DVN option chain Devon Energy Corporation
Cboe delayed options data · as of 00:34 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 ±15.3% (41.67–56.73) · ATM IV 35.0% · P/C open interest 0.43
| 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 | |
| 23.00 | 25.20 | 8 | 66.6% | 0.99 | 0.0018 | 0.000 | 25 | 0.0200 | 0.1800 | 1 | 474 | 62.4% | -0.01 | 0.0021 | -0.002 | |
| 20.50 | 22.80 | 3 | 60.9% | 0.99 | 0.0030 | 0.000 | 27.5 | 0 | 0.2100 | 596 | 54.9% | -0.02 | 0.0030 | -0.003 | ||
| 18.00 | 20.45 | 14 | 55.7% | 0.98 | 0.0044 | 0.000 | 30 | 0 | 0.2100 | 231 | 47.5% | -0.02 | 0.0043 | -0.003 | ||
| 15.80 | 17.90 | 38 | 51.9% | 0.97 | 0.0060 | 0.000 | 32.5 | 0.0500 | 0.1400 | 4 | 2,362 | 40.0% | -0.03 | 0.0063 | -0.004 | |
| 13.40 | 14.70 | 103 | 0.95 | 0.0089 | 0.000 | 35 | 0.1000 | 0.3900 | 762 | 40.6% | -0.05 | 0.0097 | -0.005 | |||
| 11.15 | 12.35 | 187 | 31.3% | 0.93 | 0.0141 | -0.002 | 37.5 | 0.3500 | 0.4700 | 11 | 555 | 38.3% | -0.08 | 0.0151 | -0.007 | |
| 9.00 | 10.15 | 462 | 33.0% | 0.88 | 0.0213 | -0.006 | 40 | 0.6100 | 0.9000 | 2,623 | 37.7% | -0.13 | 0.0223 | -0.009 | ||
| 7.15 | 8.15 | 340 | 34.4% | 0.81 | 0.0294 | -0.009 | 42.5 | 1.10 | 1.48 | 50 | 490 | 37.2% | -0.20 | 0.0303 | -0.012 | |
| 5.80 | 6.25 | 6 | 771 | 35.8% | 0.72 | 0.0369 | -0.013 | 45 | 1.79 | 2.01 | 1 | 546 | 35.1% | -0.30 | 0.0374 | -0.014 |
| 4.35 | 4.60 | 104 | 879 | 34.9% | 0.61 | 0.0422 | -0.015 | 47.5 | 2.79 | 3.10 | 387 | 35.2% | -0.40 | 0.0423 | -0.015 | |
| 3.20 | 3.40 | 69 | 3,359 | 35.1% | 0.50 | 0.0440 | -0.016 | 50 | 4.05 | 4.40 | 94 | 200 | 34.9% | -0.51 | 0.0439 | -0.015 |
| 2.10 | 2.42 | 11 | 992 | 34.1% | 0.40 | 0.0425 | -0.016 | 52.5 | 5.50 | 6.00 | 120 | 34.5% | -0.61 | 0.0424 | -0.015 | |
| 1.60 | 1.72 | 39 | 5,862 | 35.2% | 0.31 | 0.0384 | -0.015 | 55 | 7.25 | 8.05 | 17 | 35.7% | -0.70 | 0.0390 | -0.013 | |
| 1.01 | 1.20 | 73 | 1,990 | 34.8% | 0.24 | 0.0332 | -0.013 | 57.5 | 8.65 | 10.45 | 34.8% | -0.78 | 0.0347 | -0.011 | ||
| 0.7600 | 0.8400 | 5 | 4,556 | 35.7% | 0.18 | 0.0276 | -0.011 | 60 | 11.40 | 12.50 | 10 | 38.9% | -0.84 | 0.0300 | -0.008 | |
| 0.2300 | 0.4800 | 1,036 | 35.9% | 0.09 | 0.0174 | -0.007 | 65 | 15.30 | 17.40 | 35.8% | -0.94 | 0.0189 | -0.002 | |||
| 0.0700 | 0.2300 | 669 | 36.0% | 0.05 | 0.0105 | -0.005 | 70 | 20.00 | 22.45 | 35.9% | -0.98 | 0.0090 | 0.000 | |||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs