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 ±7.3% (45.48–52.59) · ATM IV 31.7% · P/C open interest 1.33
| 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 | 20.00 | 1.00 | 0.0016 | -0.001 | 30 | 0 | 0.4300 | 101.7% | -0.01 | 0.0028 | -0.005 | |||||
| 15.05 | 17.10 | 63.8% | 0.99 | 0.0028 | -0.002 | 33 | 0 | 0.4500 | 85.4% | -0.02 | 0.0044 | -0.006 | ||||
| 14.05 | 16.05 | 0.99 | 0.0034 | -0.002 | 34 | 0 | 0.4600 | 80.4% | -0.02 | 0.0052 | -0.007 | |||||
| 13.05 | 15.00 | 0.99 | 0.0041 | -0.003 | 35 | 0 | 0.4700 | 75.4% | -0.02 | 0.0062 | -0.007 | |||||
| 12.05 | 14.10 | 48.6% | 0.99 | 0.0051 | -0.003 | 36 | 0 | 0.4800 | 70.5% | -0.02 | 0.0073 | -0.007 | ||||
| 11.00 | 12.90 | 0.99 | 0.0063 | -0.004 | 37 | 0 | 0.5100 | 2 | 66.2% | -0.03 | 0.0088 | -0.008 | ||||
| 10.00 | 12.00 | 0.98 | 0.0078 | -0.004 | 38 | 0 | 0.5000 | 3 | 60.8% | -0.03 | 0.0106 | -0.008 | ||||
| 9.05 | 10.95 | 0.98 | 0.0098 | -0.005 | 39 | 0 | 0.5000 | 7 | 55.8% | -0.04 | 0.0128 | -0.009 | ||||
| 8.05 | 9.85 | 0.97 | 0.0125 | -0.006 | 40 | 0.0100 | 0.1500 | 22 | 39.7% | -0.04 | 0.0159 | -0.009 | ||||
| 6.90 | 8.55 | 0.97 | 0.0166 | -0.007 | 41 | 0.0400 | 0.2300 | 2 | 3 | 39.6% | -0.05 | 0.0201 | -0.010 | |||
| 6.25 | 7.50 | 0.95 | 0.0229 | -0.009 | 42 | 0.1200 | 0.2200 | 1 | 5 | 37.2% | -0.07 | 0.0261 | -0.011 | |||
| 5.65 | 6.55 | 7 | 27.0% | 0.93 | 0.0324 | -0.012 | 43 | 0.1900 | 0.2600 | 4 | 61 | 35.1% | -0.10 | 0.0345 | -0.014 | |
| 4.90 | 5.60 | 21 | 33.1% | 0.90 | 0.0452 | -0.016 | 44 | 0.2700 | 0.4100 | 18 | 318 | 34.4% | -0.13 | 0.0452 | -0.017 | |
| 4.00 | 4.80 | 43 | 33.3% | 0.84 | 0.0598 | -0.021 | 45 | 0.4300 | 0.5000 | 1 | 339 | 32.8% | -0.18 | 0.0572 | -0.020 | |
| 3.50 | 3.90 | 4 | 210 | 35.2% | 0.77 | 0.0734 | -0.025 | 46 | 0.6200 | 0.9500 | 2 | 45 | 34.6% | -0.25 | 0.0691 | -0.024 |
| 2.70 | 3.15 | 29 | 33.4% | 0.69 | 0.0837 | -0.029 | 47 | 0.9300 | 1.21 | 18 | 331 | 33.7% | -0.33 | 0.0790 | -0.028 | |
| 2.16 | 2.57 | 3 | 46 | 34.3% | 0.60 | 0.0893 | -0.031 | 48 | 1.32 | 1.48 | 1 | 355 | 32.4% | -0.41 | 0.0856 | -0.030 |
| 1.46 | 1.86 | 14 | 33 | 30.9% | 0.51 | 0.0903 | -0.031 | 49 | 1.74 | 2.05 | 19 | 32.5% | -0.50 | 0.0880 | -0.031 | |
| 1.15 | 1.42 | 143 | 31.8% | 0.42 | 0.0870 | -0.030 | 50 | 2.28 | 2.61 | 32.0% | -0.58 | 0.0862 | -0.030 | |||
| 0.6500 | 1.06 | 21 | 24 | 30.1% | 0.34 | 0.0806 | -0.029 | 51 | 2.95 | 3.25 | 31.9% | -0.66 | 0.0807 | -0.028 | ||
| 0.6100 | 0.8000 | 1 | 216 | 32.5% | 0.27 | 0.0719 | -0.026 | 52 | 3.45 | 4.15 | 2 | 31.0% | -0.73 | 0.0725 | -0.026 | |
| 0.5000 | 0.5900 | 20 | 202 | 33.7% | 0.21 | 0.0621 | -0.023 | 53 | 4.40 | 4.80 | 30.8% | -0.79 | 0.0628 | -0.022 | ||
| 0.1700 | 0.5000 | 24 | 32.3% | 0.17 | 0.0521 | -0.020 | 54 | 5.15 | 6.45 | 40.5% | -0.84 | 0.0528 | -0.019 | |||
| 0.2300 | 0.3700 | 59 | 35.0% | 0.13 | 0.0432 | -0.017 | 55 | 6.10 | 7.25 | 41.3% | -0.88 | 0.0436 | -0.017 | |||
| 0.0100 | 0.4300 | 4 | 35.5% | 0.11 | 0.0358 | -0.015 | 56 | 7.00 | 8.30 | 44.6% | -0.90 | 0.0359 | -0.014 | |||
| 0.0100 | 0.4600 | 43 | 39.5% | 0.09 | 0.0298 | -0.014 | 57 | 7.95 | 9.15 | 45.0% | -0.92 | 0.0297 | -0.013 | |||
| 0.0100 | 0.4600 | 1 | 42.7% | 0.07 | 0.0250 | -0.013 | 58 | 8.90 | 10.55 | 54.4% | -0.93 | 0.0248 | -0.011 | |||
| 0 | 0.4900 | 30 | 49.2% | 0.05 | 0.0183 | -0.011 | 60 | 10.65 | 12.60 | 58.0% | -0.95 | 0.0179 | -0.009 | |||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.