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Murphy Oil Corp. MUR

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Market datapartial · fetched 2026-10-22T20:54:59.482Z

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 · 2026-10-22T20:10:00.002124812Z

FundamentalsAlpha Vantage · unavailable

Share price$42.37
1D-2.7%
AH$41.09$41.81$42.53$43.25$43.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMUR
Sold putSold callAH

Murphy Oil Corp. options

Live interpolated MUR call and put midpoint premiums by absolute delta.Murphy Oil Corp.$0.26$3.33$6.41$9.49$12.56$34.07$37.95$41.82$45.69$49.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MUR spot · $42.37MUR PRICE$0.59$0.80$1.04$1.28$1.55$1.84$2.12$2.47$2.89$3.31$3.73$4.06$4.39$0.73$0.97$1.22$1.57$1.93$2.30$2.84$3.50$4.17$5.20$6.27$7.92$11.68
PutsExpensive1.35×
CallsFair0.99×
SkewBearish+9.82 pp
Implied moveBearish±$4.96
TiltBearish25.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.0647.4%14.8%38.0649.9%11.9%
25Δ46.8946.6%12.6%38.9749.7%10.3%
30Δ46.0747.6%11.2%39.8849.5%8.8%
35Δ45.2448.5%9.8%40.6650.0%7.7%
40Δ44.4648.6%8.6%41.4250.6%6.8%
45Δ43.6948.3%7.4%42.1851.2%5.9%
50Δ42.9247.9%6.3%43.0452.9%5.1%
55Δ42.1647.8%5.3%43.9655.2%4.5%
60Δ41.4248.0%4.6%44.8957.5%3.9%
65Δ40.6848.2%3.8%46.1660.6%3.3%
70Δ39.9648.1%3.1%47.4763.8%2.8%
75Δ39.3844.7%2.5%49.3468.0%2.2%
80Δ38.8141.4%2.0%53.2481.9%1.9%

20Δ

Calls
Pseudo strike
48.06
IV
47.4%
B/E move
14.8%
Puts
Pseudo strike
38.06
IV
49.9%
B/E move
11.9%

25Δ

Calls
Pseudo strike
46.89
IV
46.6%
B/E move
12.6%
Puts
Pseudo strike
38.97
IV
49.7%
B/E move
10.3%

30Δ

Calls
Pseudo strike
46.07
IV
47.6%
B/E move
11.2%
Puts
Pseudo strike
39.88
IV
49.5%
B/E move
8.8%

35Δ

Calls
Pseudo strike
45.24
IV
48.5%
B/E move
9.8%
Puts
Pseudo strike
40.66
IV
50.0%
B/E move
7.7%

40Δ

Calls
Pseudo strike
44.46
IV
48.6%
B/E move
8.6%
Puts
Pseudo strike
41.42
IV
50.6%
B/E move
6.8%

45Δ

Calls
Pseudo strike
43.69
IV
48.3%
B/E move
7.4%
Puts
Pseudo strike
42.18
IV
51.2%
B/E move
5.9%

50Δ

Calls
Pseudo strike
42.92
IV
47.9%
B/E move
6.3%
Puts
Pseudo strike
43.04
IV
52.9%
B/E move
5.1%

55Δ

Calls
Pseudo strike
42.16
IV
47.8%
B/E move
5.3%
Puts
Pseudo strike
43.96
IV
55.2%
B/E move
4.5%

60Δ

Calls
Pseudo strike
41.42
IV
48.0%
B/E move
4.6%
Puts
Pseudo strike
44.89
IV
57.5%
B/E move
3.9%

65Δ

Calls
Pseudo strike
40.68
IV
48.2%
B/E move
3.8%
Puts
Pseudo strike
46.16
IV
60.6%
B/E move
3.3%

70Δ

Calls
Pseudo strike
39.96
IV
48.1%
B/E move
3.1%
Puts
Pseudo strike
47.47
IV
63.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
39.38
IV
44.7%
B/E move
2.5%
Puts
Pseudo strike
49.34
IV
68.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
38.81
IV
41.4%
B/E move
2.0%
Puts
Pseudo strike
53.24
IV
81.9%
B/E move
1.9%

Options history

No recorded observations