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Occidental Petroleum Corporation OXY

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-15T20:35:29.314Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:31:18.915828678Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:28.939608+00:00

Share price$60.70
1D-1.7%
AH$60.12$60.60$61.09$61.58$62.065:30 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$0.20$0.76$1.31$1.87$2.43$57.77$59.38$61.00$62.62$64.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $60.70OPTION PRICELive OXY spot · $60.70OXY PRICE$1.06$0.87$0.67$0.47$0.31$0.39$0.48$0.56$0.64$0.73$0.81$1.13$2.27$0.74$0.46$0.26$0.35$0.44$0.54$0.63$0.72$0.87$1.06$1.26$1.45$2.19
PutsExpensive1.85×
CallsExpensive3.09×
SkewBullish-19.53 pp
Implied moveBearish±$1.10
TiltBearish2.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.06328.9%18.8%53.37274.4%13.3%
25Δ68.44252.4%14.2%57.04145.3%6.8%
30Δ65.85176.4%9.6%60.0341.2%1.5%
35Δ63.27100.3%5.0%60.2142.4%1.4%
40Δ60.9833.7%1.0%60.3943.5%1.2%
45Δ60.8433.9%0.9%60.5644.7%1.1%
50Δ60.6934.1%0.8%60.7445.9%1.0%
55Δ60.5534.4%0.7%60.9247.0%0.8%
60Δ60.4034.6%0.6%61.1448.4%0.7%
65Δ60.2634.8%0.5%61.3950.0%0.6%
70Δ60.1135.0%0.4%61.6551.7%0.5%
75Δ59.7541.3%0.3%61.9053.3%0.4%
80Δ58.6368.6%0.3%62.6866.6%0.3%

20Δ

Calls
Pseudo strike
71.06
IV
328.9%
B/E move
18.8%
Puts
Pseudo strike
53.37
IV
274.4%
B/E move
13.3%

25Δ

Calls
Pseudo strike
68.44
IV
252.4%
B/E move
14.2%
Puts
Pseudo strike
57.04
IV
145.3%
B/E move
6.8%

30Δ

Calls
Pseudo strike
65.85
IV
176.4%
B/E move
9.6%
Puts
Pseudo strike
60.03
IV
41.2%
B/E move
1.5%

35Δ

Calls
Pseudo strike
63.27
IV
100.3%
B/E move
5.0%
Puts
Pseudo strike
60.21
IV
42.4%
B/E move
1.4%

40Δ

Calls
Pseudo strike
60.98
IV
33.7%
B/E move
1.0%
Puts
Pseudo strike
60.39
IV
43.5%
B/E move
1.2%

45Δ

Calls
Pseudo strike
60.84
IV
33.9%
B/E move
0.9%
Puts
Pseudo strike
60.56
IV
44.7%
B/E move
1.1%

50Δ

Calls
Pseudo strike
60.69
IV
34.1%
B/E move
0.8%
Puts
Pseudo strike
60.74
IV
45.9%
B/E move
1.0%

55Δ

Calls
Pseudo strike
60.55
IV
34.4%
B/E move
0.7%
Puts
Pseudo strike
60.92
IV
47.0%
B/E move
0.8%

60Δ

Calls
Pseudo strike
60.40
IV
34.6%
B/E move
0.6%
Puts
Pseudo strike
61.14
IV
48.4%
B/E move
0.7%

65Δ

Calls
Pseudo strike
60.26
IV
34.8%
B/E move
0.5%
Puts
Pseudo strike
61.39
IV
50.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
60.11
IV
35.0%
B/E move
0.4%
Puts
Pseudo strike
61.65
IV
51.7%
B/E move
0.5%

75Δ

Calls
Pseudo strike
59.75
IV
41.3%
B/E move
0.3%
Puts
Pseudo strike
61.90
IV
53.3%
B/E move
0.4%

80Δ

Calls
Pseudo strike
58.63
IV
68.6%
B/E move
0.3%
Puts
Pseudo strike
62.68
IV
66.6%
B/E move
0.3%