.0215 | -0.072 | ||
| 1.47 | 1.66 | 38 | 4,651 | 28.1% | 0.21 | 0.0200 | -0.067 | 190 | 14.95 | 17.05 | 32 | 34.2% | -0.80 | 0.0190 | -0.062 | |
| 0.9100 | 1.36 | 29 | 17 | 27.9% | 0.16 | 0.0172 | -0.058 | 192.5 | 16.80 | 19.35 | 34.6% | -0.84 | 0.0164 | -0.053 | ||
| 0.7300 | 0.9400 | 80 | 2,615 | 28.0% | 0.13 | 0.0146 | -0.050 | 195 | 19.15 | 21.50 | 3 | 35.8% | -0.88 | 0.0138 | -0.045 | |
| 0.4900 | 0.7500 | 25 | 249 | 28.2% | 0.10 | 0.0121 | -0.042 | 197.5 | 21.40 | 23.85 | 37.1% | -0.90 | 0.0115 | -0.037 | ||
| 0.4400 | 0.5800 | 1,208 | 12.6K | 29.2% | 0.08 | 0.0100 | -0.035 | 200 | 23.75 | 26.20 | 1 | 3 | 38.6% | -0.92 | 0.0095 | -0.031 |
| 0.1700 | 0.5300 | 135 | 31.0% | 0.05 | 0.0068 | -0.026 | 205 | 28.65 | 31.00 | 42.4% | -0.95 | 0.0065 | -0.021 | |||
| 0.1400 | 0.2100 | 6 | 339 | 30.8% | 0.03 | 0.0047 | -0.019 | 210 | 33.40 | 35.70 | 44.3% | -0.97 | 0.0045 | -0.014 | ||
| 0.0300 | 0.5100 | 36.8% | 0.02 | 0.0033 | -0.015 | 215 | 38.20 | 40.85 | 48.4% | -0.98 | 0.0032 | -0.009 | ||||
| 0.0100 | 0.4900 | 463 | 39.7% | 0.02 | 0.0024 | -0.012 | 220 | 42.90 | 45.80 | 50.4% | -0.98 | 0.0023 | -0.006 | |||
| 0 | 0.4400 | 42.1% | 0.01 | 0.0018 | -0.009 | 225 | 47.90 | 50.75 | 54.1% | -0.99 | 0.0017 | -0.003 | ||||
| 0 | 0.4200 | 129 | 44.9% | 0.01 | 0.0014 | -0.008 | 230 | 52.85 | 55.65 | 56.9% | -0.99 | 0.0013 | -0.001 | |||
| 0 | 0.3900 | 6 | 50.2% | 0.01 | 0.0008 | -0.006 | 240 | 62.80 | 65.65 | 63.9% | -0.99 | 0.0008 | 0.000 | |||
| 0 | 0.1000 | 296 | 47.1% | 0.00 | 0.0006 | -0.004 | 250 | 72.60 | 75.60 | 68.7% | -1.00 | 0.0005 | 0.000 | |||
| 0.0100 | 0.1000 | 2 | 370 | 52.2% | 0.00 | 0.0004 | -0.003 | 260 | 82.70 | 85.60 | 76.3% | -1.00 | 0.0004 | 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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs