IntraAlpha
Create free account Start free

BP p.l.c. BP

i

Market datapartial · fetched 2026-11-05T21:42:01.324Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T21:39:16.346436481Z

FundamentalsAlpha Vantage · unavailable

Share price$44.70
1D-3.4%
AH$44.57$45.04$45.52$45.99$46.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBP
Sold putSold callAH

BP p.l.c. options

Live interpolated BP call and put midpoint premiums by absolute delta.BP p.l.c.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEBP PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend34.02%
Daily close
BP24.3%36.6%48.9%2026-08-07: 30.07%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 7Sep 21Oct 30
59 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
30.07%
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%