COP option chain ConocoPhillips
Cboe delayed options data · as of 06:35 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 ±12.2% (126.86–162.01) · ATM IV 30.9% · P/C open interest 0.91
| 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 | |
| 68.60 | 72.50 | 48 | 62.4% | 1.00 | 0.0000 | 0.000 | 75 | 0 | 0.9300 | 496 | 73.4% | -0.00 | 0.0001 | -0.001 | ||
| 66.85 | 69.10 | 58 | 1.00 | 0.0000 | 0.000 | 77.5 | 0 | 0.9400 | 1,150 | 70.3% | -0.00 | 0.0002 | -0.001 | |||
| 63.60 | 67.55 | 96 | 57.1% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 0.5500 | 3,223 | 61.5% | -0.00 | 0.0002 | -0.001 | ||
| 61.10 | 65.05 | 63 | 55.4% | 1.00 | 0.0001 | 0.000 | 82.5 | 0 | 1.15 | 349 | 66.6% | -0.00 | 0.0003 | -0.002 | ||
| 58.65 | 62.00 | 183 | 1.00 | 0.0002 | 0.000 | 85 | 0 | 0.5600 | 3,944 | 56.1% | -0.00 | 0.0004 | -0.002 | |||
| 56.15 | 59.50 | 3,659 | 1.00 | 0.0003 | 0.000 | 87.5 | 0 | 1.00 | 801 | 59.0% | -0.01 | 0.0005 | -0.002 | |||
| 54.35 | 57.60 | 159 | 58.2% | 1.00 | 0.0004 | 0.000 | 90 | 0 | 1.30 | 2,533 | 59.1% | -0.01 | 0.0006 | -0.003 | ||
| 51.20 | 54.55 | 232 | 1.00 | 0.0006 | 0.000 | 92.5 | 0 | 1.01 | 1,323 | 53.6% | -0.01 | 0.0008 | -0.004 | |||
| 48.80 | 52.10 | 508 | 0.99 | 0.0008 | 0.000 | 95 | 0.0500 | 0.3600 | 5,402 | 43.5% | -0.01 | 0.0010 | -0.004 | |||
| 46.30 | 50.20 | 449 | 43.5% | 0.99 | 0.0012 | 0.000 | 97.5 | 0.1000 | 0.1900 | 37 | 946 | 39.1% | -0.01 | 0.0013 | -0.005 | |
| 43.80 | 46.95 | 1,450 | 0.99 | 0.0015 | 0.000 | 100 | 0.1000 | 0.4000 | 2,766 | 40.2% | -0.02 | 0.0016 | -0.006 | |||
| 39.30 | 42.85 | 555 | 41.9% | 0.97 | 0.0025 | -0.002 | 105 | 0 | 0.4900 | 20 | 1,258 | 35.6% | -0.03 | 0.0025 | -0.009 | |
| 34.30 | 37.95 | 2 | 933 | 37.1% | 0.96 | 0.0038 | -0.007 | 110 | 0.2600 | 0.7300 | 49 | 1,314 | 35.7% | -0.04 | 0.0037 | -0.013 |
| 30.20 | 33.45 | 2,703 | 38.9% | 0.93 | 0.0054 | -0.013 | 115 | 0.7200 | 0.9200 | 15 | 2,864 | 34.8% | -0.07 | 0.0054 | -0.018 | |
| 26.25 | 27.95 | 9 | 2,233 | 35.3% | 0.90 | 0.0075 | -0.019 | 120 | 0.8300 | 1.39 | 56 | 3,168 | 32.4% | -0.10 | 0.0076 | -0.024 |
| 21.95 | 24.25 | 12 | 5,799 | 35.6% | 0.85 | 0.0100 | -0.027 | 125 | 1.37 | 2.19 | 39 | 1,877 | 31.8% | -0.15 | 0.0102 | -0.031 |
| 17.90 | 19.65 | 30 | 7,310 | 32.7% | 0.79 | 0.0126 | -0.034 | 130 | 2.63 | 3.05 | 180 | 1,408 | 31.6% | -0.21 | 0.0128 | -0.037 |
| 14.50 | 15.75 | 2 | 2,555 | 31.9% | 0.72 | 0.0150 | -0.041 | 135 | 3.60 | 4.50 | 37 | 764 | 30.5% | -0.29 | 0.0154 | -0.043 |
| 10.75 | 13.25 | 5 | 1,726 | 31.6% | 0.63 | 0.0168 | -0.045 | 140 | 5.00 | 6.35 | 50 | 367 | 29.5% | -0.37 | 0.0173 | -0.048 |
| 9.15 | 9.60 | 3 | 3,517 | 31.6% | 0.55 | 0.0178 | -0.048 | 145 | 7.80 | 8.60 | 15 | 124 | 30.2% | -0.46 | 0.0185 | -0.050 |
| 6.95 | 7.35 | 9 | 2,789 | 31.5% | 0.46 | 0.0179 | -0.049 | 150 | 10.00 | 11.95 | 98 | 30.0% | -0.55 | 0.0187 | -0.050 | |
| 5.15 | 5.50 | 12 | 2,407 | 31.3% | 0.38 | 0.0171 | -0.047 | 155 | 12.55 | 15.85 | 86 | 29.8% | -0.64 | 0.0180 | -0.048 | |
| 2.76 | 4.15 | 167 | 751 | 29.4% | 0.30 | 0.0157 | -0.043 | 160 | 17.60 | 19.20 | 32.1% | -0.72 | 0.0165 | -0.043 | ||
| 2.44 | 2.98 | 28 | 1,163 | 30.7% | 0.24 | 0.0138 | -0.038 | 165 | 20.25 | 24.10 | 1 | 31.2% | -0.79 | 0.0145 | -0.037 | |
| 1.77 | 2.20 | 10 | 370 | 31.1% | 0.18 | 0.0118 | -0.033 | 170 | 25.30 | 28.40 | 33.7% | -0.84 | 0.0122 | -0.030 | ||
| 1.27 | 1.81 | 16 | 671 | 32.1% | 0.14 | 0.0099 | -0.028 | 175 | 29.85 | 32.25 | 32.3% | -0.89 | 0.0100 | -0.023 | ||
| 0.5500 | 1.31 | 11 | 32 | 31.0% | 0.11 | 0.0080 | -0.023 | 180 | 33.65 | 37.55 | 31.7% | -0.92 | 0.0078 | -0.017 | ||
| 0.2400 | 1.34 | 31 | 32.6% | 0.08 | 0.0065 | -0.019 | 185 | 39.25 | 41.80 | 34.0% | -0.94 | 0.0060 | -0.011 | |||
| 0.0100 | 1.03 | 93 | 32.3% | 0.06 | 0.0051 | -0.015 | 190 | 43.25 | 47.20 | 1 | 32.5% | -0.96 | 0.0044 | -0.005 | ||
| 0.1400 | 0.6800 | 1 | 71 | 33.3% | 0.05 | 0.0040 | -0.012 | 195 | 48.95 | 51.70 | 37.0% | -0.97 | 0.0032 | -0.001 | ||
| 0.0200 | 0.5300 | 145 | 33.2% | 0.03 | 0.0032 | -0.010 | 200 | 53.90 | 56.60 | 38.4% | -0.98 | 0.0022 | 0.000 | |||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs