COP Volatility Skew

The at-the-money implied volatility for ConocoPhillips (COP) options expiring Dec 24, 2026 (39 DTE) is 30.5%.

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Implied Volatility Stats

Showing results for 2026-12-24(w), calls & puts

Expiration Date Avg IV
2026-12-24(w) calls 31.82%
2026-12-24(w) puts 31.47%

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 39.6% on Nov 5, 2026.

How has COP implied volatility changed recently?

ConocoPhillips 30-day implied volatility went from 33.3% on Oct 16, 2026 to 31.1% on Nov 13, 2026. See the COP implied volatility history for a longer view.

What is ConocoPhillips?

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

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