IntraAlpha
Create free account Start free

United States Oil Fund, LP USO

i

Market dataready · fetched 2026-10-15T20:04:09.027Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:58.40373133Z

FundamentalsAlpha Vantage · ready

Share price$157.30
1D+2.8%
AH$153$154$156$157$1585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUSO
Sold putSold callAH

United States Oil Fund, LP options

Live interpolated USO call and put midpoint premiums by absolute delta.United States Oil Fund, LP$0.28$1.38$2.47$3.57$4.66$150.80$153.64$156.49$159.33$162.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $157.30OPTION PRICELive USO spot · $157.30USO PRICE$0.40$0.53$0.68$0.83$0.99$1.13$1.33$1.63$1.91$2.18$2.52$2.86$3.58$0.42$0.53$0.69$0.84$1.02$1.20$1.38$1.60$1.88$2.20$2.58$3.04$4.35
PutsExpensive1.28×
CallsCheap0.94×
SkewNeutral+0.05 pp
Implied moveBalanced±$2.70
TiltBearish2.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ160.4443.6%2.2%154.2644.8%2.2%
25Δ159.7943.2%1.9%154.9942.9%1.8%
30Δ159.2643.5%1.7%155.5042.9%1.6%
35Δ158.7543.3%1.5%156.0042.8%1.4%
40Δ158.2642.5%1.2%156.4642.5%1.2%
45Δ157.7941.0%1.0%156.9242.2%1.0%
50Δ157.3440.7%0.9%157.3541.3%0.8%
55Δ156.9143.2%0.8%157.7841.0%0.7%
60Δ156.4543.2%0.7%158.2341.4%0.6%
65Δ155.9943.3%0.6%158.7142.0%0.5%
70Δ155.4943.1%0.4%159.2342.8%0.4%
75Δ154.9942.9%0.3%159.8243.7%0.3%
80Δ154.1746.3%0.3%161.2350.0%0.3%

20Δ

Calls
Pseudo strike
160.44
IV
43.6%
B/E move
2.2%
Puts
Pseudo strike
154.26
IV
44.8%
B/E move
2.2%

25Δ

Calls
Pseudo strike
159.79
IV
43.2%
B/E move
1.9%
Puts
Pseudo strike
154.99
IV
42.9%
B/E move
1.8%

30Δ

Calls
Pseudo strike
159.26
IV
43.5%
B/E move
1.7%
Puts
Pseudo strike
155.50
IV
42.9%
B/E move
1.6%

35Δ

Calls
Pseudo strike
158.75
IV
43.3%
B/E move
1.5%
Puts
Pseudo strike
156.00
IV
42.8%
B/E move
1.4%

40Δ

Calls
Pseudo strike
158.26
IV
42.5%
B/E move
1.2%
Puts
Pseudo strike
156.46
IV
42.5%
B/E move
1.2%

45Δ

Calls
Pseudo strike
157.79
IV
41.0%
B/E move
1.0%
Puts
Pseudo strike
156.92
IV
42.2%
B/E move
1.0%

50Δ

Calls
Pseudo strike
157.34
IV
40.7%
B/E move
0.9%
Puts
Pseudo strike
157.35
IV
41.3%
B/E move
0.8%

55Δ

Calls
Pseudo strike
156.91
IV
43.2%
B/E move
0.8%
Puts
Pseudo strike
157.78
IV
41.0%
B/E move
0.7%

60Δ

Calls
Pseudo strike
156.45
IV
43.2%
B/E move
0.7%
Puts
Pseudo strike
158.23
IV
41.4%
B/E move
0.6%

65Δ

Calls
Pseudo strike
155.99
IV
43.3%
B/E move
0.6%
Puts
Pseudo strike
158.71
IV
42.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
155.49
IV
43.1%
B/E move
0.4%
Puts
Pseudo strike
159.23
IV
42.8%
B/E move
0.4%

75Δ

Calls
Pseudo strike
154.99
IV
42.9%
B/E move
0.3%
Puts
Pseudo strike
159.82
IV
43.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
154.17
IV
46.3%
B/E move
0.3%
Puts
Pseudo strike
161.23
IV
50.0%
B/E move
0.3%