DVN option chain Devon Energy Corporation
Cboe delayed options data · as of 03:34 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 ±2.1% (48.02–50.05) · ATM IV 34.8% · P/C open interest 0.49
| 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 | |
| 23.25 | 24.45 | 2 | 1.00 | 0.0000 | 0.000 | 25 | 0 | 0.1000 | 410.9% | 0.00 | 0.0000 | 0.000 | ||||
| 18.20 | 19.45 | 12 | 1.00 | 0.0000 | 0.000 | 30 | 0 | 0.2500 | 1 | 356.9% | 0.00 | 0.0000 | 0.000 | |||
| 15.20 | 16.50 | 1.00 | 0.0000 | 0.000 | 33 | 0 | 0.4300 | 2 | 328.8% | 0.00 | 0.0000 | 0.000 | ||||
| 14.20 | 15.50 | 1.00 | 0.0001 | 0.000 | 34 | 0 | 0.4300 | 11 | 308.1% | -0.00 | 0.0001 | -0.000 | ||||
| 13.20 | 14.45 | 1 | 5 | 1.00 | 0.0001 | 0.000 | 35 | 0 | 0.4300 | 14 | 287.8% | -0.00 | 0.0001 | -0.000 | ||
| 12.20 | 13.60 | 1 | 1 | 1.00 | 0.0001 | 0.000 | 36 | 0 | 0.4300 | 4 | 267.9% | -0.00 | 0.0001 | -0.000 | ||
| 11.20 | 12.45 | 1 | 1.00 | 0.0002 | 0.000 | 37 | 0 | 0.4300 | 12 | 248.4% | -0.00 | 0.0002 | -0.000 | |||
| 10.10 | 11.50 | 1 | 1.00 | 0.0003 | 0.000 | 38 | 0 | 0.4300 | 37 | 229.3% | -0.00 | 0.0003 | -0.000 | |||
| 9.20 | 10.40 | 26 | 1.00 | 0.0004 | 0.000 | 39 | 0 | 0.4300 | 156 | 210.4% | -0.00 | 0.0004 | -0.000 | |||
| 8.75 | 9.90 | 1.00 | 0.0005 | 0.000 | 39.5 | 0 | 0.4300 | 201.1% | -0.00 | 0.0005 | -0.000 | |||||
| 8.35 | 9.35 | 2 | 46 | 1.00 | 0.0006 | 0.000 | 40 | 0 | 0.1700 | 101 | 157.7% | -0.00 | 0.0006 | -0.000 | ||
| 7.95 | 8.85 | 2 | 2 | 1.00 | 0.0008 | 0.000 | 40.5 | 0 | 0.1900 | 3 | 152.9% | -0.00 | 0.0008 | -0.001 | ||
| 7.30 | 8.40 | 2 | 21 | 1.00 | 0.0010 | 0.000 | 41 | 0 | 0.2200 | 70 | 94.2% | -0.00 | 0.0010 | -0.001 | ||
| 6.90 | 8.00 | 2 | 2 | 1.00 | 0.0012 | 0.000 | 41.5 | 0 | 0.4300 | 2 | 164.3% | -0.00 | 0.0012 | -0.001 | ||
| 6.45 | 7.40 | 1 | 5 | 1.00 | 0.0016 | 0.000 | 42 | 0 | 0.4300 | 37 | 155.2% | -0.00 | 0.0016 | -0.001 | ||
| 6.05 | 6.95 | 2 | 1 | 1.00 | 0.0021 | -0.000 | 42.5 | 0 | 0.4300 | 103 | 146.1% | -0.00 | 0.0021 | -0.001 | ||
| 5.45 | 6.40 | 2 | 40 | 1.00 | 0.0028 | -0.001 | 43 | 0 | 0.4400 | 87 | 137.9% | -0.00 | 0.0028 | -0.001 | ||
| 4.95 | 6.00 | 1 | 2 | 1.00 | 0.0037 | -0.001 | 43.5 | 0 | 0.1000 | 9 | 92.2% | -0.00 | 0.0037 | -0.002 | ||
| 4.60 | 5.35 | 3 | 120 | 1.00 | 0.0051 | -0.001 | 44 | 0 | 0.1300 | 741 | 89.4% | -0.00 | 0.0051 | -0.002 | ||
| 4.20 | 4.85 | 2 | 12 | 0.99 | 0.0075 | -0.002 | 44.5 | 0 | 0.4700 | 43 | 112.7% | -0.00 | 0.0075 | -0.003 | ||
