CONOCOPHILLIPS (COP) Options Risk Score

Run a full COP options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on CONOCOPHILLIPS (COP) right now?

For a 4-week expiry, CONOCOPHILLIPS (COP) carries an options catalyst-risk score of 50 out of 100 (MEDIUM). The contributing signals are an upcoming earnings report, 2 recent news items, 10 active legal filings and 3 recent SEC events within the 4-week window. MEDIUM covers 45 to 69: there is something on COP's calendar worth reading before you pick an expiry, without it dominating the trade. Direction is not part of what the score measures.

COP shows an IV Rank of 76 — implied volatility is near the top of its own one-year range, so COP options are historically expensive, which favours premium-selling strategies, with a current implied volatility of about 40%. IV Rank answers how COP options are priced against their own history, which is the starting point for choosing between selling and buying premium.

COP reports on 2026-11-05. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after.

CONOCOPHILLIPS (COP) current implied volatility and IV Rank

CONOCOPHILLIPS (COP) currently has an IV Rank of 76 with implied volatility around 40%, alongside a TickerRisk options-risk score of 50/100. That sits near the top of its own 12-month range, so the chain is pricing richly. Sellers are being paid well here — but rich premium and a scheduled event usually arrive together, so check the catalyst list before writing anything.

IV Rank is an index, not a percentage — it says where COP's implied volatility sits inside its own 1-year range. How to read IV Rank →

CONOCOPHILLIPS (COP) next earnings date — 2026-11-05

CONOCOPHILLIPS (COP) reports earnings on 2026-11-05 — about 60 days away, which falls inside a typical options expiry window. COP's IV Rank is currently 76. Earnings are the single biggest scheduled catalyst for an overnight gap: implied volatility usually runs up into the report and collapses immediately after (the IV crush). Selling premium into the event captures that crush but exposes you to the gap; buying premium needs a move large enough to beat the elevated IV you paid.

TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer