DVN · Expected Move
Devon Energy Corporation
The expected move for DVN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
DVN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current DVN Expected Move
30-Day Straddle
$4.59
7-Day Straddle
$1.99
30-Day ATM IV
39.8%
IV Rank
75%
Implied one-standard-deviation move through the next 30 days. Compare to DVN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
DVN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $4.59 | $1.99 | 39.8% | 75% |
| 20261015 | $4.30 | $2.29 | 38.5% | 63% |
| 20261014 | $4.27 | $2.28 | 37.5% | 53% |
| 20261013 | $4.40 | $2.31 | 37.9% | 57% |
| 20261012 | $4.47 | $1.47 | 38.5% | 63% |
| 20261009 | $3.96 | $1.83 | 37.2% | 50% |
| 20261008 | $4.16 | $2.07 | 37.9% | 57% |
| 20261007 | $4.25 | $2.10 | 38.8% | 66% |
| 20261006 | $4.24 | $2.23 | 38.0% | 58% |
| 20261005 | $4.27 | $1.51 | 37.3% | 52% |
| 20261002 | $3.68 | $1.73 | 35.3% | 32% |
| 20261001 | $3.88 | $1.91 | 36.8% | 47% |
| 20260930 | $3.92 | $2.23 | 37.5% | 53% |
| 20260929 | $4.13 | $2.32 | 37.3% | 51% |
| 20260928 | $4.12 | $1.70 | 37.3% | 51% |
| 20260925 | $3.57 | $1.78 | 34.8% | 28% |
| 20260924 | $4.10 | $2.41 | 37.3% | 52% |
| 20260923 | $3.88 | $2.21 | 35.5% | 35% |
| 20260922 | $4.04 | $2.33 | 37.2% | 50% |
| 20260921 | $4.05 | $1.59 | 35.5% | 34% |
| 20260918 | $3.75 | $1.80 | 33.7% | 17% |
| 20260917 | $3.94 | $2.02 | 34.4% | 24% |
| 20260916 | $4.15 | $2.23 | 37.4% | 52% |
| 20260915 | $4.37 | $2.50 | 35.6% | 35% |
| 20260914 | $14.86 | $1.69 | 35.6% | 36% |
| 20260911 | $3.99 | $15.43 | 35.3% | 33% |
| 20260910 | $3.82 | $15.75 | 34.3% | 23% |
| 20260909 | $3.83 | $2.17 | 34.4% | 25% |
| 20260908 | $3.88 | $2.31 | 34.6% | 26% |
| 20260904 | $3.42 | $1.54 | 32.3% | 4% |
| 20260903 | $3.55 | $1.73 | 32.2% | 3% |
| 20260902 | $3.55 | $1.92 | 31.9% | 1% |
| 20260901 | $3.83 | $2.12 | 33.8% | 18% |
| 20260831 | $3.84 | $1.48 | 32.9% | 10% |
| 20260828 | $3.44 | $1.66 | 32.8% | 9% |
| 20260827 | $3.63 | $1.84 | 34.1% | 21% |
| 20260826 | $3.62 | $2.07 | 33.6% | 17% |
| 20260825 | $3.67 | $2.13 | 33.8% | 18% |
| 20260824 | $3.83 | $1.48 | 33.8% | 18% |
| 20260821 | $15.68 | $1.71 | 32.6% | 7% |
| 20260820 | $15.80 | $1.77 | 34.2% | 22% |
| 20260819 | $3.74 | $1.98 | 33.9% | 20% |
| 20260818 | $3.90 | $2.30 | 34.9% | 29% |
| 20260817 | $3.97 | $1.54 | 34.9% | 29% |
| 20260814 | $3.42 | $1.64 | 33.3% | 14% |
| 20260813 | $3.23 | $1.65 | 31.8% | 0% |
| 20260812 | $3.28 | $1.78 | 31.8% | 0% |
| 20260811 | $3.54 | $2.01 | 32.4% | 0% |
| 20260810 | $3.59 | $1.50 | 33.7% | 6% |
| 20260807 | — | — | 33.2% | 0% |
| 20260806 | $3.60 | $1.99 | 37.3% | 36% |
| 20260805 | $3.63 | $2.05 | 37.8% | 41% |
| 20260804 | $4.15 | $2.71 | 40.6% | 71% |
| 20260803 | $4.38 | $2.25 | 41.5% | 82% |
| 20260731 | $4.12 | $2.46 | 41.5% | 82% |
| 20260730 | $4.03 | $2.59 | 40.9% | 75% |
| 20260729 | $4.34 | $2.85 | 42.1% | 88% |
| 20260728 | $4.11 | $2.71 | 40.6% | 72% |
| 20260727 | $4.31 | $1.60 | 42.4% | 92% |
| 20260724 | $4.17 | $1.94 | 41.8% | 85% |
More on DVN
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.