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BP p.l.c. ADRhedged BPH

i

Market dataready · fetched 2026-11-07T06:11:11.831Z

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 · 2026-11-07T01:00:00.034109412Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-07T06:11:10.071059+00:00

Share price$70.22
1D+3.2%
AH$67.97$68.60$69.23$69.85$70.485:30 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$0.72$1.77$2.83$3.88$4.93$61.31$66.68$72.05$77.41$82.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BPH spot · $70.22BPH PRICE$0.83$0.96$1.09$1.24$1.39$1.55$1.85$2.15$2.39$2.79$3.39$3.98$4.45$0.91$1.03$1.17$1.32$1.49$1.67$1.92$2.20$2.55$2.96$3.45$4.04$4.63
PutsCheap0.77×
CallsExpensive1.45×
SkewBullish-1.50 pp
Implied moveBalanced±$3.77
TiltBearish2.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.8158.1%12.0%64.4857.1%9.5%
25Δ75.4049.6%8.7%66.3048.6%7.1%
30Δ73.8544.3%6.7%67.5443.3%5.5%
35Δ72.7440.5%5.3%68.4739.7%4.4%
40Δ71.8437.5%4.3%69.2337.2%3.5%
45Δ71.1035.9%3.5%69.8835.5%2.9%
50Δ70.4836.2%3.0%70.4734.7%2.4%
55Δ69.8936.4%2.6%71.0434.2%2.0%
60Δ69.3235.0%2.1%71.6334.0%1.6%
65Δ68.6735.3%1.8%72.2534.1%1.3%
70Δ67.9237.6%1.5%72.9334.6%1.1%
75Δ67.1338.5%1.3%73.6934.9%0.8%
80Δ66.4537.1%1.0%74.4634.5%0.6%

20Δ

Calls
Pseudo strike
77.81
IV
58.1%
B/E move
12.0%
Puts
Pseudo strike
64.48
IV
57.1%
B/E move
9.5%

25Δ

Calls
Pseudo strike
75.40
IV
49.6%
B/E move
8.7%
Puts
Pseudo strike
66.30
IV
48.6%
B/E move
7.1%

30Δ

Calls
Pseudo strike
73.85
IV
44.3%
B/E move
6.7%
Puts
Pseudo strike
67.54
IV
43.3%
B/E move
5.5%

35Δ

Calls
Pseudo strike
72.74
IV
40.5%
B/E move
5.3%
Puts
Pseudo strike
68.47
IV
39.7%
B/E move
4.4%

40Δ

Calls
Pseudo strike
71.84
IV
37.5%
B/E move
4.3%
Puts
Pseudo strike
69.23
IV
37.2%
B/E move
3.5%

45Δ

Calls
Pseudo strike
71.10
IV
35.9%
B/E move
3.5%
Puts
Pseudo strike
69.88
IV
35.5%
B/E move
2.9%

50Δ

Calls
Pseudo strike
70.48
IV
36.2%
B/E move
3.0%
Puts
Pseudo strike
70.47
IV
34.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
69.89
IV
36.4%
B/E move
2.6%
Puts
Pseudo strike
71.04
IV
34.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
69.32
IV
35.0%
B/E move
2.1%
Puts
Pseudo strike
71.63
IV
34.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
68.67
IV
35.3%
B/E move
1.8%
Puts
Pseudo strike
72.25
IV
34.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
67.92
IV
37.6%
B/E move
1.5%
Puts
Pseudo strike
72.93
IV
34.6%
B/E move
1.1%

75Δ

Calls
Pseudo strike
67.13
IV
38.5%
B/E move
1.3%
Puts
Pseudo strike
73.69
IV
34.9%
B/E move
0.8%

80Δ

Calls
Pseudo strike
66.45
IV
37.1%
B/E move
1.0%
Puts
Pseudo strike
74.46
IV
34.5%
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%