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Archrock Inc AROC

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Market datapartial · fetched 2026-10-22T04:22:28.864Z

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 · 2026-10-21T23:00:00.003871459Z

FundamentalsAlpha Vantage · unavailable

Share price$29.77
1D+1.3%
AH$29.26$29.47$29.69$29.90$30.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAROC
Sold putSold callAH

Archrock Inc options

Live interpolated AROC call and put midpoint premiums by absolute delta.Archrock Inc$0.26$2.01$3.76$5.51$7.26$23.94$26.60$29.27$31.94$34.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AROC spot · $29.77AROC PRICE$0.45$0.59$0.73$0.86$1.00$1.14$1.28$0.64$0.85$1.06$1.27$1.48$1.69$2.04$2.67$3.30$3.93$4.57$5.20$6.76
PutsExpensive1.53×
CallsExpensive1.35×
SkewBearish+11.70 pp
Implied moveBearish±$3.32
TiltBearish70.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.2648.8%16.6%26.1754.9%14.2%
25Δ33.5747.5%14.7%26.8554.5%12.7%
30Δ32.8746.2%12.9%27.5354.0%11.1%
35Δ32.1844.9%11.0%28.2053.6%9.5%
40Δ31.4943.6%9.1%28.8853.1%8.0%
45Δ30.7942.3%7.3%29.5652.7%6.4%
50Δ30.1041.0%5.4%30.2853.0%5.1%
55Δ31.0954.7%4.5%
60Δ31.9156.4%3.9%
65Δ32.7258.1%3.3%
70Δ33.5459.9%2.7%
75Δ34.3561.6%2.1%
80Δ36.0669.3%1.6%

20Δ

Calls
Pseudo strike
34.26
IV
48.8%
B/E move
16.6%
Puts
Pseudo strike
26.17
IV
54.9%
B/E move
14.2%

25Δ

Calls
Pseudo strike
33.57
IV
47.5%
B/E move
14.7%
Puts
Pseudo strike
26.85
IV
54.5%
B/E move
12.7%

30Δ

Calls
Pseudo strike
32.87
IV
46.2%
B/E move
12.9%
Puts
Pseudo strike
27.53
IV
54.0%
B/E move
11.1%

35Δ

Calls
Pseudo strike
32.18
IV
44.9%
B/E move
11.0%
Puts
Pseudo strike
28.20
IV
53.6%
B/E move
9.5%

40Δ

Calls
Pseudo strike
31.49
IV
43.6%
B/E move
9.1%
Puts
Pseudo strike
28.88
IV
53.1%
B/E move
8.0%

45Δ

Calls
Pseudo strike
30.79
IV
42.3%
B/E move
7.3%
Puts
Pseudo strike
29.56
IV
52.7%
B/E move
6.4%

50Δ

Calls
Pseudo strike
30.10
IV
41.0%
B/E move
5.4%
Puts
Pseudo strike
30.28
IV
53.0%
B/E move
5.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.09
IV
54.7%
B/E move
4.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.91
IV
56.4%
B/E move
3.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.72
IV
58.1%
B/E move
3.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.54
IV
59.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.35
IV
61.6%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.06
IV
69.3%
B/E move
1.6%

Options history

No recorded observations