EOG option chain EOG Resources, Inc.
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 ±19.6% (117.50–174.90) · ATM IV 31.6% · 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 | |
| 56.30 | 58.90 | 36.0% | 0.97 | 0.0017 | 0.000 | 90 | 0.3000 | 0.8000 | 36.6% | -0.04 | 0.0018 | -0.007 | ||||
| 51.40 | 54.20 | 33.4% | 0.96 | 0.0022 | -0.001 | 95 | 0.4000 | 1.20 | 35.8% | -0.05 | 0.0024 | -0.009 | ||||
| 47.00 | 49.70 | 2 | 34.2% | 0.95 | 0.0029 | -0.004 | 100 | 0.8500 | 1.40 | 6 | 35.0% | -0.06 | 0.0031 | -0.011 | ||
| 42.40 | 45.40 | 33.6% | 0.93 | 0.0037 | -0.007 | 105 | 1.30 | 1.85 | 3 | 34.3% | -0.08 | 0.0040 | -0.013 | |||
| 38.20 | 40.60 | 32.1% | 0.90 | 0.0047 | -0.010 | 110 | 1.85 | 2.65 | 34.1% | -0.11 | 0.0049 | -0.015 | ||||
| 34.20 | 36.50 | 32.3% | 0.87 | 0.0057 | -0.013 | 115 | 2.50 | 3.50 | 33.4% | -0.14 | 0.0060 | -0.018 | ||||
| 30.10 | 33.00 | 32.4% | 0.84 | 0.0068 | -0.016 | 120 | 3.40 | 4.40 | 32.7% | -0.18 | 0.0071 | -0.021 | ||||
| 26.50 | 29.10 | 32.0% | 0.80 | 0.0079 | -0.019 | 125 | 4.50 | 5.60 | 32.1% | -0.22 | 0.0082 | -0.023 | ||||
| 23.30 | 25.50 | 31.9% | 0.75 | 0.0090 | -0.022 | 130 | 5.90 | 7.00 | 31.6% | -0.27 | 0.0092 | -0.026 | ||||
| 19.70 | 22.20 | 30.9% | 0.70 | 0.0098 | -0.025 | 135 | 7.50 | 9.70 | 56 | 32.4% | -0.32 | 0.0101 | -0.028 | |||
| 17.30 | 20.00 | 32.2% | 0.65 | 0.0106 | -0.027 | 140 | 9.20 | 12.00 | 32.0% | -0.37 | 0.0108 | -0.029 | ||||
| 14.50 | 17.40 | 180 | 31.8% | 0.59 | 0.0111 | -0.029 | 145 | 11.40 | 14.10 | 2 | 31.4% | -0.43 | 0.0114 | -0.030 | ||
| 12.50 | 14.50 | 31.3% | 0.54 | 0.0113 | -0.030 | 150 | 14.30 | 16.70 | 31.6% | -0.48 | 0.0117 | -0.030 | ||||
| 10.10 | 12.90 | 31.4% | 0.49 | 0.0114 | -0.030 | 155 | 16.50 | 19.90 | 124 | 31.0% | -0.54 | 0.0119 | -0.030 | |||
| 8.50 | 11.00 | 1 | 6 | 31.4% | 0.43 | 0.0112 | -0.030 | 160 | 20.30 | 22.60 | 31.0% | -0.59 | 0.0118 | -0.030 | ||
| 6.80 | 9.50 | 100 | 31.2% | 0.38 | 0.0109 | -0.029 | 165 | 23.40 | 26.80 | 31.4% | -0.65 | 0.0116 | -0.029 | |||
| 5.40 | 8.20 | 31.1% | 0.34 | 0.0104 | -0.028 | 170 | 27.60 | 29.70 | 31.1% | -0.70 | 0.0113 | -0.027 | ||||
| 4.20 | 6.80 | 30.7% | 0.30 | 0.0098 | -0.026 | 175 | 31.50 | 33.70 | 31.2% | -0.74 | 0.0108 | -0.026 | ||||
| 3.30 | 5.90 | 30.8% | 0.26 | 0.0092 | -0.025 | 180 | 35.20 | 37.60 | 30.2% | -0.78 | 0.0101 | -0.023 | ||||
| 3.40 | 4.80 | 31.7% | 0.23 | 0.0085 | -0.023 | 185 | 39.30 | 42.10 | 30.2% | -0.82 | 0.0093 | -0.021 | ||||
| 2.70 | 4.30 | 32.0% | 0.20 | 0.0078 | -0.021 | 190 | 43.70 | 46.30 | 29.4% | -0.86 | 0.0084 | -0.018 | ||||
| 2.25 | 3.50 | 31.9% | 0.17 | 0.0071 | -0.019 | 195 | 48.40 | 50.80 | 29.3% | -0.89 | 0.0074 | -0.014 | ||||
| 1.90 | 2.90 | 2 | 32.1% | 0.15 | 0.0064 | -0.018 | 200 | 52.90 | 55.30 | 27.2% | -0.91 | 0.0064 | -0.011 | |||
| 1.00 | 2.10 | 1 | 2 | 31.7% | 0.11 | 0.0051 | -0.014 | 210 | 62.40 | 65.60 | -0.96 | 0.0069 | -0.005 | |||
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