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EOG Resources, Inc. EOG

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Market dataready · fetched 2026-11-10T22:22:44.664Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:10:35.159317684Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:22:44.250736+00:00

Share price$152.13
1D+3.7%
AH$146$148$150$151$1535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEOG
Sold putSold callAH

EOG Resources, Inc. options

Live interpolated EOG call and put midpoint premiums by absolute delta.EOG Resources, Inc.$0.33$2.23$4.14$6.04$7.94$143.63$147.66$151.69$155.72$159.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EOG spot · $152.13EOG PRICE$0.54$0.71$0.89$1.10$1.31$1.51$1.76$2.05$2.33$2.62$2.91$3.69$4.29$0.69$0.94$1.23$1.48$1.71$1.93$2.15$2.88$3.92$4.84$5.50$6.16$7.39
PutsExpensive1.06×
CallsCheap0.74×
SkewBearish+13.86 pp
Implied moveBearish±$3.90
TiltBearish22.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ156.4334.3%3.2%147.2743.9%3.7%
25Δ155.5734.4%2.7%148.1944.7%3.2%
30Δ154.7934.3%2.3%149.0245.9%2.9%
35Δ154.1433.7%2.0%149.9444.7%2.4%
40Δ153.5033.2%1.8%150.7142.5%2.1%
45Δ152.8532.6%1.5%151.4740.4%1.7%
50Δ152.2532.1%1.2%152.2338.2%1.3%
55Δ151.7131.6%1.1%153.1842.1%1.2%
60Δ151.1631.1%0.9%154.2549.4%1.2%
65Δ150.6230.5%0.7%155.2954.3%1.1%
70Δ150.0830.0%0.6%156.2953.1%0.9%
75Δ149.1833.1%0.5%157.2852.0%0.7%
80Δ148.4133.3%0.4%158.7753.2%0.5%

20Δ

Calls
Pseudo strike
156.43
IV
34.3%
B/E move
3.2%
Puts
Pseudo strike
147.27
IV
43.9%
B/E move
3.7%

25Δ

Calls
Pseudo strike
155.57
IV
34.4%
B/E move
2.7%
Puts
Pseudo strike
148.19
IV
44.7%
B/E move
3.2%

30Δ

Calls
Pseudo strike
154.79
IV
34.3%
B/E move
2.3%
Puts
Pseudo strike
149.02
IV
45.9%
B/E move
2.9%

35Δ

Calls
Pseudo strike
154.14
IV
33.7%
B/E move
2.0%
Puts
Pseudo strike
149.94
IV
44.7%
B/E move
2.4%

40Δ

Calls
Pseudo strike
153.50
IV
33.2%
B/E move
1.8%
Puts
Pseudo strike
150.71
IV
42.5%
B/E move
2.1%

45Δ

Calls
Pseudo strike
152.85
IV
32.6%
B/E move
1.5%
Puts
Pseudo strike
151.47
IV
40.4%
B/E move
1.7%

50Δ

Calls
Pseudo strike
152.25
IV
32.1%
B/E move
1.2%
Puts
Pseudo strike
152.23
IV
38.2%
B/E move
1.3%

55Δ

Calls
Pseudo strike
151.71
IV
31.6%
B/E move
1.1%
Puts
Pseudo strike
153.18
IV
42.1%
B/E move
1.2%

60Δ

Calls
Pseudo strike
151.16
IV
31.1%
B/E move
0.9%
Puts
Pseudo strike
154.25
IV
49.4%
B/E move
1.2%

65Δ

Calls
Pseudo strike
150.62
IV
30.5%
B/E move
0.7%
Puts
Pseudo strike
155.29
IV
54.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
150.08
IV
30.0%
B/E move
0.6%
Puts
Pseudo strike
156.29
IV
53.1%
B/E move
0.9%

75Δ

Calls
Pseudo strike
149.18
IV
33.1%
B/E move
0.5%
Puts
Pseudo strike
157.28
IV
52.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
148.41
IV
33.3%
B/E move
0.4%
Puts
Pseudo strike
158.77
IV
53.2%
B/E move
0.5%

Options history

IV · four-Friday blend39.88%
Daily close
EOG27.3%34.0%40.8%2026-08-12: 29.88%2026-08-13: 33.71%2026-08-14: 29.05%2026-08-17: 32.13%2026-08-18: 31.60%2026-08-19: 33.32%2026-08-20: 32.99%2026-08-21: 28.21%2026-08-24: 31.43%2026-08-25: 32.43%2026-08-26: 33.10%2026-08-27: 34.18%2026-08-28: 29.13%2026-08-31: 31.34%2026-09-01: 32.81%2026-09-02: 29.94%2026-09-03: 31.84%2026-09-04: 28.97%2026-09-08: 32.31%2026-09-09: 33.28%2026-09-10: 34.81%2026-09-11: 31.57%2026-09-14: 33.76%2026-09-15: 34.91%2026-09-16: 35.64%2026-09-17: 32.79%2026-09-18: 31.15%2026-09-21: 34.04%2026-09-22: 34.07%2026-09-23: 33.70%2026-09-24: 35.39%2026-09-25: 31.58%2026-09-28: 33.21%2026-09-29: 32.68%2026-09-30: 33.01%2026-10-01: 33.51%2026-10-02: 31.68%2026-10-05: 33.39%2026-10-06: 32.32%2026-10-07: 33.46%2026-10-08: 35.25%2026-10-09: 31.68%2026-10-12: 33.04%2026-10-13: 34.20%2026-10-14: 33.68%2026-10-15: 34.94%2026-10-16: 33.23%2026-10-19: 34.80%2026-10-20: 35.50%2026-10-21: 35.35%2026-10-22: 37.67%2026-10-23: 36.27%2026-10-26: 36.48%2026-10-27: 38.18%2026-10-28: 37.32%2026-10-29: 39.47%2026-10-30: 39.88%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
29.88%
33.71%
29.05%
32.13%
31.60%
33.32%
32.99%
28.21%
31.43%
32.43%
33.10%
34.18%
29.13%
31.34%
32.81%
29.94%
31.84%
28.97%
32.31%
33.28%
34.81%
31.57%
33.76%
34.91%
35.64%
32.79%
31.15%
34.04%
34.07%
33.70%
35.39%
31.58%
33.21%
32.68%
33.01%
33.51%
31.68%
33.39%
32.32%
33.46%
35.25%
31.68%
33.04%
34.20%
33.68%
34.94%
33.23%
34.80%
35.50%
35.35%
37.67%
36.27%
36.48%
38.18%
37.32%
39.47%
39.88%