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ProFrac Holding Corp. Class A Common Stock ACDC

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Market dataready · fetched 2026-11-12T02:01:29.499Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:00:01.847297666Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:01:28.855711+00:00

Share price$3.43
1D-3.7%
AH$3.39$3.46$3.52$3.58$3.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMACDC
Sold putSold callAH

ProFrac Holding Corp. Class A Common Stock options

Live interpolated ACDC call and put midpoint premiums by absolute delta.ProFrac Holding Corp. Class A Common Stock$0.05$0.27$0.50$0.72$0.94$2.10$2.80$3.50$4.20$4.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ACDC spot · $3.43ACDC PRICE$0.10$0.15$0.19$0.24$0.29$0.34$0.38$0.43$0.48$0.53$0.57$0.88$0.08$0.11$0.14$0.18$0.21$0.24$0.28$0.31$0.35$0.38$0.41
Puts——
Calls——
Skew——
Implied moveBullish±$0.61
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.00115.6%14.7%
25Δ3.96118.7%18.2%3.07112.0%13.7%
30Δ3.86122.4%16.8%3.14108.3%12.7%
35Δ3.76126.1%15.4%3.20104.7%11.8%
40Δ3.67129.8%14.0%3.27101.0%10.8%
45Δ3.57133.5%12.6%3.3497.4%9.8%
50Δ3.48137.2%11.2%3.4193.7%8.8%
55Δ3.38140.8%9.8%3.4890.0%7.8%
60Δ3.29144.5%8.4%3.5486.4%6.8%
65Δ3.19148.2%7.0%3.6182.7%5.8%
70Δ3.10151.9%5.6%3.6879.1%4.8%
75Δ3.00155.6%4.2%
80Δ2.68208.9%3.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.00
IV
115.6%
B/E move
14.7%

25Δ

Calls
Pseudo strike
3.96
IV
118.7%
B/E move
18.2%
Puts
Pseudo strike
3.07
IV
112.0%
B/E move
13.7%

30Δ

Calls
Pseudo strike
3.86
IV
122.4%
B/E move
16.8%
Puts
Pseudo strike
3.14
IV
108.3%
B/E move
12.7%

35Δ

Calls
Pseudo strike
3.76
IV
126.1%
B/E move
15.4%
Puts
Pseudo strike
3.20
IV
104.7%
B/E move
11.8%

40Δ

Calls
Pseudo strike
3.67
IV
129.8%
B/E move
14.0%
Puts
Pseudo strike
3.27
IV
101.0%
B/E move
10.8%

45Δ

Calls
Pseudo strike
3.57
IV
133.5%
B/E move
12.6%
Puts
Pseudo strike
3.34
IV
97.4%
B/E move
9.8%

50Δ

Calls
Pseudo strike
3.48
IV
137.2%
B/E move
11.2%
Puts
Pseudo strike
3.41
IV
93.7%
B/E move
8.8%

55Δ

Calls
Pseudo strike
3.38
IV
140.8%
B/E move
9.8%
Puts
Pseudo strike
3.48
IV
90.0%
B/E move
7.8%

60Δ

Calls
Pseudo strike
3.29
IV
144.5%
B/E move
8.4%
Puts
Pseudo strike
3.54
IV
86.4%
B/E move
6.8%

65Δ

Calls
Pseudo strike
3.19
IV
148.2%
B/E move
7.0%
Puts
Pseudo strike
3.61
IV
82.7%
B/E move
5.8%

70Δ

Calls
Pseudo strike
3.10
IV
151.9%
B/E move
5.6%
Puts
Pseudo strike
3.68
IV
79.1%
B/E move
4.8%

75Δ

Calls
Pseudo strike
3.00
IV
155.6%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.68
IV
208.9%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend95.18%
Daily close
ACDC80.3%113.7%147.2%2026-08-21: 85.80%2026-08-24: 85.81%2026-08-25: 86.83%2026-08-26: 88.06%2026-08-27: 102.53%2026-08-28: 86.06%2026-08-31: 93.24%2026-09-01: 93.60%2026-09-02: 91.84%2026-09-03: 85.54%2026-09-04: 92.84%2026-09-08: 86.79%2026-09-11: 142.57%2026-09-14: 95.95%2026-09-17: 118.36%2026-09-18: 85.84%2026-09-21: 87.00%2026-09-22: 84.89%2026-09-23: 87.43%2026-09-24: 88.50%2026-09-25: 89.24%2026-09-28: 88.70%2026-09-30: 91.19%2026-10-01: 89.12%2026-10-06: 89.03%2026-10-15: 139.11%2026-10-16: 100.46%2026-10-19: 106.91%2026-10-20: 131.01%2026-10-21: 109.64%2026-10-22: 93.89%2026-10-23: 114.31%2026-10-26: 92.22%2026-10-27: 91.87%2026-10-28: 112.35%2026-10-29: 91.28%2026-10-30: 95.18%Aug 21Sep 23Oct 30
37 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
85.80%
85.81%
86.83%
88.06%
102.53%
86.06%
93.24%
93.60%
91.84%
85.54%
92.84%
86.79%
142.57%
95.95%
118.36%
85.84%
87.00%
84.89%
87.43%
88.50%
89.24%
88.70%
91.19%
89.12%
89.03%
139.11%
100.46%
106.91%
131.01%
109.64%
93.89%
114.31%
92.22%
91.87%
112.35%
91.28%
95.18%