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 ±7.5% (46.49–54.02) · ATM IV 41.9% · 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 | |
| 19.60 | 21.60 | 143.2% | 0.99 | 0.0022 | -0.005 | 30 | 0 | 0.4600 | 138.4% | -0.01 | 0.0022 | -0.008 | ||||
| 14.95 | 16.65 | 120.7% | 0.98 | 0.0047 | -0.008 | 35 | 0 | 0.4700 | 103.2% | -0.02 | 0.0047 | -0.010 | ||||
| 12.95 | 14.65 | 105.7% | 0.98 | 0.0065 | -0.009 | 37 | 0 | 0.4900 | 6 | 90.9% | -0.02 | 0.0065 | -0.011 | |||
| 11.60 | 13.70 | 88.8% | 0.98 | 0.0077 | -0.009 | 38 | 0 | 0.5000 | 24 | 84.9% | -0.02 | 0.0077 | -0.011 | |||
| 10.70 | 12.75 | 86.8% | 0.97 | 0.0092 | -0.010 | 39 | 0 | 0.5200 | 11 | 79.3% | -0.03 | 0.0092 | -0.012 | |||
| 9.60 | 11.70 | 75.5% | 0.97 | 0.0111 | -0.011 | 40 | 0 | 0.5300 | 16 | 73.4% | -0.03 | 0.0112 | -0.012 | |||
| 9.05 | 10.70 | 80.9% | 0.96 | 0.0137 | -0.012 | 41 | 0 | 0.5200 | 8 | 66.8% | -0.04 | 0.0137 | -0.013 | |||
| 8.10 | 9.65 | 8 | 73.8% | 0.95 | 0.0171 | -0.013 | 42 | 0.0100 | 0.4500 | 29 | 58.9% | -0.05 | 0.0172 | -0.014 | ||
| 7.10 | 8.60 | 1 | 65.7% | 0.94 | 0.0222 | -0.015 | 43 | 0.0100 | 0.2000 | 12 | 44.1% | -0.06 | 0.0223 | -0.016 | ||
| 6.30 | 7.25 | 55.7% | 0.92 | 0.0294 | -0.019 | 44 | 0.1100 | 0.2400 | 6 | 139 | 43.8% | -0.08 | 0.0296 | -0.020 | ||
| 5.75 | 6.70 | 50.2% | 0.91 | 0.0340 | -0.021 | 44.5 | 0.2000 | 0.4200 | 1 | 47.2% | -0.09 | 0.0342 | -0.022 | |||
| 5.55 | 6.20 | 5 | 52.9% | 0.89 | 0.0392 | -0.024 | 45 | 0.0800 | 0.4200 | 60 | 42.0% | -0.11 | 0.0394 | -0.025 | ||
| 4.90 | 5.75 | 47.5% | 0.87 | 0.0447 | -0.027 | 45.5 | 0.3200 | 0.3600 | 2 | 42.9% | -0.13 | 0.0450 | -0.028 | |||
| 4.60 | 5.35 | 20 | 49.2% | 0.84 | 0.0505 | -0.031 | 46 | 0.2000 | 0.5500 | 43 | 41.0% | -0.16 | 0.0508 | -0.032 | ||
| 4.10 | 4.90 | 46.3% | 0.81 | 0.0562 | -0.035 | 46.5 | 0.2000 | 0.6300 | 39.2% | -0.19 | 0.0566 | -0.035 | ||||
| 3.90 | 4.55 | 262 | 49.1% | 0.78 | 0.0617 | -0.038 | 47 | 0.5600 | 0.6500 | 10 | 44 | 41.8% | -0.22 | 0.0621 | -0.039 | |
| 3.35 | 4.15 | 45.8% | 0.75 | 0.0669 | -0.041 | 47.5 | 0.3700 | 0.8900 | 38.8% | -0.25 | 0.0673 | -0.042 | ||||
| 3.15 | 3.40 | 297 | 42.3% | 0.71 | 0.0716 | -0.044 | 48 | 0.7800 | 1.04 | 1 | 428 | 42.4% | -0.29 | 0.0721 | -0.045 | |
| 2.68 | 3.45 | 45.2% | 0.67 | 0.0756 | -0.047 | 48.5 | 0.9200 | 1.21 | 1 | 42.0% | -0.33 | 0.0762 | -0.048 | |||
| 2.56 | 2.78 | 9 | 37 | 43.0% | 0.63 | 0.0790 | -0.049 | 49 | 1.21 | 1.28 | 93 | 41.7% | -0.37 | 0.0797 | -0.050 | |
| 2.11 | 2.71 | 43.6% | 0.59 | 0.0816 | -0.051 | 49.5 | 1.31 | 1.60 | 1 | 41.7% | -0.41 | 0.0824 | -0.051 | |||
| 2.02 | 2.11 | 2 | 249 | 41.8% | 0.55 | 0.0833 | -0.051 | 50 | 1.57 | 1.83 | 8 | 41.9% | -0.45 | 0.0842 | -0.052 | |
| 1.53 | 1.64 | 6 | 390 | 41.6% | 0.47 | 0.0840 | -0.052 | 51 | 2.19 | 2.27 | 19 | 41.9% | -0.54 | 0.0850 | -0.052 | |
| 1.18 | 1.26 | 37 | 108 | 42.2% | 0.39 | 0.0809 | -0.050 | 52 | 2.80 | 2.90 | 42.1% | -0.62 | 0.0821 | -0.050 | ||
| 0.8700 | 0.9500 | 19 | 206 | 42.3% | 0.31 | 0.0748 | -0.046 | 53 | 3.40 | 3.65 | 41.7% | -0.69 | 0.0760 | -0.046 | ||
| 0.6300 | 0.7000 | 2 | 225 | 42.3% | 0.25 | 0.0665 | -0.041 | 54 | 3.60 | 4.55 | 35.3% | -0.76 | 0.0678 | -0.041 | ||
| 0.4400 | 0.5100 | 7 | 69 | 42.3% | 0.19 | 0.0570 | -0.035 | 55 | 4.25 | 5.20 | -0.82 | 0.0585 | -0.035 | |||
| 0.2800 | 0.6000 | 18 | 46.4% | 0.15 | 0.0476 | -0.030 | 56 | 5.05 | 6.10 | -0.86 | 0.0491 | -0.030 | ||||
| 0.2100 | 0.2800 | 5 | 43.2% | 0.12 | 0.0392 | -0.026 | 57 | 5.95 | 7.00 | -0.89 | 0.0408 | -0.026 | ||||
| 0.0600 | 0.4200 | 2 | 47.2% | 0.09 | 0.0324 | -0.023 | 58 | 6.80 | 8.10 | -0.92 | 0.0340 | -0.023 | ||||
| 0.0100 | 0.4500 | 2 | 50.8% | 0.08 | 0.0270 | -0.021 | 59 | 7.70 | 9.20 | -0.93 | 0.0285 | -0.021 | ||||
| 0.0100 | 0.4800 | 1 | 55.5% | 0.07 | 0.0228 | -0.019 | 60 | 8.65 | 10.15 | -0.95 | 0.0241 | -0.019 | ||||
| 0.0100 | 0.5000 | 60.0% | 0.06 | 0.0195 | -0.018 | 61 | 9.65 | 11.75 | -0.95 | 0.0210 | -0.018 | |||||
| 0 | 0.5100 | 63.7% | 0.05 | 0.0169 | -0.017 | 62 | 10.40 | 12.70 | -0.96 | 0.0182 | -0.016 | |||||
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 — Nov 06, 2026
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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