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ConocoPhillips COP

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-15T20:36:48.813Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:12:33.593445263Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:36:46.588007+00:00

Share price$141.52
1D-0.8%
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$0.24$1.05$1.86$2.67$3.49$137.55$139.64$141.74$143.84$145.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $141.52OPTION PRICELive COP spot · $141.52COP PRICE$0.99$0.79$0.59$0.63$0.73$0.86$1.06$1.26$1.48$1.75$2.01$2.34$2.68$0.33$0.46$0.59$0.72$0.84$1.03$1.28$1.52$1.87$2.22$2.75$3.14$3.25
PutsExpensive1.22×
CallsExpensive1.36×
SkewBullish-6.04 pp
Implied moveBearish±$2.34
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ151.14136.2%7.5%139.2038.0%1.9%
25Δ147.3790.8%4.7%139.5939.6%1.7%
30Δ143.5945.5%1.9%139.9741.3%1.5%
35Δ142.6536.8%1.2%140.3940.4%1.3%
40Δ142.2434.9%1.0%140.8139.2%1.1%
45Δ141.8734.2%0.9%141.2139.8%0.9%
50Δ141.5435.4%0.8%141.6041.6%0.8%
55Δ141.2136.5%0.7%141.9843.5%0.8%
60Δ140.8537.4%0.6%142.4645.4%0.7%
65Δ140.4637.9%0.5%142.9447.4%0.6%
70Δ140.0738.4%0.4%143.5950.5%0.5%
75Δ139.6338.4%0.3%144.1050.4%0.4%
80Δ139.1838.3%0.2%144.3545.1%0.3%

20Δ

Calls
Pseudo strike
151.14
IV
136.2%
B/E move
7.5%
Puts
Pseudo strike
139.20
IV
38.0%
B/E move
1.9%

25Δ

Calls
Pseudo strike
147.37
IV
90.8%
B/E move
4.7%
Puts
Pseudo strike
139.59
IV
39.6%
B/E move
1.7%

30Δ

Calls
Pseudo strike
143.59
IV
45.5%
B/E move
1.9%
Puts
Pseudo strike
139.97
IV
41.3%
B/E move
1.5%

35Δ

Calls
Pseudo strike
142.65
IV
36.8%
B/E move
1.2%
Puts
Pseudo strike
140.39
IV
40.4%
B/E move
1.3%

40Δ

Calls
Pseudo strike
142.24
IV
34.9%
B/E move
1.0%
Puts
Pseudo strike
140.81
IV
39.2%
B/E move
1.1%

45Δ

Calls
Pseudo strike
141.87
IV
34.2%
B/E move
0.9%
Puts
Pseudo strike
141.21
IV
39.8%
B/E move
0.9%

50Δ

Calls
Pseudo strike
141.54
IV
35.4%
B/E move
0.8%
Puts
Pseudo strike
141.60
IV
41.6%
B/E move
0.8%

55Δ

Calls
Pseudo strike
141.21
IV
36.5%
B/E move
0.7%
Puts
Pseudo strike
141.98
IV
43.5%
B/E move
0.8%

60Δ

Calls
Pseudo strike
140.85
IV
37.4%
B/E move
0.6%
Puts
Pseudo strike
142.46
IV
45.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
140.46
IV
37.9%
B/E move
0.5%
Puts
Pseudo strike
142.94
IV
47.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
140.07
IV
38.4%
B/E move
0.4%
Puts
Pseudo strike
143.59
IV
50.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
139.63
IV
38.4%
B/E move
0.3%
Puts
Pseudo strike
144.10
IV
50.4%
B/E move
0.4%

80Δ

Calls
Pseudo strike
139.18
IV
38.3%
B/E move
0.2%
Puts
Pseudo strike
144.35
IV
45.1%
B/E move
0.3%