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Devon Energy Corporation DVN

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-16T01:01:33.214Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:29.712074951Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:32.778165+00:00

Share price$49.20
1D-1.3%
AH$48.81$49.16$49.52$49.87$50.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDVN
Sold putSold callAH

Devon Energy Corporation options

Live interpolated DVN call and put midpoint premiums by absolute delta.Devon Energy Corporation$0.08$0.69$1.31$1.92$2.54$47.61$48.39$49.18$49.96$50.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DVN spot · $49.20DVN PRICE$0.17$0.16$0.22$0.27$0.33$0.39$0.44$0.50$0.62$0.84$1.06$1.27$2.36$0.15$0.20$0.24$0.28$0.31$0.37$0.43$0.50$0.56$0.64$0.73$0.81$0.89
PutsCheap0.74×
CallsExpensive1.13×
SkewBullish-12.32 pp
Implied moveBalanced±$0.88
TiltBullish17.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.6387.3%5.3%48.1847.8%2.4%
25Δ49.9642.4%1.9%48.3649.2%2.1%
30Δ49.8143.4%1.7%48.5549.3%1.8%
35Δ49.6644.3%1.5%48.7445.8%1.5%
40Δ49.5245.3%1.3%48.9342.2%1.2%
45Δ49.3744.4%1.1%49.0840.8%1.0%
50Δ49.2343.2%1.0%49.2140.5%0.8%
55Δ49.0942.1%0.8%49.3540.2%0.7%
60Δ48.9144.4%0.7%49.4839.9%0.6%
65Δ48.6852.1%0.6%49.6139.0%0.5%
70Δ48.4458.5%0.6%49.7437.9%0.4%
75Δ48.1760.4%0.5%49.8736.8%0.3%
80Δ47.0797.3%0.5%49.9935.7%0.2%

20Δ

Calls
Pseudo strike
51.63
IV
87.3%
B/E move
5.3%
Puts
Pseudo strike
48.18
IV
47.8%
B/E move
2.4%

25Δ

Calls
Pseudo strike
49.96
IV
42.4%
B/E move
1.9%
Puts
Pseudo strike
48.36
IV
49.2%
B/E move
2.1%

30Δ

Calls
Pseudo strike
49.81
IV
43.4%
B/E move
1.7%
Puts
Pseudo strike
48.55
IV
49.3%
B/E move
1.8%

35Δ

Calls
Pseudo strike
49.66
IV
44.3%
B/E move
1.5%
Puts
Pseudo strike
48.74
IV
45.8%
B/E move
1.5%

40Δ

Calls
Pseudo strike
49.52
IV
45.3%
B/E move
1.3%
Puts
Pseudo strike
48.93
IV
42.2%
B/E move
1.2%

45Δ

Calls
Pseudo strike
49.37
IV
44.4%
B/E move
1.1%
Puts
Pseudo strike
49.08
IV
40.8%
B/E move
1.0%

50Δ

Calls
Pseudo strike
49.23
IV
43.2%
B/E move
1.0%
Puts
Pseudo strike
49.21
IV
40.5%
B/E move
0.8%

55Δ

Calls
Pseudo strike
49.09
IV
42.1%
B/E move
0.8%
Puts
Pseudo strike
49.35
IV
40.2%
B/E move
0.7%

60Δ

Calls
Pseudo strike
48.91
IV
44.4%
B/E move
0.7%
Puts
Pseudo strike
49.48
IV
39.9%
B/E move
0.6%

65Δ

Calls
Pseudo strike
48.68
IV
52.1%
B/E move
0.6%
Puts
Pseudo strike
49.61
IV
39.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
48.44
IV
58.5%
B/E move
0.6%
Puts
Pseudo strike
49.74
IV
37.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
48.17
IV
60.4%
B/E move
0.5%
Puts
Pseudo strike
49.87
IV
36.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
47.07
IV
97.3%
B/E move
0.5%
Puts
Pseudo strike
49.99
IV
35.7%
B/E move
0.2%