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 ±20.9% (38.90–59.50) · ATM IV 35.8% · P/C open interest 1.23
| 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 | |
| 22.90 | 25.55 | 10 | 59.4% | 0.99 | 0.0035 | 0.000 | 25 | 0 | 0.2500 | 65 | -0.02 | 0.0032 | -0.003 | |||
| 20.50 | 23.05 | 6 | 52.5% | 0.97 | 0.0049 | 0.000 | 27.5 | 0.0100 | 0.5400 | 92 | 48.4% | -0.03 | 0.0044 | -0.003 | ||
| 18.40 | 20.60 | 3 | 50.7% | 0.96 | 0.0061 | 0.000 | 30 | 0.0100 | 0.6300 | 22 | 43.5% | -0.04 | 0.0061 | -0.004 | ||
| 16.10 | 17.50 | 37 | 38.0% | 0.94 | 0.0083 | -0.001 | 32.5 | 0.2800 | 0.5900 | 66 | 40.4% | -0.06 | 0.0087 | -0.004 | ||
| 13.95 | 15.15 | 1 | 157 | 36.8% | 0.91 | 0.0117 | -0.003 | 35 | 0.5400 | 0.8300 | 630 | 39.1% | -0.09 | 0.0121 | -0.006 | |
| 11.85 | 13.05 | 75 | 36.4% | 0.87 | 0.0157 | -0.005 | 37.5 | 0.8800 | 1.20 | 768 | 38.0% | -0.14 | 0.0162 | -0.007 | ||
| 10.50 | 11.05 | 4 | 76 | 38.9% | 0.82 | 0.0200 | -0.007 | 40 | 1.36 | 1.72 | 322 | 37.0% | -0.19 | 0.0204 | -0.009 | |
| 8.60 | 9.15 | 100 | 36.9% | 0.75 | 0.0242 | -0.009 | 42.5 | 1.92 | 2.40 | 193 | 35.8% | -0.25 | 0.0246 | -0.010 | ||
| 6.95 | 7.55 | 3 | 664 | 36.1% | 0.68 | 0.0279 | -0.010 | 45 | 2.87 | 3.25 | 388 | 35.6% | -0.32 | 0.0282 | -0.011 | |
| 5.35 | 6.15 | 2 | 227 | 34.9% | 0.61 | 0.0306 | -0.011 | 47.5 | 3.90 | 4.40 | 174 | 35.3% | -0.40 | 0.0309 | -0.011 | |
| 4.50 | 4.90 | 46 | 575 | 35.5% | 0.53 | 0.0320 | -0.012 | 50 | 5.20 | 6.00 | 15 | 474 | 36.1% | -0.48 | 0.0323 | -0.012 |
| 3.50 | 3.95 | 22 | 172 | 35.4% | 0.45 | 0.0319 | -0.012 | 52.5 | 6.65 | 7.30 | 535 | 35.1% | -0.55 | 0.0323 | -0.011 | |
| 2.76 | 3.10 | 6 | 242 | 35.4% | 0.39 | 0.0307 | -0.011 | 55 | 8.35 | 9.00 | 27 | 35.2% | -0.62 | 0.0312 | -0.011 | |
| 2.21 | 2.45 | 16 | 92 | 35.7% | 0.32 | 0.0286 | -0.011 | 57.5 | 10.20 | 10.80 | 56 | 35.1% | -0.69 | 0.0294 | -0.010 | |
| 1.53 | 2.00 | 349 | 35.3% | 0.27 | 0.0261 | -0.010 | 60 | 12.15 | 12.75 | 3 | 34.9% | -0.75 | 0.0275 | -0.009 | ||
| 0.9400 | 1.23 | 1 | 172 | 35.8% | 0.18 | 0.0206 | -0.008 | 65 | 16.40 | 17.60 | 7 | 38.1% | -0.84 | 0.0237 | -0.006 | |
| 0.5300 | 0.8200 | 85 | 36.5% | 0.12 | 0.0155 | -0.006 | 70 | 20.25 | 22.45 | 34.5% | -0.92 | 0.0188 | -0.004 | |||
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 — Mar 19, 2027
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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