EOG option chain EOG Resources, Inc.
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 ±8.6% (135.90–161.59) · ATM IV 30.1% · P/C open interest 0.83
| 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 | |
| 72.00 | 75.90 | 74.9% | 1.00 | 0.0001 | 0.000 | 75 | 0 | 2.15 | 7 | 124.1% | -0.00 | 0.0001 | -0.002 | |||
| 67.50 | 71.00 | 92.2% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 2.15 | 113.9% | -0.00 | 0.0002 | -0.002 | ||||
| 62.60 | 65.90 | 82.9% | 1.00 | 0.0002 | 0.000 | 85 | 0 | 2.15 | 80 | 104.3% | -0.00 | 0.0003 | -0.003 | |||
| 57.10 | 60.40 | 1.00 | 0.0003 | 0.000 | 90 | 0 | 2.15 | 1 | 95.2% | -0.00 | 0.0004 | -0.003 | ||||
| 52.10 | 56.10 | 49.8% | 0.99 | 0.0005 | 0.000 | 95 | 0 | 2.15 | 10 | 86.6% | -0.01 | 0.0006 | -0.004 | |||
| 47.20 | 51.10 | 52.6% | 0.99 | 0.0007 | 0.000 | 100 | 0 | 2.15 | 43 | 78.3% | -0.01 | 0.0008 | -0.005 | |||
| 42.60 | 46.20 | 85 | 56.4% | 0.99 | 0.0010 | 0.000 | 105 | 0 | 2.15 | 1,124 | 70.4% | -0.01 | 0.0012 | -0.007 | ||
| 37.20 | 41.20 | 28 | 41.2% | 0.98 | 0.0017 | -0.002 | 110 | 0 | 0.2000 | 286 | 40.2% | -0.02 | 0.0019 | -0.010 | ||
| 32.30 | 36.10 | 15 | 29.5% | 0.98 | 0.0026 | -0.006 | 115 | 0.0500 | 0.6000 | 136 | 42.4% | -0.03 | 0.0031 | -0.014 | ||
| 27.60 | 30.20 | 43 | 0.96 | 0.0042 | -0.012 | 120 | 0 | 1.95 | 264 | 46.9% | -0.04 | 0.0048 | -0.019 | |||
| 22.90 | 25.30 | 173 | 0.94 | 0.0068 | -0.020 | 125 | 0.4500 | 0.6000 | 33 | 813 | 34.0% | -0.07 | 0.0075 | -0.026 | ||
| 18.70 | 20.50 | 188 | 27.2% | 0.90 | 0.0104 | -0.030 | 130 | 0.8500 | 1.05 | 11 | 1,748 | 32.7% | -0.11 | 0.0114 | -0.036 | |
| 14.10 | 16.70 | 3 | 366 | 29.2% | 0.83 | 0.0152 | -0.043 | 135 | 1.55 | 1.80 | 7 | 1,755 | 31.6% | -0.18 | 0.0162 | -0.048 |
| 11.20 | 12.20 | 585 | 30.3% | 0.74 | 0.0203 | -0.056 | 140 | 2.70 | 3.10 | 3 | 226 | 31.1% | -0.28 | 0.0211 | -0.059 | |
| 8.20 | 8.80 | 176 | 30.6% | 0.63 | 0.0242 | -0.066 | 145 | 4.40 | 4.90 | 18 | 268 | 30.5% | -0.39 | 0.0246 | -0.067 | |
| 5.60 | 6.10 | 73 | 795 | 30.4% | 0.50 | 0.0257 | -0.070 | 150 | 6.70 | 7.30 | 95 | 29.8% | -0.52 | 0.0254 | -0.069 | |
| 3.60 | 4.10 | 2 | 877 | 30.3% | 0.38 | 0.0243 | -0.068 | 155 | 9.90 | 10.60 | 102 | 30.6% | -0.64 | 0.0237 | -0.065 | |
| 2.25 | 2.65 | 129 | 3,468 | 30.4% | 0.28 | 0.0210 | -0.060 | 160 | 13.50 | 15.70 | 10 | 34.8% | -0.74 | 0.0202 | -0.056 | |
| 1.40 | 1.75 | 3 | 576 | 31.2% | 0.20 | 0.0170 | -0.051 | 165 | 17.40 | 19.90 | 10 | 35.6% | -0.82 | 0.0162 | -0.045 | |
| 0.8500 | 1.35 | 2 | 255 | 32.8% | 0.13 | 0.0130 | -0.041 | 170 | 21.80 | 23.70 | 3 | 34.5% | -0.87 | 0.0123 | -0.035 | |
| 0.5000 | 0.9000 | 1 | 492 | 33.4% | 0.09 | 0.0097 | -0.031 | 175 | 26.40 | 28.40 | 36.1% | -0.91 | 0.0091 | -0.025 | ||
| 0.2000 | 1.30 | 109 | 38.3% | 0.06 | 0.0070 | -0.024 | 180 | 31.00 | 33.20 | 37.1% | -0.94 | 0.0066 | -0.017 | |||
| 0 | 2.45 | 48 | 47.8% | 0.04 | 0.0050 | -0.017 | 185 | 35.30 | 38.70 | 39.9% | -0.96 | 0.0046 | -0.010 | |||
| 0 | 2.35 | 81 | 51.4% | 0.03 | 0.0035 | -0.013 | 190 | 40.80 | 43.60 | 47.6% | -0.97 | 0.0033 | -0.005 | |||
| 0 | 2.25 | 18 | 54.8% | 0.02 | 0.0024 | -0.009 | 195 | 45.10 | 48.50 | 45.3% | -0.98 | 0.0023 | -0.001 | |||
| 0 | 2.25 | 49 | 58.5% | 0.01 | 0.0017 | -0.006 | 200 | 50.60 | 53.40 | 51.9% | -0.99 | 0.0016 | 0.000 | |||
| 0 | 2.20 | 27 | 65.2% | 0.01 | 0.0008 | -0.003 | 210 | 59.70 | 63.20 | 45.1% | -0.99 | 0.0008 | 0.000 | |||
| 0 | 2.15 | 1 | 71.3% | 0.00 | 0.0004 | -0.002 | 220 | 69.40 | 73.40 | 52.7% | -1.00 | 0.0004 | 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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs