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BP p.l.c. ADRhedged BPH

i

Market dataready · fetched 2026-11-03T23:20:35.894Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T21:10:00.001895591Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-03T23:20:34.832106+00:00

Share price$74.51
1D-0.4%
AH$74.26$74.36$74.45$74.54$74.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBPH
Sold putSold callAH

BP p.l.c. ADRhedged options

Live interpolated BPH call and put midpoint premiums by absolute delta.BP p.l.c. ADRhedged$0.78$2.12$3.45$4.79$6.12$66.32$70.32$74.32$78.32$82.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BPH spot · $74.51BPH PRICE$0.93$1.05$1.21$1.37$1.57$1.82$2.14$2.57$3.04$3.48$3.92$4.62$5.55$1.01$1.15$1.33$1.50$1.74$2.04$2.39$2.75$3.18$3.70$4.23$5.05$5.74
PutsCheap0.92×
CallsExpensive1.46×
SkewBullish-0.91 pp
Implied moveBearish±$4.52
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.0054.6%12.6%68.2453.2%9.8%
25Δ80.2746.3%9.1%70.2045.8%7.3%
30Δ78.6041.7%7.1%71.5141.5%5.8%
35Δ77.3438.1%5.6%72.5637.9%4.6%
40Δ76.3735.8%4.6%73.4036.1%3.8%
45Δ75.5734.8%3.9%74.1535.7%3.2%
50Δ74.8534.8%3.3%74.8635.4%2.7%
55Δ74.1436.0%2.9%75.5734.9%2.3%
60Δ73.3836.9%2.6%76.3034.7%1.9%
65Δ72.6336.8%2.1%77.0835.1%1.5%
70Δ71.8736.1%1.7%77.8634.7%1.2%
75Δ70.9537.1%1.4%78.8835.8%0.9%
80Δ69.8138.7%1.1%79.7935.0%0.6%

20Δ

Calls
Pseudo strike
83.00
IV
54.6%
B/E move
12.6%
Puts
Pseudo strike
68.24
IV
53.2%
B/E move
9.8%

25Δ

Calls
Pseudo strike
80.27
IV
46.3%
B/E move
9.1%
Puts
Pseudo strike
70.20
IV
45.8%
B/E move
7.3%

30Δ

Calls
Pseudo strike
78.60
IV
41.7%
B/E move
7.1%
Puts
Pseudo strike
71.51
IV
41.5%
B/E move
5.8%

35Δ

Calls
Pseudo strike
77.34
IV
38.1%
B/E move
5.6%
Puts
Pseudo strike
72.56
IV
37.9%
B/E move
4.6%

40Δ

Calls
Pseudo strike
76.37
IV
35.8%
B/E move
4.6%
Puts
Pseudo strike
73.40
IV
36.1%
B/E move
3.8%

45Δ

Calls
Pseudo strike
75.57
IV
34.8%
B/E move
3.9%
Puts
Pseudo strike
74.15
IV
35.7%
B/E move
3.2%

50Δ

Calls
Pseudo strike
74.85
IV
34.8%
B/E move
3.3%
Puts
Pseudo strike
74.86
IV
35.4%
B/E move
2.7%

55Δ

Calls
Pseudo strike
74.14
IV
36.0%
B/E move
2.9%
Puts
Pseudo strike
75.57
IV
34.9%
B/E move
2.3%

60Δ

Calls
Pseudo strike
73.38
IV
36.9%
B/E move
2.6%
Puts
Pseudo strike
76.30
IV
34.7%
B/E move
1.9%

65Δ

Calls
Pseudo strike
72.63
IV
36.8%
B/E move
2.1%
Puts
Pseudo strike
77.08
IV
35.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
71.87
IV
36.1%
B/E move
1.7%
Puts
Pseudo strike
77.86
IV
34.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
70.95
IV
37.1%
B/E move
1.4%
Puts
Pseudo strike
78.88
IV
35.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
69.81
IV
38.7%
B/E move
1.1%
Puts
Pseudo strike
79.79
IV
35.0%
B/E move
0.6%

Options history

IV · four-Friday blend32.44%
Daily EOD
BPH31.4%32.5%33.7%2026-10-20: 31.63%2026-10-21: 31.55%2026-10-22: 33.13%2026-10-26: 33.51%2026-10-27: 32.69%2026-10-28: 32.84%2026-10-29: 32.44%Oct 20Oct 26Oct 29
7 observations2026-10-20 — 2026-10-29
Table
DateIV (%)
31.63%
31.55%
33.13%
33.51%
32.69%
32.84%
32.44%