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United States Oil Fund, LP USO

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Market datapartial · fetched 2026-10-16T21:50:26.697Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:48:36.288934467Z

FundamentalsAlpha Vantage · unavailable

Share price$162.13
1D+3.5%
AH$156$157$159$161$1635:30 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$0.80$4.33$7.86$11.39$14.92$145.54$152.78$160.01$167.25$174.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USO spot · $162.13USO PRICE$1.20$1.50$1.86$2.32$2.66$3.17$3.64$4.14$4.71$5.40$6.42$7.08$7.99$1.18$1.57$1.99$2.48$3.02$3.67$4.54$5.24$7.28$7.98$8.75$11.29$13.90
PutsExpensive1.78×
CallsExpensive1.33×
SkewBearish+7.18 pp
Implied moveBearish±$8.18
TiltBearish16.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ172.2649.4%7.0%154.1645.5%5.6%
25Δ169.7746.3%5.6%155.8245.4%4.9%
30Δ167.9745.0%4.8%157.3445.0%4.2%
35Δ166.5745.4%4.2%158.6845.3%3.7%
40Δ165.0143.0%3.4%160.0045.5%3.2%
45Δ163.7743.1%3.0%161.2846.4%2.8%
50Δ162.5342.1%2.5%162.6348.4%2.5%
55Δ161.3641.1%2.1%163.9748.0%2.1%
60Δ160.2240.4%1.7%166.0557.0%2.1%
65Δ159.0540.2%1.4%167.4654.3%1.6%
70Δ157.6741.8%1.2%168.8851.6%1.2%
75Δ156.5439.9%0.9%171.7057.2%1.1%
80Δ155.2639.0%0.7%174.7160.3%0.8%

20Δ

Calls
Pseudo strike
172.26
IV
49.4%
B/E move
7.0%
Puts
Pseudo strike
154.16
IV
45.5%
B/E move
5.6%

25Δ

Calls
Pseudo strike
169.77
IV
46.3%
B/E move
5.6%
Puts
Pseudo strike
155.82
IV
45.4%
B/E move
4.9%

30Δ

Calls
Pseudo strike
167.97
IV
45.0%
B/E move
4.8%
Puts
Pseudo strike
157.34
IV
45.0%
B/E move
4.2%

35Δ

Calls
Pseudo strike
166.57
IV
45.4%
B/E move
4.2%
Puts
Pseudo strike
158.68
IV
45.3%
B/E move
3.7%

40Δ

Calls
Pseudo strike
165.01
IV
43.0%
B/E move
3.4%
Puts
Pseudo strike
160.00
IV
45.5%
B/E move
3.2%

45Δ

Calls
Pseudo strike
163.77
IV
43.1%
B/E move
3.0%
Puts
Pseudo strike
161.28
IV
46.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
162.53
IV
42.1%
B/E move
2.5%
Puts
Pseudo strike
162.63
IV
48.4%
B/E move
2.5%

55Δ

Calls
Pseudo strike
161.36
IV
41.1%
B/E move
2.1%
Puts
Pseudo strike
163.97
IV
48.0%
B/E move
2.1%

60Δ

Calls
Pseudo strike
160.22
IV
40.4%
B/E move
1.7%
Puts
Pseudo strike
166.05
IV
57.0%
B/E move
2.1%

65Δ

Calls
Pseudo strike
159.05
IV
40.2%
B/E move
1.4%
Puts
Pseudo strike
167.46
IV
54.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
157.67
IV
41.8%
B/E move
1.2%
Puts
Pseudo strike
168.88
IV
51.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
156.54
IV
39.9%
B/E move
0.9%
Puts
Pseudo strike
171.70
IV
57.2%
B/E move
1.1%

80Δ

Calls
Pseudo strike
155.26
IV
39.0%
B/E move
0.7%
Puts
Pseudo strike
174.71
IV
60.3%
B/E move
0.8%