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United States Oil Fund, LP USO

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Market dataready · fetched 2026-10-16T00:18:01.201Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T00:00:00.027150677Z

FundamentalsAlpha Vantage · ready

Share price$157.31
1D+2.6%
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$1.73$9.01$16.29$23.58$30.86$127.17$141.90$156.63$171.36$186.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive USO spot · $157.31USO PRICE$2.52$3.28$4.11$4.98$5.87$6.88$7.97$9.24$10.80$11.92$13.90$15.84$18.38$2.68$3.54$4.49$5.63$6.84$8.20$9.79$11.56$13.49$15.99$19.63$22.69$28.76
PutsCheap0.94×
CallsFair0.96×
SkewBearish+1.37 pp
Implied moveBearish±$17.77
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ181.9949.0%17.3%141.4945.4%11.8%
25Δ176.8147.9%14.5%145.0744.7%10.0%
30Δ172.5647.2%12.3%148.2444.3%8.6%
35Δ168.7846.2%10.5%151.0944.7%7.5%
40Δ165.3545.1%8.8%153.9244.7%6.5%
45Δ162.3144.6%7.6%156.7044.8%5.6%
50Δ159.4444.0%6.4%159.5345.3%4.8%
55Δ156.6943.9%5.5%162.4645.7%4.1%
60Δ153.9244.5%4.7%165.4945.8%3.4%
65Δ151.3442.6%3.8%168.9246.8%2.8%
70Δ148.3943.5%3.2%173.3349.3%2.3%
75Δ145.4543.2%2.5%177.3449.0%1.7%
80Δ142.0643.6%2.0%184.0952.7%1.3%

20Δ

Calls
Pseudo strike
181.99
IV
49.0%
B/E move
17.3%
Puts
Pseudo strike
141.49
IV
45.4%
B/E move
11.8%

25Δ

Calls
Pseudo strike
176.81
IV
47.9%
B/E move
14.5%
Puts
Pseudo strike
145.07
IV
44.7%
B/E move
10.0%

30Δ

Calls
Pseudo strike
172.56
IV
47.2%
B/E move
12.3%
Puts
Pseudo strike
148.24
IV
44.3%
B/E move
8.6%

35Δ

Calls
Pseudo strike
168.78
IV
46.2%
B/E move
10.5%
Puts
Pseudo strike
151.09
IV
44.7%
B/E move
7.5%

40Δ

Calls
Pseudo strike
165.35
IV
45.1%
B/E move
8.8%
Puts
Pseudo strike
153.92
IV
44.7%
B/E move
6.5%

45Δ

Calls
Pseudo strike
162.31
IV
44.6%
B/E move
7.6%
Puts
Pseudo strike
156.70
IV
44.8%
B/E move
5.6%

50Δ

Calls
Pseudo strike
159.44
IV
44.0%
B/E move
6.4%
Puts
Pseudo strike
159.53
IV
45.3%
B/E move
4.8%

55Δ

Calls
Pseudo strike
156.69
IV
43.9%
B/E move
5.5%
Puts
Pseudo strike
162.46
IV
45.7%
B/E move
4.1%

60Δ

Calls
Pseudo strike
153.92
IV
44.5%
B/E move
4.7%
Puts
Pseudo strike
165.49
IV
45.8%
B/E move
3.4%

65Δ

Calls
Pseudo strike
151.34
IV
42.6%
B/E move
3.8%
Puts
Pseudo strike
168.92
IV
46.8%
B/E move
2.8%

70Δ

Calls
Pseudo strike
148.39
IV
43.5%
B/E move
3.2%
Puts
Pseudo strike
173.33
IV
49.3%
B/E move
2.3%

75Δ

Calls
Pseudo strike
145.45
IV
43.2%
B/E move
2.5%
Puts
Pseudo strike
177.34
IV
49.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
142.06
IV
43.6%
B/E move
2.0%
Puts
Pseudo strike
184.09
IV
52.7%
B/E move
1.3%