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Murphy Oil Corp. MUR

i

Market dataready · fetched 2026-11-13T18:10:40.311Z

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: 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 · 2026-11-13T18:10:19.86765028Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:10:39.732730+00:00

Share price$36.77
1D+0.6%
$36.24$36.39$36.54$36.69$36.855:30 AM6:30 AM9:00 AM1:00 PMMUR
Sold putSold call

Murphy Oil Corp. options

Live interpolated MUR call and put midpoint premiums by absolute delta.Murphy Oil Corp.$0.11$1.54$2.97$4.41$5.84$32.40$34.51$36.63$38.74$40.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MUR spot · $36.77MUR PRICE$0.26$0.34$0.42$0.50$0.59$0.69$0.80$0.90$1.01$1.11$1.22$1.33$1.43$0.38$0.48$0.66$0.87$1.08$1.28$1.49$1.69$2.12$2.63$3.14$3.65$5.43
PutsExpensive1.18×
CallsCheap0.56×
SkewBearish+33.24 pp
Implied moveBearish±$2.29
TiltBearish40.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.0041.7%6.8%34.1262.9%8.2%
25Δ38.5941.7%5.9%34.8560.4%6.5%
30Δ38.1841.8%5.0%35.3360.8%5.7%
35Δ37.7741.8%4.1%35.7461.9%5.2%
40Δ37.4241.1%3.4%36.1563.0%4.6%
45Δ37.2139.2%3.1%36.5664.2%4.0%
50Δ37.0037.2%2.8%36.9865.3%3.5%
55Δ36.7935.2%2.5%37.3966.4%2.9%
60Δ36.5833.3%2.2%37.9669.1%2.5%
65Δ36.3731.3%2.0%38.6072.4%2.2%
70Δ36.1629.3%1.7%39.2475.6%1.8%
75Δ35.9527.4%1.4%39.8878.9%1.5%
80Δ35.7425.4%1.1%41.7197.5%1.3%

20Δ

Calls
Pseudo strike
39.00
IV
41.7%
B/E move
6.8%
Puts
Pseudo strike
34.12
IV
62.9%
B/E move
8.2%

25Δ

Calls
Pseudo strike
38.59
IV
41.7%
B/E move
5.9%
Puts
Pseudo strike
34.85
IV
60.4%
B/E move
6.5%

30Δ

Calls
Pseudo strike
38.18
IV
41.8%
B/E move
5.0%
Puts
Pseudo strike
35.33
IV
60.8%
B/E move
5.7%

35Δ

Calls
Pseudo strike
37.77
IV
41.8%
B/E move
4.1%
Puts
Pseudo strike
35.74
IV
61.9%
B/E move
5.2%

40Δ

Calls
Pseudo strike
37.42
IV
41.1%
B/E move
3.4%
Puts
Pseudo strike
36.15
IV
63.0%
B/E move
4.6%

45Δ

Calls
Pseudo strike
37.21
IV
39.2%
B/E move
3.1%
Puts
Pseudo strike
36.56
IV
64.2%
B/E move
4.0%

50Δ

Calls
Pseudo strike
37.00
IV
37.2%
B/E move
2.8%
Puts
Pseudo strike
36.98
IV
65.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
36.79
IV
35.2%
B/E move
2.5%
Puts
Pseudo strike
37.39
IV
66.4%
B/E move
2.9%

60Δ

Calls
Pseudo strike
36.58
IV
33.3%
B/E move
2.2%
Puts
Pseudo strike
37.96
IV
69.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
36.37
IV
31.3%
B/E move
2.0%
Puts
Pseudo strike
38.60
IV
72.4%
B/E move
2.2%

70Δ

Calls
Pseudo strike
36.16
IV
29.3%
B/E move
1.7%
Puts
Pseudo strike
39.24
IV
75.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
35.95
IV
27.4%
B/E move
1.4%
Puts
Pseudo strike
39.88
IV
78.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
35.74
IV
25.4%
B/E move
1.1%
Puts
Pseudo strike
41.71
IV
97.5%
B/E move
1.3%

Options history

IV · four-Friday blend49.22%
Daily EOD
MUR44.3%48.7%53.1%2026-10-19: 45.15%2026-10-20: 46.77%2026-10-21: 45.29%2026-10-22: 46.27%2026-10-23: 45.04%2026-10-26: 44.92%2026-10-27: 45.91%2026-10-28: 52.49%2026-10-29: 46.50%2026-10-30: 49.22%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.15%
46.77%
45.29%
46.27%
45.04%
44.92%
45.91%
52.49%
46.50%
49.22%