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Phillips 66 PSX

ENERGY · OIL & GAS REFINING & MARKETING
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Market dataready · fetched 2026-10-16T21:47:46.825Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:25:13.781077627Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:47:46.176216+00:00

Share price$293.00
1D+0.8%
AH$288$290$292$294$2965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPSX
Sold putSold callAH

Phillips 66 options

Live interpolated PSX call and put midpoint premiums by absolute delta.Phillips 66$1.60$5.86$10.13$14.39$18.65$272.02$282.86$293.69$304.53$315.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSX spot · $293.00PSX PRICE$2.06$2.61$3.25$3.78$4.83$5.97$7.12$8.21$9.53$11.05$12.44$15.21$17.42$2.06$2.67$3.35$4.00$4.79$6.11$7.24$8.19$9.33$10.70$12.27$14.01$17.03
PutsExpensive1.27×
CallsExpensive1.13×
SkewBullish-3.44 pp
Implied moveBalanced±$14.36
TiltBalanced0.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ310.5747.1%6.7%279.0044.2%5.5%
25Δ306.2244.3%5.4%282.2042.8%4.6%
30Δ303.1943.4%4.6%284.8942.0%3.9%
35Δ300.1540.7%3.7%287.3940.5%3.3%
40Δ298.1742.9%3.4%289.5640.0%2.8%
45Δ296.0744.8%3.1%291.6242.5%2.6%
50Δ293.8145.7%2.7%293.7143.0%2.2%
55Δ291.5045.3%2.3%295.8441.7%1.8%
60Δ289.1345.4%1.9%297.9541.0%1.5%
65Δ286.7345.9%1.6%300.1440.7%1.2%
70Δ284.3444.8%1.3%302.4540.5%1.0%
75Δ281.0047.8%1.1%304.8840.1%0.7%
80Δ278.0147.5%0.8%308.4141.8%0.6%

20Δ

Calls
Pseudo strike
310.57
IV
47.1%
B/E move
6.7%
Puts
Pseudo strike
279.00
IV
44.2%
B/E move
5.5%

25Δ

Calls
Pseudo strike
306.22
IV
44.3%
B/E move
5.4%
Puts
Pseudo strike
282.20
IV
42.8%
B/E move
4.6%

30Δ

Calls
Pseudo strike
303.19
IV
43.4%
B/E move
4.6%
Puts
Pseudo strike
284.89
IV
42.0%
B/E move
3.9%

35Δ

Calls
Pseudo strike
300.15
IV
40.7%
B/E move
3.7%
Puts
Pseudo strike
287.39
IV
40.5%
B/E move
3.3%

40Δ

Calls
Pseudo strike
298.17
IV
42.9%
B/E move
3.4%
Puts
Pseudo strike
289.56
IV
40.0%
B/E move
2.8%

45Δ

Calls
Pseudo strike
296.07
IV
44.8%
B/E move
3.1%
Puts
Pseudo strike
291.62
IV
42.5%
B/E move
2.6%

50Δ

Calls
Pseudo strike
293.81
IV
45.7%
B/E move
2.7%
Puts
Pseudo strike
293.71
IV
43.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
291.50
IV
45.3%
B/E move
2.3%
Puts
Pseudo strike
295.84
IV
41.7%
B/E move
1.8%

60Δ

Calls
Pseudo strike
289.13
IV
45.4%
B/E move
1.9%
Puts
Pseudo strike
297.95
IV
41.0%
B/E move
1.5%

65Δ

Calls
Pseudo strike
286.73
IV
45.9%
B/E move
1.6%
Puts
Pseudo strike
300.14
IV
40.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
284.34
IV
44.8%
B/E move
1.3%
Puts
Pseudo strike
302.45
IV
40.5%
B/E move
1.0%

75Δ

Calls
Pseudo strike
281.00
IV
47.8%
B/E move
1.1%
Puts
Pseudo strike
304.88
IV
40.1%
B/E move
0.7%

80Δ

Calls
Pseudo strike
278.01
IV
47.5%
B/E move
0.8%
Puts
Pseudo strike
308.41
IV
41.8%
B/E move
0.6%