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ConocoPhillips COP

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-07T04:31:36.811Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:38:49.598044353Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T04:31:36.698212+00:00

Share price$136.80
1D+1.0%
AH$134$135$137$138$1395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOP
Sold putSold callAH

ConocoPhillips options

Live interpolated COP call and put midpoint premiums by absolute delta.ConocoPhillips$0.47$2.77$5.07$7.36$9.66$122.51$130.88$139.26$147.63$156.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive COP spot · $136.80COP PRICE$0.72$0.99$1.27$1.56$1.88$2.23$2.66$3.07$3.55$3.98$4.35$4.66$6.42$0.94$1.21$1.55$1.86$2.28$2.75$3.29$3.85$4.40$6.46$6.85$9.00
Puts——
CallsCheap0.76×
Skew——
Implied moveBearish±$5.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ142.7434.8%4.9%130.4043.2%5.4%
25Δ141.7435.8%4.3%131.9141.5%4.5%
30Δ140.7136.0%3.8%133.0441.7%3.9%
35Δ139.7335.9%3.3%134.1940.4%3.3%
40Δ138.8035.8%2.8%135.1740.8%2.9%
45Δ137.9235.6%2.4%136.1541.3%2.5%
50Δ137.0736.2%2.1%137.1442.0%2.2%
55Δ136.2235.9%1.8%138.1442.1%1.8%
60Δ135.3535.9%1.5%139.1441.5%1.5%
65Δ134.5335.0%1.3%
70Δ133.7933.2%1.0%141.7745.4%1.1%
75Δ133.1430.9%0.7%142.5841.9%0.8%
80Δ131.2937.0%0.7%144.9447.1%0.6%

20Δ

Calls
Pseudo strike
142.74
IV
34.8%
B/E move
4.9%
Puts
Pseudo strike
130.40
IV
43.2%
B/E move
5.4%

25Δ

Calls
Pseudo strike
141.74
IV
35.8%
B/E move
4.3%
Puts
Pseudo strike
131.91
IV
41.5%
B/E move
4.5%

30Δ

Calls
Pseudo strike
140.71
IV
36.0%
B/E move
3.8%
Puts
Pseudo strike
133.04
IV
41.7%
B/E move
3.9%

35Δ

Calls
Pseudo strike
139.73
IV
35.9%
B/E move
3.3%
Puts
Pseudo strike
134.19
IV
40.4%
B/E move
3.3%

40Δ

Calls
Pseudo strike
138.80
IV
35.8%
B/E move
2.8%
Puts
Pseudo strike
135.17
IV
40.8%
B/E move
2.9%

45Δ

Calls
Pseudo strike
137.92
IV
35.6%
B/E move
2.4%
Puts
Pseudo strike
136.15
IV
41.3%
B/E move
2.5%

50Δ

Calls
Pseudo strike
137.07
IV
36.2%
B/E move
2.1%
Puts
Pseudo strike
137.14
IV
42.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
136.22
IV
35.9%
B/E move
1.8%
Puts
Pseudo strike
138.14
IV
42.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
135.35
IV
35.9%
B/E move
1.5%
Puts
Pseudo strike
139.14
IV
41.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
134.53
IV
35.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
133.79
IV
33.2%
B/E move
1.0%
Puts
Pseudo strike
141.77
IV
45.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
133.14
IV
30.9%
B/E move
0.7%
Puts
Pseudo strike
142.58
IV
41.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
131.29
IV
37.0%
B/E move
0.7%
Puts
Pseudo strike
144.94
IV
47.1%
B/E move
0.6%

Options history

IV · four-Friday blend39.43%
Daily close
COP25.6%34.8%43.9%2026-08-10: 31.81%2026-08-11: 30.57%2026-08-12: 28.84%2026-08-13: 29.12%2026-08-14: 27.32%2026-08-17: 28.93%2026-08-18: 30.09%2026-08-19: 29.14%2026-08-20: 30.43%2026-08-21: 28.84%2026-08-24: 30.02%2026-08-25: 30.37%2026-08-26: 30.13%2026-08-27: 28.62%2026-08-28: 26.91%2026-08-31: 28.65%2026-09-01: 31.88%2026-09-02: 29.40%2026-09-03: 27.92%2026-09-04: 27.38%2026-09-08: 31.93%2026-09-09: 32.33%2026-09-10: 32.34%2026-09-11: 29.91%2026-09-14: 33.18%2026-09-15: 35.29%2026-09-16: 34.12%2026-09-17: 31.54%2026-09-18: 29.88%2026-09-21: 32.24%2026-09-22: 32.35%2026-09-23: 32.21%2026-09-24: 32.60%2026-09-25: 30.15%2026-09-28: 32.61%2026-09-29: 33.03%2026-09-30: 31.96%2026-10-01: 32.16%2026-10-02: 30.27%2026-10-05: 31.31%2026-10-06: 30.41%2026-10-07: 31.10%2026-10-08: 32.55%2026-10-09: 31.02%2026-10-12: 31.30%2026-10-13: 32.19%2026-10-14: 31.82%2026-10-15: 34.85%2026-10-16: 34.15%2026-10-19: 35.93%2026-10-20: 37.41%2026-10-21: 35.13%2026-10-22: 41.19%2026-10-23: 38.64%2026-10-26: 40.22%2026-10-27: 39.60%2026-10-28: 42.65%2026-10-29: 39.64%2026-10-30: 39.43%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
31.81%
30.57%
28.84%
29.12%
27.32%
28.93%
30.09%
29.14%
30.43%
28.84%
30.02%
30.37%
30.13%
28.62%
26.91%
28.65%
31.88%
29.40%
27.92%
27.38%
31.93%
32.33%
32.34%
29.91%
33.18%
35.29%
34.12%
31.54%
29.88%
32.24%
32.35%
32.21%
32.60%
30.15%
32.61%
33.03%
31.96%
32.16%
30.27%
31.31%
30.41%
31.10%
32.55%
31.02%
31.30%
32.19%
31.82%
34.85%
34.15%
35.93%
37.41%
35.13%
41.19%
38.64%
40.22%
39.60%
42.65%
39.64%
39.43%