CVX option chain Chevron Corporation
Cboe delayed options data · as of 00:41 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 ±4.8% (201.10–221.50) · ATM IV 24.3% · P/C open interest 0.30
| 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 | |
| 99.75 | 103.80 | 108.5% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 2.13 | 157.4% | -0.00 | 0.0000 | -0.000 | ||||
| 94.75 | 98.85 | 103.0% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.13 | 148.1% | -0.00 | 0.0000 | -0.001 | ||||
| 89.80 | 93.75 | 97.6% | 1.00 | 0.0000 | 0.000 | 120 | 0 | 2.13 | 139.1% | -0.00 | 0.0000 | -0.001 | ||||
| 84.75 | 88.75 | 86.5% | 1.00 | 0.0000 | 0.000 | 125 | 0 | 2.13 | 130.5% | -0.00 | 0.0000 | -0.001 | ||||
| 79.80 | 83.90 | 81.9% | 1.00 | 0.0000 | 0.000 | 130 | 0 | 2.13 | 122.2% | -0.00 | 0.0000 | -0.001 | ||||
| 74.80 | 78.80 | 77.3% | 1.00 | 0.0001 | 0.000 | 135 | 0 | 2.13 | 114.2% | -0.00 | 0.0001 | -0.001 | ||||
| 69.85 | 73.80 | 72.6% | 1.00 | 0.0001 | 0.000 | 140 | 0 | 2.13 | 106.4% | -0.00 | 0.0001 | -0.002 | ||||
| 64.75 | 68.80 | 79.7% | 1.00 | 0.0001 | 0.000 | 145 | 0 | 2.13 | 98.9% | -0.00 | 0.0001 | -0.002 | ||||
| 60.25 | 63.95 | 74.8% | 1.00 | 0.0002 | 0.000 | 150 | 0 | 2.13 | 91.5% | -0.00 | 0.0002 | -0.003 | ||||
| 54.95 | 58.85 | 67.3% | 1.00 | 0.0003 | 0.000 | 155 | 0 | 0.1500 | 1 | 54.3% | -0.00 | 0.0003 | -0.003 | |||
| 50.30 | 53.95 | 63.3% | 1.00 | 0.0004 | 0.000 | 160 | 0 | 0.7600 | 62.8% | -0.00 | 0.0004 | -0.004 | ||||
| 45.20 | 49.00 | 55.6% | 1.00 | 0.0006 | 0.000 | 165 | 0 | 0.2100 | 34 | 46.5% | -0.00 | 0.0006 | -0.006 | |||
| 40.90 | 43.85 | 55.4% | 0.99 | 0.0010 | 0.000 | 170 | 0 | 0.5000 | 13 | 47.5% | -0.01 | 0.0010 | -0.007 | |||
| 35.85 | 38.90 | 3 | 49.1% | 0.99 | 0.0015 | 0.000 | 175 | 0 | 0.1800 | 5 | 76 | 36.0% | -0.01 | 0.0016 | -0.010 | |
| 30.90 | 33.95 | 3 | 43.8% | 0.98 | 0.0025 | 0.000 | 180 | 0.0500 | 0.1500 | 2 | 119 | 31.8% | -0.02 | 0.0025 | -0.015 | |
| 26.35 | 29.05 | 8 | 41.4% | 0.97 | 0.0042 | -0.009 | 185 | 0.0300 | 0.3900 | 1 | 59 | 30.7% | -0.03 | 0.0042 | -0.021 | |
| 21.55 | 23.85 | 54 | 35.0% | 0.95 | 0.0071 | -0.021 | 190 | 0 | 0.5500 | 3 | 84 | 27.0% | -0.05 | 0.0072 | -0.032 | |
| 16.50 | 19.50 | 1 | 119 | 31.4% | 0.91 | 0.0120 | -0.040 | 195 | 0.4100 | 0.6000 | 15 | 124 | 25.0% | -0.09 | 0.0122 | -0.048 |
| 11.60 | 15.10 | 2 | 252 | 27.1% | 0.84 | 0.0192 | -0.066 | 200 | 1.00 | 1.20 | 18 | 250 | 24.4% | -0.17 | 0.0194 | -0.072 |
| 8.50 | 10.15 | 11 | 145 | 25.3% | 0.72 | 0.0265 | -0.093 | 205 | 2.02 | 2.44 | 16 | 82 | 24.1% | -0.28 | 0.0269 | -0.097 |
| 5.75 | 6.45 | 51 | 409 | 24.6% | 0.57 | 0.0312 | -0.110 | 210 | 3.80 | 4.40 | 85 | 85 | 24.1% | -0.43 | 0.0318 | -0.113 |
| 3.40 | 4.00 | 42 | 398 | 24.4% | 0.42 | 0.0311 | -0.110 | 215 | 6.25 | 7.00 | 6 | 16 | 23.3% | -0.59 | 0.0319 | -0.111 |
| 1.95 | 2.36 | 33 | 724 | 24.8% | 0.28 | 0.0265 | -0.095 | 220 | 8.75 | 10.45 | 20.2% | -0.74 | 0.0274 | -0.095 | ||
| 1.11 | 1.32 | 80 | 768 | 25.4% | 0.17 | 0.0197 | -0.074 | 225 | 13.20 | 15.25 | 23.5% | -0.84 | 0.0207 | -0.071 | ||
| 0.5200 | 0.8400 | 6 | 170 | 26.2% | 0.10 | 0.0135 | -0.053 | 230 | 17.15 | 19.80 | -0.92 | 0.0142 | -0.048 | |||
| 0.2600 | 0.4100 | 2 | 58 | 26.4% | 0.06 | 0.0089 | -0.038 | 235 | 21.85 | 24.70 | -0.96 | 0.0118 | -0.034 | |||
| 0.1000 | 0.5200 | 7 | 15 | 30.0% | 0.04 | 0.0059 | -0.028 | 240 | 26.65 | 30.35 | -0.99 | 0.0062 | -0.049 | |||
| 0 | 0.9300 | 36.7% | 0.03 | 0.0040 | -0.021 | 245 | 31.65 | 34.70 | -1.00 | 0.0016 | -0.070 | |||||
| 0 | 0.6500 | 3 | 38.0% | 0.02 | 0.0028 | -0.016 | 250 | 36.65 | 40.55 | -1.00 | 0.0000 | -0.083 | ||||
| 0 | 0.9000 | 44.2% | 0.01 | 0.0020 | -0.012 | 255 | 41.65 | 45.60 | -1.00 | 0.0000 | -0.089 | |||||
| 0 | 0.7000 | 12 | 45.7% | 0.01 | 0.0014 | -0.010 | 260 | 46.65 | 50.55 | -1.00 | 0.0000 | -0.091 | ||||
| 0 | 0.5000 | 46.4% | 0.01 | 0.0010 | -0.008 | 265 | 51.65 | 55.55 | -1.00 | 0.0000 | -0.093 | |||||
| 0 | 0.7000 | 52.4% | 0.01 | 0.0008 | -0.006 | 270 | 56.65 | 60.60 | -1.00 | 0.0000 | -0.093 | |||||
| 0 | 0.9000 | 58.0% | 0.00 | 0.0006 | -0.005 | 275 | 61.65 | 65.20 | -1.00 | 0.0000 | -0.094 | |||||
| 0 | 2.13 | 72.2% | 0.00 | 0.0005 | -0.004 | 280 | 66.65 | 69.70 | -1.00 | 0.0000 | -0.094 | |||||
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 — Sep 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs