COP Volatility Skew

The Implied Volatility Skew Chart offers a visual representation of the implied volatility (IV). The chart displays the strikes on the x-axis and the IV on the y-axis, making it easy to see the level of volatility for each option.

Implied volatility is a measure of the expected volatility of a security's price. Volatility skew refers to the difference in implied volatility between different options for the same security. Understanding the volatility skew can be helpful for option traders, as it provides insight into the market's expectations for the security's future price movements.

You can filter the chart by calls or puts and can click on a point on the chart to navigate to the option's page.

Sources:

"What Is Volatility Skew in Trading? Reverse and Forward Skews". Investopedia. https://www.investopedia.com/terms/v/volatility-skew.asp.

Implied Volatility Stats

COP Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is COP's one-year implied volatility range?

Over the past year, ConocoPhillips 30-day implied volatility ranged from 24.1% on Dec 22, 2025 to 39.1% on Mar 30, 2026.

How has COP implied volatility changed recently?

ConocoPhillips 30-day implied volatility went from 32.9% on Oct 7, 2026 to 38.5% on Nov 4, 2026. See the COP implied volatility history for a longer view.

What is ConocoPhillips?

ConocoPhillips is a US-based independent exploration and production firm.