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ConocoPhillips COP

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-15T20:03:07.184Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:07.888812437Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:06.301389+00:00

Share price$141.73
1D-0.7%
AH$140.76$141.46$142.15$142.85$143.545:30 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$0.26$1.11$1.97$2.82$3.68$137.40$139.56$141.71$143.87$146.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $141.73OPTION PRICELive COP spot · $141.73COP PRICE$1.01$0.82$0.64$0.60$0.69$0.77$0.94$1.12$1.30$1.50$1.73$1.96$2.20$0.35$0.49$0.63$0.76$0.89$1.15$1.41$1.73$2.11$2.61$3.12$3.28$3.43
PutsExpensive1.32×
CallsExpensive1.26×
SkewBearish+0.50 pp
Implied moveBearish±$2.35
TiltBearish18.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ151.39135.5%7.5%139.2740.4%2.0%
25Δ147.9795.0%5.0%139.6742.3%1.8%
30Δ144.5654.5%2.4%140.0943.6%1.6%
35Δ142.8034.8%1.2%140.5442.7%1.4%
40Δ142.4332.9%1.0%141.0041.7%1.1%
45Δ142.0630.9%0.8%141.4044.0%1.0%
50Δ141.7531.2%0.7%141.8146.3%0.9%
55Δ141.4531.8%0.6%142.2748.7%0.8%
60Δ141.1532.5%0.5%142.7951.3%0.7%
65Δ140.8332.6%0.4%143.4154.8%0.7%
70Δ140.4932.4%0.3%144.0657.5%0.6%
75Δ140.1532.1%0.3%144.4152.6%0.4%
80Δ139.8231.0%0.2%144.7647.6%0.3%

20Δ

Calls
Pseudo strike
151.39
IV
135.5%
B/E move
7.5%
Puts
Pseudo strike
139.27
IV
40.4%
B/E move
2.0%

25Δ

Calls
Pseudo strike
147.97
IV
95.0%
B/E move
5.0%
Puts
Pseudo strike
139.67
IV
42.3%
B/E move
1.8%

30Δ

Calls
Pseudo strike
144.56
IV
54.5%
B/E move
2.4%
Puts
Pseudo strike
140.09
IV
43.6%
B/E move
1.6%

35Δ

Calls
Pseudo strike
142.80
IV
34.8%
B/E move
1.2%
Puts
Pseudo strike
140.54
IV
42.7%
B/E move
1.4%

40Δ

Calls
Pseudo strike
142.43
IV
32.9%
B/E move
1.0%
Puts
Pseudo strike
141.00
IV
41.7%
B/E move
1.1%

45Δ

Calls
Pseudo strike
142.06
IV
30.9%
B/E move
0.8%
Puts
Pseudo strike
141.40
IV
44.0%
B/E move
1.0%

50Δ

Calls
Pseudo strike
141.75
IV
31.2%
B/E move
0.7%
Puts
Pseudo strike
141.81
IV
46.3%
B/E move
0.9%

55Δ

Calls
Pseudo strike
141.45
IV
31.8%
B/E move
0.6%
Puts
Pseudo strike
142.27
IV
48.7%
B/E move
0.8%

60Δ

Calls
Pseudo strike
141.15
IV
32.5%
B/E move
0.5%
Puts
Pseudo strike
142.79
IV
51.3%
B/E move
0.7%

65Δ

Calls
Pseudo strike
140.83
IV
32.6%
B/E move
0.4%
Puts
Pseudo strike
143.41
IV
54.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
140.49
IV
32.4%
B/E move
0.3%
Puts
Pseudo strike
144.06
IV
57.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
140.15
IV
32.1%
B/E move
0.3%
Puts
Pseudo strike
144.41
IV
52.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
139.82
IV
31.0%
B/E move
0.2%
Puts
Pseudo strike
144.76
IV
47.6%
B/E move
0.3%