DVN option chain Devon Energy Corporation
Cboe delayed options data · as of 21:50 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 ±5.3% (46.22–51.36) · ATM IV 31.4% · P/C open interest 0.26
| 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 | |
| 23.65 | 24.55 | 39 | 211.9% | 1.00 | 0.0004 | 0.000 | 25 | 0 | 0.1600 | 155 | 159.1% | -0.00 | 0.0006 | -0.003 | ||
| 21.15 | 22.10 | 55 | 188.3% | 1.00 | 0.0006 | 0.000 | 27.5 | 0 | 0.1600 | 827 | 138.5% | -0.00 | 0.0010 | -0.003 | ||
| 18.65 | 19.50 | 180 | 158.0% | 1.00 | 0.0010 | 0.000 | 30 | 0 | 0.1600 | 895 | 119.5% | -0.01 | 0.0015 | -0.004 | ||
| 16.05 | 16.80 | 1,435 | 116.5% | 1.00 | 0.0016 | 0.000 | 32.5 | 0 | 0.1600 | 1,174 | 101.8% | -0.01 | 0.0024 | -0.005 | ||
| 13.60 | 14.60 | 4 | 1,820 | 117.2% | 0.99 | 0.0026 | 0.000 | 35 | 0 | 0.0200 | 6 | 3,113 | 64.2% | -0.01 | 0.0039 | -0.006 |
| 11.65 | 12.00 | 62.2% | 0.99 | 0.0041 | 0.000 | 37 | 0 | 0.1600 | 72.8% | -0.01 | 0.0059 | -0.007 | ||||
| 11.15 | 12.05 | 1,290 | 97.3% | 0.99 | 0.0046 | 0.000 | 37.5 | 0.0100 | 0.0900 | 7 | 3,166 | 64.4% | -0.02 | 0.0066 | -0.007 | |
| 10.65 | 11.85 | 103.8% | 0.99 | 0.0051 | 0.000 | 38 | 0 | 0.1700 | 67.4% | -0.02 | 0.0073 | -0.007 | ||||
| 9.65 | 10.55 | 85.8% | 0.99 | 0.0065 | -0.001 | 39 | 0 | 0.1700 | 61.3% | -0.02 | 0.0092 | -0.008 | ||||
| 8.55 | 9.45 | 2 | 1,805 | 70.8% | 0.98 | 0.0083 | -0.002 | 40 | 0.0200 | 0.0800 | 7 | 5,586 | 50.3% | -0.02 | 0.0117 | -0.009 |
| 7.65 | 8.60 | 1 | 72.4% | 0.98 | 0.0110 | -0.003 | 41 | 0 | 0.1900 | 7 | 50.6% | -0.03 | 0.0152 | -0.009 | ||
| 6.70 | 7.60 | 7 | 66.3% | 0.98 | 0.0149 | -0.004 | 42 | 0 | 0.0900 | 4 | 54 | 38.7% | -0.04 | 0.0203 | -0.010 | |
| 6.20 | 6.50 | 3 | 3,605 | 38.3% | 0.97 | 0.0177 | -0.005 | 42.5 | 0.0200 | 0.1600 | 29 | 3,629 | 41.2% | -0.04 | 0.0239 | -0.011 |
| 5.65 | 6.60 | 57.4% | 0.97 | 0.0216 | -0.006 | 43 | 0 | 0.1300 | 2 | 37 | 35.8% | -0.05 | 0.0285 | -0.012 | ||
| 5.20 | 6.15 | 1 | 56.2% | 0.96 | 0.0267 | -0.008 | 43.5 | 0.0100 | 0.1300 | 2 | 57 | 33.5% | -0.06 | 0.0345 | -0.014 | |
| 4.70 | 5.50 | 18 | 48.6% | 0.95 | 0.0338 | -0.010 | 44 | 0.0400 | 0.1300 | 3 | 301 | 32.0% | -0.08 | 0.0421 | -0.016 | |
| 4.25 | 4.90 | 1 | 43.7% | 0.93 | 0.0429 | -0.013 | 44.5 | 0.1300 | 0.1700 | 5 | 44 | 33.5% | -0.10 | 0.0516 | -0.018 | |
| 3.90 | 4.00 | 273 | 5,890 | 31.5% | 0.91 | 0.0543 | -0.016 | 45 | 0.1500 | 0.2700 | 520 | 8,174 | 33.4% | -0.12 | 0.0628 | -0.021 |
| 3.30 | 4.15 | 11 | 42.5% | 0.88 | 0.0677 | -0.021 | 45.5 | 0.2000 | 0.3400 | 3 | 53 | 32.5% | -0.15 | 0.0753 | -0.025 | |
| 2.86 | 3.65 | 6 | 39.6% | 0.84 | 0.0824 | -0.025 | 46 | 0.2800 | 0.4000 | 9 | 107 | 31.5% | -0.20 | 0.0884 | -0.029 | |
