COP option chain ConocoPhillips
Cboe delayed options data · as of 06:33 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 ±28.3% (98.40–176.10) · ATM IV 31.6% · P/C open interest 1.26
| 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 | |
| 66.00 | 71.00 | 45 | 40.6% | 0.97 | 0.0014 | 0.000 | 70 | 0.7100 | 1.62 | 429 | 38.9% | -0.04 | 0.0014 | -0.005 | ||
| 61.50 | 66.50 | 21 | 37.3% | 0.96 | 0.0018 | 0.000 | 75 | 0.9900 | 1.50 | 206 | 36.1% | -0.05 | 0.0018 | -0.006 | ||
| 59.50 | 63.25 | 14 | 36.4% | 0.95 | 0.0020 | 0.000 | 77.5 | 1.16 | 2.21 | 12 | 36.5% | -0.06 | 0.0020 | -0.006 | ||
| 57.50 | 61.75 | 5 | 118 | 35.7% | 0.94 | 0.0022 | 0.000 | 80 | 1.62 | 2.05 | 262 | 36.3% | -0.06 | 0.0022 | -0.007 | |
| 55.50 | 58.70 | 50 | 36.1% | 0.93 | 0.0024 | -0.001 | 82.5 | 1.51 | 2.52 | 18 | 35.5% | -0.07 | 0.0024 | -0.007 | ||
| 53.00 | 55.90 | 88 | 33.2% | 0.92 | 0.0027 | -0.002 | 85 | 1.89 | 2.74 | 48 | 611 | 35.2% | -0.08 | 0.0027 | -0.008 | |
| 51.00 | 54.45 | 18 | 34.7% | 0.91 | 0.0029 | -0.002 | 87.5 | 2.15 | 2.96 | 44 | 34.6% | -0.09 | 0.0030 | -0.008 | ||
| 49.00 | 53.35 | 105 | 36.2% | 0.90 | 0.0032 | -0.003 | 90 | 2.57 | 3.35 | 541 | 34.9% | -0.10 | 0.0032 | -0.009 | ||
| 47.00 | 51.65 | 97 | 35.4% | 0.89 | 0.0034 | -0.004 | 92.5 | 2.78 | 3.75 | 20 | 34.0% | -0.11 | 0.0035 | -0.010 | ||
| 45.00 | 49.60 | 84 | 35.7% | 0.88 | 0.0037 | -0.005 | 95 | 3.60 | 4.60 | 114 | 35.0% | -0.12 | 0.0038 | -0.010 | ||
| 43.00 | 48.00 | 209 | 35.7% | 0.87 | 0.0040 | -0.006 | 97.5 | 3.15 | 4.70 | 159 | 32.9% | -0.13 | 0.0041 | -0.011 | ||
| 41.50 | 44.10 | 126 | 33.0% | 0.85 | 0.0043 | -0.007 | 100 | 4.25 | 5.40 | 309 | 33.8% | -0.15 | 0.0044 | -0.011 | ||
| 38.00 | 42.00 | 164 | 34.7% | 0.83 | 0.0049 | -0.008 | 105 | 5.40 | 6.00 | 34 | 317 | 32.7% | -0.18 | 0.0050 | -0.013 | |
| 34.50 | 38.00 | 143 | 33.4% | 0.79 | 0.0055 | -0.010 | 110 | 6.75 | 7.80 | 310 | 32.9% | -0.21 | 0.0056 | -0.014 | ||
| 31.00 | 35.50 | 135 | 33.5% | 0.76 | 0.0060 | -0.012 | 115 | 8.20 | 9.70 | 145 | 32.9% | -0.24 | 0.0062 | -0.015 | ||
| 28.00 | 31.20 | 346 | 32.0% | 0.73 | 0.0065 | -0.013 | 120 | 9.10 | 10.75 | 14 | 15 | 31.1% | -0.28 | 0.0067 | -0.016 | |
| 25.50 | 28.55 | 143 | 32.2% | 0.69 | 0.0070 | -0.014 | 125 | 11.70 | 12.55 | 4 | 485 | 31.4% | -0.31 | 0.0072 | -0.017 | |
| 22.90 | 26.25 | 115 | 32.2% | 0.65 | 0.0074 | -0.015 | 130 | 14.00 | 15.45 | 123 | 32.0% | -0.35 | 0.0076 | -0.017 | ||
| 20.55 | 22.80 | 146 | 31.2% | 0.62 | 0.0077 | -0.016 | 135 | 16.30 | 18.05 | 2 | 40 | 32.0% | -0.39 | 0.0080 | -0.017 | |
| 18.50 | 21.35 | 20 | 378 | 31.8% | 0.58 | 0.0079 | -0.017 | 140 | 18.70 | 20.60 | 17 | 31.6% | -0.43 | 0.0083 | -0.018 | |
| 16.85 | 18.55 | 2 | 166 | 31.4% | 0.54 | 0.0080 | -0.017 | 145 | 20.70 | 23.45 | 38 | 30.9% | -0.47 | 0.0085 | -0.018 | |
| 15.35 | 16.65 | 1 | 187 | 31.5% | 0.50 | 0.0081 | -0.017 | 150 | 24.60 | 26.50 | 6 | 31.6% | -0.51 | 0.0086 | -0.018 | |
| 13.35 | 15.70 | 1 | 109 | 31.7% | 0.47 | 0.0081 | -0.018 | 155 | 27.75 | 29.70 | 5 | 31.6% | -0.55 | 0.0087 | -0.017 | |
| 11.85 | 13.40 | 192 | 31.0% | 0.43 | 0.0080 | -0.017 | 160 | 30.35 | 33.40 | 1 | 31.2% | -0.59 | 0.0088 | -0.017 | ||
| 10.55 | 12.10 | 2 | 92 | 31.0% | 0.40 | 0.0079 | -0.017 | 165 | 34.60 | 37.50 | 1 | 32.2% | -0.63 | 0.0088 | -0.017 | |
| 9.45 | 10.90 | 201 | 31.1% | 0.37 | 0.0077 | -0.017 | 170 | 38.45 | 40.40 | 5 | 31.7% | -0.66 | 0.0087 | -0.016 | ||
| 8.25 | 9.65 | 21 | 30.9% | 0.34 | 0.0075 | -0.017 | 175 | 41.70 | 44.45 | 1 | 31.4% | -0.70 | 0.0086 | -0.015 | ||
| 7.20 | 9.40 | 2 | 55 | 31.4% | 0.31 | 0.0072 | -0.016 | 180 | 44.50 | 48.90 | 5 | 30.6% | -0.73 | 0.0084 | -0.014 | |
| 6.60 | 8.50 | 32 | 31.7% | 0.29 | 0.0070 | -0.016 | 185 | 48.50 | 53.00 | 30.5% | -0.76 | 0.0082 | -0.013 | |||
| 5.85 | 6.90 | 37 | 30.9% | 0.27 | 0.0066 | -0.015 | 190 | 53.80 | 57.50 | 32.0% | -0.79 | 0.0080 | -0.012 | |||
| 5.05 | 6.90 | 3 | 19 | 31.6% | 0.24 | 0.0064 | -0.014 | 195 | 58.10 | 62.00 | 32.3% | -0.82 | 0.0079 | -0.011 | ||
| 4.65 | 5.55 | 201 | 31.1% | 0.22 | 0.0060 | -0.014 | 200 | 63.40 | 65.50 | 32.3% | -0.85 | 0.0080 | -0.011 | |||
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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs