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BP p.l.c. ADRhedged BPH

i

Market datapartial · fetched 2026-10-22T21:05:31.691Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.002649164Z

FundamentalsAlpha Vantage · unavailable

Share price$78.42
1D+0.5%
AH$77.97$78.10$78.22$78.34$78.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBPH
Sold putSold callAH

BP p.l.c. ADRhedged options

Live interpolated BPH call and put midpoint premiums by absolute delta.BP p.l.c. ADRhedged$2.39$3.42$4.45$5.48$6.50$65.93$71.66$77.39$83.12$88.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BPH spot · $78.42BPH PRICE$2.50$2.50$2.50$3.12$3.57$3.53$4.33$5.16$5.92$6.17$2.50$2.50$2.50$2.50$2.52$3.02$3.42$3.69$4.62$5.46$6.21
PutsExpensive1.86×
CallsExpensive1.05×
SkewBearish+9.38 pp
Implied moveBearish±$6.55
TiltBalanced0.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.7189.4%19.4%
25Δ70.3768.6%13.5%
30Δ73.4454.7%9.5%
35Δ84.1852.0%10.5%75.5544.8%6.9%
40Δ81.7342.5%7.4%77.0537.6%5.0%
45Δ80.1035.4%5.3%78.0637.8%4.3%
50Δ79.1137.7%4.9%79.0836.4%3.5%
55Δ78.0737.2%4.1%79.9733.7%2.7%
60Δ77.2731.6%3.0%81.1536.1%2.4%
65Δ76.1733.6%2.6%82.3136.8%2.0%
70Δ75.0535.1%2.3%83.4536.1%1.5%
75Δ73.9635.1%1.9%
80Δ73.3131.5%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
65.71
IV
89.4%
B/E move
19.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.37
IV
68.6%
B/E move
13.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.44
IV
54.7%
B/E move
9.5%

35Δ

Calls
Pseudo strike
84.18
IV
52.0%
B/E move
10.5%
Puts
Pseudo strike
75.55
IV
44.8%
B/E move
6.9%

40Δ

Calls
Pseudo strike
81.73
IV
42.5%
B/E move
7.4%
Puts
Pseudo strike
77.05
IV
37.6%
B/E move
5.0%

45Δ

Calls
Pseudo strike
80.10
IV
35.4%
B/E move
5.3%
Puts
Pseudo strike
78.06
IV
37.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
79.11
IV
37.7%
B/E move
4.9%
Puts
Pseudo strike
79.08
IV
36.4%
B/E move
3.5%

55Δ

Calls
Pseudo strike
78.07
IV
37.2%
B/E move
4.1%
Puts
Pseudo strike
79.97
IV
33.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
77.27
IV
31.6%
B/E move
3.0%
Puts
Pseudo strike
81.15
IV
36.1%
B/E move
2.4%

65Δ

Calls
Pseudo strike
76.17
IV
33.6%
B/E move
2.6%
Puts
Pseudo strike
82.31
IV
36.8%
B/E move
2.0%

70Δ

Calls
Pseudo strike
75.05
IV
35.1%
B/E move
2.3%
Puts
Pseudo strike
83.45
IV
36.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
73.96
IV
35.1%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
73.31
IV
31.5%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

BPH31.5131.5931.662026-10-20: 31.63%2026-10-21: 31.55%Oct 20Oct 21
Table
DateIV
31.63%
31.55%