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Chevron Corp CVX

ENERGY · OIL & GAS INTEGRATED
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Market dataready · fetched 2026-10-15T20:03:46.170Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:45.434139408Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:45.560443+00:00

Share price$219.32
1D-1.7%
AH$218$219$221$222$2245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCVX
Sold putSold callAH

Chevron Corp options

Live interpolated CVX call and put midpoint premiums by absolute delta.Chevron Corp$0.26$1.37$2.47$3.58$4.68$214.81$217.39$219.96$222.54$225.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $219.32OPTION PRICELive CVX spot · $219.32CVX PRICE$0.39$0.54$0.68$0.83$0.98$1.21$1.53$1.85$2.16$2.48$2.95$3.66$4.37$0.38$0.49$0.64$0.86$1.07$1.28$1.49$1.70$2.03$2.44$2.86$3.27$4.14
PutsExpensive1.13×
CallsExpensive1.41×
SkewBullish-1.74 pp
Implied moveBalanced±$3.01
TiltBullish2.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ222.2529.0%1.5%216.4328.5%1.5%
25Δ221.7529.2%1.4%217.1128.1%1.2%
30Δ221.2629.4%1.2%217.6828.1%1.0%
35Δ220.7629.6%1.0%218.1128.6%0.9%
40Δ220.2729.7%0.9%218.5429.2%0.8%
45Δ219.7830.3%0.8%218.9729.8%0.7%
50Δ219.2831.3%0.7%219.4030.3%0.6%
55Δ218.7932.3%0.6%219.8330.9%0.5%
60Δ218.3033.3%0.5%220.3431.4%0.5%
65Δ217.8134.3%0.4%220.9131.9%0.4%
70Δ217.1835.6%0.4%221.4732.4%0.3%
75Δ216.3437.6%0.3%222.0432.9%0.3%
80Δ215.4939.6%0.2%223.0436.2%0.2%

20Δ

Calls
Pseudo strike
222.25
IV
29.0%
B/E move
1.5%
Puts
Pseudo strike
216.43
IV
28.5%
B/E move
1.5%

25Δ

Calls
Pseudo strike
221.75
IV
29.2%
B/E move
1.4%
Puts
Pseudo strike
217.11
IV
28.1%
B/E move
1.2%

30Δ

Calls
Pseudo strike
221.26
IV
29.4%
B/E move
1.2%
Puts
Pseudo strike
217.68
IV
28.1%
B/E move
1.0%

35Δ

Calls
Pseudo strike
220.76
IV
29.6%
B/E move
1.0%
Puts
Pseudo strike
218.11
IV
28.6%
B/E move
0.9%

40Δ

Calls
Pseudo strike
220.27
IV
29.7%
B/E move
0.9%
Puts
Pseudo strike
218.54
IV
29.2%
B/E move
0.8%

45Δ

Calls
Pseudo strike
219.78
IV
30.3%
B/E move
0.8%
Puts
Pseudo strike
218.97
IV
29.8%
B/E move
0.7%

50Δ

Calls
Pseudo strike
219.28
IV
31.3%
B/E move
0.7%
Puts
Pseudo strike
219.40
IV
30.3%
B/E move
0.6%

55Δ

Calls
Pseudo strike
218.79
IV
32.3%
B/E move
0.6%
Puts
Pseudo strike
219.83
IV
30.9%
B/E move
0.5%

60Δ

Calls
Pseudo strike
218.30
IV
33.3%
B/E move
0.5%
Puts
Pseudo strike
220.34
IV
31.4%
B/E move
0.5%

65Δ

Calls
Pseudo strike
217.81
IV
34.3%
B/E move
0.4%
Puts
Pseudo strike
220.91
IV
31.9%
B/E move
0.4%

70Δ

Calls
Pseudo strike
217.18
IV
35.6%
B/E move
0.4%
Puts
Pseudo strike
221.47
IV
32.4%
B/E move
0.3%

75Δ

Calls
Pseudo strike
216.34
IV
37.6%
B/E move
0.3%
Puts
Pseudo strike
222.04
IV
32.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
215.49
IV
39.6%
B/E move
0.2%
Puts
Pseudo strike
223.04
IV
36.2%
B/E move
0.2%