| 3.90 | 4.30 | 280 | 64.9% | 0.99 | 0.0120 | -0.004 | 45 | 0 | 0.0300 | 2 | 268 | 57.0% | -0.01 | 0.0120 | -0.004 | |
| 3.25 | 3.95 | 5 | 10 | 57.9% | 0.99 | 0.0205 | -0.007 | 45.5 | 0 | 0.0400 | 8 | 158 | 53.2% | -0.01 | 0.0205 | -0.007 |
| 2.56 | 3.35 | 8 | 121 | 0.97 | 0.0359 | -0.014 | 46 | 0.0100 | 0.0300 | 205 | 479 | 46.7% | -0.03 | 0.0359 | -0.014 | |
| 2.43 | 2.91 | 1 | 86 | 57.6% | 0.95 | 0.0611 | -0.026 | 46.5 | 0 | 0.0900 | 11 | 116 | 47.1% | -0.05 | 0.0612 | -0.026 |
| 1.98 | 2.40 | 24 | 367 | 51.7% | 0.92 | 0.0982 | -0.045 | 47 | 0.0300 | 0.1000 | 168 | 535 | 43.3% | -0.08 | 0.0984 | -0.046 |
| 1.44 | 1.92 | 5 | 242 | 41.4% | 0.87 | 0.1483 | -0.072 | 47.5 | 0.0500 | 0.1300 | 115 | 406 | 38.7% | -0.13 | 0.1488 | -0.072 |
| 1.07 | 1.45 | 38 | 420 | 39.9% | 0.79 | 0.2102 | -0.103 | 48 | 0.0700 | 0.2600 | 16 | 137 | 37.4% | -0.21 | 0.2113 | -0.103 |
| 0.6300 | 0.9900 | 37 | 249 | 32.6% | 0.67 | 0.2734 | -0.132 | 48.5 | 0.1200 | 0.3200 | 63 | 43 | 30.9% | -0.33 | 0.2758 | -0.133 |
| 0.3800 | 0.6600 | 650 | 3,035 | 33.3% | 0.53 | 0.3098 | -0.147 | 49 | 0.4100 | 0.5800 | 24 | 77 | 36.2% | -0.48 | 0.3136 | -0.149 |
| 0.2300 | 0.4300 | 37 | 294 | 35.3% | 0.37 | 0.2949 | -0.137 | 49.5 | 0.6500 | 0.8500 | 37 | 34.3% | -0.63 | 0.2990 | -0.140 | |
| 0.1300 | 0.2200 | 208 | 1,034 | 34.8% | 0.25 | 0.2393 | -0.109 | 50 | 0.9900 | 1.38 | 1 | 25 | 41.1% | -0.76 | 0.2420 | -0.111 |
| 0.0500 | 0.1400 | 24 | 490 | 43.9% | 0.10 | 0.1209 | -0.054 | 51 | 1.72 | 2.17 | -0.91 | 0.1214 | -0.053 | |||
| 0 | 0.0500 | 500 | 44.0% | 0.05 | 0.0582 | -0.028 | 52 | 2.61 | 3.95 | 88.3% | -0.96 | 0.0581 | -0.025 | |||
| 0 | 0.0200 | 63 | 48.1% | 0.02 | 0.0303 | -0.016 | 53 | 3.65 | 4.90 | 104.8% | -0.98 | 0.0295 | -0.015 | |||
| 0 | 0.0400 | 16 | 64.0% | 0.01 | 0.0172 | -0.010 | 54 | 4.60 | 6.05 | 126.4% | -0.99 | 0.0159 | -0.010 | |||
| 0 | 0.2300 | 22 | 102.2% | 0.01 | 0.0104 | -0.006 | 55 | 5.65 | 6.15 | -0.99 | 0.0090 | -0.007 | ||||
| 0 | 0.0100 | 2 | 70.5% | 0.01 | 0.0067 | -0.004 | 56 | 6.65 | 8.00 | 156.4% | -1.00 | 0.0052 | -0.006 | |||
| 0 | 0.4300 | 145.2% | 0.00 | 0.0045 | -0.003 | 57 | 7.65 | 9.00 | 170.3% | -1.00 | 0.0032 | -0.006 | ||||
| 0 | 0.1000 | 117.8% | 0.00 | 0.0031 | -0.002 | 58 | 8.65 | 10.00 | 183.7% | -1.00 | 0.0020 | -0.005 | ||||
| 0 | 0.4300 | 40 | 180.8% | 0.00 | 0.0016 | -0.002 | 60 | 10.55 | 12.00 | 201.7% | -1.00 | 0.0008 | -0.005 | |||
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 — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs