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BP p.l.c. BP

ENERGY · OIL & GAS INTEGRATED
i

Market dataready · fetched 2026-11-06T14:30:11.030Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T14:30:08.133030203Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T14:30:08.955785+00:00

Share price$44.33
1D-0.4%
$44.11$44.21$44.31$44.40$44.505:30 AM6:30 AM9:00 AM1:00 PMBP
Sold putSold call

BP p.l.c. options

Live interpolated BP call and put midpoint premiums by absolute delta.BP p.l.c.$0.21$1.58$2.95$4.32$5.68$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBP PRICE$0.36$0.48$0.58$0.65$1.25$1.30$2.11$2.41$0.41$0.56$0.55$0.68$0.84$1.02$1.24$2.13$2.91$5.29
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.6356.4%7.0%
25Δ46.0939.4%4.8%42.1458.5%6.2%
30Δ43.0145.3%4.2%
35Δ45.2334.1%3.1%43.3845.4%3.7%
40Δ44.9433.8%2.7%43.7446.0%3.2%
45Δ44.6632.0%2.2%44.0947.1%2.8%
50Δ44.4648.5%2.5%
55Δ45.1069.9%3.0%
60Δ43.8439.5%1.7%
65Δ43.5935.6%1.3%46.2771.4%2.2%
70Δ
75Δ42.6643.6%1.0%48.8393.9%1.8%
80Δ42.2543.1%0.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.63
IV
56.4%
B/E move
7.0%

25Δ

Calls
Pseudo strike
46.09
IV
39.4%
B/E move
4.8%
Puts
Pseudo strike
42.14
IV
58.5%
B/E move
6.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.01
IV
45.3%
B/E move
4.2%

35Δ

Calls
Pseudo strike
45.23
IV
34.1%
B/E move
3.1%
Puts
Pseudo strike
43.38
IV
45.4%
B/E move
3.7%

40Δ

Calls
Pseudo strike
44.94
IV
33.8%
B/E move
2.7%
Puts
Pseudo strike
43.74
IV
46.0%
B/E move
3.2%

45Δ

Calls
Pseudo strike
44.66
IV
32.0%
B/E move
2.2%
Puts
Pseudo strike
44.09
IV
47.1%
B/E move
2.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.46
IV
48.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.10
IV
69.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
43.84
IV
39.5%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
43.59
IV
35.6%
B/E move
1.3%
Puts
Pseudo strike
46.27
IV
71.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
42.66
IV
43.6%
B/E move
1.0%
Puts
Pseudo strike
48.83
IV
93.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
42.25
IV
43.1%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend34.02%
Daily close
BP24.3%36.6%48.9%2026-08-10: 31.92%2026-08-11: 39.45%2026-08-12: 34.05%2026-08-14: 25.98%2026-08-17: 29.85%2026-08-18: 29.68%2026-08-19: 29.96%2026-08-20: 30.80%2026-08-21: 29.14%2026-08-24: 28.93%2026-08-25: 28.33%2026-08-26: 30.15%2026-08-27: 29.64%2026-08-28: 26.49%2026-08-31: 31.17%2026-09-01: 28.69%2026-09-02: 29.29%2026-09-03: 29.35%2026-09-04: 28.11%2026-09-08: 32.44%2026-09-09: 33.68%2026-09-10: 33.93%2026-09-11: 31.00%2026-09-14: 33.86%2026-09-15: 33.61%2026-09-16: 33.37%2026-09-17: 31.54%2026-09-18: 30.46%2026-09-21: 33.94%2026-09-22: 34.94%2026-09-23: 33.49%2026-09-24: 37.07%2026-09-25: 31.34%2026-09-28: 34.43%2026-09-29: 33.17%2026-09-30: 34.71%2026-10-01: 32.03%2026-10-02: 30.66%2026-10-05: 34.58%2026-10-06: 34.21%2026-10-07: 35.06%2026-10-08: 35.90%2026-10-09: 32.98%2026-10-12: 35.30%2026-10-13: 34.49%2026-10-14: 36.17%2026-10-15: 33.39%2026-10-16: 34.38%2026-10-19: 34.58%2026-10-20: 38.14%2026-10-21: 35.77%2026-10-22: 41.50%2026-10-23: 36.85%2026-10-26: 40.66%2026-10-27: 41.18%2026-10-28: 45.82%2026-10-29: 47.20%2026-10-30: 34.02%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
31.92%
39.45%
34.05%
25.98%
29.85%
29.68%
29.96%
30.80%
29.14%
28.93%
28.33%
30.15%
29.64%
26.49%
31.17%
28.69%
29.29%
29.35%
28.11%
32.44%
33.68%
33.93%
31.00%
33.86%
33.61%
33.37%
31.54%
30.46%
33.94%
34.94%
33.49%
37.07%
31.34%
34.43%
33.17%
34.71%
32.03%
30.66%
34.58%
34.21%
35.06%
35.90%
32.98%
35.30%
34.49%
36.17%
33.39%
34.38%
34.58%
38.14%
35.77%
41.50%
36.85%
40.66%
41.18%
45.82%
47.20%
34.02%