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Chord Energy Corp CHRD

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-23T06:53:49.768Z

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 · 2026-10-22T20:00:02.394790295Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:53:49.269733+00:00

Share price$150.48
1D-1.2%
AH$146$148$149$151$1535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCHRD
Sold putSold callAH

Chord Energy Corp options

Live interpolated CHRD call and put midpoint premiums by absolute delta.Chord Energy Corp$1.15$6.55$11.95$17.36$22.76$126.66$137.95$149.23$160.52$171.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CHRD spot · $150.48CHRD PRICE$1.74$2.17$2.69$3.63$4.57$5.52$6.49$7.50$8.87$10.24$11.67$13.10$15.52$2.21$2.96$3.88$4.82$6.11$7.42$8.63$9.84$11.39$13.00$15.37$18.05$21.20
PutsExpensive1.34×
CallsFair1.03×
SkewBearish+5.93 pp
Implied moveBearish±$15.12
TiltBearish14.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ166.2638.7%11.6%137.1144.0%10.4%
25Δ162.7436.9%9.6%139.9344.6%9.0%
30Δ159.4734.9%7.8%142.4245.1%7.9%
35Δ157.7637.4%7.3%144.9145.6%6.9%
40Δ156.0639.9%6.7%147.3446.9%6.2%
45Δ154.1641.5%6.1%149.7648.2%5.4%
50Δ151.9641.5%5.3%152.2147.5%4.6%
55Δ149.7441.6%4.5%154.6746.5%3.8%
60Δ147.4742.2%3.9%157.2146.1%3.1%
65Δ145.1942.9%3.3%159.7645.7%2.5%
70Δ142.8842.3%2.7%162.8946.3%2.0%
75Δ140.5741.5%2.1%166.2847.0%1.5%
80Δ137.4742.6%1.7%170.1147.6%1.0%

20Δ

Calls
Pseudo strike
166.26
IV
38.7%
B/E move
11.6%
Puts
Pseudo strike
137.11
IV
44.0%
B/E move
10.4%

25Δ

Calls
Pseudo strike
162.74
IV
36.9%
B/E move
9.6%
Puts
Pseudo strike
139.93
IV
44.6%
B/E move
9.0%

30Δ

Calls
Pseudo strike
159.47
IV
34.9%
B/E move
7.8%
Puts
Pseudo strike
142.42
IV
45.1%
B/E move
7.9%

35Δ

Calls
Pseudo strike
157.76
IV
37.4%
B/E move
7.3%
Puts
Pseudo strike
144.91
IV
45.6%
B/E move
6.9%

40Δ

Calls
Pseudo strike
156.06
IV
39.9%
B/E move
6.7%
Puts
Pseudo strike
147.34
IV
46.9%
B/E move
6.2%

45Δ

Calls
Pseudo strike
154.16
IV
41.5%
B/E move
6.1%
Puts
Pseudo strike
149.76
IV
48.2%
B/E move
5.4%

50Δ

Calls
Pseudo strike
151.96
IV
41.5%
B/E move
5.3%
Puts
Pseudo strike
152.21
IV
47.5%
B/E move
4.6%

55Δ

Calls
Pseudo strike
149.74
IV
41.6%
B/E move
4.5%
Puts
Pseudo strike
154.67
IV
46.5%
B/E move
3.8%

60Δ

Calls
Pseudo strike
147.47
IV
42.2%
B/E move
3.9%
Puts
Pseudo strike
157.21
IV
46.1%
B/E move
3.1%

65Δ

Calls
Pseudo strike
145.19
IV
42.9%
B/E move
3.3%
Puts
Pseudo strike
159.76
IV
45.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
142.88
IV
42.3%
B/E move
2.7%
Puts
Pseudo strike
162.89
IV
46.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
140.57
IV
41.5%
B/E move
2.1%
Puts
Pseudo strike
166.28
IV
47.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
137.47
IV
42.6%
B/E move
1.7%
Puts
Pseudo strike
170.11
IV
47.6%
B/E move
1.0%

Options history

CHRD38.9039.1539.412026-10-20: 39.37%2026-10-21: 38.94%Oct 20Oct 21
Table
DateIV
39.37%
38.94%