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Murphy Oil Corporation MUR

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-22T16:38:18.436Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:38:03.108985895Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:38:09.754436+00:00

Share price$42.01
1D-3.5%
$41.09$41.81$42.53$43.25$43.975:30 AM6:30 AM9:00 AM1:00 PMMUR
Sold putSold call

Murphy Oil Corporation options

Live interpolated MUR call and put midpoint premiums by absolute delta.Murphy Oil Corporation$0.31$2.89$5.46$8.04$10.61$33.84$37.69$41.53$45.37$49.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MUR spot · $42.01MUR PRICE$0.59$0.83$1.08$1.33$1.54$1.74$1.94$2.37$2.79$3.21$3.60$3.97$4.33$0.75$1.04$1.33$1.66$2.07$2.49$2.92$3.38$3.85$4.42$5.60$7.06$9.87
PutsExpensive1.32×
CallsFair0.97×
SkewBearish+9.45 pp
Implied moveBearish±$4.86
TiltBearish22.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.6547.8%14.8%37.5952.7%12.3%
25Δ46.7248.7%13.2%38.4753.1%10.9%
30Δ45.8850.2%11.8%39.3453.5%9.5%
35Δ45.0551.6%10.4%40.2153.9%8.2%
40Δ44.1949.3%8.8%41.0354.6%7.3%
45Δ43.3346.7%7.3%41.8455.2%6.3%
50Δ42.4744.3%5.7%42.6655.6%5.4%
55Δ41.7745.3%5.0%43.4854.6%4.6%
60Δ41.0646.2%4.4%44.3053.7%3.7%
65Δ40.3647.2%3.7%45.2053.4%2.9%
70Δ39.7046.4%3.1%46.5757.3%2.5%
75Δ39.0843.8%2.5%48.2262.0%2.0%
80Δ38.4741.2%1.9%51.1872.0%1.7%

20Δ

Calls
Pseudo strike
47.65
IV
47.8%
B/E move
14.8%
Puts
Pseudo strike
37.59
IV
52.7%
B/E move
12.3%

25Δ

Calls
Pseudo strike
46.72
IV
48.7%
B/E move
13.2%
Puts
Pseudo strike
38.47
IV
53.1%
B/E move
10.9%

30Δ

Calls
Pseudo strike
45.88
IV
50.2%
B/E move
11.8%
Puts
Pseudo strike
39.34
IV
53.5%
B/E move
9.5%

35Δ

Calls
Pseudo strike
45.05
IV
51.6%
B/E move
10.4%
Puts
Pseudo strike
40.21
IV
53.9%
B/E move
8.2%

40Δ

Calls
Pseudo strike
44.19
IV
49.3%
B/E move
8.8%
Puts
Pseudo strike
41.03
IV
54.6%
B/E move
7.3%

45Δ

Calls
Pseudo strike
43.33
IV
46.7%
B/E move
7.3%
Puts
Pseudo strike
41.84
IV
55.2%
B/E move
6.3%

50Δ

Calls
Pseudo strike
42.47
IV
44.3%
B/E move
5.7%
Puts
Pseudo strike
42.66
IV
55.6%
B/E move
5.4%

55Δ

Calls
Pseudo strike
41.77
IV
45.3%
B/E move
5.0%
Puts
Pseudo strike
43.48
IV
54.6%
B/E move
4.6%

60Δ

Calls
Pseudo strike
41.06
IV
46.2%
B/E move
4.4%
Puts
Pseudo strike
44.30
IV
53.7%
B/E move
3.7%

65Δ

Calls
Pseudo strike
40.36
IV
47.2%
B/E move
3.7%
Puts
Pseudo strike
45.20
IV
53.4%
B/E move
2.9%

70Δ

Calls
Pseudo strike
39.70
IV
46.4%
B/E move
3.1%
Puts
Pseudo strike
46.57
IV
57.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
39.08
IV
43.8%
B/E move
2.5%
Puts
Pseudo strike
48.22
IV
62.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
38.47
IV
41.2%
B/E move
1.9%
Puts
Pseudo strike
51.18
IV
72.0%
B/E move
1.7%

Options history

No recorded observations