CVX option chain Chevron Corporation
Cboe delayed options data · as of 15:03 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 ±7.3% (208.05–240.90) · ATM IV 27.4% · P/C open interest 0.63
| 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 | |
| 108.55 | 111.75 | 108.0% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.13 | 118.3% | -0.00 | 0.0001 | -0.003 | ||||
| 103.60 | 106.75 | 102.1% | 1.00 | 0.0001 | 0.000 | 120 | 0 | 2.13 | 111.7% | -0.00 | 0.0001 | -0.003 | ||||
| 98.55 | 101.80 | 95.6% | 1.00 | 0.0001 | 0.000 | 125 | 0 | 2.13 | 105.3% | -0.00 | 0.0001 | -0.004 | ||||
| 93.55 | 96.80 | 89.3% | 1.00 | 0.0001 | 0.000 | 130 | 0 | 2.13 | 99.1% | -0.00 | 0.0002 | -0.004 | ||||
| 88.60 | 91.80 | 84.1% | 1.00 | 0.0001 | 0.000 | 135 | 0 | 2.13 | 93.2% | -0.00 | 0.0002 | -0.005 | ||||
| 83.60 | 86.85 | 79.0% | 1.00 | 0.0001 | 0.000 | 140 | 0 | 1.76 | 84.2% | -0.00 | 0.0003 | -0.005 | ||||
| 78.60 | 81.85 | 73.4% | 1.00 | 0.0002 | 0.000 | 145 | 0 | 1.84 | 79.5% | -0.00 | 0.0004 | -0.006 | ||||
| 73.65 | 76.85 | 68.7% | 1.00 | 0.0003 | 0.000 | 150 | 0 | 1.84 | 74.2% | -0.01 | 0.0004 | -0.007 | ||||
| 68.65 | 71.90 | 64.0% | 1.00 | 0.0003 | 0.000 | 155 | 0 | 1.84 | 69.1% | -0.01 | 0.0006 | -0.008 | ||||
| 63.70 | 66.90 | 59.6% | 0.99 | 0.0005 | 0.000 | 160 | 0 | 1.80 | 63.7% | -0.01 | 0.0007 | -0.009 | ||||
| 58.70 | 61.95 | 55.1% | 0.99 | 0.0006 | -0.001 | 165 | 0 | 0.8700 | 1 | 51.1% | -0.01 | 0.0010 | -0.011 | |||
| 53.75 | 57.00 | 51.3% | 0.99 | 0.0009 | -0.003 | 170 | 0 | 1.15 | 49.3% | -0.01 | 0.0013 | -0.013 | ||||
| 48.80 | 52.05 | 47.4% | 0.99 | 0.0012 | -0.006 | 175 | 0 | 1.89 | 50.0% | -0.02 | 0.0018 | -0.016 | ||||
| 44.50 | 47.10 | 1 | 48.0% | 0.98 | 0.0018 | -0.010 | 180 | 0 | 1.95 | 45.6% | -0.03 | 0.0024 | -0.020 | |||
| 39.15 | 42.15 | 1 | 41.3% | 0.97 | 0.0025 | -0.015 | 185 | 0 | 0.5000 | 1 | 31.1% | -0.04 | 0.0034 | -0.025 | ||
| 34.75 | 37.20 | 1 | 8 | 40.1% | 0.96 | 0.0037 | -0.021 | 190 | 0.0100 | 0.9000 | 29 | 30.7% | -0.05 | 0.0047 | -0.031 | |
| 29.90 | 32.40 | 36.8% | 0.94 | 0.0055 | -0.030 | 195 | 0.4500 | 1.20 | 17 | 30.6% | -0.08 | 0.0066 | -0.040 | |||
