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Best Options Strategy for COP

By Dennis Bosmans · Updated 2026 · 2 min read · Risk disclaimer

Looking for the best options strategy for ConocoPhillips (COP)? There is no single answer — the right play depends on your outlook, your risk tolerance and current implied volatility. Below, our free engine shows the highest-scoring defined-risk strategy on the live COP option chain right now, and a simple map from your view on COP to the strategy that fits it. Model any of them in the calculator before you trade.

About COP

ConocoPhillips (COP) is a major company in oil and gas exploration. Options traders on COP tend to watch oil prices, production and buybacks, since these can drive large moves in the share price.

COP for options traders

ConocoPhillips is a large pure-play exploration-and-production company, which means its share price is more directly tied to crude oil and natural gas prices than an integrated major that can partially offset upstream weakness with refining or chemical margins. That upstream concentration keeps implied volatility in a moderate range — generally a notch above integrated energy peers but without the extreme IV spikes of smaller, more leveraged E&P names. Options liquidity is solid, with respectable open interest across front-month and near-term quarterly expirations and workable bid-ask spreads.

The biggest single-session moves in COP are typically triggered by OPEC production decisions, crude oil inventory reports, geopolitical disruptions in key producing regions, and quarterly earnings that reveal how well realized prices, production volumes, and capital discipline have tracked guidance. Because the company has a large and diversified global asset base, its IV tends to be somewhat steadier than single-basin operators, though a sharp commodity repricing still moves the whole E&P complex. Income-oriented holders often write covered calls to generate yield on a position they intend to keep. Traders with a directional view on crude commonly use bull call spreads or bear put spreads to define their risk; when a catalyst is clear but the direction is not, straddles and strangles on earnings can efficiently capture the resulting move.

Today's top-scoring strategy for COP

Our engine ranks defined-risk strategies on the live COP chain by probability of profit and risk/reward, then surfaces the best-scoring one. It is an educational illustration, not advice.

Long Call Butterfly neutral
Price: $100.00Implied volatility: 32%Expiration: 2026-07-17 (30d)
ActionQtyTypeStrikePremium
BuyCALL$95$6.83
SellCALL$100$3.82
BuyCALL$105$1.87
P/L at expiry vs today At expiry Today ±1σ
$82$100$118
Max Profit
$394
Max Loss
−$106
Net Debit (cost)
$106
Breakeven(s)
$96.06, $103.94
Position Greeks
Δ
0.43
Γ
−1.202
Θ
1.69
ν
−3.16
Time decay (price held)

Simulation

Forward simulation of 6,000 lognormal price paths to expiration — not a historical backtest.

Win rate
33%
Mean P/L
−$2
Median
−$106
Exp. move (1σ)
9%
5th pct
−$106
25th pct
−$106
75th pct
$96
95th pct
$333

Strategy analysis

Simulated price paths (time × price)
now $100BE $96BE $104$86$101$1160d15d30d
$-100$144$388

Greeks vs price

Δ — $ P/L per $1 move in the underlying (share-equivalent exposure).
Θ — $ P/L per day from time decay.
ν — $ P/L per +1% in implied volatility.
Γ — how fast delta changes per $1 move.

Price × volatility (today)

−30%−15%IV+15%+30%
$125−$105−$103−$99−$94−$89
$120−$102−$96−$88−$82−$77
$115−$88−$77−$69−$64−$61
$110−$50−$42−$40−$41−$43
$105$10−$1−$11−$20−$28
$100$42$18$0−$13−$23
$95$3−$7−$16−$25−$32
$90−$64−$55−$52−$51−$52
$85−$98−$91−$84−$78−$75
$80−$105−$103−$100−$96−$92
$75−$106−$106−$105−$104−$101
Analyze COP in the calculator → Share this pick ↗

Illustrative example at COP's latest available price, computed with the same engine as the tool. Live option fills and the real IV skew refresh during US market hours.

Implied volatility

COP typically trades with moderate implied volatility, broadly in line with other large-cap stocks. Implied volatility drives option prices, so it is worth checking the live chain before you trade.

COP insider trading activity (SEC Form 4)

Open-market insider transactions at COP over roughly the last six months, from SEC Form 4 filings. Open-market buys are the rarer, more telling signal — routine selling under pre-arranged plans is common, so read a net-selling figure with that in mind.

Open-market buys
0 · —
Open-market sells
12 · $96.2M
Net (buy − sell)
−$96.2M
InsiderActionSharesValueDate
Mulligan SharmilaSell1,974$235K2026-06-10
Lance Ryan MichaelSell113,221$15.0M2026-03-31
Rose Kelly BrunettiSell7,700$1.0M2026-03-24
Olds Nicholas GSell6,994$889K2026-03-23
Lance Ryan MichaelSell506,800$64.5M2026-03-20
Hrap Heather G.Sell2,654$318K2026-03-13

Source: SEC Form 4 filings via Finnhub. Open-market purchases (P) and sales (S) only — grants, option exercises, gifts and tax withholding are excluded. Informational context, not investment advice.

Earnings & IV crush

COP's next earnings report is due around August 6, 2026. Options that expire after it price in a binary move, so their implied volatility is elevated and usually collapses right after the announcement — an "IV crush". If your expiration falls before this date, the trade sidesteps the event.

Dividend and assignment risk

COP pays a dividend of about 2.9% a year, so short or covered calls on it carry early-assignment risk around each ex-dividend date — in-the-money calls are most exposed just before the stock goes ex-dividend.

Key figures

Market cap
$144.7B
Beta (vs market)
0.12
52-week range
$85.57–$135.87
Short interest
1.6% of float · 2.4 days to cover

How to choose an options strategy for COP

Start with your outlook on COP, then match it to a defined-risk structure. Here are the most common choices and when each makes sense:

Bullish

You expect COP to rise

Buy a call for leverage with capped risk, or a bull call spread to lower the cost and breakeven when you have a target price.

Long Call → Bull Call Spread →

Bearish

You expect COP to fall

Buy a put to profit from a decline with defined risk, or a bear put spread to cheapen the trade when you expect a measured move down.

Long Put → Bear Put Spread →

Neutral

You expect COP to trade in a range

Sell an iron condor to collect premium while COP stays between two strikes, or write a covered call against shares you already own.

Iron Condor → Covered Call →

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How we pick the best strategy

For each ticker we pull the live option chain, build every supported strategy around the at-the-money strikes, and score them on probability of profit, risk/reward and capital efficiency — favouring defined-risk structures where the maximum loss is known up front. Methodology →

Open COP in the free calculator →

Frequently asked questions

What is the best options strategy for COP?

It depends on your outlook. Bullish traders often use a long call or bull call spread on COP; bearish traders a long put or bear put spread; neutral traders an iron condor or covered call. Our live scan above shows the current highest-scoring defined-risk play.

Are COP options liquid enough to trade?

ConocoPhillips (COP) is among the most actively-traded US options, which usually means tight bid/ask spreads and plenty of strikes and expirations — though you should always check the open interest and spread on the exact contract.

How much money do I need to trade COP options?

Buying a single COP call or put can cost as little as the premium (often one to a few hundred dollars), while income strategies like a cash-secured put need enough capital to buy 100 shares if assigned.

Is this financial advice?

No. Everything here is educational and uses delayed, third-party data. It is not a recommendation to trade COP or any security. Do your own research.

What does ConocoPhillips do?

ConocoPhillips (COP) operates in the Oil & Gas E&P industry. The "About ConocoPhillips" section above gives a fuller picture of what the company does and how it earns money.

Does ConocoPhillips pay a dividend?

Yes — ConocoPhillips currently pays a dividend yielding about 2.9%. If you hold the shares (for example to write a covered call), the ex-dividend date can trigger early assignment, so check it beforehand.

When does ConocoPhillips next report earnings?

ConocoPhillips's next earnings are expected around August 6, 2026. Implied volatility usually climbs into the report and drops sharply afterwards (IV crush) — important for any options position held over the date.

Tickers related to COP

Comparing COP with similar names can help you choose the best options strategy:

XOMExxon MobilCVXChevronOXYOccidental Petroleum

Company information

Headquarters
925 North Eldridge Parkway, Houston, TX, 77079-2703, United States
Industry
Oil & Gas E&P
Employees
9,700
CEO
Mr. Ryan M. Lance
Phone
281 293 1000
Website
www.conocophillips.com
Investor relations
www.conocophillips.com/investor-relations/Pages/default.aspx

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Educational use only. Quotes are delayed ~15 minutes and nothing here is financial advice. Options trading involves substantial risk of loss. Privacy · Terms.