COP · Expected Move
ConocoPhillips
The expected move for COP is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
COP straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current COP Expected Move
30-Day Straddle
$10.68
7-Day Straddle
$5.42
30-Day ATM IV
34.3%
IV Rank
81%
Implied one-standard-deviation move through the next 30 days. Compare to COP's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
COP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $10.68 | $5.42 | 34.3% | 81% |
| 20261015 | $11.30 | $5.29 | 35.1% | 91% |
| 20261014 | $10.57 | $5.65 | 32.6% | 60% |
| 20261013 | $10.57 | $5.59 | 32.5% | 60% |
| 20261012 | $10.65 | $3.83 | 32.0% | 44% |
| 20261009 | $9.82 | $4.25 | 33.0% | 55% |
| 20261008 | $10.30 | $4.79 | 34.0% | 64% |
| 20261007 | $9.75 | $4.83 | 32.9% | 53% |
| 20261006 | $10.02 | $5.07 | 32.8% | 53% |
| 20261005 | $9.95 | $3.50 | 32.2% | 46% |
| 20261002 | $8.73 | $4.29 | 32.1% | 45% |
| 20261001 | $8.82 | $4.71 | 31.5% | 39% |
| 20260930 | $9.07 | $5.05 | 31.9% | 44% |
| 20260929 | $9.30 | $5.21 | 31.8% | 42% |
| 20260928 | $9.68 | $3.72 | 32.6% | 51% |
| 20260925 | $8.36 | $4.05 | 30.9% | 33% |
| 20260924 | $8.83 | $5.09 | 30.6% | 30% |
| 20260923 | $8.90 | $4.98 | 30.5% | 29% |
| 20260922 | $9.07 | $5.29 | 31.1% | 35% |
| 20260921 | $9.50 | $3.67 | 31.6% | 40% |
| 20260918 | $8.95 | $4.23 | 30.0% | 24% |
| 20260917 | $9.32 | $4.80 | 30.6% | 30% |
| 20260916 | $9.88 | $5.52 | 31.7% | 41% |
| 20260915 | $10.97 | $6.43 | 33.3% | 56% |
| 20260914 | $10.22 | $4.01 | 31.6% | 39% |
| 20260911 | $9.20 | $4.48 | 30.5% | 28% |
| 20260910 | $9.85 | $5.11 | 31.9% | 42% |
| 20260909 | $10.12 | $5.42 | 31.9% | 42% |
| 20260908 | $9.62 | $5.72 | 30.9% | 32% |
| 20260904 | $8.65 | $3.71 | 29.1% | 14% |
| 20260903 | $8.82 | $4.19 | 29.0% | 14% |
| 20260902 | $9.55 | $4.87 | 30.5% | 29% |
| 20260901 | $9.73 | $5.81 | 30.8% | 32% |
| 20260831 | $9.02 | $3.50 | 28.7% | 11% |
| 20260828 | $8.15 | $3.79 | 28.5% | 8% |
| 20260827 | $8.30 | $4.26 | 28.4% | 8% |
| 20260826 | $8.78 | $4.81 | 29.2% | 16% |
| 20260825 | $9.22 | $5.30 | 30.1% | 23% |
| 20260824 | $9.38 | $3.25 | 29.7% | 20% |
| 20260821 | $8.95 | $4.25 | 30.2% | 24% |
| 20260820 | $9.18 | $4.71 | 30.4% | 25% |
| 20260819 | $8.65 | $4.70 | 28.9% | 11% |
| 20260818 | $8.85 | $5.04 | 29.5% | 16% |
| 20260817 | $9.03 | $3.21 | 28.7% | 9% |
| 20260814 | $7.67 | $3.71 | 27.6% | 0% |
| 20260813 | $8.05 | $4.27 | 28.7% | 7% |
| 20260812 | $8.10 | $4.44 | 27.9% | 0% |
| 20260811 | $8.55 | $5.11 | 29.4% | 0% |
| 20260810 | $8.70 | $3.43 | 30.3% | 6% |
| 20260807 | — | — | 29.7% | 0% |
| 20260806 | $8.52 | $5.03 | 32.6% | 26% |
| 20260805 | $8.77 | $5.64 | 33.6% | 37% |
| 20260804 | $9.30 | $6.17 | 34.2% | 44% |
| 20260803 | $9.52 | $4.71 | 34.3% | 45% |
| 20260731 | $8.90 | $5.27 | 33.4% | 35% |
| 20260730 | $9.12 | $5.79 | 34.4% | 46% |
| 20260729 | $9.50 | $6.26 | 35.4% | 57% |
| 20260728 | $9.12 | $6.25 | 34.9% | 51% |
| 20260727 | $9.28 | $3.76 | 34.8% | 50% |
| 20260724 | $9.72 | $3.83 | 35.9% | 62% |
More on COP
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.