Share price$289.20
1D-2.3%
Sold putSold callAH
Phillips 66 PSX
ENERGY · OIL & GAS REFINING & MARKETINGi
Market dataready · fetched 2026-10-16T01:05:01.301Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:00:00.002334208Z
FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:05:00.677041+00:00
Phillips 66 options
PutsExpensive1.09×
CallsFair1.03×
SkewBearish+3.27 pp
Implied moveBearish±$33.71
TiltBearish14.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 329.64 | 44.3% | 15.4% | 260.49 | 44.7% | 11.6% |
| 25Δ | 322.07 | 44.2% | 13.3% | 265.90 | 46.4% | 10.4% |
| 30Δ | 315.76 | 44.8% | 11.7% | 271.36 | 47.8% | 9.3% |
| 35Δ | 309.92 | 45.5% | 10.3% | 276.97 | 48.4% | 8.2% |
| 40Δ | 304.02 | 44.8% | 8.8% | 282.53 | 48.2% | 7.0% |
| 45Δ | 298.36 | 44.4% | 7.6% | 288.04 | 47.0% | 5.9% |
| 50Δ | 293.21 | 44.7% | 6.6% | 293.52 | 46.7% | 5.0% |
| 55Δ | 288.06 | 44.9% | 5.6% | 298.99 | 46.9% | 4.2% |
| 60Δ | 282.91 | 44.9% | 4.8% | 305.03 | 47.5% | 3.5% |
| 65Δ | 277.70 | 44.8% | 4.0% | 311.43 | 48.3% | 2.9% |
| 70Δ | 272.42 | 44.5% | 3.3% | 318.83 | 49.4% | 2.3% |
| 75Δ | 266.65 | 44.4% | 2.6% | 327.23 | 50.3% | 1.8% |
| 80Δ | 260.46 | 44.7% | 2.0% | 337.72 | 52.0% | 1.2% |
20Δ
- Pseudo strike
- 329.64
- IV
- 44.3%
- B/E move
- 15.4%
- Pseudo strike
- 260.49
- IV
- 44.7%
- B/E move
- 11.6%
25Δ
- Pseudo strike
- 322.07
- IV
- 44.2%
- B/E move
- 13.3%
- Pseudo strike
- 265.90
- IV
- 46.4%
- B/E move
- 10.4%
30Δ
- Pseudo strike
- 315.76
- IV
- 44.8%
- B/E move
- 11.7%
- Pseudo strike
- 271.36
- IV
- 47.8%
- B/E move
- 9.3%
35Δ
- Pseudo strike
- 309.92
- IV
- 45.5%
- B/E move
- 10.3%
- Pseudo strike
- 276.97
- IV
- 48.4%
- B/E move
- 8.2%
40Δ
- Pseudo strike
- 304.02
- IV
- 44.8%
- B/E move
- 8.8%
- Pseudo strike
- 282.53
- IV
- 48.2%
- B/E move
- 7.0%
45Δ
- Pseudo strike
- 298.36
- IV
- 44.4%
- B/E move
- 7.6%
- Pseudo strike
- 288.04
- IV
- 47.0%
- B/E move
- 5.9%
50Δ
- Pseudo strike
- 293.21
- IV
- 44.7%
- B/E move
- 6.6%
- Pseudo strike
- 293.52
- IV
- 46.7%
- B/E move
- 5.0%
55Δ
- Pseudo strike
- 288.06
- IV
- 44.9%
- B/E move
- 5.6%
- Pseudo strike
- 298.99
- IV
- 46.9%
- B/E move
- 4.2%
60Δ
- Pseudo strike
- 282.91
- IV
- 44.9%
- B/E move
- 4.8%
- Pseudo strike
- 305.03
- IV
- 47.5%
- B/E move
- 3.5%
65Δ
- Pseudo strike
- 277.70
- IV
- 44.8%
- B/E move
- 4.0%
- Pseudo strike
- 311.43
- IV
- 48.3%
- B/E move
- 2.9%
70Δ
- Pseudo strike
- 272.42
- IV
- 44.5%
- B/E move
- 3.3%
- Pseudo strike
- 318.83
- IV
- 49.4%
- B/E move
- 2.3%
75Δ
- Pseudo strike
- 266.65
- IV
- 44.4%
- B/E move
- 2.6%
- Pseudo strike
- 327.23
- IV
- 50.3%
- B/E move
- 1.8%
80Δ
- Pseudo strike
- 260.46
- IV
- 44.7%
- B/E move
- 2.0%
- Pseudo strike
- 337.72
- IV
- 52.0%
- B/E move
- 1.2%