Share price$150.48
1D-1.2%
Sold putSold callAH
Chord Energy Corp CHRD
ENERGY · OIL & GAS E&Pi
Market dataready · fetched 2026-10-23T06:04:49.189Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:02.394790295Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:57:04.150198+00:00
Chord Energy Corp options
PutsExpensive1.34×
CallsFair1.03×
SkewBearish+5.93 pp
Implied moveBearish±$15.12
TiltBearish14.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 166.26 | 38.7% | 11.6% | 137.11 | 44.0% | 10.4% |
| 25Δ | 162.74 | 36.9% | 9.6% | 139.93 | 44.6% | 9.0% |
| 30Δ | 159.47 | 34.9% | 7.8% | 142.42 | 45.1% | 7.9% |
| 35Δ | 157.76 | 37.4% | 7.3% | 144.91 | 45.6% | 6.9% |
| 40Δ | 156.06 | 39.9% | 6.7% | 147.34 | 46.9% | 6.2% |
| 45Δ | 154.16 | 41.5% | 6.1% | 149.76 | 48.2% | 5.4% |
| 50Δ | 151.96 | 41.5% | 5.3% | 152.21 | 47.5% | 4.6% |
| 55Δ | 149.74 | 41.6% | 4.5% | 154.67 | 46.5% | 3.8% |
| 60Δ | 147.47 | 42.2% | 3.9% | 157.21 | 46.1% | 3.1% |
| 65Δ | 145.19 | 42.9% | 3.3% | 159.76 | 45.7% | 2.5% |
| 70Δ | 142.88 | 42.3% | 2.7% | 162.89 | 46.3% | 2.0% |
| 75Δ | 140.57 | 41.5% | 2.1% | 166.28 | 47.0% | 1.5% |
| 80Δ | 137.47 | 42.6% | 1.7% | 170.11 | 47.6% | 1.0% |
20Δ
- Pseudo strike
- 166.26
- IV
- 38.7%
- B/E move
- 11.6%
- Pseudo strike
- 137.11
- IV
- 44.0%
- B/E move
- 10.4%
25Δ
- Pseudo strike
- 162.74
- IV
- 36.9%
- B/E move
- 9.6%
- Pseudo strike
- 139.93
- IV
- 44.6%
- B/E move
- 9.0%
30Δ
- Pseudo strike
- 159.47
- IV
- 34.9%
- B/E move
- 7.8%
- Pseudo strike
- 142.42
- IV
- 45.1%
- B/E move
- 7.9%
35Δ
- Pseudo strike
- 157.76
- IV
- 37.4%
- B/E move
- 7.3%
- Pseudo strike
- 144.91
- IV
- 45.6%
- B/E move
- 6.9%
40Δ
- Pseudo strike
- 156.06
- IV
- 39.9%
- B/E move
- 6.7%
- Pseudo strike
- 147.34
- IV
- 46.9%
- B/E move
- 6.2%
45Δ
- Pseudo strike
- 154.16
- IV
- 41.5%
- B/E move
- 6.1%
- Pseudo strike
- 149.76
- IV
- 48.2%
- B/E move
- 5.4%
50Δ
- Pseudo strike
- 151.96
- IV
- 41.5%
- B/E move
- 5.3%
- Pseudo strike
- 152.21
- IV
- 47.5%
- B/E move
- 4.6%
55Δ
- Pseudo strike
- 149.74
- IV
- 41.6%
- B/E move
- 4.5%
- Pseudo strike
- 154.67
- IV
- 46.5%
- B/E move
- 3.8%
60Δ
- Pseudo strike
- 147.47
- IV
- 42.2%
- B/E move
- 3.9%
- Pseudo strike
- 157.21
- IV
- 46.1%
- B/E move
- 3.1%
65Δ
- Pseudo strike
- 145.19
- IV
- 42.9%
- B/E move
- 3.3%
- Pseudo strike
- 159.76
- IV
- 45.7%
- B/E move
- 2.5%
70Δ
- Pseudo strike
- 142.88
- IV
- 42.3%
- B/E move
- 2.7%
- Pseudo strike
- 162.89
- IV
- 46.3%
- B/E move
- 2.0%
75Δ
- Pseudo strike
- 140.57
- IV
- 41.5%
- B/E move
- 2.1%
- Pseudo strike
- 166.28
- IV
- 47.0%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 137.47
- IV
- 42.6%
- B/E move
- 1.7%
- Pseudo strike
- 170.11
- IV
- 47.6%
- B/E move
- 1.0%
Options history
Table
| Date | IV |
|---|---|
| 39.37% | |
| 38.94% |