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Chevron Corp CVX

ENERGY · OIL & GAS INTEGRATED
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Market dataready · fetched 2026-10-16T00:18:24.123Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:55.137728394Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:23.421313+00:00

Share price$219.45
1D-1.6%
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$1.17$9.15$17.13$25.10$33.08$191.98$204.80$217.62$230.44$243.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CVX spot · $219.45CVX PRICE$2.03$2.70$3.37$4.26$5.26$6.27$7.28$8.53$10.01$11.50$12.98$15.22$18.14$2.56$3.39$4.27$5.44$6.62$7.79$9.34$11.25$13.17$15.32$19.01$22.71$30.78
PutsExpensive1.23×
CallsFair1.05×
SkewBearish+5.32 pp
Implied moveBearish±$16.61
TiltBearish17.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ237.8126.9%9.3%203.6330.7%8.4%
25Δ234.4826.8%8.1%207.0630.7%7.2%
30Δ231.1626.6%6.9%210.4030.7%6.1%
35Δ228.4226.7%6.0%213.1430.8%5.4%
40Δ225.9927.0%5.4%215.8930.9%4.6%
45Δ223.5727.3%4.7%218.6331.0%3.9%
50Δ221.1427.5%4.1%221.4931.3%3.3%
55Δ218.6827.7%3.5%224.4631.8%2.8%
60Δ216.1827.7%3.1%227.4332.3%2.4%
65Δ213.6827.7%2.6%230.6033.0%1.9%
70Δ211.1827.7%2.1%235.0834.6%1.5%
75Δ208.0828.1%1.8%239.5536.3%1.2%
80Δ204.4528.8%1.4%248.2041.5%0.9%

20Δ

Calls
Pseudo strike
237.81
IV
26.9%
B/E move
9.3%
Puts
Pseudo strike
203.63
IV
30.7%
B/E move
8.4%

25Δ

Calls
Pseudo strike
234.48
IV
26.8%
B/E move
8.1%
Puts
Pseudo strike
207.06
IV
30.7%
B/E move
7.2%

30Δ

Calls
Pseudo strike
231.16
IV
26.6%
B/E move
6.9%
Puts
Pseudo strike
210.40
IV
30.7%
B/E move
6.1%

35Δ

Calls
Pseudo strike
228.42
IV
26.7%
B/E move
6.0%
Puts
Pseudo strike
213.14
IV
30.8%
B/E move
5.4%

40Δ

Calls
Pseudo strike
225.99
IV
27.0%
B/E move
5.4%
Puts
Pseudo strike
215.89
IV
30.9%
B/E move
4.6%

45Δ

Calls
Pseudo strike
223.57
IV
27.3%
B/E move
4.7%
Puts
Pseudo strike
218.63
IV
31.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
221.14
IV
27.5%
B/E move
4.1%
Puts
Pseudo strike
221.49
IV
31.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
218.68
IV
27.7%
B/E move
3.5%
Puts
Pseudo strike
224.46
IV
31.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
216.18
IV
27.7%
B/E move
3.1%
Puts
Pseudo strike
227.43
IV
32.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
213.68
IV
27.7%
B/E move
2.6%
Puts
Pseudo strike
230.60
IV
33.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
211.18
IV
27.7%
B/E move
2.1%
Puts
Pseudo strike
235.08
IV
34.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
208.08
IV
28.1%
B/E move
1.8%
Puts
Pseudo strike
239.55
IV
36.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
204.45
IV
28.8%
B/E move
1.4%
Puts
Pseudo strike
248.20
IV
41.5%
B/E move
0.9%