COP option chain ConocoPhillips

Expiration Cboe delayed options data · as of 00:33 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 ±7.0% (127.55–146.65) · ATM IV 30.4% · P/C open interest 0.52

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
65.40	69.30			88.0%	1.00	0.0000	0.000	70	0	1.00			113.2%	-0.00	0.0000	-0.001
60.35	64.35			70.6%	1.00	0.0001	0.000	75	0	1.00			102.7%	-0.00	0.0001	-0.001
55.40	59.45			78.9%	1.00	0.0001	0.000	80	0	0.8000			92.9%	-0.00	0.0001	-0.001
50.40	54.40			61.9%	1.00	0.0002	0.000	85	0	0.6300			83.9%	-0.00	0.0002	-0.002
45.45	49.45			61.3%	1.00	0.0004	0.000	90	0	1.23			75.1%	-0.00	0.0004	-0.002
40.45	44.45			51.2%	0.99	0.0006	0.000	95	0	0.6400			66.9%	-0.00	0.0006	-0.004
35.55	39.50			52.8%	0.99	0.0011	-0.001	100	0	0.3200		1	55.9%	-0.01	0.0011	-0.006
30.60	34.50			47.4%	0.99	0.0019	-0.005	105	0	0.6600		5	51.6%	-0.01	0.0019	-0.009
27.10	28.10			39.4%	0.98	0.0034	-0.010	110	0	0.4800		12	44.4%	-0.02	0.0034	-0.014
24.15	25.05		1	34.7%	0.97	0.0048	-0.015	113	0.0100	0.4700	1	9	39.7%	-0.03	0.0048	-0.018
23.15	24.10			34.4%	0.96	0.0054	-0.016	114	0.0100	0.4900	1	3	38.5%	-0.04	0.0054	-0.019
22.20	23.10		1	33.9%	0.96	0.0060	-0.018	115	0.0100	0.4900	3	7	37.0%	-0.04	0.0061	-0.021
21.20	22.15		1	33.2%	0.95	0.0068	-0.020	116	0.0100	0.5600		4	36.5%	-0.05	0.0068	-0.023
18.75	22.70			35.9%	0.95	0.0076	-0.022	117	0.0100	0.6500		1	36.1%	-0.05	0.0076	-0.025
17.80	21.80			34.9%	0.94	0.0085	-0.024	118	0.0200	0.6500		28	34.7%	-0.06	0.0085	-0.027
16.95	20.80			34.3%	0.93	0.0094	-0.027	119	0.0100	0.7400		2	34.0%	-0.07	0.0095	-0.029
15.90	19.65		2	33.6%	0.92	0.0105	-0.029	120	0	1.19		5	33.0%	-0.08	0.0106	-0.032
16.40	17.45		85	31.5%	0.91	0.0117	-0.032	121	0.1400	0.8500		1	33.1%	-0.09	0.0118	-0.034
15.50	16.55		1	31.6%	0.90	0.0130	-0.035	122	0.1800	0.9400	2	27	32.5%	-0.10	0.0131	-0.037
14.55	15.65		6	31.1%	0.89	0.0144	-0.038	123	0.5000	1.03		1	33.7%	-0.11	0.0145	-0.040
13.75	14.80		23	31.7%	0.88	0.0159	-0.041	124	0.5400	1.17		3	33.0%	-0.12	0.0160	-0.043
12.85	13.95		3	31.4%	0.86	0.0175	-0.044	125	0.4700	1.17	25	59	30.8%	-0.14	0.0176	-0.046
12.00	13.05	2	6	30.9%	0.84	0.0192	-0.048	126	0.4700	1.47	2	4	30.7%	-0.16	0.0194	-0.049
11.15	12.15		24	30.3%	0.82	0.0209	-0.051	127	0.9000	1.35		26	30.4%	-0.18	0.0211	-0.053
10.30	11.45		5	30.5%	0.80	0.0227	-0.054	128	0.7800	1.85		5	30.3%	-0.20	0.0229	-0.056
9.50	10.65		5	30.2%	0.78	0.0245	-0.058	129	1.02	2.28	1	3	30.4%	-0.22	0.0247	-0.059
8.75	9.90		15	30.2%	0.76	0.0263	-0.061	130	1.55	1.90	32	29	29.6%	-0.25	0.0266	-0.062
7.95	9.20		11	29.9%	0.73	0.0280	-0.064	131	1.71	2.61		2	30.9%	-0.27	0.0282	-0.066
7.30	8.25		9	29.0%	0.70	0.0296	-0.067	132	2.06	2.55	25		29.5%	-0.30	0.0299	-0.068
6.80	7.70		1	29.9%	0.67	0.0310	-0.070	133	2.38	3.20			30.5%	-0.33	0.0313	-0.071
6.25	7.10	10	12	30.2%	0.64	0.0323	-0.072	134	2.80	3.25	2	15	29.5%	-0.36	0.0326	-0.073
5.35	6.50	10	16	29.1%	0.60	0.0333	-0.073	135	3.15	3.95		101	30.2%	-0.40	0.0336	-0.075
4.80	5.95	4	4	29.1%	0.57	0.0340	-0.075	136	3.55	4.35			29.9%	-0.43	0.0344	-0.076
4.60	5.65	7	1	30.9%	0.54	0.0345	-0.076	137	3.95	4.90			29.9%	-0.47	0.0349	-0.077
3.80	4.75			28.5%	0.50	0.0346	-0.076	138	4.45	5.30			29.5%	-0.50	0.0351	-0.077
3.60	4.45		1	29.8%	0.47	0.0344	-0.076	139	4.95	5.85		1	29.3%	-0.54	0.0350	-0.077
2.97	4.20	44	232	29.7%	0.43	0.0340	-0.076	140	5.60	6.55			29.9%	-0.57	0.0345	-0.077
2.60	3.35			28.2%	0.40	0.0333	-0.075	141	6.15	7.00		3	29.1%	-0.60	0.0339	-0.076
2.64	3.10	1	91	29.8%	0.37	0.0323	-0.073	142	6.80	7.95			30.1%	-0.63	0.0330	-0.074
2.06	2.92			29.4%	0.34	0.0312	-0.071	143	7.65	8.60			30.6%	-0.66	0.0319	-0.072
1.65	2.40		4	28.2%	0.31	0.0300	-0.070	144	8.20	9.40			30.4%	-0.69	0.0307	-0.070
1.78	2.15	39	116	29.7%	0.29	0.0286	-0.067	145	9.10	10.15			31.1%	-0.72	0.0293	-0.068
0.7700	1.36	6	13	30.5%	0.18	0.0213	-0.054	150	13.05	14.25			31.3%	-0.83	0.0220	-0.055
0.3700	0.8300		1	31.9%	0.12	0.0149	-0.042	155	17.55	18.80			32.4%	-0.90	0.0156	-0.042
0	0.6700		1	33.3%	0.08	0.0102	-0.032	160	21.50	24.95			31.5%	-0.94	0.0112	-0.031

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 — Oct 02, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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COP option chain ConocoPhillips

Volatility smile — Oct 02, 2026

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