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 ±19.1% (117.61–173.06) · ATM IV 31.7% · P/C open interest 0.59

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
64.30	66.95			30.8%	0.99	0.0008	0.000	80	0.1700	0.3800			39.7%	-0.02	0.0009	-0.004
59.65	62.20			37.0%	0.98	0.0012	0.000	85	0.2700	0.5100		11	38.3%	-0.02	0.0013	-0.005
54.95	57.65			38.1%	0.97	0.0016	-0.000	90	0.4200	0.7000			37.2%	-0.03	0.0018	-0.007
50.20	52.90			36.1%	0.96	0.0022	-0.003	95	0.6200	0.9600		1	36.1%	-0.05	0.0024	-0.009
45.65	48.35		15	35.4%	0.94	0.0030	-0.005	100	0.9100	1.32		25	35.2%	-0.06	0.0032	-0.011
41.15	43.95			34.6%	0.92	0.0039	-0.008	105	1.31	1.78		12	34.4%	-0.08	0.0040	-0.013
37.05	39.65		1	34.5%	0.90	0.0049	-0.012	110	1.86	2.38			33.6%	-0.11	0.0051	-0.016
32.85	35.55		6	33.8%	0.86	0.0060	-0.015	115	2.79	3.10	2		33.3%	-0.14	0.0062	-0.019
29.00	31.60			33.3%	0.83	0.0071	-0.018	120	3.50	4.30			32.7%	-0.18	0.0073	-0.022
25.45	27.95		10	33.1%	0.78	0.0082	-0.022	125	4.80	5.60		12	32.5%	-0.23	0.0084	-0.025
22.55	24.60		40	33.5%	0.73	0.0093	-0.025	130	6.30	7.20		29	32.3%	-0.27	0.0095	-0.027
19.40	21.45		32	33.1%	0.68	0.0102	-0.027	135	7.95	9.05		53	31.9%	-0.33	0.0103	-0.029
16.50	18.50	4	15	32.6%	0.63	0.0108	-0.029	140	10.45	11.30	1		32.3%	-0.38	0.0110	-0.030
13.90	15.20		37	31.4%	0.57	0.0113	-0.031	145	12.65	13.70			31.9%	-0.44	0.0115	-0.031
12.05	13.60	19	73	32.4%	0.52	0.0115	-0.031	150	14.80	16.45			31.2%	-0.50	0.0118	-0.032
9.85	11.50		14	31.9%	0.46	0.0115	-0.031	155	18.45	19.65		1	32.1%	-0.55	0.0118	-0.031
8.05	9.20	3		31.0%	0.41	0.0112	-0.031	160	21.60	22.95			32.0%	-0.60	0.0117	-0.031
6.85	8.25		1	31.9%	0.36	0.0108	-0.030	165	24.40	26.65			31.3%	-0.66	0.0114	-0.029
5.55	6.95			31.8%	0.32	0.0103	-0.028	170	28.90	30.50			32.5%	-0.70	0.0111	-0.028
4.50	5.90			31.8%	0.28	0.0096	-0.027	175	32.05	34.35			31.2%	-0.75	0.0106	-0.027
3.75	5.00			32.0%	0.24	0.0089	-0.025	180	36.25	38.85			31.9%	-0.79	0.0100	-0.025
3.10	4.15			32.0%	0.21	0.0082	-0.023	185	40.60	43.25			32.2%	-0.83	0.0093	-0.023
2.55	3.50		1	32.2%	0.18	0.0074	-0.021	190	45.25	47.70			32.8%	-0.86	0.0085	-0.020
2.02	2.95			32.2%	0.16	0.0067	-0.019	195	50.05	52.45			34.0%	-0.89	0.0076	-0.017
1.61	2.49			32.3%	0.13	0.0060	-0.017	200	54.45	57.00			33.3%	-0.92	0.0066	-0.013

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 — May 21, 2027

Volatility page →

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

callsputs

COP option chain ConocoPhillips

Volatility smile — May 21, 2027

Consumer Cyclical

ETF

Technology

Financial Services

Industrials

Consumer Defensive