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 ±17.8% (112.70–161.50) · ATM IV 30.7% · P/C open interest 2.09

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
65.75	69.75			51.7%	0.99	0.0004	0.000	70	0	0.6900		6	45.4%	-0.01	0.0006	-0.003
60.90	64.40				0.99	0.0007	0.000	75	0	0.5700		26	42.3%	-0.02	0.0009	-0.004
56.10	60.05		1	43.7%	0.98	0.0012	0.000	80	0.0900	0.4900		219	38.4%	-0.02	0.0013	-0.005
51.35	54.80		4	32.8%	0.97	0.0017	0.000	85	0.1800	0.8700		1,426	38.5%	-0.03	0.0019	-0.007
46.65	50.60		5	40.4%	0.96	0.0024	0.000	90	0.4300	1.33		83	38.5%	-0.05	0.0026	-0.009
42.45	44.60		5	34.5%	0.94	0.0033	-0.003	95	0.7500	1.29		491	35.7%	-0.06	0.0034	-0.011
39.90	42.45		7	33.6%	0.93	0.0038	-0.004	97.5	0.9500	1.51	1	74	35.3%	-0.07	0.0039	-0.012
37.65	40.00		24	32.5%	0.92	0.0043	-0.006	100	1.21	1.79		263	35.1%	-0.09	0.0044	-0.013
33.15	36.55		115	34.5%	0.89	0.0055	-0.010	105	1.81	2.43		306	34.4%	-0.11	0.0056	-0.016
28.95	32.35		173	33.5%	0.85	0.0068	-0.014	110	2.56	3.15		224	33.5%	-0.15	0.0069	-0.019
25.10	27.45		81	31.2%	0.81	0.0082	-0.018	115	3.65	4.25		952	33.1%	-0.19	0.0083	-0.022
22.85	23.85	1	164	33.3%	0.76	0.0095	-0.021	120	4.90	5.55	2	865	32.6%	-0.24	0.0096	-0.025
18.90	20.50	2	473	31.9%	0.71	0.0107	-0.024	125	6.45	7.15		514	32.1%	-0.30	0.0108	-0.027
15.05	17.25		130	30.2%	0.65	0.0117	-0.027	130	8.20	8.90	6	153	31.3%	-0.36	0.0118	-0.029
12.35	14.65		266	30.1%	0.59	0.0123	-0.029	135	10.55	11.25		97	31.4%	-0.42	0.0124	-0.029
11.40	12.25	1	244	31.6%	0.53	0.0127	-0.030	140	13.10	14.00		5	31.3%	-0.48	0.0128	-0.030
9.40	10.15	1	318	31.5%	0.47	0.0127	-0.030	145	16.05	16.95			31.3%	-0.54	0.0129	-0.029
7.65	8.45	1	224	31.5%	0.41	0.0124	-0.029	150	18.95	20.60			31.4%	-0.60	0.0126	-0.028
6.20	6.95	5	161	31.4%	0.35	0.0118	-0.028	155	22.70	24.05			31.6%	-0.66	0.0122	-0.026
5.00	5.70		42	31.4%	0.31	0.0111	-0.027	160	26.40	27.75		1	31.5%	-0.71	0.0115	-0.024
4.00	4.70		103	31.4%	0.26	0.0103	-0.025	165	30.40	32.80		1	33.3%	-0.75	0.0106	-0.021
3.30	3.85	1	15	31.7%	0.22	0.0094	-0.023	170	34.50	36.95			33.5%	-0.79	0.0098	-0.018
2.90	3.45	1	6	32.8%	0.19	0.0085	-0.021	175	38.60	41.30			33.5%	-0.83	0.0089	-0.015
2.04	2.65	1	81	31.9%	0.16	0.0076	-0.019	180	43.45	45.75			34.7%	-0.86	0.0082	-0.013
1.61	2.31		23	32.3%	0.14	0.0067	-0.017	185	47.90	50.30			34.9%	-0.89	0.0077	-0.011
1.45	2.07	1	22	32.8%	0.12	0.0060	-0.015	190	52.50	55.00			35.4%	-0.91	0.0074	-0.010
1.02	1.61		9	32.8%	0.10	0.0052	-0.014	195	57.25	59.85			36.5%	-0.94	0.0073	-0.009
0.9700	1.39		49	33.6%	0.08	0.0046	-0.012	200	61.45	64.90			37.6%	-0.96	0.0082	-0.006

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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