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Occidental Petroleum Corporation OXY

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-03T22:32:34.396Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T22:09:27.850287684Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T22:32:32.843642+00:00

Share price$60.42
1D-0.1%
AH$59.53$59.87$60.21$60.55$60.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOXY
Sold putSold callAH

Occidental Petroleum Corporation options

Live interpolated OXY call and put midpoint premiums by absolute delta.Occidental Petroleum Corporation$0.20$0.87$1.54$2.20$2.87$57.24$58.82$60.41$62.00$63.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OXY spot · $60.42OXY PRICE$0.27$0.36$0.46$0.58$0.70$0.84$1.00$1.16$1.34$1.54$1.74$2.01$2.36$0.31$0.41$0.51$0.64$0.76$0.90$1.06$1.21$1.41$1.67$1.94$2.29$2.68
PutsFair1.01×
CallsExpensive1.39×
SkewBearish+1.98 pp
Implied moveBearish±$2.06
TiltBearish4.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.6645.3%4.2%58.2349.4%4.1%
25Δ62.1844.5%3.5%58.7148.3%3.5%
30Δ61.7944.4%3.0%59.1347.6%3.0%
35Δ61.4644.8%2.7%59.4847.5%2.6%
40Δ61.1345.2%2.3%59.8347.4%2.2%
45Δ60.8045.5%2.0%60.1747.0%1.9%
50Δ60.4945.9%1.8%60.4946.4%1.6%
55Δ60.1746.2%1.5%60.8145.9%1.4%
60Δ59.8546.2%1.3%61.1545.9%1.1%
65Δ59.5245.8%1.1%61.5246.7%1.0%
70Δ59.1945.5%0.8%61.8947.5%0.8%
75Δ58.8145.5%0.7%62.3448.2%0.6%
80Δ58.3746.0%0.5%62.8248.9%0.5%

20Δ

Calls
Pseudo strike
62.66
IV
45.3%
B/E move
4.2%
Puts
Pseudo strike
58.23
IV
49.4%
B/E move
4.1%

25Δ

Calls
Pseudo strike
62.18
IV
44.5%
B/E move
3.5%
Puts
Pseudo strike
58.71
IV
48.3%
B/E move
3.5%

30Δ

Calls
Pseudo strike
61.79
IV
44.4%
B/E move
3.0%
Puts
Pseudo strike
59.13
IV
47.6%
B/E move
3.0%

35Δ

Calls
Pseudo strike
61.46
IV
44.8%
B/E move
2.7%
Puts
Pseudo strike
59.48
IV
47.5%
B/E move
2.6%

40Δ

Calls
Pseudo strike
61.13
IV
45.2%
B/E move
2.3%
Puts
Pseudo strike
59.83
IV
47.4%
B/E move
2.2%

45Δ

Calls
Pseudo strike
60.80
IV
45.5%
B/E move
2.0%
Puts
Pseudo strike
60.17
IV
47.0%
B/E move
1.9%

50Δ

Calls
Pseudo strike
60.49
IV
45.9%
B/E move
1.8%
Puts
Pseudo strike
60.49
IV
46.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
60.17
IV
46.2%
B/E move
1.5%
Puts
Pseudo strike
60.81
IV
45.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
59.85
IV
46.2%
B/E move
1.3%
Puts
Pseudo strike
61.15
IV
45.9%
B/E move
1.1%

65Δ

Calls
Pseudo strike
59.52
IV
45.8%
B/E move
1.1%
Puts
Pseudo strike
61.52
IV
46.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
59.19
IV
45.5%
B/E move
0.8%
Puts
Pseudo strike
61.89
IV
47.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
58.81
IV
45.5%
B/E move
0.7%
Puts
Pseudo strike
62.34
IV
48.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
58.37
IV
46.0%
B/E move
0.5%
Puts
Pseudo strike
62.82
IV
48.9%
B/E move
0.5%

Options history

IV · four-Friday blend39.07%
Daily close
OXY28.0%39.8%51.6%2026-08-05: 49.99%2026-08-06: 39.74%2026-08-07: 37.04%2026-08-10: 35.74%2026-08-11: 32.76%2026-08-12: 31.71%2026-08-13: 31.68%2026-08-14: 29.81%2026-08-17: 33.31%2026-08-18: 33.11%2026-08-19: 32.42%2026-08-20: 32.49%2026-08-21: 31.04%2026-08-24: 31.70%2026-08-25: 31.68%2026-08-26: 31.85%2026-08-27: 32.20%2026-08-28: 30.25%2026-08-31: 33.24%2026-09-01: 34.50%2026-09-02: 31.54%2026-09-03: 29.62%2026-09-04: 29.67%2026-09-08: 34.96%2026-09-09: 33.68%2026-09-10: 34.20%2026-09-11: 32.73%2026-09-14: 35.17%2026-09-15: 35.90%2026-09-16: 35.42%2026-09-17: 32.82%2026-09-18: 31.44%2026-09-21: 33.58%2026-09-22: 35.21%2026-09-23: 34.97%2026-09-24: 35.04%2026-09-25: 32.33%2026-09-28: 34.74%2026-09-29: 34.64%2026-09-30: 33.92%2026-10-01: 35.28%2026-10-02: 34.97%2026-10-05: 33.26%2026-10-06: 32.90%2026-10-07: 33.13%2026-10-08: 33.74%2026-10-09: 31.30%2026-10-12: 32.57%2026-10-13: 33.78%2026-10-14: 35.51%2026-10-15: 34.87%2026-10-16: 36.29%2026-10-19: 35.59%2026-10-20: 36.30%2026-10-21: 36.11%2026-10-22: 41.86%2026-10-23: 38.34%2026-10-26: 38.31%2026-10-27: 38.25%2026-10-28: 38.56%2026-10-29: 38.61%2026-10-30: 39.07%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
49.99%
39.74%
37.04%
35.74%
32.76%
31.71%
31.68%
29.81%
33.31%
33.11%
32.42%
32.49%
31.04%
31.70%
31.68%
31.85%
32.20%
30.25%
33.24%
34.50%
31.54%
29.62%
29.67%
34.96%
33.68%
34.20%
32.73%
35.17%
35.90%
35.42%
32.82%
31.44%
33.58%
35.21%
34.97%
35.04%
32.33%
34.74%
34.64%
33.92%
35.28%
34.97%
33.26%
32.90%
33.13%
33.74%
31.30%
32.57%
33.78%
35.51%
34.87%
36.29%
35.59%
36.30%
36.11%
41.86%
38.34%
38.31%
38.25%
38.56%
38.61%
39.07%