DVN option chain Devon Energy Corporation
Cboe delayed options data · as of 12:36 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 ±20.0% (41.17–61.77) · ATM IV 35.9% · P/C open interest 1.03
| 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 | |
| 22.50 | 25.05 | 50.5% | 0.98 | 0.0027 | 0.000 | 27.5 | 0.0100 | 0.2500 | 50 | 47.0% | -0.02 | 0.0030 | -0.002 | |||
| 20.10 | 22.65 | 1 | 47.1% | 0.97 | 0.0040 | 0.000 | 30 | 0.0100 | 0.7000 | 4 | 50.0% | -0.03 | 0.0042 | -0.003 | ||
| 18.05 | 20.25 | 47.7% | 0.96 | 0.0058 | -0.001 | 32.5 | 0.0100 | 0.7700 | 44.6% | -0.04 | 0.0062 | -0.004 | ||||
| 15.65 | 17.85 | 42.6% | 0.94 | 0.0086 | -0.003 | 35 | 0.1300 | 0.8000 | 16 | 40.4% | -0.06 | 0.0090 | -0.005 | |||
| 13.60 | 15.50 | 3 | 40.9% | 0.91 | 0.0123 | -0.004 | 37.5 | 0.4400 | 0.8000 | 5 | 521 | 37.4% | -0.10 | 0.0127 | -0.006 | |
| 11.50 | 12.60 | 6 | 33.9% | 0.87 | 0.0166 | -0.006 | 40 | 0.7500 | 1.42 | 40 | 37.9% | -0.14 | 0.0169 | -0.008 | ||
| 9.55 | 11.40 | 3 | 38.0% | 0.81 | 0.0210 | -0.009 | 42.5 | 1.23 | 1.98 | 4,021 | 37.1% | -0.19 | 0.0213 | -0.010 | ||
| 7.85 | 9.50 | 14 | 37.0% | 0.75 | 0.0253 | -0.010 | 45 | 1.83 | 2.72 | 15 | 36.2% | -0.26 | 0.0256 | -0.011 | ||
| 6.70 | 7.15 | 13 | 35.0% | 0.67 | 0.0288 | -0.012 | 47.5 | 2.80 | 3.50 | 121 | 35.6% | -0.33 | 0.0292 | -0.013 | ||
| 5.10 | 5.75 | 4,436 | 33.7% | 0.60 | 0.0312 | -0.013 | 50 | 3.75 | 4.65 | 11 | 362 | 34.9% | -0.41 | 0.0317 | -0.013 | |
| 4.15 | 5.25 | 3 | 108 | 36.6% | 0.52 | 0.0323 | -0.013 | 52.5 | 5.00 | 6.20 | 21 | 35.3% | -0.49 | 0.0330 | -0.013 | |
| 3.05 | 3.95 | 3 | 82 | 34.7% | 0.44 | 0.0320 | -0.013 | 55 | 6.40 | 7.80 | 35.0% | -0.57 | 0.0330 | -0.013 | ||
| 2.30 | 3.40 | 2 | 16 | 35.6% | 0.37 | 0.0306 | -0.013 | 57.5 | 8.05 | 9.60 | 35.1% | -0.64 | 0.0319 | -0.013 | ||
| 1.74 | 2.72 | 138 | 35.7% | 0.31 | 0.0284 | -0.012 | 60 | 9.80 | 11.55 | 34.9% | -0.71 | 0.0298 | -0.011 | |||
| 0.8600 | 1.42 | 144 | 33.7% | 0.21 | 0.0229 | -0.010 | 65 | 14.25 | 15.70 | 36.9% | -0.81 | 0.0241 | -0.009 | |||
| 0.5200 | 0.9900 | 5 | 41 | 35.5% | 0.14 | 0.0174 | -0.008 | 70 | 19.20 | 20.25 | 41.1% | -0.89 | 0.0189 | -0.006 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 75 | 0 | 0 | 0.00 | 0.0000 | 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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs