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Occidental Petroleum Corporation OXY

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-16T00:19:12.591Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:54:49.812540297Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:11.576645+00:00

Share price$60.65
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$0.51$2.35$4.18$6.02$7.85$52.17$56.35$60.54$64.72$68.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OXY spot · $60.65OXY PRICE$0.71$0.95$1.19$1.48$1.77$2.12$2.52$2.93$3.38$3.88$4.37$5.13$6.06$0.82$1.10$1.39$1.73$2.08$2.48$2.92$3.37$4.03$4.86$5.69$6.51$7.32
PutsFair1.01×
CallsFair1.01×
SkewBearish+1.20 pp
Implied moveBearish±$5.45
TiltBearish9.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.2234.9%12.0%55.6236.2%9.6%
25Δ66.0334.8%10.4%56.7235.9%8.3%
30Δ64.8734.7%8.9%57.7535.7%7.1%
35Δ63.9234.6%7.8%58.6535.7%6.2%
40Δ62.9834.5%6.8%59.5435.6%5.3%
45Δ62.0934.5%5.9%60.4135.4%4.5%
50Δ61.2534.8%5.1%61.2635.3%3.8%
55Δ60.4135.1%4.4%62.1235.1%3.1%
60Δ59.5635.1%3.8%63.1035.8%2.6%
65Δ58.7034.8%3.2%64.1937.1%2.2%
70Δ57.8534.5%2.6%65.2937.9%1.7%
75Δ56.8035.1%2.1%66.4037.2%1.3%
80Δ55.6236.1%1.7%67.5036.5%0.8%

20Δ

Calls
Pseudo strike
67.22
IV
34.9%
B/E move
12.0%
Puts
Pseudo strike
55.62
IV
36.2%
B/E move
9.6%

25Δ

Calls
Pseudo strike
66.03
IV
34.8%
B/E move
10.4%
Puts
Pseudo strike
56.72
IV
35.9%
B/E move
8.3%

30Δ

Calls
Pseudo strike
64.87
IV
34.7%
B/E move
8.9%
Puts
Pseudo strike
57.75
IV
35.7%
B/E move
7.1%

35Δ

Calls
Pseudo strike
63.92
IV
34.6%
B/E move
7.8%
Puts
Pseudo strike
58.65
IV
35.7%
B/E move
6.2%

40Δ

Calls
Pseudo strike
62.98
IV
34.5%
B/E move
6.8%
Puts
Pseudo strike
59.54
IV
35.6%
B/E move
5.3%

45Δ

Calls
Pseudo strike
62.09
IV
34.5%
B/E move
5.9%
Puts
Pseudo strike
60.41
IV
35.4%
B/E move
4.5%

50Δ

Calls
Pseudo strike
61.25
IV
34.8%
B/E move
5.1%
Puts
Pseudo strike
61.26
IV
35.3%
B/E move
3.8%

55Δ

Calls
Pseudo strike
60.41
IV
35.1%
B/E move
4.4%
Puts
Pseudo strike
62.12
IV
35.1%
B/E move
3.1%

60Δ

Calls
Pseudo strike
59.56
IV
35.1%
B/E move
3.8%
Puts
Pseudo strike
63.10
IV
35.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
58.70
IV
34.8%
B/E move
3.2%
Puts
Pseudo strike
64.19
IV
37.1%
B/E move
2.2%

70Δ

Calls
Pseudo strike
57.85
IV
34.5%
B/E move
2.6%
Puts
Pseudo strike
65.29
IV
37.9%
B/E move
1.7%

75Δ

Calls
Pseudo strike
56.80
IV
35.1%
B/E move
2.1%
Puts
Pseudo strike
66.40
IV
37.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
55.62
IV
36.1%
B/E move
1.7%
Puts
Pseudo strike
67.50
IV
36.5%
B/E move
0.8%