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Devon Energy Corporation DVN

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-16T00:18:22.687Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:22.107841+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$0.47$1.98$3.50$5.02$6.53$41.48$45.32$49.15$52.99$56.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DVN spot · $49.20DVN PRICE$0.63$0.85$1.07$1.32$1.59$1.87$2.20$2.61$3.03$3.46$4.12$4.79$5.65$0.69$0.95$1.21$1.47$1.81$2.15$2.50$2.95$3.46$3.98$4.60$5.35$6.09
PutsCheap0.93×
CallsFair0.98×
SkewBullish-1.49 pp
Implied moveBearish±$4.69
TiltBearish5.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ55.1338.6%13.3%44.9938.0%10.0%
25Δ54.0838.6%11.6%45.8437.8%8.8%
30Δ53.0638.4%10.0%46.6837.7%7.6%
35Δ52.1438.3%8.7%47.5237.6%6.4%
40Δ51.3338.1%7.6%48.2637.5%5.6%
45Δ50.5237.9%6.5%48.9937.4%4.8%
50Δ49.7337.9%5.5%49.7337.3%4.0%
55Δ48.9838.3%4.9%50.5037.3%3.4%
60Δ48.2238.7%4.2%51.2937.4%2.8%
65Δ47.4639.2%3.5%52.0837.5%2.2%
70Δ46.5340.0%3.0%52.9637.5%1.7%
75Δ45.6040.9%2.4%53.9337.4%1.3%
80Δ44.5042.2%1.9%54.9037.3%0.8%

20Δ

Calls
Pseudo strike
55.13
IV
38.6%
B/E move
13.3%
Puts
Pseudo strike
44.99
IV
38.0%
B/E move
10.0%

25Δ

Calls
Pseudo strike
54.08
IV
38.6%
B/E move
11.6%
Puts
Pseudo strike
45.84
IV
37.8%
B/E move
8.8%

30Δ

Calls
Pseudo strike
53.06
IV
38.4%
B/E move
10.0%
Puts
Pseudo strike
46.68
IV
37.7%
B/E move
7.6%

35Δ

Calls
Pseudo strike
52.14
IV
38.3%
B/E move
8.7%
Puts
Pseudo strike
47.52
IV
37.6%
B/E move
6.4%

40Δ

Calls
Pseudo strike
51.33
IV
38.1%
B/E move
7.6%
Puts
Pseudo strike
48.26
IV
37.5%
B/E move
5.6%

45Δ

Calls
Pseudo strike
50.52
IV
37.9%
B/E move
6.5%
Puts
Pseudo strike
48.99
IV
37.4%
B/E move
4.8%

50Δ

Calls
Pseudo strike
49.73
IV
37.9%
B/E move
5.5%
Puts
Pseudo strike
49.73
IV
37.3%
B/E move
4.0%

55Δ

Calls
Pseudo strike
48.98
IV
38.3%
B/E move
4.9%
Puts
Pseudo strike
50.50
IV
37.3%
B/E move
3.4%

60Δ

Calls
Pseudo strike
48.22
IV
38.7%
B/E move
4.2%
Puts
Pseudo strike
51.29
IV
37.4%
B/E move
2.8%

65Δ

Calls
Pseudo strike
47.46
IV
39.2%
B/E move
3.5%
Puts
Pseudo strike
52.08
IV
37.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
46.53
IV
40.0%
B/E move
3.0%
Puts
Pseudo strike
52.96
IV
37.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
45.60
IV
40.9%
B/E move
2.4%
Puts
Pseudo strike
53.93
IV
37.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
44.50
IV
42.2%
B/E move
1.9%
Puts
Pseudo strike
54.90
IV
37.3%
B/E move
0.8%