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Suncor Energy Inc SU

ENERGY · OIL & GAS INTEGRATED
i

Market dataready · fetched 2026-10-20T06:09:02.496Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:00:00.002173508Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:09:02.080733+00:00

Share price$78.39
1D+1.0%
AH$77.25$77.62$78.00$78.37$78.755:30 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$0.61$3.19$5.77$8.35$10.93$63.40$70.14$76.89$83.63$90.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SU spot · $78.39SU PRICE$0.89$1.14$1.46$1.77$2.14$2.51$2.97$3.52$4.09$4.80$5.50$5.99$6.21$0.91$1.25$1.53$1.93$2.32$2.76$3.27$3.80$4.40$5.91$7.11$8.05$10.19
PutsExpensive1.05×
CallsCheap0.86×
SkewBearish+0.62 pp
Implied moveBearish±$6.24
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.6436.9%11.7%72.7134.0%8.4%
25Δ84.7535.3%9.6%73.8434.7%7.4%
30Δ83.4735.3%8.3%75.0933.4%6.2%
35Δ82.2034.7%7.1%76.0833.9%5.4%
40Δ81.1134.7%6.2%77.0933.6%4.6%
45Δ80.0534.3%5.3%78.0633.5%3.9%
50Δ79.0634.7%4.6%79.0333.7%3.3%
55Δ78.0535.4%4.1%80.0033.5%2.8%
60Δ77.0235.6%3.5%81.0033.4%2.3%
65Δ75.9236.4%3.0%82.6338.3%2.1%
70Δ74.8236.4%2.5%84.1539.8%1.7%
75Δ73.9034.4%1.9%85.4639.0%1.2%
80Δ73.2730.7%1.4%87.8542.1%0.9%

20Δ

Calls
Pseudo strike
86.64
IV
36.9%
B/E move
11.7%
Puts
Pseudo strike
72.71
IV
34.0%
B/E move
8.4%

25Δ

Calls
Pseudo strike
84.75
IV
35.3%
B/E move
9.6%
Puts
Pseudo strike
73.84
IV
34.7%
B/E move
7.4%

30Δ

Calls
Pseudo strike
83.47
IV
35.3%
B/E move
8.3%
Puts
Pseudo strike
75.09
IV
33.4%
B/E move
6.2%

35Δ

Calls
Pseudo strike
82.20
IV
34.7%
B/E move
7.1%
Puts
Pseudo strike
76.08
IV
33.9%
B/E move
5.4%

40Δ

Calls
Pseudo strike
81.11
IV
34.7%
B/E move
6.2%
Puts
Pseudo strike
77.09
IV
33.6%
B/E move
4.6%

45Δ

Calls
Pseudo strike
80.05
IV
34.3%
B/E move
5.3%
Puts
Pseudo strike
78.06
IV
33.5%
B/E move
3.9%

50Δ

Calls
Pseudo strike
79.06
IV
34.7%
B/E move
4.6%
Puts
Pseudo strike
79.03
IV
33.7%
B/E move
3.3%

55Δ

Calls
Pseudo strike
78.05
IV
35.4%
B/E move
4.1%
Puts
Pseudo strike
80.00
IV
33.5%
B/E move
2.8%

60Δ

Calls
Pseudo strike
77.02
IV
35.6%
B/E move
3.5%
Puts
Pseudo strike
81.00
IV
33.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
75.92
IV
36.4%
B/E move
3.0%
Puts
Pseudo strike
82.63
IV
38.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
74.82
IV
36.4%
B/E move
2.5%
Puts
Pseudo strike
84.15
IV
39.8%
B/E move
1.7%

75Δ

Calls
Pseudo strike
73.90
IV
34.4%
B/E move
1.9%
Puts
Pseudo strike
85.46
IV
39.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
73.27
IV
30.7%
B/E move
1.4%
Puts
Pseudo strike
87.85
IV
42.1%
B/E move
0.9%

Options history

SU33.6133.6433.682026-10-19T19:58:35.184000+00:00: 33.64%Oct 19Oct 19
Table
ObservationIVSkewImplied move
33.64%-0.48 pp7.96%