COP option chain ConocoPhillips
Cboe delayed options data · as of 12:34 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±8.4% (134.42–159.02) · ATM IV 33.4% · P/C open interest 0.31
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 69.65 | 72.80 | 1.00 | 0.0000 | -0.000 | 75 | 0 | 0.1900 | 12 | 92.1% | -0.00 | 0.0000 | -0.000 | ||||
| 64.65 | 67.85 | 9 | 1.00 | 0.0000 | -0.000 | 80 | 0 | 0.0700 | 40 | 74.7% | -0.00 | 0.0000 | -0.000 | |||
| 59.75 | 62.85 | 1.00 | 0.0000 | -0.000 | 85 | 0 | 2.13 | 80 | 114.3% | -0.00 | 0.0001 | -0.001 | ||||
| 54.70 | 57.85 | 15 | 1.00 | 0.0001 | -0.001 | 90 | 0 | 0.6300 | 1,155 | 82.2% | -0.00 | 0.0001 | -0.001 | |||
| 50.50 | 52.40 | 4 | 489 | 1.00 | 0.0002 | -0.001 | 95 | 0 | 0.0700 | 1,444 | 54.8% | -0.00 | 0.0003 | -0.002 | ||
| 48.00 | 50.40 | 1 | 19 | 1.00 | 0.0002 | -0.001 | 97.5 | 0 | 0.4400 | 48 | 66.2% | -0.00 | 0.0004 | -0.002 | ||
| 44.70 | 47.90 | 64 | 1.00 | 0.0003 | -0.002 | 100 | 0 | 0.4500 | 547 | 62.8% | -0.00 | 0.0005 | -0.003 | |||
| 40.50 | 42.95 | 5 | 79 | 0.99 | 0.0006 | -0.003 | 105 | 0 | 0.1500 | 15 | 1,250 | 47.3% | -0.01 | 0.0009 | -0.005 | |
| 35.35 | 38.00 | 677 | 0.99 | 0.0013 | -0.006 | 110 | 0.0100 | 0.1400 | 4 | 1,135 | 41.4% | -0.01 | 0.0017 | -0.008 | ||
| 29.85 | 33.25 | 15 | 2,570 | 0.98 | 0.0024 | -0.011 | 115 | 0.0600 | 0.4500 | 1,372 | 43.2% | -0.02 | 0.0030 | -0.013 | ||
| 25.75 | 27.45 | 34 | 2,026 | 0.97 | 0.0044 | -0.018 | 120 | 0.2300 | 0.3400 | 18 | 658 | 37.5% | -0.04 | 0.0052 | -0.021 | |
| 21.80 | 23.00 | 198 | 4,513 | 39.0% | 0.94 | 0.0077 | -0.029 | 125 | 0.4100 | 0.6400 | 43 | 656 | 35.5% | -0.08 | 0.0087 | -0.033 |
| 17.20 | 18.45 | 58 | 2,071 | 36.7% | 0.89 | 0.0125 | -0.044 | 130 | 0.7700 | 1.14 | 61 | 2,968 | 33.7% | -0.13 | 0.0134 | -0.048 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 131 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 132 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 133 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 134 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 12.90 | 14.15 | 156 | 3,857 | 34.5% | 0.81 | 0.0182 | -0.062 | 135 | 1.77 | 2.04 | 41 | 343 | 33.7% | -0.21 | 0.0189 | -0.064 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 136 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 137 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 138 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 139 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.40 | 10.05 | 798 | 3,408 | 33.1% | 0.70 | 0.0236 | -0.077 | 140 | 3.25 | 3.50 | 68 | 614 | 33.5% | -0.32 | 0.0238 | -0.078 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 141 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 142 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 143 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 144 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.60 | 7.00 | 653 | 3,741 | 33.4% | 0.57 | 0.0268 | -0.087 | 145 | 5.30 | 5.70 | 58 | 20 | 33.4% | -0.45 | 0.0264 | -0.085 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 146 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 147 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 148 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 149 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.45 | 4.60 | 509 | 13.3K | 33.5% | 0.44 | 0.0268 | -0.086 | 150 | 7.95 | 8.55 | 21 | 3 | 33.2% | -0.58 | 0.0260 | -0.084 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 152.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.71 | 2.97 | 128 | 1,435 | 33.4% | 0.31 | 0.0239 | -0.078 | 155 | 10.30 | 12.90 | 3 | 32.9% | -0.70 | 0.0230 | -0.075 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 157.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.60 | 1.83 | 961 | 246 | 33.5% | 0.22 | 0.0194 | -0.065 | 160 | 13.65 | 17.60 | 1 | 33.8% | -0.79 | 0.0187 | -0.062 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 162.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.8100 | 1.20 | 15 | 118 | 33.8% | 0.14 | 0.0147 | -0.050 | 165 | 17.95 | 21.15 | 29.8% | -0.86 | 0.0141 | -0.048 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 167.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.4000 | 0.7600 | 3 | 232 | 34.2% | 0.09 | 0.0106 | -0.037 | 170 | 23.00 | 25.70 | 32.2% | -0.91 | 0.0102 | -0.036 | ||
| 0.0500 | 0.6300 | 137 | 34.8% | 0.06 | 0.0074 | -0.027 | 175 | 28.10 | 31.25 | 42.1% | -0.94 | 0.0071 | -0.026 | |||
| 0.0100 | 0.7300 | 40 | 39.7% | 0.04 | 0.0050 | -0.019 | 180 | 33.00 | 36.10 | 45.3% | -0.96 | 0.0048 | -0.018 | |||
| 0 | 0.3400 | 41 | 55 | 38.3% | 0.02 | 0.0034 | -0.013 | 185 | 37.95 | 41.00 | 48.7% | -0.98 | 0.0032 | -0.012 | ||
| 0.0500 | 0.2400 | 28 | 40.9% | 0.02 | 0.0022 | -0.009 | 190 | 42.90 | 45.95 | 52.2% | -0.98 | 0.0021 | -0.009 | |||
| 0 | 0.9900 | 1 | 54.3% | 0.01 | 0.0015 | -0.006 | 195 | 47.85 | 50.90 | 55.5% | -0.99 | 0.0014 | -0.006 | |||
| 0 | 1.49 | 122 | 62.9% | 0.01 | 0.0010 | -0.004 | 200 | 52.80 | 55.90 | 59.1% | -0.99 | 0.0009 | -0.004 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs