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Chevron Corp CVX

ENERGY · OIL & GAS INTEGRATED
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Market dataready · fetched 2026-10-16T22:43:45.546Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:43:05.293144038Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:43:45.023151+00:00

Share price$225.03
1D+1.9%
AH$220$222$223$224$2265:30 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$0.64$2.93$5.22$7.51$9.80$209.25$215.83$222.42$229.00$235.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVX spot · $225.03CVX PRICE$0.89$1.19$1.51$1.86$2.22$2.68$3.14$3.68$4.25$4.88$5.75$6.67$7.87$0.97$1.28$1.63$2.00$2.41$2.84$3.35$4.02$4.69$5.36$6.04$7.33$9.14
PutsExpensive1.57×
CallsExpensive1.11×
SkewBearish+0.99 pp
Implied moveBearish±$6.49
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ232.2525.8%3.6%218.2927.1%3.4%
25Δ230.9025.8%3.1%219.7426.9%2.9%
30Δ229.6225.7%2.7%220.9826.7%2.5%
35Δ228.4825.6%2.4%222.1626.5%2.2%
40Δ227.3625.5%2.0%223.2526.3%1.9%
45Δ226.3525.6%1.8%224.3026.1%1.6%
50Δ225.3425.7%1.5%225.3626.1%1.3%
55Δ224.3325.7%1.3%226.4426.7%1.2%
60Δ223.3025.7%1.1%227.5227.2%1.0%
65Δ222.2425.8%0.9%228.6126.7%0.8%
70Δ221.0426.2%0.8%229.7026.3%0.6%
75Δ219.7926.6%0.6%231.2927.4%0.5%
80Δ218.2927.1%0.5%233.3429.5%0.4%

20Δ

Calls
Pseudo strike
232.25
IV
25.8%
B/E move
3.6%
Puts
Pseudo strike
218.29
IV
27.1%
B/E move
3.4%

25Δ

Calls
Pseudo strike
230.90
IV
25.8%
B/E move
3.1%
Puts
Pseudo strike
219.74
IV
26.9%
B/E move
2.9%

30Δ

Calls
Pseudo strike
229.62
IV
25.7%
B/E move
2.7%
Puts
Pseudo strike
220.98
IV
26.7%
B/E move
2.5%

35Δ

Calls
Pseudo strike
228.48
IV
25.6%
B/E move
2.4%
Puts
Pseudo strike
222.16
IV
26.5%
B/E move
2.2%

40Δ

Calls
Pseudo strike
227.36
IV
25.5%
B/E move
2.0%
Puts
Pseudo strike
223.25
IV
26.3%
B/E move
1.9%

45Δ

Calls
Pseudo strike
226.35
IV
25.6%
B/E move
1.8%
Puts
Pseudo strike
224.30
IV
26.1%
B/E move
1.6%

50Δ

Calls
Pseudo strike
225.34
IV
25.7%
B/E move
1.5%
Puts
Pseudo strike
225.36
IV
26.1%
B/E move
1.3%

55Δ

Calls
Pseudo strike
224.33
IV
25.7%
B/E move
1.3%
Puts
Pseudo strike
226.44
IV
26.7%
B/E move
1.2%

60Δ

Calls
Pseudo strike
223.30
IV
25.7%
B/E move
1.1%
Puts
Pseudo strike
227.52
IV
27.2%
B/E move
1.0%

65Δ

Calls
Pseudo strike
222.24
IV
25.8%
B/E move
0.9%
Puts
Pseudo strike
228.61
IV
26.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
221.04
IV
26.2%
B/E move
0.8%
Puts
Pseudo strike
229.70
IV
26.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
219.79
IV
26.6%
B/E move
0.6%
Puts
Pseudo strike
231.29
IV
27.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
218.29
IV
27.1%
B/E move
0.5%
Puts
Pseudo strike
233.34
IV
29.5%
B/E move
0.4%