DVN option chain Devon Energy Corporation
Cboe delayed options data · as of 21:54 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 ±13.6% (43.93–57.74) · ATM IV 34.7% · P/C open interest 0.62
| 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 | |
| 22.60 | 24.75 | 1,384 | 61.0% | 0.99 | 0.0021 | 0.000 | 27.5 | 0 | 0.1800 | 3,224 | 62.6% | -0.02 | 0.0024 | -0.003 | ||
| 20.20 | 22.25 | 2 | 490 | 57.1% | 0.98 | 0.0029 | 0.000 | 30 | 0 | 0.2000 | 7,857 | 55.7% | -0.02 | 0.0034 | -0.004 | |
| 17.85 | 19.85 | 222 | 56.9% | 0.98 | 0.0042 | -0.000 | 32.5 | 0.1000 | 0.2000 | 40 | 4,742 | 51.8% | -0.03 | 0.0047 | -0.004 | |
| 15.45 | 17.35 | 13 | 2,767 | 50.4% | 0.97 | 0.0062 | -0.002 | 35 | 0.1000 | 0.2800 | 6,561 | 46.5% | -0.03 | 0.0068 | -0.005 | |
| 13.05 | 14.00 | 1 | 1,212 | 0.96 | 0.0096 | -0.003 | 37.5 | 0.1400 | 0.2500 | 4 | 3,048 | 39.6% | -0.05 | 0.0102 | -0.006 | |
| 11.10 | 11.65 | 1 | 3,081 | 33.2% | 0.93 | 0.0153 | -0.006 | 40 | 0.3000 | 0.4500 | 111 | 3,500 | 38.3% | -0.08 | 0.0158 | -0.008 |
| 8.65 | 9.45 | 17 | 10.4K | 31.1% | 0.88 | 0.0233 | -0.009 | 42.5 | 0.5100 | 0.8400 | 1 | 2,385 | 37.1% | -0.13 | 0.0236 | -0.011 |
| 6.90 | 7.95 | 3 | 8,792 | 37.8% | 0.80 | 0.0325 | -0.013 | 45 | 1.10 | 1.20 | 70 | 3,411 | 36.0% | -0.21 | 0.0326 | -0.014 |
| 5.30 | 5.75 | 10 | 1,793 | 35.3% | 0.70 | 0.0406 | -0.016 | 47.5 | 1.68 | 1.93 | 20 | 4,726 | 34.5% | -0.30 | 0.0408 | -0.017 |
| 3.90 | 4.15 | 18 | 7,226 | 34.7% | 0.59 | 0.0458 | -0.018 | 50 | 2.81 | 2.95 | 105 | 1,110 | 34.7% | -0.42 | 0.0462 | -0.019 |
| 2.69 | 2.92 | 104 | 6,867 | 34.0% | 0.48 | 0.0469 | -0.019 | 52.5 | 3.95 | 4.30 | 1 | 287 | 33.7% | -0.53 | 0.0475 | -0.019 |
| 1.84 | 2.00 | 49 | 9,011 | 33.9% | 0.37 | 0.0442 | -0.018 | 55 | 5.25 | 6.50 | 148 | 35.0% | -0.64 | 0.0447 | -0.018 | |
| 1.20 | 1.40 | 39 | 6,601 | 34.2% | 0.27 | 0.0389 | -0.016 | 57.5 | 7.30 | 8.30 | 44 | 36.0% | -0.74 | 0.0392 | -0.015 | |
| 0.6600 | 1.00 | 101 | 8,500 | 33.3% | 0.20 | 0.0324 | -0.013 | 60 | 8.85 | 10.60 | 27 | 34.6% | -0.81 | 0.0323 | -0.012 | |
| 0.1600 | 0.4500 | 4 | 1,140 | 33.5% | 0.10 | 0.0200 | -0.009 | 65 | 13.65 | 15.20 | 25 | 39.6% | -0.91 | 0.0213 | -0.007 | |
| 0.1100 | 0.3100 | 1 | 217 | 37.9% | 0.06 | 0.0123 | -0.006 | 70 | 17.95 | 20.25 | 39.0% | -0.96 | 0.0181 | -0.006 | ||
| 0.0500 | 0.2700 | 36 | 6,707 | 42.2% | 0.04 | 0.0082 | -0.005 | 75 | 22.95 | 25.15 | -0.99 | 0.0080 | -0.007 | |||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs