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Occidental Petroleum Corporation OXY

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-16T22:41:38.228Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:32:11.401678084Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:41:37.654123+00:00

Share price$62.40
1D+1.9%
AH$60.74$61.20$61.66$62.12$62.585:30 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$0.22$1.51$2.80$4.10$5.39$58.21$60.24$62.27$64.30$66.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OXY spot · $62.40OXY PRICE$0.36$0.47$0.59$0.73$0.88$1.03$1.23$1.42$1.65$1.90$2.19$2.61$2.95$0.36$0.48$0.60$0.76$0.92$1.10$1.31$1.52$1.79$2.07$3.00$4.01$5.02
PutsExpensive1.39×
CallsExpensive1.31×
SkewBearish+2.95 pp
Implied moveBearish±$2.54
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.3637.6%5.3%59.9136.5%4.6%
25Δ64.7637.1%4.5%60.4336.1%3.9%
30Δ64.2436.9%3.9%60.9235.7%3.3%
35Δ63.7836.7%3.4%61.3335.8%2.9%
40Δ63.3436.4%2.9%61.7336.0%2.5%
45Δ62.9236.2%2.5%62.1336.2%2.2%
50Δ62.5336.3%2.2%62.5336.3%1.9%
55Δ62.1336.3%1.8%62.9336.5%1.6%
60Δ61.7236.4%1.6%63.3536.7%1.3%
65Δ61.3136.4%1.3%63.7936.9%1.1%
70Δ60.8736.7%1.1%64.7545.0%1.0%
75Δ60.3437.7%0.9%65.7953.4%1.0%
80Δ59.8837.2%0.7%66.9855.2%0.7%

20Δ

Calls
Pseudo strike
65.36
IV
37.6%
B/E move
5.3%
Puts
Pseudo strike
59.91
IV
36.5%
B/E move
4.6%

25Δ

Calls
Pseudo strike
64.76
IV
37.1%
B/E move
4.5%
Puts
Pseudo strike
60.43
IV
36.1%
B/E move
3.9%

30Δ

Calls
Pseudo strike
64.24
IV
36.9%
B/E move
3.9%
Puts
Pseudo strike
60.92
IV
35.7%
B/E move
3.3%

35Δ

Calls
Pseudo strike
63.78
IV
36.7%
B/E move
3.4%
Puts
Pseudo strike
61.33
IV
35.8%
B/E move
2.9%

40Δ

Calls
Pseudo strike
63.34
IV
36.4%
B/E move
2.9%
Puts
Pseudo strike
61.73
IV
36.0%
B/E move
2.5%

45Δ

Calls
Pseudo strike
62.92
IV
36.2%
B/E move
2.5%
Puts
Pseudo strike
62.13
IV
36.2%
B/E move
2.2%

50Δ

Calls
Pseudo strike
62.53
IV
36.3%
B/E move
2.2%
Puts
Pseudo strike
62.53
IV
36.3%
B/E move
1.9%

55Δ

Calls
Pseudo strike
62.13
IV
36.3%
B/E move
1.8%
Puts
Pseudo strike
62.93
IV
36.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
61.72
IV
36.4%
B/E move
1.6%
Puts
Pseudo strike
63.35
IV
36.7%
B/E move
1.3%

65Δ

Calls
Pseudo strike
61.31
IV
36.4%
B/E move
1.3%
Puts
Pseudo strike
63.79
IV
36.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
60.87
IV
36.7%
B/E move
1.1%
Puts
Pseudo strike
64.75
IV
45.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
60.34
IV
37.7%
B/E move
0.9%
Puts
Pseudo strike
65.79
IV
53.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
59.88
IV
37.2%
B/E move
0.7%
Puts
Pseudo strike
66.98
IV
55.2%
B/E move
0.7%