| 25.00 | 27.70 | 8 | 33.3% | 0.91 | 0.0080 | -0.043 | 200 | 1.05 | 1.47 | 102 | 75 | 29.5% | -0.11 | 0.0090 | -0.051 | |
| 20.80 | 22.95 | 7 | 31.5% | 0.87 | 0.0111 | -0.058 | 205 | 1.57 | 2.00 | 77 | 27.9% | -0.16 | 0.0120 | -0.065 | ||
| 16.70 | 18.60 | 156 | 29.9% | 0.80 | 0.0147 | -0.075 | 210 | 2.65 | 2.96 | 4 | 100 | 27.5% | -0.23 | 0.0151 | -0.079 | |
| 12.95 | 14.80 | 49 | 29.0% | 0.72 | 0.0179 | -0.091 | 215 | 3.85 | 4.50 | 13 | 26.9% | -0.32 | 0.0179 | -0.091 | ||
| 9.80 | 11.30 | 1 | 13 | 28.3% | 0.62 | 0.0202 | -0.102 | 220 | 5.65 | 6.50 | 10 | 33 | 26.7% | -0.41 | 0.0197 | -0.099 |
| 7.30 | 8.05 | 19 | 52 | 27.5% | 0.52 | 0.0211 | -0.105 | 225 | 7.80 | 9.70 | 18 | 27.3% | -0.51 | 0.0202 | -0.101 | |
| 5.10 | 6.10 | 2 | 131 | 27.7% | 0.41 | 0.0205 | -0.102 | 230 | 10.60 | 13.10 | 3 | 27.8% | -0.61 | 0.0195 | -0.097 | |
| 3.15 | 4.40 | 2 | 69 | 27.1% | 0.32 | 0.0187 | -0.093 | 235 | 13.95 | 16.40 | 27.4% | -0.70 | 0.0177 | -0.087 | ||
| 2.10 | 3.05 | 81 | 27.2% | 0.24 | 0.0160 | -0.080 | 240 | 17.55 | 20.10 | 6 | 26.6% | -0.78 | 0.0152 | -0.074 | ||
| 1.12 | 2.08 | 1 | 26.7% | 0.17 | 0.0130 | -0.066 | 245 | 21.60 | 24.40 | 26.6% | -0.84 | 0.0124 | -0.060 | |||
| 0.9500 | 1.43 | 13 | 28.0% | 0.12 | 0.0102 | -0.053 | 250 | 26.05 | 28.90 | 26.9% | -0.88 | 0.0097 | -0.048 | |||
| 0 | 0.9800 | 1 | 25.4% | 0.09 | 0.0079 | -0.043 | 255 | 30.55 | 33.20 | 1 | 24.6% | -0.92 | 0.0075 | -0.037 | ||
| 0.0100 | 2.30 | 1 | 34.5% | 0.07 | 0.0061 | -0.035 | 260 | 35.25 | 38.35 | 26.5% | -0.94 | 0.0058 | -0.030 | |||
| 0 | 2.14 | 36.9% | 0.05 | 0.0047 | -0.029 | 265 | 40.10 | 43.20 | 26.7% | -0.95 | 0.0045 | -0.024 | ||||
| 0 | 2.04 | 39.5% | 0.04 | 0.0038 | -0.025 | 270 | 45.00 | 47.85 | -0.96 | 0.0036 | -0.019 | |||||
| 0 | 2.22 | 43.2% | 0.03 | 0.0030 | -0.022 | 275 | 49.80 | 52.75 | -0.97 | 0.0029 | -0.016 | |||||
| 0 | 2.22 | 45.9% | 0.03 | 0.0025 | -0.019 | 280 | 54.50 | 58.25 | -0.97 | 0.0024 | -0.013 | |||||
| 0 | 2.01 | 47.6% | 0.02 | 0.0021 | -0.018 | 285 | 59.45 | 63.15 | -0.98 | 0.0020 | -0.011 | |||||
| 0 | 1.85 | 49.3% | 0.02 | 0.0018 | -0.016 | 290 | 64.40 | 68.20 | -0.98 | 0.0017 | -0.009 | |||||
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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs