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 ±8.0% (133.66–157.00) · ATM IV 33.4% · P/C open interest 0.31

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
68.80	71.55				1.00	0.0000	0.000	75	0	0.1900		12	95.2%	-0.00	0.0000	-0.000
64.00	66.55		9		1.00	0.0000	0.000	80	0	0.0700	2	40	77.1%	-0.00	0.0000	-0.000
59.05	61.60				1.00	0.0000	0.000	85	0	0.2400		80	81.0%	-0.00	0.0001	-0.001
54.15	56.65		15		1.00	0.0001	0.000	90	0	0.2300		1,155	72.7%	-0.00	0.0001	-0.001
49.30	51.20	3	489		1.00	0.0001	0.000	95	0	0.0600		1,444	55.3%	-0.00	0.0002	-0.002
46.70	49.15		18		1.00	0.0002	0.000	97.5	0	0.2400		48	62.0%	-0.00	0.0004	-0.002
44.10	46.65		64		1.00	0.0003	0.000	100	0	0.2300	3	547	58.1%	-0.00	0.0005	-0.003
39.10	41.70		78		0.99	0.0006	0.000	105	0	0.2000		1,235	50.3%	-0.01	0.0009	-0.005
34.25	36.75		677		0.99	0.0013	-0.002	110	0.0200	0.0900	26	1,134	40.4%	-0.01	0.0017	-0.008
29.35	31.80		2,584	34.7%	0.98	0.0025	-0.007	115	0.1000	0.1900	26	1,372	39.8%	-0.02	0.0032	-0.014
25.00	26.20	40	2,027	29.9%	0.97	0.0047	-0.016	120	0.2200	0.4300	11	660	38.8%	-0.04	0.0056	-0.023
20.25	22.25		4,609	40.6%	0.93	0.0084	-0.029	125	0.5000	0.6400	13	658	36.3%	-0.08	0.0095	-0.036
16.25	16.90	29	2,047	36.4%	0.88	0.0138	-0.047	130	1.01	1.24	33	2,999	35.3%	-0.14	0.0147	-0.053
14.35	16.30			31.7%	0.86	0.0150	-0.051	131	1.13	1.52			35.5%	-0.16	0.0159	-0.056
13.50	16.05			35.0%	0.85	0.0162	-0.055	132	1.30	1.57	7		34.8%	-0.17	0.0171	-0.060
12.60	15.25			34.6%	0.83	0.0175	-0.059	133	1.49	1.97			35.5%	-0.19	0.0182	-0.063
11.85	14.50			35.0%	0.81	0.0187	-0.063	134	1.55	2.22			34.8%	-0.21	0.0194	-0.067
11.85	12.65	48	3,865	33.7%	0.79	0.0200	-0.067	135	1.92	2.14	78	360	34.0%	-0.23	0.0206	-0.070
10.45	12.15			32.1%	0.77	0.0212	-0.071	136	2.11	2.71			34.8%	-0.25	0.0217	-0.073
9.80	12.10			35.0%	0.75	0.0224	-0.074	137	2.39	3.00			34.7%	-0.28	0.0227	-0.076
9.70	10.70			34.7%	0.72	0.0235	-0.078	138	2.71	3.30			34.6%	-0.30	0.0237	-0.079
9.20	10.80			37.8%	0.70	0.0245	-0.081	139	3.10	3.75			35.0%	-0.33	0.0246	-0.082
8.35	9.15	9	2,921	33.8%	0.67	0.0254	-0.084	140	3.45	3.75	257	657	33.8%	-0.35	0.0254	-0.084
7.85	8.50			34.1%	0.65	0.0263	-0.086	141	3.80	4.50			34.7%	-0.38	0.0261	-0.086
7.25	8.80			36.8%	0.62	0.0269	-0.088	142	4.20	4.95			34.6%	-0.40	0.0266	-0.087
6.40	7.35			33.2%	0.59	0.0275	-0.090	143	4.60	5.25	13		34.0%	-0.43	0.0271	-0.089
6.10	7.10			34.8%	0.56	0.0279	-0.091	144	5.00	5.80	8		33.9%	-0.46	0.0274	-0.089
5.80	6.05	135	4,057	33.8%	0.54	0.0281	-0.092	145	5.65	5.85	60	70	33.0%	-0.49	0.0275	-0.090
5.10	5.75			33.7%	0.51	0.0282	-0.092	146	6.05	7.05	2		34.5%	-0.51	0.0275	-0.090
4.65	5.25	12		33.5%	0.48	0.0282	-0.092	147	6.55	7.70	3		34.6%	-0.54	0.0274	-0.089
4.20	4.90	3		33.7%	0.45	0.0280	-0.091	148	7.10	8.15	6		34.1%	-0.57	0.0271	-0.088
3.85	4.80			34.7%	0.42	0.0277	-0.090	149	7.75	9.00			34.8%	-0.59	0.0268	-0.087
3.65	3.95	99	13.5K	33.8%	0.40	0.0272	-0.089	150	8.60	8.90	36	24	33.2%	-0.62	0.0263	-0.085
2.67	3.50			34.5%	0.34	0.0256	-0.084	152.5	10.15	11.45	1		35.4%	-0.68	0.0246	-0.080
2.12	2.41	127	1,468	33.5%	0.28	0.0234	-0.078	155	12.00	13.35		3	35.7%	-0.73	0.0225	-0.073
1.58	1.91	89		33.7%	0.23	0.0209	-0.070	157.5	13.10	15.55	2		33.4%	-0.78	0.0201	-0.066
1.24	1.43	28	1,102	33.9%	0.19	0.0183	-0.062	160	15.10	17.65		1	33.1%	-0.82	0.0176	-0.058
0.8500	1.61			36.3%	0.15	0.0158	-0.054	162.5	17.30	20.05			34.4%	-0.86	0.0151	-0.050
0.5200	1.39		123	36.6%	0.12	0.0134	-0.046	165	20.15	22.15			37.2%	-0.88	0.0128	-0.042
0.3600	1.05	1		36.4%	0.09	0.0112	-0.039	167.5	21.95	24.45			34.4%	-0.91	0.0108	-0.035
0.2600	0.5700	2	233	34.6%	0.07	0.0093	-0.033	170	24.30	26.95			35.9%	-0.93	0.0089	-0.029
0.1400	0.5800	5	137	38.3%	0.05	0.0062	-0.023	175	29.15	31.75			37.5%	-0.95	0.0060	-0.018
0.0700	0.4000		40	39.5%	0.03	0.0041	-0.015	180	34.05	36.65			39.6%	-0.97	0.0039	-0.011
0.0100	0.3200		75	41.1%	0.02	0.0026	-0.010	185	39.00	41.60			42.5%	-0.98	0.0025	-0.005
0	0.2800		28	43.7%	0.01	0.0017	-0.007	190	43.95	46.55			45.0%	-0.99	0.0016	-0.001
0	0.4600		1	50.9%	0.01	0.0011	-0.004	195	48.90	51.50			47.0%	-0.99	0.0010	0.000
0	0.2300	5	122	49.2%	0.00	0.0007	-0.003	200	53.90	56.75			56.2%	-0.99	0.0006	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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