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PHILLIPS 66 PSX

ENERGY · OIL & GAS REFINING & MARKETING
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Market dataready · fetched 2026-11-08T00:11:46.468Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:23:19.944416006Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-08T00:11:45.539489+00:00

Share price$248.00
1D-1.2%
AH$243$245$246$248$2505:30 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$0.76$8.81$16.86$24.90$32.95$219.28$236.73$254.17$271.61$289.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSX spot · $248.00PSX PRICE$1.63$2.15$2.73$3.33$3.95$4.86$5.63$6.54$7.70$8.30$9.07$10.00$11.39$2.34$3.18$4.07$5.13$6.23$7.62$9.04$10.59$12.70$15.03$17.45$23.12$30.63
PutsExpensive1.20×
CallsCheap0.94×
SkewBearish+25.27 pp
Implied moveBearish±$14.67
TiltBearish31.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ261.6747.3%6.2%232.5463.3%7.2%
25Δ258.8646.6%5.2%235.5164.3%6.3%
30Δ256.5046.4%4.5%238.5264.0%5.5%
35Δ254.3145.8%3.9%241.1165.3%4.8%
40Δ252.2144.9%3.3%243.8165.3%4.2%
45Δ250.4646.5%3.0%246.4266.9%3.7%
50Δ248.6245.9%2.5%249.0867.4%3.2%
55Δ246.7345.7%2.1%251.8267.5%2.7%
60Δ244.8646.9%1.8%254.8669.7%2.4%
65Δ243.2843.8%1.4%258.1271.2%2.0%
70Δ241.6941.4%1.1%261.4871.5%1.6%
75Δ240.0939.7%0.8%267.6381.1%1.4%
80Δ238.1939.0%0.6%275.7491.2%1.2%

20Δ

Calls
Pseudo strike
261.67
IV
47.3%
B/E move
6.2%
Puts
Pseudo strike
232.54
IV
63.3%
B/E move
7.2%

25Δ

Calls
Pseudo strike
258.86
IV
46.6%
B/E move
5.2%
Puts
Pseudo strike
235.51
IV
64.3%
B/E move
6.3%

30Δ

Calls
Pseudo strike
256.50
IV
46.4%
B/E move
4.5%
Puts
Pseudo strike
238.52
IV
64.0%
B/E move
5.5%

35Δ

Calls
Pseudo strike
254.31
IV
45.8%
B/E move
3.9%
Puts
Pseudo strike
241.11
IV
65.3%
B/E move
4.8%

40Δ

Calls
Pseudo strike
252.21
IV
44.9%
B/E move
3.3%
Puts
Pseudo strike
243.81
IV
65.3%
B/E move
4.2%

45Δ

Calls
Pseudo strike
250.46
IV
46.5%
B/E move
3.0%
Puts
Pseudo strike
246.42
IV
66.9%
B/E move
3.7%

50Δ

Calls
Pseudo strike
248.62
IV
45.9%
B/E move
2.5%
Puts
Pseudo strike
249.08
IV
67.4%
B/E move
3.2%

55Δ

Calls
Pseudo strike
246.73
IV
45.7%
B/E move
2.1%
Puts
Pseudo strike
251.82
IV
67.5%
B/E move
2.7%

60Δ

Calls
Pseudo strike
244.86
IV
46.9%
B/E move
1.8%
Puts
Pseudo strike
254.86
IV
69.7%
B/E move
2.4%

65Δ

Calls
Pseudo strike
243.28
IV
43.8%
B/E move
1.4%
Puts
Pseudo strike
258.12
IV
71.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
241.69
IV
41.4%
B/E move
1.1%
Puts
Pseudo strike
261.48
IV
71.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
240.09
IV
39.7%
B/E move
0.8%
Puts
Pseudo strike
267.63
IV
81.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
238.19
IV
39.0%
B/E move
0.6%
Puts
Pseudo strike
275.74
IV
91.2%
B/E move
1.2%

Options history

IV · four-Friday blend48.15%
Daily close
PSX32.4%43.2%54.0%2026-08-10: 34.28%2026-08-11: 36.55%2026-08-12: 35.14%2026-08-13: 36.83%2026-08-14: 34.70%2026-08-17: 36.68%2026-08-18: 37.87%2026-08-19: 36.55%2026-08-20: 36.36%2026-08-21: 35.81%2026-08-24: 37.51%2026-08-25: 37.97%2026-08-26: 37.64%2026-08-27: 38.76%2026-08-28: 33.87%2026-08-31: 35.84%2026-09-01: 42.32%2026-09-02: 38.12%2026-09-03: 36.59%2026-09-04: 36.26%2026-09-08: 40.01%2026-09-09: 39.48%2026-09-10: 39.91%2026-09-11: 38.02%2026-09-14: 42.11%2026-09-15: 44.10%2026-09-16: 44.93%2026-09-17: 40.26%2026-09-18: 41.03%2026-09-21: 45.86%2026-09-22: 46.31%2026-09-23: 47.46%2026-09-24: 49.20%2026-09-25: 41.34%2026-09-28: 45.65%2026-09-29: 45.10%2026-09-30: 43.88%2026-10-01: 42.89%2026-10-02: 40.59%2026-10-05: 42.80%2026-10-06: 42.30%2026-10-07: 41.45%2026-10-08: 42.02%2026-10-09: 39.31%2026-10-12: 42.13%2026-10-13: 44.57%2026-10-14: 45.47%2026-10-15: 48.38%2026-10-16: 45.65%2026-10-19: 47.98%2026-10-20: 48.29%2026-10-21: 47.03%2026-10-22: 49.10%2026-10-23: 47.73%2026-10-26: 52.48%2026-10-27: 51.17%2026-10-28: 47.22%2026-10-29: 45.92%2026-10-30: 48.15%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
34.28%
36.55%
35.14%
36.83%
34.70%
36.68%
37.87%
36.55%
36.36%
35.81%
37.51%
37.97%
37.64%
38.76%
33.87%
35.84%
42.32%
38.12%
36.59%
36.26%
40.01%
39.48%
39.91%
38.02%
42.11%
44.10%
44.93%
40.26%
41.03%
45.86%
46.31%
47.46%
49.20%
41.34%
45.65%
45.10%
43.88%
42.89%
40.59%
42.80%
42.30%
41.45%
42.02%
39.31%
42.13%
44.57%
45.47%
48.38%
45.65%
47.98%
48.29%
47.03%
49.10%
47.73%
52.48%
51.17%
47.22%
45.92%
48.15%