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 ±11.2% (187.63–234.98) · ATM IV 26.0% · P/C open interest 1.10
| 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 | |
| 101.40 | 104.30 | 67.1% | 1.00 | 0.0001 | 0.000 | 110 | 0.0100 | 0.1200 | 1 | 643 | 47.9% | -0.00 | 0.0002 | -0.003 | ||
| 96.45 | 99.35 | 63.1% | 1.00 | 0.0002 | 0.000 | 115 | 0 | 0.2600 | 353 | 48.7% | -0.01 | 0.0003 | -0.003 | |||
| 90.95 | 94.55 | 3 | 57.3% | 1.00 | 0.0002 | 0.000 | 120 | 0 | 0.6800 | 421 | 52.1% | -0.01 | 0.0004 | -0.004 | ||
| 86.60 | 89.60 | 60 | 57.4% | 1.00 | 0.0003 | 0.000 | 125 | 0.0200 | 0.2100 | 676 | 42.0% | -0.01 | 0.0004 | -0.004 | ||
| 81.60 | 84.60 | 41 | 53.0% | 0.99 | 0.0004 | 0.000 | 130 | 0.1100 | 0.4300 | 5 | 1,704 | 44.0% | -0.01 | 0.0005 | -0.005 | |
| 76.65 | 79.65 | 14 | 49.5% | 0.99 | 0.0005 | 0.000 | 135 | 0.0500 | 0.3600 | 553 | 39.3% | -0.01 | 0.0007 | -0.006 | ||
| 71.35 | 74.85 | 67 | 44.7% | 0.99 | 0.0006 | 0.000 | 140 | 0.0200 | 0.4500 | 4 | 1,799 | 37.3% | -0.01 | 0.0009 | -0.007 | |
| 67.40 | 69.90 | 204 | 47.3% | 0.99 | 0.0008 | 0.000 | 145 | 0.0100 | 0.4900 | 27 | 863 | 34.8% | -0.02 | 0.0011 | -0.008 | |
| 61.60 | 65.00 | 1 | 490 | 39.7% | 0.98 | 0.0011 | 0.000 | 150 | 0.2400 | 0.3900 | 25 | 1,297 | 33.3% | -0.02 | 0.0014 | -0.009 |
| 57.30 | 60.00 | 531 | 39.7% | 0.98 | 0.0015 | 0.000 | 155 | 0.3500 | 0.6600 | 1,951 | 33.2% | -0.03 | 0.0019 | -0.011 | ||
| 52.55 | 55.00 | 1,368 | 37.1% | 0.97 | 0.0020 | 0.000 | 160 | 0.5000 | 0.6900 | 3 | 2,471 | 31.3% | -0.04 | 0.0024 | -0.014 | |
| 47.65 | 50.35 | 843 | 35.2% | 0.96 | 0.0028 | -0.001 | 165 | 0.6800 | 0.8600 | 2 | 3,301 | 30.0% | -0.05 | 0.0032 | -0.017 | |
| 42.65 | 45.75 | 1 | 1,206 | 32.9% | 0.94 | 0.0037 | -0.006 | 170 | 1.00 | 1.11 | 5 | 2,275 | 29.2% | -0.07 | 0.0040 | -0.020 |
| 38.10 | 41.15 | 2,283 | 31.8% | 0.92 | 0.0048 | -0.012 | 175 | 1.37 | 1.75 | 4 | 2,451 | 29.0% | -0.09 | 0.0052 | -0.025 | |
| 33.60 | 36.65 | 6 | 1,853 | 30.5% | 0.89 | 0.0062 | -0.019 | 180 | 1.87 | 2.10 | 88 | 2,781 | 27.8% | -0.12 | 0.0065 | -0.030 |
| 29.45 | 32.25 | 9 | 1,774 | 29.6% | 0.86 | 0.0076 | -0.026 | 185 | 2.53 | 2.84 | 95 | 1,228 | 27.2% | -0.16 | 0.0079 | -0.035 |
| 25.45 | 28.20 | 4 | 1,441 | 29.1% | 0.81 | 0.0092 | -0.033 | 190 | 3.55 | 3.85 | 901 | 1,672 | 26.9% | -0.21 | 0.0094 | -0.040 |
| 21.60 | 24.30 | 28 | 1,692 | 28.2% | 0.76 | 0.0107 | -0.040 | 195 | 4.75 | 5.10 | 46 | 481 | 26.5% | -0.26 | 0.0108 | -0.045 |
| 17.50 | 20.55 | 25 | 2,786 | 26.6% | 0.70 | 0.0120 | -0.045 | 200 | 6.35 | 6.75 | 20 | 1,659 | 26.4% | -0.32 | 0.0121 | -0.049 |
| 12.60 | 13.25 | 108 | 3,145 | 25.8% | 0.57 | 0.0137 | -0.052 | 210 | 10.30 | 11.20 | 10 | 320 | 26.1% | -0.45 | 0.0137 | -0.053 |
| 8.20 | 9.00 | 65 | 4,398 | 26.0% | 0.43 | 0.0137 | -0.053 | 220 | 15.80 | 16.55 | 3 | 139 | 25.6% | -0.58 | 0.0136 | -0.050 |
| 5.25 | 5.80 | 51 | 1,914 | 26.2% | 0.31 | 0.0122 | -0.048 | 230 | 21.80 | 23.70 | 15 | 24.8% | -0.70 | 0.0121 | -0.042 | |
| 3.25 | 3.60 | 30 | 1,568 | 26.4% | 0.22 | 0.0099 | -0.040 | 240 | 29.50 | 32.00 | 4 | 24.9% | -0.80 | 0.0098 | -0.031 | |
| 1.91 | 2.30 | 35 | 2,646 | 26.7% | 0.14 | 0.0076 | -0.031 | 250 | 38.20 | 40.35 | 3 | 23.8% | -0.87 | 0.0077 | -0.021 | |
| 1.23 | 1.66 | 29 | 667 | 27.9% | 0.10 | 0.0056 | -0.024 | 260 | 47.40 | 49.95 | 3 | 23.6% | -0.92 | 0.0065 | -0.015 | |
| 0.6700 | 1.00 | 10 | 150 | 28.0% | 0.07 | 0.0041 | -0.019 | 270 | 57.00 | 59.15 | -0.97 | 0.0076 | -0.009 | |||
| 0.4600 | 0.7000 | 1 | 236 | 29.1% | 0.05 | 0.0030 | -0.015 | 280 | 66.50 | 70.60 | -0.99 | 0.0022 | -0.043 | |||
| 0.2400 | 0.6700 | 158 | 30.7% | 0.04 | 0.0022 | -0.012 | 290 | 76.65 | 79.90 | -1.00 | 0.0000 | -0.059 | ||||
| 0.0200 | 0.5800 | 88 | 30.2% | 0.03 | 0.0017 | -0.010 | 300 | 86.50 | 90.60 | -1.00 | 0.0000 | -0.061 | ||||
| 0 | 0.6600 | 48 | 34.1% | 0.02 | 0.0014 | -0.009 | 310 | 96.50 | 100.40 | -1.00 | 0.0000 | -0.061 | ||||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs