CVX option chain Chevron Corporation

Expiration Cboe delayed options data · as of 06:35 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 ±24.2% (170.28–278.98) · ATM IV 28.3% · P/C open interest 0.65

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
108.00	112.50		47	37.4%	0.99	0.0007	0.000	115	0.8500	1.30		356	35.9%	-0.03	0.0008	-0.006
103.00	107.50		60	34.4%	0.98	0.0009	0.000	120	0.9600	1.40		419	34.6%	-0.03	0.0009	-0.007
99.10	101.90		39	33.6%	0.97	0.0010	0.000	125	1.27	1.79		454	34.5%	-0.04	0.0010	-0.007
95.00	97.30		453	34.5%	0.96	0.0012	0.000	130	1.24	2.10		757	33.2%	-0.05	0.0012	-0.008
89.80	92.65		124	32.2%	0.95	0.0014	0.000	135	1.82	2.63		327	33.5%	-0.05	0.0014	-0.009
85.00	88.50		116	31.7%	0.94	0.0016	-0.000	140	2.33	2.50		321	32.2%	-0.06	0.0016	-0.010
80.50	84.35		294	31.5%	0.93	0.0018	-0.002	145	2.67	3.45		303	32.3%	-0.07	0.0018	-0.011
77.35	79.60		346	32.0%	0.92	0.0020	-0.004	150	2.86	3.60		367	30.9%	-0.09	0.0021	-0.013
72.50	76.00		249	31.4%	0.90	0.0023	-0.005	155	3.85	4.20	10	1,367	31.0%	-0.10	0.0023	-0.014
68.80	71.95		250	31.4%	0.89	0.0026	-0.007	160	4.10	5.25		535	30.5%	-0.11	0.0026	-0.015
64.85	67.65		630	30.6%	0.87	0.0028	-0.009	165	5.25	6.30		341	30.8%	-0.13	0.0029	-0.016
60.65	64.05	9	725	30.2%	0.86	0.0031	-0.011	170	6.25	7.25		155	30.5%	-0.15	0.0032	-0.018
57.30	60.65		845	30.5%	0.84	0.0034	-0.012	175	6.30	8.05	1	514	29.2%	-0.17	0.0035	-0.019
53.00	56.35	5	1,379	29.1%	0.82	0.0037	-0.014	180	7.45	9.70		482	29.4%	-0.19	0.0038	-0.020
50.05	53.15		497	29.5%	0.79	0.0040	-0.016	185	9.20	10.95	3	748	29.4%	-0.21	0.0042	-0.021
46.95	49.40	7	549	29.1%	0.77	0.0043	-0.018	190	10.95	11.90	7	1,025	29.1%	-0.24	0.0045	-0.022
44.15	46.25	1	847	29.2%	0.75	0.0046	-0.019	195	12.45	13.55	17	742	28.9%	-0.26	0.0048	-0.024
40.65	43.00	8	3,482	28.6%	0.72	0.0048	-0.020	200	13.25	15.65	2	313	28.4%	-0.29	0.0050	-0.025
35.50	37.40	2	1,313	28.7%	0.67	0.0053	-0.023	210	17.10	19.60		707	28.2%	-0.34	0.0055	-0.026
30.65	32.15	588	1,769	28.5%	0.61	0.0056	-0.025	220	22.30	23.60	3	269	28.1%	-0.40	0.0059	-0.027
25.80	28.40	14	805	28.5%	0.56	0.0058	-0.026	230	26.70	28.90	2	78	27.6%	-0.46	0.0062	-0.028
21.80	24.35	8	841	28.3%	0.51	0.0059	-0.027	240	33.05	34.20		21	27.6%	-0.52	0.0063	-0.028
18.40	19.85		590	27.7%	0.45	0.0059	-0.027	250	38.55	41.40		20	27.6%	-0.58	0.0064	-0.027
15.05	16.80	103	465	27.4%	0.40	0.0058	-0.026	260	45.25	48.15		23	27.5%	-0.63	0.0064	-0.026
12.85	14.45	1	766	27.6%	0.36	0.0056	-0.025	270	52.25	55.50		6	27.2%	-0.69	0.0063	-0.024
10.70	12.30	1	513	27.6%	0.31	0.0053	-0.024	280	60.05	64.00		5	27.7%	-0.74	0.0063	-0.023
8.80	10.40	21	179	27.6%	0.28	0.0050	-0.023	290	68.40	72.00		1	27.7%	-0.79	0.0062	-0.022
7.25	9.70	10	518	28.1%	0.24	0.0046	-0.022	300	77.70	80.10		2	27.9%	-0.83	0.0059	-0.020
5.95	7.50	9	644	27.6%	0.21	0.0043	-0.020	310	86.75	89.20	3	2	28.2%	-0.88	0.0055	-0.017
5.35	6.75	6		28.3%	0.18	0.0039	-0.018	320	95.60	98.30			27.6%	-0.91	0.0047	-0.013

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 — Jan 21, 2028

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 — Jan 21, 2028

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