COP option chain ConocoPhillips

Expiration Cboe delayed options data · as of 09:35 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 ±22.9% (111.34–177.54) · ATM IV 30.7% · P/C open interest 0.97

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
69.00	72.50			36.0%	0.98	0.0009	0.000	75	0	0.7800		4	37.4%	-0.02	0.0010	-0.004
64.15	68.55			39.7%	0.97	0.0013	0.000	80	0.5000	1.38		34	40.5%	-0.03	0.0013	-0.005
59.65	64.00		1	39.0%	0.96	0.0017	0.000	85	0.5000	1.24		18	36.4%	-0.04	0.0017	-0.006
55.05	59.50		4	37.4%	0.95	0.0021	0.000	90	0.6000	1.98		91	36.3%	-0.05	0.0022	-0.008
51.00	54.55			35.9%	0.93	0.0027	-0.002	95	1.36	1.83		163	34.8%	-0.07	0.0028	-0.009
47.15	50.15		1	35.8%	0.91	0.0034	-0.004	100	1.08	3.70		321	35.4%	-0.09	0.0034	-0.011
42.50	46.95			35.9%	0.89	0.0041	-0.007	105	2.10	4.30		7	35.2%	-0.11	0.0042	-0.013
38.95	42.05		2	34.3%	0.86	0.0048	-0.009	110	2.66	6.00		11	35.4%	-0.14	0.0050	-0.015
34.50	39.00		6	33.9%	0.83	0.0056	-0.012	115	2.85	7.00		7	33.5%	-0.17	0.0057	-0.017
31.00	35.50		4	33.7%	0.80	0.0064	-0.014	120	4.45	7.30		18	32.3%	-0.21	0.0065	-0.018
27.60	32.10		9	33.2%	0.76	0.0071	-0.017	125	6.25	8.50		43	32.1%	-0.25	0.0073	-0.020
26.10	27.15	8	47	32.8%	0.72	0.0077	-0.018	130	7.55	11.15		7	32.5%	-0.29	0.0079	-0.021
23.25	24.15	4	10	32.5%	0.68	0.0083	-0.020	135	10.40	11.60		240	31.6%	-0.33	0.0085	-0.023
18.60	22.15		37	31.0%	0.63	0.0087	-0.022	140	12.65	13.90		16	31.6%	-0.38	0.0090	-0.024
16.15	19.00	2	165	30.1%	0.59	0.0090	-0.023	145	13.95	17.10		153	31.2%	-0.42	0.0094	-0.024
14.80	17.40	24	302	31.4%	0.54	0.0092	-0.023	150	16.75	20.50			31.8%	-0.47	0.0097	-0.024
13.50	15.40		139	31.9%	0.50	0.0093	-0.024	155	19.75	23.35			31.8%	-0.52	0.0098	-0.024
10.55	14.35		97	31.4%	0.46	0.0093	-0.024	160	22.60	26.50			31.4%	-0.56	0.0099	-0.024
9.75	12.45		3	31.8%	0.42	0.0091	-0.024	165	25.30	29.95			30.9%	-0.61	0.0099	-0.023
8.65	11.00	4	65	32.0%	0.38	0.0089	-0.023	170	28.75	33.25		1	30.4%	-0.65	0.0098	-0.022
6.65	9.05		111	30.5%	0.34	0.0086	-0.022	175	34.55	37.00			32.6%	-0.69	0.0097	-0.021
5.15	9.30		2	31.4%	0.31	0.0082	-0.021	180	36.75	41.00			30.9%	-0.73	0.0095	-0.021
4.05	7.75			30.6%	0.28	0.0078	-0.021	185	40.80	44.40			29.9%	-0.77	0.0093	-0.020
3.55	7.05		45	31.1%	0.25	0.0074	-0.019	190	45.00	49.15			30.5%	-0.80	0.0090	-0.018
3.90	5.60		122	31.6%	0.22	0.0070	-0.018	195	50.45	53.10			31.5%	-0.83	0.0086	-0.017
3.50	4.70		3	31.5%	0.20	0.0065	-0.017	200	54.95	58.50			33.2%	-0.86	0.0080	-0.015

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 — Sep 17, 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 — Sep 17, 2027

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