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Phillips 66 PSX

ENERGY · OIL & GAS REFINING & MARKETING
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Market dataready · fetched 2026-10-16T01:53:07.169Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.002334208Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:53:06.702562+00:00

Share price$289.20
1D-2.3%
AH$286$289$292$295$2985:30 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$0.58$2.67$4.75$6.84$8.92$279.98$285.52$291.06$296.60$302.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PSX spot · $289.20PSX PRICE$0.81$1.08$1.37$1.73$2.21$2.68$3.13$3.56$4.01$4.74$5.47$6.43$7.47$1.08$1.39$1.59$1.89$2.20$2.61$3.04$3.55$4.31$5.06$6.17$7.29$8.32
PutsFair1.01×
CallsExpensive1.96×
SkewBearish+3.36 pp
Implied moveBalanced±$6.17
TiltBearish4.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ295.6148.2%2.5%281.5062.2%3.0%
25Δ294.3147.8%2.1%283.1560.9%2.6%
30Δ293.1947.7%1.9%285.0654.3%2.0%
35Δ292.1548.5%1.6%286.2352.3%1.7%
40Δ291.2350.5%1.5%287.4050.2%1.4%
45Δ290.3252.5%1.3%288.3649.6%1.2%
50Δ289.3752.4%1.1%289.3149.1%1.0%
55Δ288.3951.1%1.0%290.2949.2%0.9%
60Δ287.4150.0%0.8%291.3651.0%0.7%
65Δ286.3450.6%0.6%292.4452.7%0.6%
70Δ285.2751.3%0.5%293.8455.1%0.5%
75Δ284.0052.0%0.4%295.2556.9%0.4%
80Δ282.6752.8%0.3%296.6155.7%0.3%

20Δ

Calls
Pseudo strike
295.61
IV
48.2%
B/E move
2.5%
Puts
Pseudo strike
281.50
IV
62.2%
B/E move
3.0%

25Δ

Calls
Pseudo strike
294.31
IV
47.8%
B/E move
2.1%
Puts
Pseudo strike
283.15
IV
60.9%
B/E move
2.6%

30Δ

Calls
Pseudo strike
293.19
IV
47.7%
B/E move
1.9%
Puts
Pseudo strike
285.06
IV
54.3%
B/E move
2.0%

35Δ

Calls
Pseudo strike
292.15
IV
48.5%
B/E move
1.6%
Puts
Pseudo strike
286.23
IV
52.3%
B/E move
1.7%

40Δ

Calls
Pseudo strike
291.23
IV
50.5%
B/E move
1.5%
Puts
Pseudo strike
287.40
IV
50.2%
B/E move
1.4%

45Δ

Calls
Pseudo strike
290.32
IV
52.5%
B/E move
1.3%
Puts
Pseudo strike
288.36
IV
49.6%
B/E move
1.2%

50Δ

Calls
Pseudo strike
289.37
IV
52.4%
B/E move
1.1%
Puts
Pseudo strike
289.31
IV
49.1%
B/E move
1.0%

55Δ

Calls
Pseudo strike
288.39
IV
51.1%
B/E move
1.0%
Puts
Pseudo strike
290.29
IV
49.2%
B/E move
0.9%

60Δ

Calls
Pseudo strike
287.41
IV
50.0%
B/E move
0.8%
Puts
Pseudo strike
291.36
IV
51.0%
B/E move
0.7%

65Δ

Calls
Pseudo strike
286.34
IV
50.6%
B/E move
0.6%
Puts
Pseudo strike
292.44
IV
52.7%
B/E move
0.6%

70Δ

Calls
Pseudo strike
285.27
IV
51.3%
B/E move
0.5%
Puts
Pseudo strike
293.84
IV
55.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
284.00
IV
52.0%
B/E move
0.4%
Puts
Pseudo strike
295.25
IV
56.9%
B/E move
0.4%

80Δ

Calls
Pseudo strike
282.67
IV
52.8%
B/E move
0.3%
Puts
Pseudo strike
296.61
IV
55.7%
B/E move
0.3%