CVX Volatility Skew

The at-the-money implied volatility for Chevron Corporation (CVX) options expiring Nov 20, 2026 (6 DTE) is 28.5%.

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Implied Volatility Stats

Showing results for 2026-11-20(m), calls & puts

Expiration Date Avg IV
2026-11-20(m) calls 27.84%
2026-11-20(m) puts 31.41%

CVX Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is CVX's one-year implied volatility range?

Over the past year, Chevron 30-day implied volatility ranged from 17.7% on Dec 1, 2025 to 33.4% on Apr 30, 2026.

How has CVX implied volatility changed recently?

Chevron 30-day implied volatility went from 28.9% on Oct 16, 2026 to 26.0% on Nov 13, 2026. See the CVX implied volatility history for a longer view.

What is Chevron Corporation?

Chevron is an integrated energy company with exploration, production, and refining operations worldwide.

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