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BP p.l.c. ADRhedged BPH

i

Market dataready · fetched 2026-11-12T02:41:45.135Z

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: 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 · 2026-11-12T01:00:00.052258617Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T02:41:44.610059+00:00

Share price$71.61
1D-0.0%
AH$71.45$71.47$71.50$71.52$71.545:30 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$0.66$1.63$2.60$3.57$4.53$65.62$68.47$71.32$74.17$77.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BPH spot · $71.61BPH PRICE$0.76$0.85$0.95$1.04$1.15$1.29$1.46$1.64$1.86$2.15$2.46$2.85$3.28$0.81$0.91$1.00$1.12$1.24$1.42$1.63$1.91$2.23$2.57$2.92$3.66$4.26
PutsCheap0.92×
CallsFair1.03×
SkewBearish+1.74 pp
Implied moveBearish±$3.09
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.4164.8%10.6%66.3762.5%8.4%
25Δ76.0653.3%7.4%68.0752.6%6.2%
30Δ74.6846.8%5.6%69.2245.8%4.7%
35Δ73.6641.4%4.3%70.0841.2%3.7%
40Δ72.8937.7%3.4%70.7238.1%3.0%
45Δ72.3235.6%2.8%71.2836.2%2.4%
50Δ71.8033.8%2.3%71.7835.2%2.0%
55Δ71.3332.5%1.9%72.2934.9%1.7%
60Δ70.8731.6%1.6%72.8135.3%1.4%
65Δ70.4031.6%1.3%73.3435.2%1.2%
70Δ69.9131.7%1.1%73.8734.7%0.9%
75Δ69.3831.7%0.9%74.7437.5%0.7%
80Δ68.8131.7%0.7%75.4737.5%0.5%

20Δ

Calls
Pseudo strike
78.41
IV
64.8%
B/E move
10.6%
Puts
Pseudo strike
66.37
IV
62.5%
B/E move
8.4%

25Δ

Calls
Pseudo strike
76.06
IV
53.3%
B/E move
7.4%
Puts
Pseudo strike
68.07
IV
52.6%
B/E move
6.2%

30Δ

Calls
Pseudo strike
74.68
IV
46.8%
B/E move
5.6%
Puts
Pseudo strike
69.22
IV
45.8%
B/E move
4.7%

35Δ

Calls
Pseudo strike
73.66
IV
41.4%
B/E move
4.3%
Puts
Pseudo strike
70.08
IV
41.2%
B/E move
3.7%

40Δ

Calls
Pseudo strike
72.89
IV
37.7%
B/E move
3.4%
Puts
Pseudo strike
70.72
IV
38.1%
B/E move
3.0%

45Δ

Calls
Pseudo strike
72.32
IV
35.6%
B/E move
2.8%
Puts
Pseudo strike
71.28
IV
36.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
71.80
IV
33.8%
B/E move
2.3%
Puts
Pseudo strike
71.78
IV
35.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
71.33
IV
32.5%
B/E move
1.9%
Puts
Pseudo strike
72.29
IV
34.9%
B/E move
1.7%

60Δ

Calls
Pseudo strike
70.87
IV
31.6%
B/E move
1.6%
Puts
Pseudo strike
72.81
IV
35.3%
B/E move
1.4%

65Δ

Calls
Pseudo strike
70.40
IV
31.6%
B/E move
1.3%
Puts
Pseudo strike
73.34
IV
35.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
69.91
IV
31.7%
B/E move
1.1%
Puts
Pseudo strike
73.87
IV
34.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
69.38
IV
31.7%
B/E move
0.9%
Puts
Pseudo strike
74.74
IV
37.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
68.81
IV
31.7%
B/E move
0.7%
Puts
Pseudo strike
75.47
IV
37.5%
B/E move
0.5%

Options history

IV · four-Friday blend32.44%
Daily EOD
BPH31.4%32.5%33.7%2026-10-20: 31.63%2026-10-21: 31.55%2026-10-22: 33.13%2026-10-26: 33.51%2026-10-27: 32.69%2026-10-28: 32.84%2026-10-29: 32.44%Oct 20Oct 26Oct 29
7 observations2026-10-20 — 2026-10-29
Table
DateIV (%)
31.63%
31.55%
33.13%
33.51%
32.69%
32.84%
32.44%