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Diamondback Energy, Inc. Common Stock FANG

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-11T15:45:17.814Z

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 · 2026-11-11T15:45:09.300834338Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:38:50.911015+00:00

Share price$180.19
1D-0.6%
$178.16$178.98$179.81$180.63$181.455:30 AM6:30 AM9:00 AM1:00 PMFANG
Sold putSold call

Diamondback Energy, Inc. Common Stock options

Live interpolated FANG call and put midpoint premiums by absolute delta.Diamondback Energy, Inc. Common Stock$0.61$5.15$9.70$14.25$18.79$158.48$173.00$187.53$202.05$216.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FANG spot · $180.19FANG PRICE$1.10$1.45$1.81$2.22$2.68$3.15$3.61$4.12$4.69$5.25$5.82$6.38$7.48$1.49$1.99$2.49$3.03$3.60$4.17$5.17$6.60$8.02$9.67$11.37$13.84$17.48
PutsCheap0.85×
CallsCheap0.66×
SkewBearish+15.52 pp
Implied moveBearish±$8.78
TiltBearish28.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ189.4035.4%5.7%170.2645.4%6.3%
25Δ187.6634.8%5.0%172.2544.8%5.5%
30Δ185.9334.3%4.2%174.2544.2%4.7%
35Δ184.4133.8%3.6%176.0043.4%4.0%
40Δ183.1633.5%3.1%177.6042.5%3.4%
45Δ181.9033.1%2.7%179.2141.5%2.9%
50Δ180.6532.7%2.3%180.9242.7%2.5%
55Δ179.4832.1%1.9%182.7546.1%2.2%
60Δ178.4231.1%1.6%184.5849.4%2.0%
65Δ177.3530.2%1.3%186.7651.1%1.7%
70Δ176.2829.2%1.1%189.0352.3%1.4%
75Δ175.2228.2%0.8%192.0054.7%1.1%
80Δ173.8027.7%0.6%196.0659.5%0.9%

20Δ

Calls
Pseudo strike
189.40
IV
35.4%
B/E move
5.7%
Puts
Pseudo strike
170.26
IV
45.4%
B/E move
6.3%

25Δ

Calls
Pseudo strike
187.66
IV
34.8%
B/E move
5.0%
Puts
Pseudo strike
172.25
IV
44.8%
B/E move
5.5%

30Δ

Calls
Pseudo strike
185.93
IV
34.3%
B/E move
4.2%
Puts
Pseudo strike
174.25
IV
44.2%
B/E move
4.7%

35Δ

Calls
Pseudo strike
184.41
IV
33.8%
B/E move
3.6%
Puts
Pseudo strike
176.00
IV
43.4%
B/E move
4.0%

40Δ

Calls
Pseudo strike
183.16
IV
33.5%
B/E move
3.1%
Puts
Pseudo strike
177.60
IV
42.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
181.90
IV
33.1%
B/E move
2.7%
Puts
Pseudo strike
179.21
IV
41.5%
B/E move
2.9%

50Δ

Calls
Pseudo strike
180.65
IV
32.7%
B/E move
2.3%
Puts
Pseudo strike
180.92
IV
42.7%
B/E move
2.5%

55Δ

Calls
Pseudo strike
179.48
IV
32.1%
B/E move
1.9%
Puts
Pseudo strike
182.75
IV
46.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
178.42
IV
31.1%
B/E move
1.6%
Puts
Pseudo strike
184.58
IV
49.4%
B/E move
2.0%

65Δ

Calls
Pseudo strike
177.35
IV
30.2%
B/E move
1.3%
Puts
Pseudo strike
186.76
IV
51.1%
B/E move
1.7%

70Δ

Calls
Pseudo strike
176.28
IV
29.2%
B/E move
1.1%
Puts
Pseudo strike
189.03
IV
52.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
175.22
IV
28.2%
B/E move
0.8%
Puts
Pseudo strike
192.00
IV
54.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
173.80
IV
27.7%
B/E move
0.6%
Puts
Pseudo strike
196.06
IV
59.5%
B/E move
0.9%

Options history

IV · four-Friday blend36.32%
Daily close
FANG32.5%37.8%43.1%2026-08-13: 34.24%2026-08-14: 33.19%2026-08-17: 35.29%2026-08-18: 35.71%2026-08-21: 34.09%2026-08-24: 34.72%2026-08-25: 34.59%2026-08-26: 33.85%2026-08-27: 34.03%2026-08-28: 33.38%2026-08-31: 34.14%2026-09-01: 34.74%2026-09-02: 34.27%2026-09-03: 33.91%2026-09-04: 34.19%2026-09-08: 35.57%2026-09-09: 36.73%2026-09-10: 36.77%2026-09-11: 35.58%2026-09-14: 38.18%2026-09-15: 37.33%2026-09-16: 42.36%2026-09-17: 39.33%2026-09-18: 36.19%2026-09-21: 37.08%2026-09-22: 37.27%2026-09-23: 36.31%2026-09-24: 36.16%2026-09-25: 35.99%2026-09-28: 36.35%2026-09-29: 36.25%2026-09-30: 36.80%2026-10-01: 36.27%2026-10-02: 35.82%2026-10-05: 36.80%2026-10-06: 35.42%2026-10-07: 36.16%2026-10-08: 35.96%2026-10-09: 34.23%2026-10-12: 35.92%2026-10-13: 34.80%2026-10-14: 36.62%2026-10-15: 36.59%2026-10-16: 35.53%2026-10-19: 35.21%2026-10-20: 35.94%2026-10-21: 35.82%2026-10-22: 37.03%2026-10-23: 37.77%2026-10-26: 37.51%2026-10-27: 37.57%2026-10-28: 36.85%2026-10-29: 36.76%2026-10-30: 36.32%Aug 13Sep 23Oct 30
54 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
34.24%
33.19%
35.29%
35.71%
34.09%
34.72%
34.59%
33.85%
34.03%
33.38%
34.14%
34.74%
34.27%
33.91%
34.19%
35.57%
36.73%
36.77%
35.58%
38.18%
37.33%
42.36%
39.33%
36.19%
37.08%
37.27%
36.31%
36.16%
35.99%
36.35%
36.25%
36.80%
36.27%
35.82%
36.80%
35.42%
36.16%
35.96%
34.23%
35.92%
34.80%
36.62%
36.59%
35.53%
35.21%
35.94%
35.82%
37.03%
37.77%
37.51%
37.57%
36.85%
36.76%
36.32%