IntraAlpha
Create free account Start free

ConocoPhillips COP

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-15T23:39:20.177Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:32:32.484288542Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T23:39:15.924626+00:00

Share price$140.94
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$1.09$5.11$9.14$13.17$17.19$119.83$129.95$140.07$150.20$160.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COP spot · $140.94COP PRICE$1.52$2.07$2.62$3.28$3.95$4.72$5.61$6.51$7.56$8.64$9.83$11.49$13.16$1.76$2.38$3.01$3.79$4.61$5.50$6.70$7.89$9.16$10.46$11.92$13.80$16.03
PutsFair1.03×
CallsCheap0.95×
SkewBearish+1.08 pp
Implied moveBearish±$12.31
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ154.9132.3%11.0%130.1533.7%8.9%
25Δ152.5232.5%9.7%132.3733.6%7.8%
30Δ150.1232.7%8.4%134.5933.6%6.6%
35Δ148.0832.8%7.4%136.5733.7%5.8%
40Δ146.0732.9%6.4%138.4933.8%5.0%
45Δ144.1233.1%5.6%140.4234.1%4.3%
50Δ142.2633.4%4.9%142.4134.7%3.7%
55Δ140.4033.7%4.2%144.4035.3%3.1%
60Δ138.5033.6%3.6%146.4435.2%2.6%
65Δ136.5933.5%3.0%148.5134.8%2.1%
70Δ134.6233.4%2.5%150.6834.4%1.5%
75Δ132.3433.7%2.1%153.1634.3%1.1%
80Δ130.0534.0%1.6%155.9534.4%0.7%

20Δ

Calls
Pseudo strike
154.91
IV
32.3%
B/E move
11.0%
Puts
Pseudo strike
130.15
IV
33.7%
B/E move
8.9%

25Δ

Calls
Pseudo strike
152.52
IV
32.5%
B/E move
9.7%
Puts
Pseudo strike
132.37
IV
33.6%
B/E move
7.8%

30Δ

Calls
Pseudo strike
150.12
IV
32.7%
B/E move
8.4%
Puts
Pseudo strike
134.59
IV
33.6%
B/E move
6.6%

35Δ

Calls
Pseudo strike
148.08
IV
32.8%
B/E move
7.4%
Puts
Pseudo strike
136.57
IV
33.7%
B/E move
5.8%

40Δ

Calls
Pseudo strike
146.07
IV
32.9%
B/E move
6.4%
Puts
Pseudo strike
138.49
IV
33.8%
B/E move
5.0%

45Δ

Calls
Pseudo strike
144.12
IV
33.1%
B/E move
5.6%
Puts
Pseudo strike
140.42
IV
34.1%
B/E move
4.3%

50Δ

Calls
Pseudo strike
142.26
IV
33.4%
B/E move
4.9%
Puts
Pseudo strike
142.41
IV
34.7%
B/E move
3.7%

55Δ

Calls
Pseudo strike
140.40
IV
33.7%
B/E move
4.2%
Puts
Pseudo strike
144.40
IV
35.3%
B/E move
3.1%

60Δ

Calls
Pseudo strike
138.50
IV
33.6%
B/E move
3.6%
Puts
Pseudo strike
146.44
IV
35.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
136.59
IV
33.5%
B/E move
3.0%
Puts
Pseudo strike
148.51
IV
34.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
134.62
IV
33.4%
B/E move
2.5%
Puts
Pseudo strike
150.68
IV
34.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
132.34
IV
33.7%
B/E move
2.1%
Puts
Pseudo strike
153.16
IV
34.3%
B/E move
1.1%

80Δ

Calls
Pseudo strike
130.05
IV
34.0%
B/E move
1.6%
Puts
Pseudo strike
155.95
IV
34.4%
B/E move
0.7%