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Oklo Inc. OKLO

UTILITIES · UTILITIES - INDEPENDENT POWER PRODUCERS
i

Market dataready · fetched 2026-11-07T04:04:49.801Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:59:28.142774391Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T04:04:49.155772+00:00

Share price$23.65
1D+11.0%
AH$20.61$21.52$22.42$23.33$24.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOKLO
Sold putSold callAH

Oklo Inc. options

Live interpolated OKLO call and put midpoint premiums by absolute delta.Oklo Inc.$0.23$1.32$2.40$3.49$4.58$17.68$20.50$23.33$26.16$28.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OKLO spot · $23.65OKLO PRICE$0.35$0.46$0.59$0.73$0.87$1.03$1.21$1.41$1.62$1.87$2.18$2.69$3.21$0.45$0.59$0.74$0.91$1.10$1.27$1.54$1.81$2.15$2.50$2.73$3.00$4.26
PutsCheap0.81×
CallsCheap0.78×
SkewBearish+5.00 pp
Implied moveBearish±$2.75
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.95102.5%15.4%21.00113.0%13.1%
25Δ26.26100.6%13.0%21.58111.5%11.3%
30Δ25.75102.2%11.4%22.11109.0%9.6%
35Δ25.24101.8%9.8%22.59108.0%8.3%
40Δ24.76100.3%8.4%23.04107.6%7.2%
45Δ24.3299.9%7.2%23.49104.4%6.1%
50Δ23.90100.5%6.2%23.93106.7%5.3%
55Δ23.48101.0%5.3%24.38107.3%4.6%
60Δ23.07100.6%4.4%24.88109.3%3.9%
65Δ22.64101.0%3.6%25.39109.5%3.2%
70Δ22.18103.1%3.0%25.79104.1%2.5%
75Δ21.57112.1%2.6%26.2199.0%1.8%
80Δ20.92117.0%2.0%27.53118.3%1.6%

20Δ

Calls
Pseudo strike
26.95
IV
102.5%
B/E move
15.4%
Puts
Pseudo strike
21.00
IV
113.0%
B/E move
13.1%

25Δ

Calls
Pseudo strike
26.26
IV
100.6%
B/E move
13.0%
Puts
Pseudo strike
21.58
IV
111.5%
B/E move
11.3%

30Δ

Calls
Pseudo strike
25.75
IV
102.2%
B/E move
11.4%
Puts
Pseudo strike
22.11
IV
109.0%
B/E move
9.6%

35Δ

Calls
Pseudo strike
25.24
IV
101.8%
B/E move
9.8%
Puts
Pseudo strike
22.59
IV
108.0%
B/E move
8.3%

40Δ

Calls
Pseudo strike
24.76
IV
100.3%
B/E move
8.4%
Puts
Pseudo strike
23.04
IV
107.6%
B/E move
7.2%

45Δ

Calls
Pseudo strike
24.32
IV
99.9%
B/E move
7.2%
Puts
Pseudo strike
23.49
IV
104.4%
B/E move
6.1%

50Δ

Calls
Pseudo strike
23.90
IV
100.5%
B/E move
6.2%
Puts
Pseudo strike
23.93
IV
106.7%
B/E move
5.3%

55Δ

Calls
Pseudo strike
23.48
IV
101.0%
B/E move
5.3%
Puts
Pseudo strike
24.38
IV
107.3%
B/E move
4.6%

60Δ

Calls
Pseudo strike
23.07
IV
100.6%
B/E move
4.4%
Puts
Pseudo strike
24.88
IV
109.3%
B/E move
3.9%

65Δ

Calls
Pseudo strike
22.64
IV
101.0%
B/E move
3.6%
Puts
Pseudo strike
25.39
IV
109.5%
B/E move
3.2%

70Δ

Calls
Pseudo strike
22.18
IV
103.1%
B/E move
3.0%
Puts
Pseudo strike
25.79
IV
104.1%
B/E move
2.5%

75Δ

Calls
Pseudo strike
21.57
IV
112.1%
B/E move
2.6%
Puts
Pseudo strike
26.21
IV
99.0%
B/E move
1.8%

80Δ

Calls
Pseudo strike
20.92
IV
117.0%
B/E move
2.0%
Puts
Pseudo strike
27.53
IV
118.3%
B/E move
1.6%

Options history

IV · four-Friday blend96.44%
Daily close
OKLO58.8%79.0%99.2%2026-08-10: 87.48%2026-08-11: 86.67%2026-08-12: 82.53%2026-08-13: 84.03%2026-08-14: 76.43%2026-08-17: 81.39%2026-08-18: 78.04%2026-08-19: 78.59%2026-08-20: 79.67%2026-08-21: 78.58%2026-08-24: 81.93%2026-08-25: 89.10%2026-08-26: 83.22%2026-08-27: 78.90%2026-08-28: 71.73%2026-08-31: 72.47%2026-09-01: 73.39%2026-09-02: 68.31%2026-09-03: 68.13%2026-09-04: 69.71%2026-09-08: 85.74%2026-09-09: 84.62%2026-09-10: 79.40%2026-09-11: 66.33%2026-09-14: 72.49%2026-09-15: 73.18%2026-09-16: 71.59%2026-09-17: 75.07%2026-09-18: 68.23%2026-09-21: 74.69%2026-09-22: 72.19%2026-09-23: 69.82%2026-09-24: 68.73%2026-09-25: 66.82%2026-09-28: 72.30%2026-09-29: 71.70%2026-09-30: 70.26%2026-10-01: 67.38%2026-10-02: 62.36%2026-10-05: 66.64%2026-10-06: 71.83%2026-10-07: 64.91%2026-10-08: 65.63%2026-10-09: 61.59%2026-10-12: 64.66%2026-10-13: 69.52%2026-10-14: 73.90%2026-10-15: 76.89%2026-10-16: 76.47%2026-10-19: 83.44%2026-10-20: 80.47%2026-10-21: 79.00%2026-10-22: 82.77%2026-10-23: 87.35%2026-10-26: 91.62%2026-10-27: 93.19%2026-10-28: 94.22%2026-10-29: 94.37%2026-10-30: 96.44%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
87.48%
86.67%
82.53%
84.03%
76.43%
81.39%
78.04%
78.59%
79.67%
78.58%
81.93%
89.10%
83.22%
78.90%
71.73%
72.47%
73.39%
68.31%
68.13%
69.71%
85.74%
84.62%
79.40%
66.33%
72.49%
73.18%
71.59%
75.07%
68.23%
74.69%
72.19%
69.82%
68.73%
66.82%
72.30%
71.70%
70.26%
67.38%
62.36%
66.64%
71.83%
64.91%
65.63%
61.59%
64.66%
69.52%
73.90%
76.89%
76.47%
83.44%
80.47%
79.00%
82.77%
87.35%
91.62%
93.19%
94.22%
94.37%
96.44%