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MUR

Murphy Oil CorporationClose $38.98EOD only

Max Pain

$35.00

Next expiry Jun 18, 2026

Expected Move

±$4.53

11.6% from close

Price Gap

-3.98

Distance to max pain

IV Rank

Low premium

P/C OI

0.28

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: May 20, 2026 close

End-of-day snapshot

This page reflects MUR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

May 20, 2026 close

MUR Options Chain

Data as of market close May 20, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 29)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
15.00	19.93	0.00	0.00	0.00	2	0	0.0%	1.000	0.0000	-0.002	0.000	0.012
20.00	20.20	17.70	21.10	0.00	5	0	161.1%	0.956	0.0053	-0.031	0.010	0.014
22.50	7.30	8.40	11.60	0.00	0	1	0.0%	1.000	0.0000	-0.003	0.000	0.018
25.00	14.60	12.70	15.50	0.00	15	0	87.5%	0.974	0.0063	-0.013	0.007	0.019
27.50	12.40	10.20	13.00	0.00	30	0	71.3%	0.968	0.0091	-0.013	0.008	0.021
30.00	8.65	8.70	10.70	0.00	20	0	90.4%	0.879	0.0203	-0.037	0.022	0.019
32.50	5.79	6.50	8.30	0.00	9	265	77.6%	0.831	0.0296	-0.040	0.028	0.020
35.00	5.22	4.40	6.70	0.00	4	328	75.1%	0.736	0.0396	-0.049	0.036	0.018
37.50	4.05	2.90	3.30	0.05	1	316	52.3%	0.640	0.0651	-0.040	0.041	0.017
40.00	1.75	1.65	1.85	-0.80	6	555	51.5%	0.467	0.0702	-0.041	0.044	0.013
42.50	1.03	0.90	1.00	-0.47	7	223	50.6%	0.305	0.0630	-0.035	0.038	0.009
45.00	0.57	0.50	0.60	-0.26	16	2,355	51.8%	0.187	0.0473	-0.027	0.030	0.005
47.50	0.30	0.20	0.35	-0.12	5	147	52.0%	0.105	0.0319	-0.018	0.020	0.003
50.00	0.32	0.10	0.55	0.00	53	260	64.0%	0.102	0.0253	-0.022	0.020	0.003
52.50	0.50	0.00	0.60	0.00	0	1	71.4%	0.087	0.0201	-0.022	0.017	0.002
60.00	0.45	0.00	0.30	0.00	10	13	82.2%	0.042	0.0099	-0.014	0.010	0.001

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
15.00	0.20	0.00	0.75	0.00	1	40	214.8%	-0.030	0.0029	-0.027	0.007	-0.001
17.50	0.50	0.00	0.95	0.00	10	12	194.1%	-0.041	0.0041	-0.032	0.010	-0.002
20.00	0.44	0.40	0.55	0.00	5	10	166.0%	-0.048	0.0054	-0.031	0.011	-0.002
22.50	0.10	0.00	0.75	0.00	1	44	133.2%	-0.048	0.0069	-0.025	0.011	-0.002
25.00	0.20	0.00	0.00	0.00	2	0	25.0%	0.000	0.0000	0.000	0.000	0.000
27.50	0.11	0.05	0.15	0.00	14	299	68.9%	-0.028	0.0085	-0.008	0.007	-0.001
30.00	0.14	0.10	0.65	0.00	1	174	73.8%	-0.084	0.0190	-0.021	0.017	-0.003
32.50	0.45	0.05	0.40	0.00	21	102	57.5%	-0.111	0.0299	-0.020	0.021	-0.004
35.00	0.70	0.65	0.95	0.21	2	80	53.3%	-0.208	0.0489	-0.028	0.031	-0.007
37.50	1.30	1.35	1.55	0.30	18	159	50.6%	-0.357	0.0670	-0.034	0.041	-0.012
40.00	2.55	2.55	3.00	0.65	2	136	54.4%	-0.528	0.0665	-0.038	0.044	-0.019
42.50	3.35	4.20	4.60	0.00	10	108	52.6%	-0.686	0.0613	-0.032	0.039	-0.025
47.50	16.21	0.00	0.00	0.00	0	0	0.0%	-1.000	0.0000	0.006	0.000	-0.038
50.00	9.82	9.80	11.60	0.00	1	1	75.1%	-0.854	0.0277	-0.027	0.025	-0.036
52.50	16.62	11.70	14.20	0.00	3	3	88.7%	-0.854	0.0235	-0.033	0.025	-0.038

How to Read the Chain

Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.

How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.