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 ±16.8% (114.03–160.18) · ATM IV 31.1% · P/C open interest 0.37

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
65.80	69.90			53.2%	0.99	0.0004	0.000	70	0.0100	0.2400			44.4%	-0.01	0.0005	-0.002
60.90	64.80			46.7%	0.99	0.0006	0.000	75	0	0.5000		8	44.5%	-0.01	0.0008	-0.003
56.05	59.95		4	44.6%	0.99	0.0010	0.000	80	0	0.5900		58	41.4%	-0.02	0.0012	-0.005
51.25	54.30		7	26.4%	0.98	0.0015	0.000	85	0.0400	0.7900		120	38.4%	-0.03	0.0017	-0.006
46.55	49.90		3	33.6%	0.97	0.0022	0.000	90	0.2500	1.14		12	39.3%	-0.04	0.0024	-0.008
41.85	45.30		10	34.5%	0.95	0.0031	-0.001	95	0.5000	1.98		14	40.2%	-0.05	0.0032	-0.011
39.55	43.00			36.4%	0.94	0.0036	-0.003	97.5	0.6500	1.21		11	35.4%	-0.06	0.0037	-0.012
37.25	41.15		2	37.7%	0.93	0.0041	-0.004	100	0.8600	1.83		4	36.6%	-0.08	0.0043	-0.013
32.80	35.65		3	32.7%	0.90	0.0054	-0.009	105	1.18	2.20		4	34.4%	-0.10	0.0056	-0.016
28.60	31.45		7	32.6%	0.87	0.0068	-0.013	110	1.71	3.25		36	34.0%	-0.14	0.0070	-0.020
24.65	26.95		134	31.2%	0.82	0.0083	-0.017	115	2.80	3.85		27	33.0%	-0.18	0.0086	-0.023
22.05	23.25	12	190	33.1%	0.77	0.0098	-0.021	120	4.05	5.00		20	32.5%	-0.23	0.0101	-0.026
18.20	19.75		17	31.8%	0.72	0.0113	-0.025	125	4.60	6.65		5	30.7%	-0.29	0.0115	-0.029
14.90	16.75	1	99	31.4%	0.66	0.0124	-0.028	130	6.40	9.20		59	31.4%	-0.35	0.0126	-0.031
12.05	13.95	2	118	30.9%	0.59	0.0132	-0.031	135	9.55	10.60		15	31.3%	-0.42	0.0134	-0.032
10.40	11.40	14	52	31.5%	0.52	0.0136	-0.032	140	12.05	13.65			31.6%	-0.49	0.0138	-0.032
8.50	9.35	158	171	31.5%	0.46	0.0136	-0.032	145	14.45	16.55			30.7%	-0.55	0.0138	-0.031
6.75	7.60	7	194	31.4%	0.40	0.0132	-0.032	150	18.35	19.80			31.5%	-0.62	0.0134	-0.029
4.55	6.20		6	30.1%	0.34	0.0125	-0.030	155	21.90	23.30			31.4%	-0.67	0.0128	-0.027
3.10	6.15		6	31.5%	0.29	0.0116	-0.028	160	25.50	27.45			31.7%	-0.73	0.0119	-0.024
2.11	5.65			32.2%	0.24	0.0106	-0.026	165	28.65	32.30			31.6%	-0.77	0.0108	-0.021
2.37	3.35		28	31.4%	0.20	0.0095	-0.024	170	32.70	36.60			31.4%	-0.81	0.0098	-0.017
1.67	2.79			31.4%	0.17	0.0085	-0.021	175	37.55	41.05			32.7%	-0.85	0.0088	-0.014
1.28	2.34		4	31.9%	0.14	0.0074	-0.019	180	41.65	45.60			31.9%	-0.88	0.0081	-0.011
0.9600	2.05			32.5%	0.12	0.0065	-0.017	185	46.35	50.25			33.3%	-0.91	0.0076	-0.009
0.7100	1.51		7	32.7%	0.10	0.0056	-0.015	190	51.00	55.00			32.8%	-0.94	0.0079	-0.008
0.5400	1.49			33.3%	0.08	0.0048	-0.013	195	56.05	59.95			34.2%	-0.96	0.0081	-0.007
0.3400	1.32			33.4%	0.07	0.0042	-0.011	200	61.00	64.25				-0.98	0.0060	-0.012

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 — Feb 19, 2027

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 — Feb 19, 2027

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