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Occidental Petroleum Corporation OXY

i

Market datapartial · fetched 2026-11-07T16:19:05.200Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:54:20.532712444Z

FundamentalsAlpha Vantage · unavailable

Share price$56.70
1D+0.2%
AH$55.87$56.20$56.53$56.86$57.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOXY
Sold putSold callAH

Occidental Petroleum Corporation options

Live interpolated OXY call and put midpoint premiums by absolute delta.Occidental Petroleum Corporation$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEOXY PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend39.07%
Daily close
OXY28.6%35.7%42.8%2026-08-10: 35.74%2026-08-11: 32.76%2026-08-12: 31.71%2026-08-13: 31.68%2026-08-14: 29.81%2026-08-17: 33.31%2026-08-18: 33.11%2026-08-19: 32.42%2026-08-20: 32.49%2026-08-21: 31.04%2026-08-24: 31.70%2026-08-25: 31.68%2026-08-26: 31.85%2026-08-27: 32.20%2026-08-28: 30.25%2026-08-31: 33.24%2026-09-01: 34.50%2026-09-02: 31.54%2026-09-03: 29.62%2026-09-04: 29.67%2026-09-08: 34.96%2026-09-09: 33.68%2026-09-10: 34.20%2026-09-11: 32.73%2026-09-14: 35.17%2026-09-15: 35.90%2026-09-16: 35.42%2026-09-17: 32.82%2026-09-18: 31.44%2026-09-21: 33.58%2026-09-22: 35.21%2026-09-23: 34.97%2026-09-24: 35.04%2026-09-25: 32.33%2026-09-28: 34.74%2026-09-29: 34.64%2026-09-30: 33.92%2026-10-01: 35.28%2026-10-02: 34.97%2026-10-05: 33.26%2026-10-06: 32.90%2026-10-07: 33.13%2026-10-08: 33.74%2026-10-09: 31.30%2026-10-12: 32.57%2026-10-13: 33.78%2026-10-14: 35.51%2026-10-15: 34.87%2026-10-16: 36.29%2026-10-19: 35.59%2026-10-20: 36.30%2026-10-21: 36.11%2026-10-22: 41.86%2026-10-23: 38.34%2026-10-26: 38.31%2026-10-27: 38.25%2026-10-28: 38.56%2026-10-29: 38.61%2026-10-30: 39.07%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
35.74%
32.76%
31.71%
31.68%
29.81%
33.31%
33.11%
32.42%
32.49%
31.04%
31.70%
31.68%
31.85%
32.20%
30.25%
33.24%
34.50%
31.54%
29.62%
29.67%
34.96%
33.68%
34.20%
32.73%
35.17%
35.90%
35.42%
32.82%
31.44%
33.58%
35.21%
34.97%
35.04%
32.33%
34.74%
34.64%
33.92%
35.28%
34.97%
33.26%
32.90%
33.13%
33.74%
31.30%
32.57%
33.78%
35.51%
34.87%
36.29%
35.59%
36.30%
36.11%
41.86%
38.34%
38.31%
38.25%
38.56%
38.61%
39.07%