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 ±8.1% (134.03–157.69) · ATM IV 34.2% · P/C open interest 0.32

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	71.65				1.00	0.0001	0.000	75	0	0.1900		13	97.0%	-0.00	0.0000	-0.000
64.10	66.65		9		1.00	0.0001	0.000	80	0	0.0700		40	78.6%	-0.00	0.0000	-0.000
59.50	61.50				1.00	0.0001	0.000	85	0	0.8700		80	100.8%	-0.00	0.0001	-0.001
54.15	56.55		15		1.00	0.0001	0.000	90	0	0.6400		1,155	86.6%	-0.00	0.0001	-0.001
49.35	51.55		486		1.00	0.0001	0.000	95	0	0.0600		1,444	56.5%	-0.00	0.0002	-0.002
46.65	49.25		18		1.00	0.0002	0.000	97.5	0	0.4300		48	69.1%	-0.00	0.0003	-0.002
44.15	46.95		64		1.00	0.0003	0.000	100	0	0.2400		545	59.8%	-0.00	0.0004	-0.003
39.00	41.90		78		0.99	0.0006	0.000	105	0	0.2000		1,235	51.4%	-0.01	0.0008	-0.005
34.55	36.65		677		0.99	0.0011	-0.001	110	0.0100	0.1400		1,135	43.1%	-0.01	0.0016	-0.008
29.50	31.65		2,584		0.98	0.0023	-0.006	115	0.0600	0.2100	6	1,377	40.4%	-0.02	0.0029	-0.013
24.80	26.85	13	2,029		0.97	0.0043	-0.014	120	0.1500	0.3000	11	681	37.1%	-0.04	0.0052	-0.021
20.30	21.95	22	4,609	29.6%	0.94	0.0078	-0.027	125	0.3800	0.5500	38	652	35.6%	-0.07	0.0090	-0.034
16.25	17.35	6	2,016	35.2%	0.89	0.0131	-0.044	130	0.8300	1.35	171	3,014	36.1%	-0.13	0.0142	-0.050
14.55	16.60			30.5%	0.87	0.0144	-0.048	131	0.9900	1.70		20	36.9%	-0.15	0.0154	-0.054
13.70	15.65			30.2%	0.86	0.0157	-0.052	132	1.10	1.91		7	36.6%	-0.16	0.0166	-0.057
12.85	14.80			30.3%	0.84	0.0170	-0.056	133	1.35	1.55	1		34.3%	-0.18	0.0179	-0.061
12.05	13.90			30.3%	0.82	0.0183	-0.060	134	1.42	2.22		10	35.6%	-0.20	0.0191	-0.065
11.80	13.10	22	3,829	33.0%	0.80	0.0196	-0.065	135	1.69	1.99		413	33.8%	-0.22	0.0203	-0.068
10.50	12.35			30.9%	0.78	0.0209	-0.069	136	1.96	3.05		5	36.8%	-0.24	0.0215	-0.072
9.75	11.50			30.6%	0.76	0.0222	-0.072	137	2.22	2.50	1		33.6%	-0.26	0.0227	-0.075
9.35	10.75			31.8%	0.74	0.0234	-0.076	138	2.53	2.81	1		33.7%	-0.29	0.0237	-0.078
9.35	10.00			34.2%	0.71	0.0246	-0.080	139	2.82	3.10	5		33.4%	-0.31	0.0247	-0.081
8.65	9.30	10	2,918	33.9%	0.69	0.0256	-0.083	140	3.20	3.50	13	913	33.6%	-0.34	0.0256	-0.083
7.45	8.55			31.7%	0.66	0.0265	-0.085	141	3.55	4.50			35.4%	-0.36	0.0264	-0.086
7.35	8.10			33.9%	0.63	0.0273	-0.088	142	3.95	4.70	2		34.6%	-0.39	0.0270	-0.087
6.60	7.35		6	32.8%	0.60	0.0279	-0.090	143	4.35	5.35	23	10	35.1%	-0.42	0.0275	-0.089
6.20	6.80		3	33.3%	0.58	0.0284	-0.091	144	4.80	5.80	45	8	35.0%	-0.45	0.0279	-0.090
5.85	6.20	35	4,102	33.6%	0.55	0.0287	-0.092	145	5.30	6.25	12	137	34.8%	-0.47	0.0281	-0.090
5.35	5.80			33.8%	0.52	0.0289	-0.093	146	5.80	6.70	2	2	34.5%	-0.50	0.0281	-0.090
4.90	5.25	27	12	33.6%	0.49	0.0289	-0.093	147	6.35	7.75	7	3	36.0%	-0.53	0.0280	-0.090
4.45	4.80	12	28	33.5%	0.46	0.0287	-0.092	148	6.90	8.00		6	34.9%	-0.56	0.0278	-0.089
4.05	4.50	1		33.9%	0.43	0.0284	-0.092	149	7.50	8.90	17		35.8%	-0.58	0.0274	-0.088
3.65	4.00	67	13.6K	33.5%	0.41	0.0280	-0.090	150	8.15	9.20		55	34.9%	-0.61	0.0270	-0.087
2.83	3.20			33.7%	0.34	0.0263	-0.086	152.5	9.55	10.90		1	34.0%	-0.67	0.0252	-0.081
2.13	2.40	26	1,590	33.3%	0.28	0.0240	-0.079	155	11.65	12.70		3	34.9%	-0.73	0.0230	-0.075
1.51	1.86	32	89	33.0%	0.23	0.0215	-0.072	157.5	13.55	15.90		1	39.5%	-0.78	0.0206	-0.067
1.08	1.43	51	1,124	33.1%	0.19	0.0188	-0.064	160	15.45	18.00		1	39.6%	-0.82	0.0180	-0.059
0.8400	1.08			33.5%	0.15	0.0162	-0.056	162.5	17.55	20.20			40.2%	-0.85	0.0155	-0.051
0.4200	1.32		123	35.6%	0.12	0.0137	-0.048	165	19.75	22.05			39.0%	-0.88	0.0131	-0.043
0.3300	0.7600		1	34.2%	0.10	0.0114	-0.041	167.5	22.10	24.80			42.7%	-0.91	0.0110	-0.036
0.3000	0.7100	38	236	36.2%	0.08	0.0095	-0.034	170	24.35	27.15			43.4%	-0.92	0.0091	-0.030
0.1300	0.5000		142	37.4%	0.05	0.0064	-0.024	175	29.30	31.95			47.5%	-0.95	0.0062	-0.019
0.0400	0.4000		40	39.3%	0.03	0.0042	-0.017	180	34.10	36.85			50.6%	-0.97	0.0041	-0.012
0.0200	0.2200		75	39.5%	0.02	0.0027	-0.011	185	39.05	41.75			54.4%	-0.98	0.0027	-0.006
0	0.2600		28	43.6%	0.01	0.0018	-0.007	190	43.95	46.70			57.8%	-0.99	0.0017	-0.002
0	0.2600		1	47.1%	0.01	0.0012	-0.005	195	49.00	51.65			62.4%	-0.99	0.0011	0.000
0	0.2500		122	50.2%	0.00	0.0008	-0.003	200	53.90	56.60			65.3%	-0.99	0.0007	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 — Nov 20, 2026

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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 — Nov 20, 2026

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