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Suncor Energy, Inc. SU

i

Market datapartial · fetched 2026-11-07T05:54:11.036Z

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 · 2026-11-07T00:40:14.786610877Z

FundamentalsAlpha Vantage · unavailable

Share price$68.77
1D-0.5%
AH$68.45$68.86$69.27$69.67$70.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSU
Sold putSold callAH

Suncor Energy, Inc. options

Live interpolated SU call and put midpoint premiums by absolute delta.Suncor Energy, Inc.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICESU 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 blend38.21%
Daily close
SU27.9%35.2%42.5%2026-08-10: 33.40%2026-08-11: 32.15%2026-08-12: 32.28%2026-08-13: 39.24%2026-08-14: 29.31%2026-08-17: 34.45%2026-08-18: 29.34%2026-08-19: 32.19%2026-08-20: 33.11%2026-08-21: 29.49%2026-08-24: 32.70%2026-08-25: 33.79%2026-08-26: 32.25%2026-08-27: 33.32%2026-08-28: 28.89%2026-08-31: 32.43%2026-09-01: 36.52%2026-09-02: 31.48%2026-09-03: 33.81%2026-09-04: 31.10%2026-09-08: 33.57%2026-09-09: 32.25%2026-09-10: 35.58%2026-09-11: 29.75%2026-09-14: 32.39%2026-09-15: 35.62%2026-09-16: 37.12%2026-09-17: 32.05%2026-09-18: 29.51%2026-09-21: 32.86%2026-09-22: 32.57%2026-09-23: 33.74%2026-09-24: 34.27%2026-09-25: 31.25%2026-09-28: 35.08%2026-09-29: 33.81%2026-09-30: 31.85%2026-10-01: 34.68%2026-10-02: 31.38%2026-10-05: 32.18%2026-10-06: 31.81%2026-10-07: 31.96%2026-10-08: 31.68%2026-10-09: 31.41%2026-10-12: 33.14%2026-10-13: 34.63%2026-10-14: 34.48%2026-10-15: 35.87%2026-10-16: 34.42%2026-10-19: 34.11%2026-10-20: 36.76%2026-10-21: 33.35%2026-10-22: 39.03%2026-10-23: 34.16%2026-10-26: 36.57%2026-10-27: 38.52%2026-10-28: 41.47%2026-10-29: 39.66%2026-10-30: 38.21%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
33.40%
32.15%
32.28%
39.24%
29.31%
34.45%
29.34%
32.19%
33.11%
29.49%
32.70%
33.79%
32.25%
33.32%
28.89%
32.43%
36.52%
31.48%
33.81%
31.10%
33.57%
32.25%
35.58%
29.75%
32.39%
35.62%
37.12%
32.05%
29.51%
32.86%
32.57%
33.74%
34.27%
31.25%
35.08%
33.81%
31.85%
34.68%
31.38%
32.18%
31.81%
31.96%
31.68%
31.41%
33.14%
34.63%
34.48%
35.87%
34.42%
34.11%
36.76%
33.35%
39.03%
34.16%
36.57%
38.52%
41.47%
39.66%
38.21%