OKTA implied volatility
OKTA implied volatility: the term structure across expirations and the front expiry's smile by strike.
- OKTA options traded $2.86M in premium on 2026-11-02: $1.41M in calls and $1.45M in puts, a net bullish lean of $1.19M.
- Put/call ratio 1.03, implied volatility 94.6%.
- Options price a move of about ±$21.78 by 2026-11-06.
- Max pain for 2026-11-20 is $210.0.
Updated 2026-11-02 17:56 UTC