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Suncor Energy, Inc. SU

ENERGY · OIL & GAS INTEGRATED
i

Market dataready · fetched 2026-11-05T22:20:27.338Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-05T21:10:00.001063068Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T22:20:25.553680+00:00

Share price$69.06
1D-6.0%
AH$69$70$71$73$745:30 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.$0.35$1.23$2.11$2.99$3.88$64.69$67.30$69.91$72.52$75.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SU spot · $69.06SU PRICE$0.46$0.68$0.90$1.12$1.19$1.21$1.22$2.47$2.77$3.18$3.62$0.45$0.57$0.68$0.73$0.77$0.83$0.92$1.00$1.08$1.17$1.62$3.43
Puts——
Calls——
Skew——
Implied moveBullish±$2.05
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.7289.5%4.5%
25Δ71.50103.9%4.5%67.1780.6%3.4%
30Δ71.28118.3%4.5%67.6179.7%2.9%
35Δ71.06132.7%4.5%68.0378.2%2.5%
40Δ70.36120.7%3.6%68.4070.4%2.0%
45Δ69.70103.1%2.7%68.7762.7%1.5%
50Δ69.1888.0%1.9%69.0856.6%1.2%
55Δ69.2953.6%1.0%
60Δ69.5050.5%0.8%
65Δ67.61114.3%1.5%69.7147.4%0.6%
70Δ67.09111.8%1.2%69.9244.4%0.4%
75Δ66.51111.0%0.9%70.4251.8%0.4%
80Δ65.90109.9%0.7%72.1493.5%0.5%

20Δ

Calls
Pseudo strike
71.72
IV
89.5%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
71.50
IV
103.9%
B/E move
4.5%
Puts
Pseudo strike
67.17
IV
80.6%
B/E move
3.4%

30Δ

Calls
Pseudo strike
71.28
IV
118.3%
B/E move
4.5%
Puts
Pseudo strike
67.61
IV
79.7%
B/E move
2.9%

35Δ

Calls
Pseudo strike
71.06
IV
132.7%
B/E move
4.5%
Puts
Pseudo strike
68.03
IV
78.2%
B/E move
2.5%

40Δ

Calls
Pseudo strike
70.36
IV
120.7%
B/E move
3.6%
Puts
Pseudo strike
68.40
IV
70.4%
B/E move
2.0%

45Δ

Calls
Pseudo strike
69.70
IV
103.1%
B/E move
2.7%
Puts
Pseudo strike
68.77
IV
62.7%
B/E move
1.5%

50Δ

Calls
Pseudo strike
69.18
IV
88.0%
B/E move
1.9%
Puts
Pseudo strike
69.08
IV
56.6%
B/E move
1.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.29
IV
53.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.50
IV
50.5%
B/E move
0.8%

65Δ

Calls
Pseudo strike
67.61
IV
114.3%
B/E move
1.5%
Puts
Pseudo strike
69.71
IV
47.4%
B/E move
0.6%

70Δ

Calls
Pseudo strike
67.09
IV
111.8%
B/E move
1.2%
Puts
Pseudo strike
69.92
IV
44.4%
B/E move
0.4%

75Δ

Calls
Pseudo strike
66.51
IV
111.0%
B/E move
0.9%
Puts
Pseudo strike
70.42
IV
51.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
65.90
IV
109.9%
B/E move
0.7%
Puts
Pseudo strike
72.14
IV
93.5%
B/E move
0.5%

Options history

IV · four-Friday blend38.21%
Daily close
SU27.9%35.2%42.5%2026-08-07: 31.60%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 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
31.60%
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%