CVX option chain Chevron Corporation

Expiration 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 ±15.7% (178.64–245.19) · ATM IV 27.0% · P/C open interest 0.85

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
100.90	104.90			48.3%	1.00	0.0002	0.000	110	0	0.4100		31	40.6%	-0.01	0.0004	-0.004
96.00	99.95			49.3%	0.99	0.0003	0.000	115	0.1200	0.3500	2	126	38.9%	-0.01	0.0005	-0.004
91.10	95.05			45.5%	0.99	0.0004	0.000	120	0.1000	0.5200		138	37.9%	-0.01	0.0006	-0.005
86.15	90.15			39.1%	0.99	0.0006	0.000	125	0.1700	0.5900		107	36.6%	-0.02	0.0008	-0.006
81.30	85.25			36.9%	0.99	0.0008	0.000	130	0.1700	0.6900		67	34.9%	-0.02	0.0010	-0.007
76.45	80.40		16	40.6%	0.98	0.0010	0.000	135	0.2900	0.8000		143	33.9%	-0.03	0.0012	-0.008
72.65	74.80		28	35.9%	0.98	0.0013	0.000	140	0.5800	0.9500	2	232	33.7%	-0.03	0.0014	-0.009
67.90	70.45		43	36.2%	0.97	0.0016	0.000	145	0.6100	1.08	2	318	31.9%	-0.04	0.0018	-0.011
63.10	65.80	2	48	34.8%	0.96	0.0020	0.000	150	0.8200	1.31	7	345	31.0%	-0.05	0.0022	-0.012
58.60	60.70	1	108	32.8%	0.95	0.0025	-0.002	155	1.16	1.51		434	30.2%	-0.06	0.0027	-0.014
54.15	56.30		127	32.5%	0.93	0.0030	-0.005	160	1.65	2.04	1	1,120	30.1%	-0.08	0.0032	-0.017
49.70	51.80		107	31.5%	0.91	0.0036	-0.009	165	1.96	2.34	12	463	28.8%	-0.10	0.0039	-0.019
45.70	47.15	4	108	30.7%	0.89	0.0044	-0.013	170	2.71	2.90	32	445	28.5%	-0.12	0.0046	-0.022
41.05	42.90		125	29.3%	0.86	0.0052	-0.016	175	3.45	3.80	5	935	28.3%	-0.15	0.0054	-0.025
37.50	39.00	1	547	29.6%	0.83	0.0060	-0.020	180	3.85	4.85	1,055	674	27.4%	-0.18	0.0062	-0.027
33.25	35.20		585	28.6%	0.80	0.0068	-0.024	185	4.95	6.30	220	1,333	27.4%	-0.21	0.0070	-0.030
29.75	31.45		553	28.3%	0.76	0.0076	-0.028	190	6.60	7.15	7	399	27.0%	-0.25	0.0077	-0.033
26.10	27.90	1	499	27.6%	0.72	0.0083	-0.031	195	8.15	9.25	11	398	27.3%	-0.30	0.0084	-0.035
23.10	25.05	27	1,833	27.8%	0.67	0.0089	-0.034	200	9.80	11.10	35	396	27.0%	-0.34	0.0090	-0.037
17.30	19.70	44	1,182	27.4%	0.58	0.0097	-0.038	210	14.05	15.50	8	239	26.6%	-0.44	0.0097	-0.038
13.30	14.40	71	1,175	27.0%	0.48	0.0099	-0.039	220	19.25	20.70		15	26.1%	-0.53	0.0100	-0.038
9.55	10.50	152	916	26.5%	0.39	0.0095	-0.038	230	25.50	27.00		4	25.8%	-0.62	0.0096	-0.035
6.70	7.65	188	1,079	26.3%	0.31	0.0087	-0.035	240	32.85	34.75		8	26.4%	-0.71	0.0089	-0.031
5.20	5.60	32	405	27.0%	0.24	0.0076	-0.032	250	40.80	42.55		8	26.3%	-0.78	0.0078	-0.025
3.70	4.00	32	81	27.0%	0.19	0.0065	-0.027	260	49.20	51.20		5	26.4%	-0.83	0.0067	-0.019
2.65	2.98	2	115	27.4%	0.14	0.0054	-0.023	270	57.70	60.20		2	25.8%	-0.88	0.0059	-0.014
1.73	2.29		43	27.6%	0.11	0.0044	-0.019	280	67.25	69.55			26.2%	-0.92	0.0056	-0.013
1.25	1.57		44	27.6%	0.08	0.0036	-0.016	290	76.85	79.30				-0.97	0.0071	-0.009
0.8600	1.38	9	96	28.5%	0.06	0.0029	-0.013	300	86.05	90.05				-1.00	0.0012	-0.038
0.7000	1.08		116	29.2%	0.05	0.0023	-0.011	310	96.05	100.05				-1.00	0.0000	-0.040

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 — Mar 19, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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CVX option chain Chevron Corporation

Volatility smile — Mar 19, 2027

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