CVX option chain Chevron Corporation
Cboe delayed options data · as of 03:40 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 ±10.3% (190.19–233.64) · ATM IV 26.9% · P/C open interest 0.17
| 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 | |
| 100.85 | 104.90 | 1 | 62.9% | 1.00 | 0.0002 | 0.000 | 110 | 0 | 1.35 | 76.5% | -0.00 | 0.0002 | -0.004 | |||
| 96.40 | 99.95 | 70.5% | 1.00 | 0.0002 | 0.000 | 115 | 0 | 1.89 | 3 | 76.5% | -0.00 | 0.0003 | -0.004 | |||
| 90.95 | 94.90 | 63.2% | 1.00 | 0.0003 | 0.000 | 120 | 0 | 0.8500 | 62.4% | -0.01 | 0.0003 | -0.005 | ||||
| 86.00 | 90.05 | 59.3% | 0.99 | 0.0003 | 0.000 | 125 | 0 | 0.2700 | 12 | 49.5% | -0.01 | 0.0004 | -0.005 | |||
| 81.05 | 85.10 | 51.5% | 0.99 | 0.0004 | 0.000 | 130 | 0 | 0.5000 | 50.3% | -0.01 | 0.0005 | -0.006 | ||||
| 76.10 | 80.15 | 48.8% | 0.99 | 0.0005 | 0.000 | 135 | 0 | 0.5200 | 47.1% | -0.01 | 0.0006 | -0.007 | ||||
| 71.20 | 75.20 | 49.3% | 0.99 | 0.0006 | 0.000 | 140 | 0 | 0.7400 | 46.2% | -0.01 | 0.0008 | -0.008 | ||||
| 66.30 | 70.30 | 11 | 45.8% | 0.99 | 0.0008 | -0.001 | 145 | 0.0100 | 0.3700 | 2 | 38.6% | -0.01 | 0.0010 | -0.009 | ||
| 61.85 | 65.40 | 3 | 44.7% | 0.98 | 0.0010 | -0.002 | 150 | 0.1200 | 0.6400 | 10 | 25 | 39.6% | -0.02 | 0.0012 | -0.010 | |
| 56.45 | 60.50 | 6 | 40.6% | 0.98 | 0.0013 | -0.004 | 155 | 0 | 0.4800 | 1 | 17 | 33.7% | -0.02 | 0.0016 | -0.012 | |
| 52.70 | 55.10 | 12 | 39.5% | 0.98 | 0.0018 | -0.007 | 160 | 0.1900 | 0.6400 | 801 | 33.8% | -0.03 | 0.0021 | -0.014 | ||
| 47.85 | 50.05 | 9 | 36.1% | 0.97 | 0.0024 | -0.010 | 165 | 0.2000 | 0.7600 | 67 | 31.5% | -0.04 | 0.0028 | -0.017 | ||
| 43.25 | 45.90 | 10 | 27 | 37.4% | 0.95 | 0.0032 | -0.014 | 170 | 0.5700 | 0.7500 | 6 | 149 | 30.3% | -0.05 | 0.0036 | -0.020 |
| 38.45 | 40.55 | 24 | 32.9% | 0.94 | 0.0042 | -0.019 | 175 | 0.5700 | 1.22 | 85 | 121 | 29.0% | -0.07 | 0.0048 | -0.025 | |
| 33.85 | 36.30 | 26 | 32.4% | 0.91 | 0.0056 | -0.025 | 180 | 1.30 | 1.50 | 48 | 208 | 28.9% | -0.10 | 0.0062 | -0.031 | |
| 29.40 | 31.55 | 4 | 565 | 30.3% | 0.88 | 0.0073 | -0.032 | 185 | 1.31 | 2.64 | 22 | 264 | 28.1% | -0.14 | 0.0079 | -0.038 |
| 25.65 | 27.15 | 6 | 517 | 30.1% | 0.84 | 0.0091 | -0.040 | 190 | 2.25 | 3.00 | 41 | 286 | 26.9% | -0.18 | 0.0097 | -0.045 |
| 21.65 | 23.00 | 1 | 780 | 28.4% | 0.79 | 0.0110 | -0.048 | 195 | 3.30 | 4.35 | 93 | 451 | 27.0% | -0.24 | 0.0115 | -0.052 |
| 17.90 | 18.75 | 17 | 794 | 27.4% | 0.72 | 0.0127 | -0.055 | 200 | 5.30 | 5.60 | 640 | 258 | 27.2% | -0.30 | 0.0131 | -0.058 |
| 11.95 | 12.50 | 102 | 1,128 | 27.0% | 0.58 | 0.0151 | -0.064 | 210 | 9.00 | 10.00 | 267 | 446 | 26.9% | -0.45 | 0.0151 | -0.065 |
| 7.20 | 7.90 | 177 | 1,269 | 26.6% | 0.43 | 0.0152 | -0.065 | 220 | 14.55 | 15.10 | 10 | 4 | 26.1% | -0.59 | 0.0148 | -0.062 |
| 4.20 | 4.75 | 542 | 11.8K | 26.7% | 0.30 | 0.0133 | -0.057 | 230 | 21.10 | 22.40 | 1 | 25.7% | -0.72 | 0.0127 | -0.053 | |
| 2.49 | 2.88 | 76 | 402 | 27.4% | 0.19 | 0.0104 | -0.046 | 240 | 28.95 | 30.80 | 25.7% | -0.82 | 0.0099 | -0.041 | ||
| 1.24 | 2.00 | 44 | 876 | 28.3% | 0.12 | 0.0075 | -0.035 | 250 | 37.80 | 39.80 | 2 | 25.8% | -0.89 | 0.0074 | -0.030 | |
| 0.4600 | 1.40 | 8 | 24 | 28.8% | 0.08 | 0.0052 | -0.026 | 260 | 47.30 | 49.35 | 26.6% | -0.94 | 0.0065 | -0.025 | ||
| 0.4600 | 1.14 | 6 | 11 | 31.9% | 0.05 | 0.0037 | -0.020 | 270 | 56.10 | 60.00 | -0.97 | 0.0062 | -0.034 | |||
| 0.2200 | 0.7700 | 14 | 32.6% | 0.04 | 0.0026 | -0.016 | 280 | 66.05 | 69.70 | -0.99 | 0.0019 | -0.019 | ||||
| 0.1500 | 1.05 | 2 | 37.1% | 0.03 | 0.0020 | -0.013 | 290 | 76.05 | 79.90 | -1.00 | 0.0000 | -0.019 | ||||
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