DVN option chain Devon Energy Corporation
Cboe delayed options data · as of 15:37 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 ±5.3% (47.60–52.91) · ATM IV 37.5% · P/C open interest 0.45
| 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 | |
| 19.55 | 21.60 | 182.8% | 1.00 | 0.0007 | 0.000 | 30 | 0 | 0.4600 | 176.3% | -0.00 | 0.0007 | -0.002 | ||||
| 14.55 | 16.60 | 135.0% | 1.00 | 0.0019 | -0.002 | 35 | 0 | 0.4600 | 130.9% | -0.00 | 0.0019 | -0.004 | ||||
| 12.55 | 14.60 | 117.6% | 0.99 | 0.0030 | -0.003 | 37 | 0 | 0.4600 | 114.1% | -0.01 | 0.0030 | -0.005 | ||||
| 11.55 | 13.60 | 109.1% | 0.99 | 0.0038 | -0.004 | 38 | 0 | 0.4600 | 106.0% | -0.01 | 0.0038 | -0.005 | ||||
| 10.55 | 12.60 | 100.8% | 0.99 | 0.0049 | -0.005 | 39 | 0 | 0.4700 | 19 | 98.6% | -0.01 | 0.0049 | -0.006 | |||
| 10.25 | 11.10 | 9 | 100.7% | 0.99 | 0.0063 | -0.006 | 40 | 0 | 0.4800 | 64 | 91.1% | -0.01 | 0.0064 | -0.007 | ||
| 9.10 | 10.25 | 92.3% | 0.98 | 0.0084 | -0.007 | 41 | 0 | 0.4100 | 29 | 80.3% | -0.02 | 0.0084 | -0.008 | |||
| 7.95 | 9.45 | 13 | 85.5% | 0.98 | 0.0113 | -0.009 | 42 | 0 | 0.4700 | 248 | 75.2% | -0.02 | 0.0114 | -0.010 | ||
| 7.25 | 8.25 | 1 | 80.1% | 0.97 | 0.0159 | -0.011 | 43 | 0 | 0.1900 | 191 | 54.9% | -0.03 | 0.0160 | -0.012 | ||
| 6.50 | 8.00 | 75.8% | 0.96 | 0.0190 | -0.013 | 43.5 | 0 | 0.5000 | 4 | 64.8% | -0.04 | 0.0190 | -0.014 | |||
| 5.80 | 7.65 | 2 | 70.1% | 0.96 | 0.0227 | -0.015 | 44 | 0 | 0.4800 | 13 | 183 | 60.3% | -0.04 | 0.0228 | -0.015 | |
| 5.55 | 7.00 | 68.5% | 0.95 | 0.0273 | -0.017 | 44.5 | 0 | 0.4700 | 1 | 56.2% | -0.05 | 0.0274 | -0.018 | |||
| 5.30 | 5.90 | 10 | 44 | 54.8% | 0.94 | 0.0329 | -0.019 | 45 | 0.0500 | 0.1600 | 67 | 42.7% | -0.06 | 0.0331 | -0.020 | |
| 4.45 | 5.70 | 49.4% | 0.92 | 0.0397 | -0.022 | 45.5 | 0.0300 | 0.1800 | 2 | 39.4% | -0.08 | 0.0400 | -0.023 | |||
| 4.30 | 5.15 | 5 | 53.1% | 0.90 | 0.0479 | -0.026 | 46 | 0.0800 | 0.2500 | 2 | 46 | 40.4% | -0.10 | 0.0482 | -0.027 | |
| 3.90 | 4.60 | 50.0% | 0.88 | 0.0574 | -0.030 | 46.5 | 0.0100 | 0.3500 | 3 | 37.7% | -0.12 | 0.0578 | -0.031 | |||
| 3.45 | 4.15 | 1 | 140 | 47.7% | 0.85 | 0.0679 | -0.035 | 47 | 0.2200 | 0.3200 | 10 | 207 | 38.7% | -0.15 | 0.0684 | -0.036 |
