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Archrock Inc AROC

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-11-11T14:48:22.639Z

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 · 2026-11-11T14:48:20.38235606Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:48:22.044166+00:00

Share price$27.77
1D-1.7%
$27.73$27.86$28.00$28.14$28.275:30 AM6:30 AM9:00 AM1:00 PMAROC
Sold putSold call

Archrock Inc options

Live interpolated AROC call and put midpoint premiums by absolute delta.Archrock Inc$0.21$0.98$1.74$2.51$3.28$24.20$26.33$28.46$30.60$32.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AROC spot · $27.77AROC PRICE$0.29$0.46$0.70$0.93$1.17$1.41$1.64$1.88$2.12$2.35$2.59$2.82$3.06$0.37$0.50$0.62$0.75$0.88$1.01$1.14$1.27$1.40$1.53$1.66$1.79$1.92
PutsCheap0.77×
CallsExpensive1.18×
SkewBullish-21.35 pp
Implied moveBullish±$2.78
TiltBullish18.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.7165.5%11.6%25.4658.0%9.6%
25Δ29.7159.7%8.7%25.7756.3%9.0%
30Δ29.3061.4%8.0%26.0854.5%8.3%
35Δ28.8963.1%7.4%26.4052.8%7.6%
40Δ28.4764.9%6.8%26.7151.1%7.0%
45Δ28.0666.6%6.1%27.0249.3%6.3%
50Δ27.6468.3%5.5%27.3347.6%5.7%
55Δ27.2370.1%4.8%27.6445.8%5.0%
60Δ26.8171.8%4.2%27.9544.1%4.4%
65Δ26.4073.5%3.6%28.2642.3%3.7%
70Δ25.9975.3%2.9%28.5740.6%3.1%
75Δ25.5777.0%2.3%28.8838.8%2.4%
80Δ25.1678.7%1.6%29.2037.1%1.7%

20Δ

Calls
Pseudo strike
30.71
IV
65.5%
B/E move
11.6%
Puts
Pseudo strike
25.46
IV
58.0%
B/E move
9.6%

25Δ

Calls
Pseudo strike
29.71
IV
59.7%
B/E move
8.7%
Puts
Pseudo strike
25.77
IV
56.3%
B/E move
9.0%

30Δ

Calls
Pseudo strike
29.30
IV
61.4%
B/E move
8.0%
Puts
Pseudo strike
26.08
IV
54.5%
B/E move
8.3%

35Δ

Calls
Pseudo strike
28.89
IV
63.1%
B/E move
7.4%
Puts
Pseudo strike
26.40
IV
52.8%
B/E move
7.6%

40Δ

Calls
Pseudo strike
28.47
IV
64.9%
B/E move
6.8%
Puts
Pseudo strike
26.71
IV
51.1%
B/E move
7.0%

45Δ

Calls
Pseudo strike
28.06
IV
66.6%
B/E move
6.1%
Puts
Pseudo strike
27.02
IV
49.3%
B/E move
6.3%

50Δ

Calls
Pseudo strike
27.64
IV
68.3%
B/E move
5.5%
Puts
Pseudo strike
27.33
IV
47.6%
B/E move
5.7%

55Δ

Calls
Pseudo strike
27.23
IV
70.1%
B/E move
4.8%
Puts
Pseudo strike
27.64
IV
45.8%
B/E move
5.0%

60Δ

Calls
Pseudo strike
26.81
IV
71.8%
B/E move
4.2%
Puts
Pseudo strike
27.95
IV
44.1%
B/E move
4.4%

65Δ

Calls
Pseudo strike
26.40
IV
73.5%
B/E move
3.6%
Puts
Pseudo strike
28.26
IV
42.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
25.99
IV
75.3%
B/E move
2.9%
Puts
Pseudo strike
28.57
IV
40.6%
B/E move
3.1%

75Δ

Calls
Pseudo strike
25.57
IV
77.0%
B/E move
2.3%
Puts
Pseudo strike
28.88
IV
38.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
25.16
IV
78.7%
B/E move
1.6%
Puts
Pseudo strike
29.20
IV
37.1%
B/E move
1.7%

Options history

IV · four-Friday blend48.12%
Daily EOD
AROC39.3%44.0%48.8%2026-10-19: 39.93%2026-10-21: 42.12%2026-10-22: 42.92%2026-10-23: 42.48%2026-10-26: 43.68%2026-10-27: 46.04%2026-10-28: 43.21%2026-10-30: 48.12%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.93%
42.12%
42.92%
42.48%
43.68%
46.04%
43.21%
48.12%