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 ±13.4% (128.75–168.75) · ATM IV 31.1% · P/C open interest 0.87
| 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 | 9 | 1.00 | 0.0003 | 0.000 | 75 | 0 | 2.20 | 30 | 80.7% | -0.01 | 0.0005 | -0.004 | |||
| 67.10 | 71.00 | 50.9% | 0.99 | 0.0004 | 0.000 | 80 | 0 | 2.20 | 17 | 74.1% | -0.01 | 0.0006 | -0.005 | |||
| 62.60 | 65.10 | 7 | 0.99 | 0.0006 | 0.000 | 85 | 0 | 2.20 | 13 | 67.9% | -0.01 | 0.0008 | -0.006 | |||
| 57.40 | 60.20 | 2 | 0.99 | 0.0009 | 0.000 | 90 | 0.1000 | 0.2500 | 1 | 78 | 44.5% | -0.02 | 0.0011 | -0.007 | ||
| 52.40 | 55.30 | 6 | 0.98 | 0.0013 | 0.000 | 95 | 0 | 1.75 | 16 | 53.7% | -0.02 | 0.0015 | -0.008 | |||
| 49.80 | 53.70 | 4 | 41.1% | 0.98 | 0.0016 | 0.000 | 97.5 | 0 | 0.4000 | 17 | 39.0% | -0.03 | 0.0017 | -0.009 | ||
| 47.30 | 50.60 | 29 | 0.98 | 0.0019 | 0.000 | 100 | 0.0500 | 0.5500 | 604 | 39.5% | -0.03 | 0.0020 | -0.010 | |||
| 42.40 | 46.20 | 34 | 34.9% | 0.97 | 0.0027 | 0.000 | 105 | 0.3000 | 0.6500 | 404 | 38.4% | -0.04 | 0.0027 | -0.012 | ||
| 37.70 | 40.90 | 78 | 30.1% | 0.95 | 0.0037 | -0.002 | 110 | 0.1000 | 1.15 | 640 | 36.1% | -0.06 | 0.0037 | -0.015 | ||
| 33.00 | 36.50 | 169 | 33.0% | 0.93 | 0.0050 | -0.007 | 115 | 0.7000 | 1.15 | 193 | 34.8% | -0.08 | 0.0050 | -0.019 | ||
| 29.10 | 31.60 | 220 | 33.6% | 0.90 | 0.0067 | -0.013 | 120 | 1.20 | 1.85 | 280 | 34.8% | -0.10 | 0.0066 | -0.023 | ||
| 24.50 | 27.20 | 181 | 31.7% | 0.86 | 0.0086 | -0.019 | 125 | 1.75 | 3.10 | 498 | 35.1% | -0.14 | 0.0085 | -0.027 | ||
| 21.50 | 23.20 | 1 | 615 | 33.8% | 0.81 | 0.0106 | -0.026 | 130 | 2.80 | 3.30 | 1 | 508 | 32.7% | -0.19 | 0.0106 | -0.032 |
| 16.70 | 19.60 | 647 | 31.2% | 0.75 | 0.0126 | -0.032 | 135 | 4.00 | 4.60 | 1 | 487 | 32.2% | -0.25 | 0.0127 | -0.037 | |
| 13.30 | 16.40 | 182 | 31.0% | 0.68 | 0.0142 | -0.037 | 140 | 5.50 | 6.20 | 22 | 514 | 31.4% | -0.33 | 0.0145 | -0.041 | |
| 11.30 | 12.60 | 3 | 147 | 30.8% | 0.60 | 0.0154 | -0.041 | 145 | 7.60 | 8.20 | 75 | 31.2% | -0.40 | 0.0158 | -0.044 | |
| 9.40 | 10.00 | 441 | 31.4% | 0.52 | 0.0158 | -0.043 | 150 | 10.00 | 10.60 | 52 | 30.8% | -0.48 | 0.0163 | -0.044 | ||
| 7.30 | 7.90 | 609 | 31.3% | 0.45 | 0.0156 | -0.044 | 155 | 12.80 | 13.50 | 131 | 30.5% | -0.56 | 0.0162 | -0.043 | ||
| 5.60 | 6.20 | 401 | 31.3% | 0.38 | 0.0149 | -0.043 | 160 | 16.00 | 18.60 | 4 | 33.3% | -0.64 | 0.0155 | -0.041 | ||
| 4.30 | 4.90 | 15 | 650 | 31.6% | 0.31 | 0.0138 | -0.041 | 165 | 19.60 | 21.20 | 1 | 31.5% | -0.70 | 0.0143 | -0.037 | |
| 3.20 | 3.90 | 1 | 169 | 31.9% | 0.26 | 0.0124 | -0.037 | 170 | 23.70 | 25.90 | 2 | 33.5% | -0.76 | 0.0128 | -0.032 | |
| 2.45 | 3.00 | 145 | 32.1% | 0.21 | 0.0110 | -0.034 | 175 | 27.70 | 29.90 | 3 | 33.0% | -0.81 | 0.0113 | -0.026 | ||
| 1.65 | 3.00 | 73 | 33.6% | 0.17 | 0.0096 | -0.030 | 180 | 32.20 | 34.80 | 3 | 35.0% | -0.85 | 0.0097 | -0.020 | ||
| 1.20 | 2.45 | 1 | 21 | 34.1% | 0.14 | 0.0082 | -0.027 | 185 | 36.60 | 38.60 | 1 | 33.1% | -0.88 | 0.0082 | -0.014 | |
| 0.9000 | 2.40 | 1 | 20 | 35.8% | 0.11 | 0.0070 | -0.023 | 190 | 41.30 | 44.00 | 3 | 36.4% | -0.91 | 0.0069 | -0.009 | |
| 0.7000 | 2.05 | 1 | 57 | 36.7% | 0.09 | 0.0059 | -0.020 | 195 | 46.10 | 48.60 | 37.0% | -0.93 | 0.0057 | -0.003 | ||
| 0.4000 | 2.10 | 380 | 38.2% | 0.07 | 0.0050 | -0.017 | 200 | 50.80 | 53.20 | 36.6% | -0.94 | 0.0046 | 0.000 | |||
| 0 | 2.55 | 15 | 43.0% | 0.05 | 0.0034 | -0.013 | 210 | 60.50 | 63.50 | 41.5% | -0.97 | 0.0030 | 0.000 | |||
| 0 | 2.40 | 5 | 46.6% | 0.03 | 0.0024 | -0.009 | 220 | 69.60 | 73.40 | 39.6% | -0.98 | 0.0019 | 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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs