DVN option chain Devon Energy Corporation
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 ±6.4% (45.88–52.18) · ATM IV 31.8% · P/C open interest 0.61
| 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 | |
| 18.05 | 20.30 | 112.5% | 1.00 | 0.0013 | -0.001 | 30 | 0 | 0.4300 | 116.1% | -0.01 | 0.0022 | -0.005 | ||||
| 15.05 | 17.00 | 0.99 | 0.0024 | -0.002 | 33 | 0 | 0.4400 | 97.0% | -0.01 | 0.0038 | -0.006 | |||||
| 14.05 | 16.30 | 86.8% | 0.99 | 0.0029 | -0.002 | 34 | 0 | 0.4400 | 90.8% | -0.02 | 0.0045 | -0.007 | ||||
| 13.05 | 15.30 | 80.8% | 0.99 | 0.0036 | -0.003 | 35 | 0 | 0.4500 | 85.2% | -0.02 | 0.0054 | -0.007 | ||||
| 12.05 | 14.30 | 75.0% | 0.99 | 0.0044 | -0.004 | 36 | 0 | 0.4600 | 79.6% | -0.02 | 0.0065 | -0.008 | ||||
| 11.05 | 13.00 | 0.99 | 0.0055 | -0.004 | 37 | 0 | 0.4700 | 1 | 74.2% | -0.02 | 0.0079 | -0.008 | ||||
| 10.05 | 12.30 | 63.7% | 0.98 | 0.0069 | -0.005 | 38 | 0 | 0.4900 | 2 | 69.0% | -0.03 | 0.0097 | -0.009 | |||
| 9.50 | 11.00 | 64.9% | 0.98 | 0.0087 | -0.005 | 39 | 0 | 0.4900 | 7 | 63.3% | -0.03 | 0.0119 | -0.009 | |||
| 8.10 | 10.20 | 10 | 50.2% | 0.98 | 0.0112 | -0.006 | 40 | 0 | 0.4800 | 54 | 57.4% | -0.04 | 0.0148 | -0.010 | ||
| 6.85 | 8.60 | 0.97 | 0.0146 | -0.007 | 41 | 0 | 0.1900 | 3 | 56 | 42.0% | -0.05 | 0.0188 | -0.011 | |||
| 6.25 | 7.65 | 1 | 2 | 0.96 | 0.0198 | -0.009 | 42 | 0 | 0.2700 | 33 | 40.2% | -0.06 | 0.0244 | -0.012 | ||
| 5.60 | 6.55 | 35 | 0.95 | 0.0280 | -0.011 | 43 | 0.1100 | 0.2400 | 308 | 37.5% | -0.08 | 0.0326 | -0.014 | |||
| 5.00 | 5.55 | 126 | 460 | 37.9% | 0.92 | 0.0404 | -0.015 | 44 | 0.1500 | 0.3600 | 170 | 35.9% | -0.11 | 0.0440 | -0.017 | |
| 4.00 | 4.60 | 6 | 30 | 33.3% | 0.88 | 0.0572 | -0.021 | 45 | 0.2700 | 0.4000 | 204 | 33.1% | -0.16 | 0.0586 | -0.022 | |
| 3.35 | 3.75 | 60 | 148 | 35.5% | 0.81 | 0.0760 | -0.027 | 46 | 0.4700 | 0.6300 | 4 | 357 | 33.2% | -0.22 | 0.0743 | -0.026 |
| 2.55 | 2.97 | 2 | 545 | 33.8% | 0.72 | 0.0928 | -0.032 | 47 | 0.7400 | 0.8500 | 3 | 218 | 32.1% | -0.31 | 0.0884 | -0.031 |
| 1.97 | 2.17 | 30 | 145 | 32.6% | 0.62 | 0.1034 | -0.036 | 48 | 1.13 | 1.24 | 1 | 49 | 32.2% | -0.40 | 0.0979 | -0.034 |
| 1.35 | 1.62 | 35 | 135 | 31.5% | 0.51 | 0.1060 | -0.037 | 49 | 1.59 | 1.74 | 1 | 32.1% | -0.50 | 0.1010 | -0.035 | |
| 0.9200 | 1.20 | 69 | 316 | 31.6% | 0.41 | 0.1012 | -0.035 | 50 | 2.17 | 2.65 | 1 | 35.5% | -0.60 | 0.0975 | -0.034 | |
| 0.6600 | 0.8500 | 26 | 208 | 32.1% | 0.32 | 0.0910 | -0.032 | 51 | 2.77 | 3.05 | 26 | 31.7% | -0.69 | 0.0888 | -0.031 | |
| 0.4600 | 0.6000 | 11 | 152 | 32.7% | 0.24 | 0.0778 | -0.028 | 52 | 3.50 | 3.85 | 31.8% | -0.77 | 0.0768 | -0.027 | ||
| 0.1600 | 0.4100 | 9 | 30 | 30.5% | 0.18 | 0.0640 | -0.023 | 53 | 4.25 | 4.85 | 33.2% | -0.83 | 0.0635 | -0.023 | ||
| 0.2100 | 0.3600 | 45 | 35.1% | 0.13 | 0.0510 | -0.019 | 54 | 5.10 | 6.35 | 43.6% | -0.88 | 0.0506 | -0.018 | |||
| 0.1400 | 0.2000 | 2 | 93 | 34.3% | 0.10 | 0.0398 | -0.015 | 55 | 6.05 | 7.00 | 9 | 41.5% | -0.91 | 0.0393 | -0.015 | |
| 0.0800 | 0.1700 | 31 | 35.5% | 0.07 | 0.0308 | -0.013 | 56 | 7.00 | 8.15 | 47.8% | -0.93 | 0.0302 | -0.011 | |||
| 0.0100 | 0.1700 | 2 | 3 | 36.5% | 0.05 | 0.0240 | -0.010 | 57 | 7.90 | 9.50 | 56.5% | -0.95 | 0.0233 | -0.009 | ||
| 0.0100 | 0.1500 | 2 | 48 | 38.8% | 0.04 | 0.0188 | -0.009 | 58 | 8.90 | 10.55 | 61.6% | -0.96 | 0.0181 | -0.007 | ||
| 0 | 0.1800 | 1 | 33 | 45.8% | 0.03 | 0.0121 | -0.006 | 60 | 10.40 | 12.35 | 53.2% | -0.98 | 0.0114 | -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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.