| 2.45 | 3.25 | 3 | 38.5% | 0.80 | 0.0974 | -0.030 | 46.5 | 0.3500 | 0.5100 | 2 | 56 | 30.6% | -0.24 | 0.1012 | -0.032 | |
| 2.09 | 2.46 | 1 | 2,685 | 31.6% | 0.75 | 0.1115 | -0.034 | 47 | 0.4900 | 0.6600 | 3 | 569 | 30.7% | -0.30 | 0.1126 | -0.036 |
| 1.80 | 2.00 | 54 | 61.8K | 30.7% | 0.69 | 0.1234 | -0.038 | 47.5 | 0.6300 | 0.8200 | 5,030 | 2,963 | 30.0% | -0.36 | 0.1217 | -0.038 |
| 1.41 | 1.78 | 8 | 142 | 31.0% | 0.62 | 0.1319 | -0.041 | 48 | 0.8800 | 1.11 | 5 | 38 | 31.8% | -0.42 | 0.1277 | -0.040 |
| 1.19 | 1.48 | 1 | 67 | 31.6% | 0.55 | 0.1365 | -0.043 | 48.5 | 1.08 | 1.35 | 42 | 85 | 31.3% | -0.49 | 0.1302 | -0.041 |
| 1.00 | 1.20 | 73 | 2,094 | 31.9% | 0.48 | 0.1368 | -0.043 | 49 | 1.34 | 1.60 | 8 | 16 | 30.9% | -0.55 | 0.1291 | -0.041 |
| 0.8000 | 0.9500 | 1,017 | 403 | 31.6% | 0.42 | 0.1330 | -0.042 | 49.5 | 1.63 | 1.96 | 6 | 33 | 31.4% | -0.61 | 0.1246 | -0.039 |
| 0.6400 | 0.7700 | 170 | 8,262 | 31.9% | 0.35 | 0.1259 | -0.040 | 50 | 1.96 | 2.23 | 33 | 805 | 30.5% | -0.67 | 0.1174 | -0.037 |
| 0.3400 | 0.5300 | 18 | 379 | 32.1% | 0.24 | 0.1046 | -0.034 | 51 | 2.67 | 2.99 | 30.0% | -0.77 | 0.0974 | -0.030 | ||
| 0.1700 | 0.3100 | 26 | 157 | 31.6% | 0.16 | 0.0796 | -0.026 | 52 | 3.10 | 3.90 | 17.6% | -0.85 | 0.0743 | -0.022 | ||
| 0.1300 | 0.2300 | 138 | 2,887 | 31.7% | 0.13 | 0.0676 | -0.022 | 52.5 | 3.65 | 4.30 | 2,002 | 2,038 | -0.88 | 0.0632 | -0.019 | |
| 0.0100 | 0.2300 | 12 | 89 | 31.0% | 0.10 | 0.0568 | -0.019 | 53 | 3.90 | 4.75 | 1 | -0.90 | 0.0533 | -0.015 | ||
| 0.0200 | 0.1500 | 2 | 95 | 33.2% | 0.07 | 0.0398 | -0.014 | 54 | 4.90 | 5.75 | -0.94 | 0.0375 | -0.011 | |||
| 0.0300 | 0.0800 | 40 | 22.9K | 34.7% | 0.05 | 0.0283 | -0.011 | 55 | 5.85 | 6.80 | 5 | -0.96 | 0.0269 | -0.007 | ||
| 0 | 0.2300 | 2 | 44.6% | 0.03 | 0.0208 | -0.009 | 56 | 6.80 | 7.65 | -0.97 | 0.0198 | -0.005 | ||||
| 0 | 0.2100 | 48.0% | 0.03 | 0.0157 | -0.007 | 57 | 7.60 | 8.70 | -0.97 | 0.0150 | -0.003 | |||||
| 0 | 0.2000 | 1,694 | 49.5% | 0.02 | 0.0138 | -0.007 | 57.5 | 8.25 | 9.20 | 1 | -0.98 | 0.0132 | -0.002 | |||
| 0 | 0.0900 | 44.8% | 0.02 | 0.0122 | -0.006 | 58 | 8.75 | 9.70 | -0.98 | 0.0117 | -0.001 | |||||
| 0 | 0.0100 | 8,181 | 39.3% | 0.01 | 0.0078 | -0.005 | 60 | 10.75 | 11.65 | -0.99 | 0.0075 | 0.000 | ||||
| 0 | 0.1700 | 1,923 | 74.5% | 0.01 | 0.0033 | -0.003 | 65 | 15.75 | 16.60 | 24 | -0.99 | 0.0032 | 0.000 | |||
| 0 | 0.1200 | 141 | 85.1% | 0.00 | 0.0018 | -0.002 | 70 | 20.75 | 21.60 | -1.00 | 0.0017 | 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 — Sep 18, 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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