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BP PLC ADR BP

ENERGY · OIL & GAS INTEGRATED
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Market dataready · fetched 2026-10-16T00:17:16.516Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:26:56.379709485Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:42.012459+00:00

Share price$48.36
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$0.30$2.39$4.48$6.57$8.65$41.12$44.57$48.02$51.46$54.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BP spot · $48.36BP PRICE$0.53$0.70$0.89$1.08$1.28$1.51$1.77$2.05$2.37$2.72$3.12$3.57$4.08$0.64$0.86$1.09$1.36$1.63$1.94$2.38$2.88$3.61$4.55$5.49$6.40$8.05
PutsExpensive1.05×
CallsCheap0.90×
SkewBearish+7.86 pp
Implied moveBearish±$4.15
TiltBearish22.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.2732.4%11.3%44.4535.6%9.4%
25Δ52.2632.0%9.5%45.3035.5%8.1%
30Δ51.5131.7%8.4%46.0735.5%7.0%
35Δ50.7631.5%7.2%46.7935.7%6.1%
40Δ50.0131.2%6.0%47.4935.2%5.2%
45Δ49.3931.0%5.3%48.1835.0%4.4%
50Δ48.7830.8%4.5%48.8736.4%3.9%
55Δ48.1930.8%3.9%49.6337.5%3.3%
60Δ47.5930.8%3.3%50.5739.5%2.9%
65Δ46.9930.8%2.8%51.7042.7%2.5%
70Δ46.3630.7%2.3%52.8445.0%2.1%
75Δ45.7030.6%1.9%54.0144.9%1.6%
80Δ45.0030.5%1.5%55.8748.4%1.1%

20Δ

Calls
Pseudo strike
53.27
IV
32.4%
B/E move
11.3%
Puts
Pseudo strike
44.45
IV
35.6%
B/E move
9.4%

25Δ

Calls
Pseudo strike
52.26
IV
32.0%
B/E move
9.5%
Puts
Pseudo strike
45.30
IV
35.5%
B/E move
8.1%

30Δ

Calls
Pseudo strike
51.51
IV
31.7%
B/E move
8.4%
Puts
Pseudo strike
46.07
IV
35.5%
B/E move
7.0%

35Δ

Calls
Pseudo strike
50.76
IV
31.5%
B/E move
7.2%
Puts
Pseudo strike
46.79
IV
35.7%
B/E move
6.1%

40Δ

Calls
Pseudo strike
50.01
IV
31.2%
B/E move
6.0%
Puts
Pseudo strike
47.49
IV
35.2%
B/E move
5.2%

45Δ

Calls
Pseudo strike
49.39
IV
31.0%
B/E move
5.3%
Puts
Pseudo strike
48.18
IV
35.0%
B/E move
4.4%

50Δ

Calls
Pseudo strike
48.78
IV
30.8%
B/E move
4.5%
Puts
Pseudo strike
48.87
IV
36.4%
B/E move
3.9%

55Δ

Calls
Pseudo strike
48.19
IV
30.8%
B/E move
3.9%
Puts
Pseudo strike
49.63
IV
37.5%
B/E move
3.3%

60Δ

Calls
Pseudo strike
47.59
IV
30.8%
B/E move
3.3%
Puts
Pseudo strike
50.57
IV
39.5%
B/E move
2.9%

65Δ

Calls
Pseudo strike
46.99
IV
30.8%
B/E move
2.8%
Puts
Pseudo strike
51.70
IV
42.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
46.36
IV
30.7%
B/E move
2.3%
Puts
Pseudo strike
52.84
IV
45.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
45.70
IV
30.6%
B/E move
1.9%
Puts
Pseudo strike
54.01
IV
44.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
45.00
IV
30.5%
B/E move
1.5%
Puts
Pseudo strike
55.87
IV
48.4%
B/E move
1.1%