COP option chain ConocoPhillips

Expiration Cboe delayed options data · as of 18:35 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 ±16.2% (122.23–169.53) · ATM IV 32.1% · P/C open interest 1.34

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
69.50	71.95				1.00	0.0003	0.000	75	0	0.1600		26	44.1%	-0.01	0.0004	-0.002
64.60	67.35		1		0.99	0.0005	0.000	80	0.1200	0.3300		221	46.2%	-0.01	0.0006	-0.003
59.75	62.40		3		0.99	0.0008	0.000	85	0.1100	0.4100	234	1,429	43.0%	-0.01	0.0009	-0.004
54.90	57.30		5		0.98	0.0012	0.000	90	0.1100	0.5400		101	40.5%	-0.02	0.0013	-0.006
50.05	52.65		5		0.97	0.0017	0.000	95	0.1000	0.6900		496	37.8%	-0.03	0.0019	-0.008
47.65	50.30		7	27.1%	0.97	0.0020	0.000	97.5	0.1700	0.7900		77	37.2%	-0.04	0.0022	-0.009
45.35	47.80		40	28.7%	0.96	0.0024	0.000	100	0.4400	0.7100		523	36.5%	-0.04	0.0026	-0.010
40.65	43.25		115	31.6%	0.95	0.0034	-0.004	105	0.7000	1.02		302	35.6%	-0.06	0.0036	-0.013
36.20	38.55		168	31.8%	0.92	0.0045	-0.008	110	0.9000	1.47		276	34.2%	-0.08	0.0047	-0.016
31.75	34.25		89	32.0%	0.89	0.0059	-0.013	115	1.63	2.22		1,214	34.6%	-0.11	0.0061	-0.020
27.65	29.70	1	173	31.1%	0.86	0.0074	-0.018	120	2.38	2.97		961	33.8%	-0.15	0.0076	-0.024
23.60	26.05		481	31.4%	0.81	0.0090	-0.023	125	3.65	3.80	41	837	33.4%	-0.20	0.0091	-0.028
21.45	22.25		249	33.7%	0.76	0.0104	-0.028	130	4.95	5.10	54	889	32.9%	-0.25	0.0106	-0.032
18.15	18.60	15	438	32.8%	0.70	0.0117	-0.032	135	6.35	6.80	19	1,240	32.3%	-0.31	0.0119	-0.035
15.20	15.75	1	653	32.7%	0.64	0.0127	-0.035	140	8.25	8.90	29	140	32.2%	-0.37	0.0128	-0.037
12.10	13.25		541	32.0%	0.57	0.0133	-0.037	145	10.70	11.25	22	281	32.1%	-0.44	0.0135	-0.038
10.15	10.90	19	1,036	32.3%	0.50	0.0135	-0.038	150	13.20	14.15	19		32.0%	-0.51	0.0138	-0.038
8.20	8.80	23	1,260	32.0%	0.44	0.0134	-0.038	155	16.25	17.10			31.9%	-0.57	0.0137	-0.037
6.80	7.10	41	254	32.2%	0.38	0.0129	-0.036	160	19.70	20.65		1	32.3%	-0.64	0.0134	-0.035
5.45	5.70	6	213	32.1%	0.32	0.0121	-0.035	165	22.90	25.00		1	32.8%	-0.69	0.0128	-0.033
4.35	4.75		38	32.5%	0.27	0.0112	-0.032	170	26.95	29.30			33.8%	-0.75	0.0121	-0.030
3.30	3.80	8	24	32.3%	0.23	0.0102	-0.030	175	30.85	33.45			33.7%	-0.79	0.0112	-0.027
2.61	2.97	3	134	32.2%	0.19	0.0091	-0.027	180	35.25	37.80			34.3%	-0.84	0.0101	-0.023
1.70	2.68		686	32.3%	0.16	0.0081	-0.024	185	39.60	41.85			33.3%	-0.87	0.0089	-0.019
1.45	2.01		40	32.4%	0.13	0.0071	-0.021	190	44.30	46.90			35.2%	-0.90	0.0076	-0.014
0.9800	1.65		20	32.3%	0.11	0.0062	-0.019	195	48.95	51.60			35.7%	-0.93	0.0064	-0.010
0.8800	1.51		64	33.5%	0.09	0.0053	-0.017	200	53.75	56.40			36.5%	-0.95	0.0052	-0.005
0.5200	0.9100			33.5%	0.06	0.0039	-0.012	210	63.50	66.15			38.6%	-0.97	0.0031	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 — Mar 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 — Mar 19, 2027

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