| 3.05 | 3.70 | 5 | 9 | 46.0% | 0.81 | 0.0789 | -0.041 | 47.5 | 0.1700 | 0.4000 | 11 | 35.3% | -0.19 | 0.0795 | -0.041 | |
| 2.59 | 3.50 | 587 | 47.2% | 0.77 | 0.0896 | -0.046 | 48 | 0.4200 | 0.5000 | 3 | 157 | 38.0% | -0.23 | 0.0903 | -0.047 | |
| 2.32 | 2.51 | 4 | 15 | 37.6% | 0.72 | 0.0994 | -0.051 | 48.5 | 0.5400 | 0.6300 | 2 | 19 | 37.6% | -0.28 | 0.1002 | -0.052 |
| 1.97 | 2.18 | 1 | 120 | 37.5% | 0.67 | 0.1076 | -0.055 | 49 | 0.7100 | 0.7900 | 1 | 42 | 37.6% | -0.33 | 0.1085 | -0.056 |
| 1.70 | 1.88 | 63 | 71 | 38.2% | 0.61 | 0.1139 | -0.058 | 49.5 | 0.9100 | 1.01 | 1 | 25 | 38.1% | -0.39 | 0.1149 | -0.059 |
| 1.42 | 1.54 | 40 | 761 | 37.3% | 0.55 | 0.1179 | -0.060 | 50 | 1.11 | 1.23 | 11 | 275 | 37.7% | -0.45 | 0.1189 | -0.061 |
| 0.9500 | 1.08 | 17 | 362 | 37.3% | 0.43 | 0.1182 | -0.059 | 51 | 1.65 | 1.77 | 18 | 37.9% | -0.57 | 0.1193 | -0.060 | |
| 0.6400 | 0.7600 | 7 | 474 | 38.5% | 0.32 | 0.1085 | -0.053 | 52 | 2.29 | 2.50 | 39.0% | -0.68 | 0.1096 | -0.054 | ||
| 0.4000 | 0.4600 | 24 | 532 | 37.9% | 0.23 | 0.0910 | -0.044 | 53 | 2.89 | 3.20 | 1 | 35.2% | -0.78 | 0.0923 | -0.045 | |
| 0.2200 | 0.3000 | 4 | 67 | 38.0% | 0.16 | 0.0709 | -0.035 | 54 | 3.05 | 4.25 | -0.85 | 0.0723 | -0.036 | |||
| 0.1200 | 0.2300 | 10 | 96 | 39.7% | 0.11 | 0.0532 | -0.028 | 55 | 3.95 | 5.15 | 6 | -0.90 | 0.0547 | -0.029 | ||
| 0.0400 | 0.1800 | 202 | 40.6% | 0.08 | 0.0400 | -0.024 | 56 | 4.85 | 6.00 | -0.93 | 0.0415 | -0.024 | ||||
| 0.0100 | 0.1700 | 10 | 43.7% | 0.06 | 0.0307 | -0.020 | 57 | 5.65 | 7.10 | -0.95 | 0.0323 | -0.021 | ||||
| 0 | 0.4800 | 6 | 60.5% | 0.05 | 0.0241 | -0.018 | 58 | 6.40 | 8.15 | -0.96 | 0.0256 | -0.018 | ||||
| 0 | 0.5000 | 30 | 66.4% | 0.04 | 0.0194 | -0.016 | 59 | 7.65 | 9.55 | -0.97 | 0.0208 | -0.016 | ||||
| 0 | 0.3500 | 1 | 65.8% | 0.03 | 0.0158 | -0.014 | 60 | 8.65 | 10.15 | -0.98 | 0.0171 | -0.014 | ||||
| 0 | 0.5000 | 76.4% | 0.03 | 0.0131 | -0.013 | 61 | 9.65 | 11.50 | -0.98 | 0.0141 | -0.013 | |||||
| 0 | 0.4900 | 80.8% | 0.02 | 0.0110 | -0.012 | 62 | 10.45 | 12.15 | -0.98 | 0.0117 | -0.012 | |||||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs