FANG option chain Diamondback Energy, Inc.
Cboe delayed options data · as of 03:37 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 ±11.6% (179.52–226.72) · ATM IV 36.1% · P/C open interest 0.68
| 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 | |
| 96.60 | 100.50 | 85.2% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 2.15 | 5 | 97.0% | -0.00 | 0.0001 | -0.002 | |||
| 91.60 | 95.50 | 79.2% | 1.00 | 0.0001 | 0.000 | 110 | 0 | 0.7000 | 142 | 74.8% | -0.00 | 0.0002 | -0.003 | |||
| 86.60 | 90.50 | 73.4% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 0.7000 | 22 | 69.9% | -0.00 | 0.0003 | -0.004 | |||
| 81.40 | 85.50 | 63.4% | 1.00 | 0.0002 | 0.000 | 120 | 0 | 0.7500 | 39 | 65.9% | -0.01 | 0.0004 | -0.005 | |||
| 76.40 | 80.50 | 58.2% | 1.00 | 0.0003 | 0.000 | 125 | 0 | 0.7500 | 1 | 53 | 61.4% | -0.01 | 0.0005 | -0.007 | ||
| 71.40 | 75.60 | 1 | 55.6% | 0.99 | 0.0004 | 0.000 | 130 | 0 | 0.6000 | 260 | 55.0% | -0.01 | 0.0007 | -0.009 | ||
| 66.70 | 70.60 | 55.9% | 0.99 | 0.0007 | 0.000 | 135 | 0 | 0.7000 | 181 | 52.2% | -0.01 | 0.0009 | -0.012 | |||
| 61.50 | 65.60 | 3 | 48.2% | 0.99 | 0.0010 | -0.004 | 140 | 0.0500 | 0.9500 | 197 | 51.2% | -0.02 | 0.0013 | -0.015 | ||
| 56.80 | 60.80 | 2 | 49.8% | 0.98 | 0.0015 | -0.009 | 145 | 0 | 1.15 | 128 | 48.3% | -0.03 | 0.0017 | -0.019 | ||
| 52.30 | 55.90 | 29 | 49.8% | 0.97 | 0.0021 | -0.016 | 150 | 0.0500 | 2.05 | 2 | 158 | 50.2% | -0.04 | 0.0022 | -0.024 | |
| 47.30 | 51.10 | 10 | 46.4% | 0.96 | 0.0029 | -0.023 | 155 | 0 | 1.65 | 1,046 | 43.4% | -0.05 | 0.0030 | -0.030 | ||
| 42.60 | 46.30 | 98 | 44.3% | 0.94 | 0.0039 | -0.031 | 160 | 0.5500 | 1.45 | 1 | 44 | 41.0% | -0.07 | 0.0038 | -0.036 | |
| 38.00 | 41.70 | 61 | 42.9% | 0.92 | 0.0050 | -0.041 | 165 | 0.6000 | 1.55 | 88 | 37.4% | -0.09 | 0.0049 | -0.044 | ||
| 33.40 | 37.20 | 29 | 41.1% | 0.89 | 0.0063 | -0.050 | 170 | 0.7500 | 2.90 | 188 | 38.5% | -0.12 | 0.0061 | -0.053 | ||
| 29.10 | 32.70 | 39 | 39.5% | 0.85 | 0.0077 | -0.060 | 175 | 2.05 | 3.10 | 127 | 38.1% | -0.15 | 0.0074 | -0.061 | ||
| 25.10 | 29.00 | 50 | 39.7% | 0.81 | 0.0091 | -0.069 | 180 | 2.10 | 4.80 | 1 | 158 | 37.3% | -0.19 | 0.0089 | -0.070 | |
| 21.80 | 24.80 | 1 | 234 | 39.1% | 0.76 | 0.0105 | -0.078 | 185 | 2.95 | 5.50 | 250 | 35.1% | -0.24 | 0.0104 | -0.079 | |
| 18.40 | 21.20 | 11 | 319 | 38.4% | 0.70 | 0.0118 | -0.085 | 190 | 4.60 | 7.50 | 363 | 36.1% | -0.30 | 0.0117 | -0.086 | |
| 15.00 | 17.90 | 35 | 1,339 | 37.3% | 0.64 | 0.0128 | -0.091 | 195 | 6.80 | 8.30 | 14 | 134 | 34.7% | -0.36 | 0.0128 | -0.092 |
| 12.60 | 14.90 | 35 | 598 | 37.4% | 0.57 | 0.0135 | -0.094 | 200 | 8.40 | 11.30 | 111 | 34.9% | -0.43 | 0.0136 | -0.095 | |
| 7.80 | 9.00 | 215 | 743 | 34.5% | 0.44 | 0.0136 | -0.093 | 210 | 13.40 | 17.00 | 144 | 34.3% | -0.57 | 0.0139 | -0.094 | |
| 4.10 | 6.80 | 23 | 1,247 | 35.3% | 0.31 | 0.0123 | -0.084 | 220 | 19.90 | 23.70 | 5 | 33.4% | -0.69 | 0.0126 | -0.084 | |
| 2.05 | 4.70 | 213 | 563 | 35.7% | 0.22 | 0.0100 | -0.070 | 230 | 28.10 | 31.60 | 2 | 33.7% | -0.80 | 0.0103 | -0.068 | |
| 0.8500 | 2.65 | 92 | 34.5% | 0.14 | 0.0076 | -0.055 | 240 | 36.70 | 39.90 | 31.0% | -0.87 | 0.0078 | -0.051 | |||
| 0.1000 | 2.50 | 112 | 37.2% | 0.09 | 0.0056 | -0.041 | 250 | 46.00 | 49.70 | 32.7% | -0.92 | 0.0055 | -0.035 | |||
| 0 | 2.65 | 75 | 42.4% | 0.06 | 0.0040 | -0.030 | 260 | 55.60 | 59.30 | 30.6% | -0.95 | 0.0038 | -0.022 | |||
| 0 | 2.55 | 43 | 46.7% | 0.04 | 0.0028 | -0.022 | 270 | 65.30 | 69.00 | -0.97 | 0.0025 | -0.011 | ||||
| 0 | 2.35 | 28 | 50.2% | 0.03 | 0.0019 | -0.016 | 280 | 75.20 | 79.10 | -0.98 | 0.0016 | -0.004 | ||||
| 0 | 1.10 | 5 | 47.0% | 0.02 | 0.0014 | -0.012 | 290 | 85.10 | 88.80 | -0.99 | 0.0011 | 0.000 | ||||
| 0 | 0.8500 | 45 | 48.5% | 0.01 | 0.0010 | -0.009 | 300 | 95.10 | 99.00 | -0.99 | 0.0007 | 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