# COP - CONOCOPHILLIPS Options Profit Calculator, Price & Chart

> Graphical, multi-leg complex stock option profit and loss calculator for COP.

Data as of Oct 23, 2026 (end of day). **Data is delayed**: the latest session is Nov 13, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Stock at **150.80**. Build a position of up to 8 option legs plus stock; the chart shows P/L today and at expiration.

## Settings

| Field | Value |
|---|---|
| Stock price | 150.80 |
| Solve For | Price Change |
| Valuation date | Oct 23, 2026 |
| Model | American |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.2987 |
| Indexed IV | 0.3668 |
| Div Amt | 0.93 |
| Ex-Date | Nov 16, 2026 |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-30 | 150.00 | Call | 1 | Long | 3.6500 | 3.7009 | 0.3891 | 0.5517 | 0.0486 | -0.2321 | 0.0826 | 0.0153 |

**Cost** is the entry price per share, **TPrice** the theoretical value on the valuation date, **Vol** the volatility it is priced with; Greeks are per share (short legs negative). Quantities are contracts of 100 shares, or shares for the stock leg.

### Position totals ($)

| Cost | Value | P/L | Delta | Gamma | Theta | Vega | Rho |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 365.00 | 370.09 | 5.09 | 55.17 | 4.86 | -23.21 | 8.26 | 1.53 |

Cost is the net debit paid (negative: a net credit), Value the position's theoretical value on the valuation date, P/L the difference; Greeks are position totals in shares.

## Profit and loss

Breakevens (where the P/L line crosses zero): **150.70**.

P/L by stock price from 75.40 to 224.65 (the chart spans 50% either side of the stock price; narrow it with `factor`, e.g. `factor=0.1` for 10%), every 4th of its 97 points.

At expiration, over the charted range, P/L runs from **-365.00** (at 75.40) to **7,099.54** (at 224.65).

| Stock price | P/L on Oct 23, 2026 | P/L at expiration |
|---:|---:|---:|
| 75.40 | -365.00 | -365.00 |
| 81.62 | -365.00 | -365.00 |
| 87.84 | -365.00 | -365.00 |
| 94.06 | -365.00 | -365.00 |
| 100.27 | -365.00 | -365.00 |
| 106.49 | -365.00 | -365.00 |
| 112.71 | -365.00 | -365.00 |
| 118.93 | -365.00 | -365.00 |
| 125.15 | -364.97 | -365.00 |
| 131.37 | -363.50 | -365.00 |
| 137.59 | -347.47 | -365.00 |
| 143.80 | -267.80 | -365.00 |
| 150.02 | -34.80 | -362.73 |
| 156.24 | 366.01 | 259.12 |
| 162.46 | 910.37 | 880.98 |
| 168.68 | 1,509.26 | 1,502.84 |
| 174.90 | 2,127.94 | 2,124.69 |
| 181.12 | 2,749.16 | 2,746.55 |
| 187.33 | 3,370.70 | 3,368.40 |
| 193.55 | 3,992.26 | 3,990.26 |
| 199.77 | 4,613.82 | 4,612.11 |
| 205.99 | 5,235.38 | 5,233.97 |
| 212.21 | 5,856.95 | 5,855.82 |
| 218.43 | 6,478.51 | 6,477.68 |
| 224.65 | 7,100.08 | 7,099.54 |

## How to use

Enter the position with query parameters. Option legs are `legs[N][field]`, N counting from 0, up to 4 legs ([subscribe](https://www.optionistics.com/subscribe) for 8): `expiry` (YYYY-MM-DD, required), `strike` (required), `putcall` (C or P), `side` (long or short), `quantity` (contracts, 1-1000), `cost` (entry price per share; default the contract's theoretical price), `ivol` (volatility override, decimal), `hidden` (1 leaves the leg out of the totals and chart). A stock leg: `stock[side]`, `stock[quantity]` (shares), `stock[cost]`. Or start from a `preset`: bull-call, bear-call, bull-put, bear-put, straddle, strangle, covered-call, covered-put, calendar-call, calendar-put, diagonal-call, diagonal-put, single-call, single-put. Pricing: `rate` (percent), `model` (a American, e European; default American when a dividend is set), `voltype` (0 slider, 1 indexed IV, 2 historical IV, 3 each leg's IV), `ivSlider` (1-400, with voltype 0), `dividend` (next dividend, dollars), `exDate` (YYYY-MM-DD), `frequency` (0 none, 12, 4, 2 or 1 a year). Chart: `solveFor` (p price change, dl days left), `factor` (price range either side of the stock price, 0.01-1, default 0.5), `dateOffset` (price change: value on the report date plus dateOffset + 1 days; default -1, the report date), `sliderPrice` (days left: the stock price to value at).

This position: `/calculators/stock-option-calculator/COP.md?legs[0][expiry]=2026-10-30&legs[0][strike]=150&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=3.65`. A preset: `/calculators/stock-option-calculator/COP.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for COP

- [Quote](https://www.optionistics.com/quotes/stock-quotes/COP.md)
- [Option chain](https://www.optionistics.com/quotes/stock-option-chains/COP.md)
- [Price history](https://www.optionistics.com/quotes/stock-prices/COP.md)
- [10 day snapshot](https://www.optionistics.com/snapshot.md?symbol=COP)
- [Strike Pegger (max pain)](https://www.optionistics.com/quotes/strike-pegger/COP.md)
- [Volatility skew](https://www.optionistics.com/screener/volatility-skew/COP.md)
- [Put/call ratio](https://www.optionistics.com/screener/put-call-ratio/COP.md)
- [Trade finder](https://www.optionistics.com/screener/stock-trade-finder/COP.md)
- [Probability calculator](https://www.optionistics.com/calculators/probability-calculator.md?symbol=COP)

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