IntraAlpha
Create free account Start free

ProFrac Holding Corp. Class A Common Stock ACDC

i

Market datapartial · fetched 2026-10-22T22:58:15.728Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:01.702546675Z

FundamentalsAlpha Vantage · unavailable

Share price$3.86
1D-7.2%
AH$3.69$3.82$3.94$4.07$4.195:30 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$0.00$2.90$5.79$8.69$11.58$1.40$2.58$3.77$4.96$6.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ACDC spot · $3.86ACDC PRICE$0.13$0.38$0.38$0.38$0.38$0.38$0.38$0.45$0.55$0.65$0.75$0.84$0.94$0.16$0.22$0.28$0.34$0.39$0.45$1.06$4.30$7.53$10.73$7.56$4.39$1.23
PutsExpensive2.28×
CallsExpensive2.11×
SkewBearish+16.33 pp
Implied moveBearish±$1.44
TiltBearish71.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.74126.3%52.0%3.10110.2%23.8%
25Δ13.71365.1%265.0%3.26108.2%21.4%
30Δ11.84313.8%216.4%3.41106.2%18.9%
35Δ9.97262.5%167.9%3.57104.2%16.4%
40Δ8.09211.2%119.4%3.72102.2%13.9%
45Δ6.22159.9%70.9%3.87100.2%11.4%
50Δ4.35108.6%22.4%4.55117.8%9.7%
55Δ3.87100.9%12.1%7.71228.4%11.7%
60Δ3.72103.2%10.6%10.86339.0%13.8%
65Δ3.56105.5%9.1%13.98448.4%15.8%
70Δ3.41107.7%7.6%10.99330.0%11.3%
75Δ3.25110.0%6.1%7.99211.6%6.7%
80Δ3.10112.3%4.6%5.0093.2%2.2%

20Δ

Calls
Pseudo strike
5.74
IV
126.3%
B/E move
52.0%
Puts
Pseudo strike
3.10
IV
110.2%
B/E move
23.8%

25Δ

Calls
Pseudo strike
13.71
IV
365.1%
B/E move
265.0%
Puts
Pseudo strike
3.26
IV
108.2%
B/E move
21.4%

30Δ

Calls
Pseudo strike
11.84
IV
313.8%
B/E move
216.4%
Puts
Pseudo strike
3.41
IV
106.2%
B/E move
18.9%

35Δ

Calls
Pseudo strike
9.97
IV
262.5%
B/E move
167.9%
Puts
Pseudo strike
3.57
IV
104.2%
B/E move
16.4%

40Δ

Calls
Pseudo strike
8.09
IV
211.2%
B/E move
119.4%
Puts
Pseudo strike
3.72
IV
102.2%
B/E move
13.9%

45Δ

Calls
Pseudo strike
6.22
IV
159.9%
B/E move
70.9%
Puts
Pseudo strike
3.87
IV
100.2%
B/E move
11.4%

50Δ

Calls
Pseudo strike
4.35
IV
108.6%
B/E move
22.4%
Puts
Pseudo strike
4.55
IV
117.8%
B/E move
9.7%

55Δ

Calls
Pseudo strike
3.87
IV
100.9%
B/E move
12.1%
Puts
Pseudo strike
7.71
IV
228.4%
B/E move
11.7%

60Δ

Calls
Pseudo strike
3.72
IV
103.2%
B/E move
10.6%
Puts
Pseudo strike
10.86
IV
339.0%
B/E move
13.8%

65Δ

Calls
Pseudo strike
3.56
IV
105.5%
B/E move
9.1%
Puts
Pseudo strike
13.98
IV
448.4%
B/E move
15.8%

70Δ

Calls
Pseudo strike
3.41
IV
107.7%
B/E move
7.6%
Puts
Pseudo strike
10.99
IV
330.0%
B/E move
11.3%

75Δ

Calls
Pseudo strike
3.25
IV
110.0%
B/E move
6.1%
Puts
Pseudo strike
7.99
IV
211.6%
B/E move
6.7%

80Δ

Calls
Pseudo strike
3.10
IV
112.3%
B/E move
4.6%
Puts
Pseudo strike
5.00
IV
93.2%
B/E move
2.2%

Options history

ACDC107.93120.32132.712026-10-20: 131.00%2026-10-21: 109.64%Oct 20Oct 21
Table
DateIV
131.00%
109.64%