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Chevron Corporation CVX

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Market datapartial · fetched 2026-11-07T16:16:39.546Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:34:33.214095411Z

FundamentalsAlpha Vantage · unavailable

Share price$214.34
1D+0.6%
AH$211$212$213$214$2155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVX
Sold putSold callAH

Chevron Corporation options

Live interpolated CVX call and put midpoint premiums by absolute delta.Chevron Corporation$0.00$0.27$0.54$0.81$1.08$-0.21$0.14$0.50$0.86$1.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECVX PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.60%
Daily close
CVX22.3%30.9%39.6%2026-08-10: 28.69%2026-08-11: 26.19%2026-08-12: 25.43%2026-08-13: 26.47%2026-08-14: 25.94%2026-08-17: 27.30%2026-08-18: 27.36%2026-08-19: 26.41%2026-08-20: 25.90%2026-08-21: 24.47%2026-08-24: 26.03%2026-08-25: 25.95%2026-08-26: 25.33%2026-08-27: 24.47%2026-08-28: 24.07%2026-08-31: 25.73%2026-09-01: 27.90%2026-09-02: 24.95%2026-09-03: 23.89%2026-09-04: 23.49%2026-09-08: 26.60%2026-09-09: 26.26%2026-09-10: 27.19%2026-09-11: 25.91%2026-09-14: 28.72%2026-09-15: 29.90%2026-09-16: 29.32%2026-09-17: 27.25%2026-09-18: 26.54%2026-09-21: 27.83%2026-09-22: 28.08%2026-09-23: 28.42%2026-09-24: 27.00%2026-09-25: 26.06%2026-09-28: 28.27%2026-09-29: 27.20%2026-09-30: 27.37%2026-10-01: 25.72%2026-10-02: 25.70%2026-10-05: 27.13%2026-10-06: 26.92%2026-10-07: 26.55%2026-10-08: 26.93%2026-10-09: 26.04%2026-10-12: 26.68%2026-10-13: 27.43%2026-10-14: 29.72%2026-10-15: 29.46%2026-10-16: 28.96%2026-10-19: 29.93%2026-10-20: 31.20%2026-10-21: 31.02%2026-10-22: 33.73%2026-10-23: 32.90%2026-10-26: 33.96%2026-10-27: 35.36%2026-10-28: 35.70%2026-10-29: 38.36%2026-10-30: 30.60%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
28.69%
26.19%
25.43%
26.47%
25.94%
27.30%
27.36%
26.41%
25.90%
24.47%
26.03%
25.95%
25.33%
24.47%
24.07%
25.73%
27.90%
24.95%
23.89%
23.49%
26.60%
26.26%
27.19%
25.91%
28.72%
29.90%
29.32%
27.25%
26.54%
27.83%
28.08%
28.42%
27.00%
26.06%
28.27%
27.20%
27.37%
25.72%
25.70%
27.13%
26.92%
26.55%
26.93%
26.04%
26.68%
27.43%
29.72%
29.46%
28.96%
29.93%
31.20%
31.02%
33.73%
32.90%
33.96%
35.36%
35.70%
38.36%
30.60%