EOG option chain EOG Resources, Inc.
Cboe delayed options data · as of 15:38 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 ±12.2% (137.55–175.85) · ATM IV 31.1% · P/C open interest 0.65
| 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 | |
| 76.80 | 79.20 | 81.7% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 0.2500 | 507 | 60.8% | -0.00 | 0.0001 | -0.001 | |||
| 71.70 | 74.40 | 75.1% | 0.99 | 0.0002 | 0.000 | 85 | 0 | 0.2500 | 1 | 151 | 55.8% | -0.00 | 0.0002 | -0.001 | ||
| 66.80 | 69.20 | 22 | 67.2% | 0.99 | 0.0003 | 0.000 | 90 | 0.0500 | 0.3000 | 1,285 | 53.5% | -0.00 | 0.0003 | -0.002 | ||
| 61.80 | 64.60 | 102 | 64.0% | 0.99 | 0.0005 | 0.000 | 95 | 0.0500 | 0.3000 | 422 | 48.9% | -0.01 | 0.0005 | -0.003 | ||
| 59.30 | 62.10 | 1 | 60.7% | 0.99 | 0.0006 | 0.000 | 97.5 | 0 | 0.3000 | 297 | 45.7% | -0.01 | 0.0006 | -0.003 | ||
| 56.80 | 59.60 | 147 | 57.6% | 0.99 | 0.0007 | 0.000 | 100 | 0 | 0.3000 | 2,044 | 43.5% | -0.01 | 0.0007 | -0.004 | ||
| 52.20 | 54.70 | 102 | 55.0% | 0.98 | 0.0011 | -0.001 | 105 | 0 | 0.5500 | 1,481 | 43.2% | -0.01 | 0.0011 | -0.005 | ||
| 47.20 | 49.90 | 5 | 560 | 50.3% | 0.98 | 0.0016 | -0.003 | 110 | 0 | 0.4500 | 607 | 37.6% | -0.02 | 0.0016 | -0.007 | |
| 42.90 | 44.60 | 211 | 46.7% | 0.97 | 0.0024 | -0.007 | 115 | 0.0500 | 0.5500 | 402 | 35.3% | -0.03 | 0.0025 | -0.011 | ||
| 37.70 | 40.30 | 282 | 43.5% | 0.95 | 0.0036 | -0.011 | 120 | 0.2500 | 0.7000 | 694 | 34.1% | -0.05 | 0.0036 | -0.014 | ||
| 33.10 | 35.50 | 658 | 40.3% | 0.93 | 0.0050 | -0.016 | 125 | 0.6500 | 1.00 | 837 | 33.8% | -0.07 | 0.0051 | -0.019 | ||
| 28.70 | 31.00 | 2 | 1,129 | 38.4% | 0.90 | 0.0069 | -0.023 | 130 | 1.10 | 1.35 | 1,656 | 32.6% | -0.10 | 0.0070 | -0.025 | |
| 24.30 | 26.70 | 1,496 | 36.4% | 0.85 | 0.0090 | -0.030 | 135 | 1.80 | 2.25 | 190 | 32.8% | -0.14 | 0.0091 | -0.032 | ||
| 20.30 | 22.80 | 1 | 753 | 35.4% | 0.80 | 0.0112 | -0.037 | 140 | 2.75 | 3.10 | 1 | 446 | 31.9% | -0.20 | 0.0114 | -0.039 |
| 16.60 | 19.20 | 1,567 | 34.6% | 0.73 | 0.0134 | -0.043 | 145 | 4.10 | 4.50 | 179 | 31.8% | -0.27 | 0.0136 | -0.045 | ||
| 13.40 | 15.80 | 1,675 | 33.8% | 0.66 | 0.0151 | -0.049 | 150 | 5.80 | 6.20 | 294 | 31.5% | -0.34 | 0.0154 | -0.050 | ||
| 10.70 | 11.30 | 942 | 30.9% | 0.58 | 0.0162 | -0.052 | 155 | 8.00 | 8.30 | 21 | 124 | 31.3% | -0.42 | 0.0167 | -0.054 | |
| 8.30 | 8.70 | 12 | 500 | 30.5% | 0.50 | 0.0167 | -0.053 | 160 | 10.50 | 11.00 | 2 | 121 | 31.2% | -0.51 | 0.0172 | -0.055 |
| 6.30 | 6.70 | 9 | 2,961 | 30.4% | 0.42 | 0.0164 | -0.052 | 165 | 12.60 | 14.20 | 94 | 30.0% | -0.59 | 0.0171 | -0.053 | |
| 4.70 | 5.10 | 14 | 465 | 30.4% | 0.34 | 0.0154 | -0.049 | 170 | 15.60 | 18.00 | 3 | 29.8% | -0.67 | 0.0163 | -0.051 | |
| 3.50 | 3.90 | 11 | 292 | 30.7% | 0.28 | 0.0140 | -0.044 | 175 | 19.20 | 21.40 | 10 | 28.6% | -0.74 | 0.0150 | -0.046 | |
| 2.55 | 2.85 | 219 | 30.6% | 0.22 | 0.0124 | -0.039 | 180 | 23.10 | 25.50 | 27.8% | -0.80 | 0.0135 | -0.041 | |||
| 1.75 | 2.15 | 286 | 30.6% | 0.17 | 0.0106 | -0.034 | 185 | 27.40 | 29.70 | 26.0% | -0.86 | 0.0120 | -0.036 | |||
| 1.30 | 1.75 | 2 | 3,424 | 31.5% | 0.13 | 0.0088 | -0.028 | 190 | 32.60 | 34.50 | 29.0% | -0.90 | 0.0104 | -0.031 | ||
| 0.9000 | 1.20 | 124 | 31.3% | 0.10 | 0.0072 | -0.023 | 195 | 36.70 | 39.20 | -0.94 | 0.0089 | -0.025 | ||||
| 0.3500 | 1.15 | 727 | 31.4% | 0.07 | 0.0058 | -0.019 | 200 | 41.50 | 44.20 | -0.97 | 0.0073 | -0.022 | ||||
| 0.1500 | 0.7500 | 47 | 32.7% | 0.04 | 0.0036 | -0.012 | 210 | 51.30 | 54.90 | -1.00 | 0.0000 | -0.011 | ||||
| 0.1500 | 0.3500 | 62 | 33.5% | 0.02 | 0.0021 | -0.007 | 220 | 61.40 | 64.20 | -1.00 | 0.0000 | -0.011 | ||||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs