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COPConocoPhillips Common Stock
Next verified earnings Nov 5, 2026 · Earnings history
Past events · reconstructed
Historical reconstruction for COP
Observed outcomes from 8 earnings events (Oct 31, 2024 – Aug 6, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Updated Oct 8, 2026
Loading graph — the exact table is available below.
2024-10-31Realized move 6.3701%Implied move 2.8549%Signed actual 6.3701% · Reconstructed · 8 IV checkpointsUpdated Oct 8, 2026
Exact data table
COP · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 6.3701% | 2.8549% | Signed actual 6.3701% · Reconstructed · 8 IV checkpoints | Updated Oct 8, 2026 | |
| 0.2695% | 2.9937% | Signed actual -0.2695% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 1.2656% | 3.3121% | Signed actual 1.2656% · Reconstructed · 8 IV checkpoints | Updated Oct 8, 2026 | |
| 0.5477% | 3.0716% | Signed actual -0.5477% · Reconstructed · 8 IV checkpoints | Updated Oct 8, 2026 | |
| 2.3261% | 3.1984% | Signed actual -2.3261% · Reconstructed · 8 IV checkpoints | Updated Oct 8, 2026 | |
| 2.4259% | 2.8023% | Signed actual -2.4259% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 1.9259% | 3.501% | Signed actual -1.9259% · Reconstructed · 8 IV checkpoints | Updated Oct 8, 2026 | |
| 1.4951% | 3.2728% | Signed actual 1.4951% · Reconstructed · 8 IV checkpoints | Updated Oct 8, 2026 |
Exact-contract strategy reconstruction
| Structure | Reconstructed runs | Profitable | Average return on max loss | Best | Worst |
|---|---|---|---|---|---|
| Bull Put Spread | 7 | 0 / 7 | -13.7% | -2.8% | -21.4% |
| Long Straddle | 7 | 1 / 7 | -4.4% | 122.7% | -33.3% |
| Long Strangle | 7 | 0 / 7 | -58.6% | -4.2% | -89.3% |
| Bear Call Spread | 6 | 4 / 6 | -11.1% | 20.1% | -97.3% |
| Calendar | 6 | 3 / 6 | 1.4% | 23.5% | -38.6% |
| Iron Condor | 5 | 3 / 5 | -3.9% | 17.2% | -44.0% |
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Bear Call Spread
Did not clear entry filters- Modeled entry credit
- $82.75
- Payoff max loss
- -$717.25
- Payoff max profit
- $82.75
- Modeled exit P&L
- $80.9011.6% on stored risk basis $697.50
Entry Jul 23, 2026 → Exit Aug 5, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.
Update time unavailable
Loading graph — the exact table is available below.
$60.10Expiration P/L $82.75Update time unavailable
Event / reference markers
- Entry spot: $120.20
- Expiry breakeven $127.8275: $127.8275
- sell call strike $127.00: $127.00
- buy call strike $135.00: $135.00
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
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| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Entry spot reference | Update time unavailable | |
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $82.75 | Update time unavailable | ||
| $41.55 | Update time unavailable | ||
| -$0.00 | Update time unavailable | ||
| -$78.65 | Update time unavailable | ||
| -$198.85 | Update time unavailable | ||
| -$319.05 | Update time unavailable | ||
| -$439.25 | Update time unavailable | ||
| -$559.45 | Update time unavailable | ||
| -$679.65 | Update time unavailable | ||
| -$717.25 | Update time unavailable | ||
| -$717.25 | Update time unavailable | ||
| -$717.25 | Update time unavailable | ||
| -$717.25 | Update time unavailable | ||
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| -$717.25 | Update time unavailable |
Exact contracts and modeled fills · dollars per share
| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | COP260807C00127000 | $127.00 call · 2026-08-07 | $1.29 | $0.07 |
| BUY × 1 | COP260807C00135000 | $135.00 call · 2026-08-07 | $0.47 | $0.08 |
Breakevens: $127.83. Short legs may carry assignment risk; expiry payoff excludes early exercise.
Stored costs: $0.65 / contract / side · slippage 25.0% of spread / fillExample methodology and limitations
10 quote gaps · Record hist_COP_da448a7e91bf783b · Historical methodology