IntraAlpha
Create free account Start free

PHILLIPS 66 PSX

i

Market datapartial · fetched 2026-11-07T11:16:58.337Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · unavailable

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$0.00$0.27$0.54$0.81$1.08$-0.25$0.13$0.50$0.87$1.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEPSX PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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%