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BP PLC ADR BP

ENERGY · OIL & GAS INTEGRATED
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Market dataready · fetched 2026-10-15T21:02:02.571Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.004488939Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:54:53.056967+00:00

Share price$48.44
1D-1.0%
AH$48.24$48.50$48.77$49.03$49.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBP
Sold putSold callAH

BP PLC ADR options

Live interpolated BP call and put midpoint premiums by absolute delta.BP PLC ADR$0.01$1.34$2.68$4.02$5.36$45.87$47.14$48.41$49.68$50.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $48.44OPTION PRICELive BP spot · $48.44BP PRICE$0.43$0.15$0.92$0.74$0.57$0.39$0.33$0.39$0.45$0.52$0.58$0.72$0.87$0.79$0.49$0.18$0.19$0.22$0.24$0.27$0.33$0.45$0.56$0.68$2.42$4.97
PutsExpensive3.53×
CallsExpensive4.28×
SkewBearish+2.21 pp
Implied moveBullish±$0.59
TiltBearish25.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.44168.1%9.1%41.76339.0%15.4%
25Δ49.2944.0%2.1%44.82189.6%8.5%
30Δ52.98245.8%11.3%47.8840.3%1.5%
35Δ51.71185.1%8.3%48.1032.7%1.1%
40Δ50.44124.4%5.3%48.2130.6%0.9%
45Δ49.1763.6%2.3%48.3228.6%0.7%
50Δ48.4531.8%0.7%48.4326.6%0.6%
55Δ48.3431.9%0.6%48.5526.6%0.5%
60Δ48.2432.0%0.5%48.6929.8%0.4%
65Δ48.1332.2%0.4%48.8233.0%0.4%
70Δ48.0232.3%0.3%48.9636.3%0.3%
75Δ47.8633.7%0.3%50.6094.9%0.5%
80Δ47.6735.4%0.2%52.99180.9%0.9%

20Δ

Calls
Pseudo strike
52.44
IV
168.1%
B/E move
9.1%
Puts
Pseudo strike
41.76
IV
339.0%
B/E move
15.4%

25Δ

Calls
Pseudo strike
49.29
IV
44.0%
B/E move
2.1%
Puts
Pseudo strike
44.82
IV
189.6%
B/E move
8.5%

30Δ

Calls
Pseudo strike
52.98
IV
245.8%
B/E move
11.3%
Puts
Pseudo strike
47.88
IV
40.3%
B/E move
1.5%

35Δ

Calls
Pseudo strike
51.71
IV
185.1%
B/E move
8.3%
Puts
Pseudo strike
48.10
IV
32.7%
B/E move
1.1%

40Δ

Calls
Pseudo strike
50.44
IV
124.4%
B/E move
5.3%
Puts
Pseudo strike
48.21
IV
30.6%
B/E move
0.9%

45Δ

Calls
Pseudo strike
49.17
IV
63.6%
B/E move
2.3%
Puts
Pseudo strike
48.32
IV
28.6%
B/E move
0.7%

50Δ

Calls
Pseudo strike
48.45
IV
31.8%
B/E move
0.7%
Puts
Pseudo strike
48.43
IV
26.6%
B/E move
0.6%

55Δ

Calls
Pseudo strike
48.34
IV
31.9%
B/E move
0.6%
Puts
Pseudo strike
48.55
IV
26.6%
B/E move
0.5%

60Δ

Calls
Pseudo strike
48.24
IV
32.0%
B/E move
0.5%
Puts
Pseudo strike
48.69
IV
29.8%
B/E move
0.4%

65Δ

Calls
Pseudo strike
48.13
IV
32.2%
B/E move
0.4%
Puts
Pseudo strike
48.82
IV
33.0%
B/E move
0.4%

70Δ

Calls
Pseudo strike
48.02
IV
32.3%
B/E move
0.3%
Puts
Pseudo strike
48.96
IV
36.3%
B/E move
0.3%

75Δ

Calls
Pseudo strike
47.86
IV
33.7%
B/E move
0.3%
Puts
Pseudo strike
50.60
IV
94.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
47.67
IV
35.4%
B/E move
0.2%
Puts
Pseudo strike
52.99
IV
180.9%
B/E move
0.9%