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Diamondback Energy, Inc. Common Stock FANG

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Market dataready · fetched 2026-11-11T15:59:59.545Z

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 · 2026-11-11T15:59:23.433299862Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:59:59.132466+00:00

Share price$179.55
1D-1.0%
$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$0.69$4.37$8.05$11.73$15.41$157.78$172.49$187.21$201.93$216.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FANG spot · $179.55FANG PRICE$1.09$1.43$1.78$2.24$2.72$3.19$3.66$4.23$4.80$5.37$5.94$6.92$8.22$1.37$1.87$2.36$2.94$3.63$4.32$5.04$6.12$7.21$8.34$10.05$11.76$14.35
PutsCheap0.78×
CallsCheap0.68×
SkewBearish+11.19 pp
Implied moveBearish±$8.70
TiltBearish21.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ188.7335.0%5.7%170.4141.6%5.9%
25Δ186.9234.5%4.9%172.1641.8%5.2%
30Δ185.1134.0%4.1%173.9141.9%4.5%
35Δ183.8033.9%3.6%175.5742.1%3.8%
40Δ182.5333.8%3.2%177.0942.3%3.4%
45Δ181.2533.7%2.7%178.6142.5%2.9%
50Δ179.9833.6%2.3%180.1442.8%2.5%
55Δ178.8632.8%2.0%181.8143.6%2.2%
60Δ177.7432.0%1.7%183.4744.3%1.8%
65Δ176.6231.1%1.4%185.1845.1%1.5%
70Δ175.5030.3%1.1%187.3846.3%1.2%
75Δ174.1130.1%0.8%189.5747.4%1.0%
80Δ172.5130.5%0.7%192.5949.3%0.7%

20Δ

Calls
Pseudo strike
188.73
IV
35.0%
B/E move
5.7%
Puts
Pseudo strike
170.41
IV
41.6%
B/E move
5.9%

25Δ

Calls
Pseudo strike
186.92
IV
34.5%
B/E move
4.9%
Puts
Pseudo strike
172.16
IV
41.8%
B/E move
5.2%

30Δ

Calls
Pseudo strike
185.11
IV
34.0%
B/E move
4.1%
Puts
Pseudo strike
173.91
IV
41.9%
B/E move
4.5%

35Δ

Calls
Pseudo strike
183.80
IV
33.9%
B/E move
3.6%
Puts
Pseudo strike
175.57
IV
42.1%
B/E move
3.8%

40Δ

Calls
Pseudo strike
182.53
IV
33.8%
B/E move
3.2%
Puts
Pseudo strike
177.09
IV
42.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
181.25
IV
33.7%
B/E move
2.7%
Puts
Pseudo strike
178.61
IV
42.5%
B/E move
2.9%

50Δ

Calls
Pseudo strike
179.98
IV
33.6%
B/E move
2.3%
Puts
Pseudo strike
180.14
IV
42.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
178.86
IV
32.8%
B/E move
2.0%
Puts
Pseudo strike
181.81
IV
43.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
177.74
IV
32.0%
B/E move
1.7%
Puts
Pseudo strike
183.47
IV
44.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
176.62
IV
31.1%
B/E move
1.4%
Puts
Pseudo strike
185.18
IV
45.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
175.50
IV
30.3%
B/E move
1.1%
Puts
Pseudo strike
187.38
IV
46.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
174.11
IV
30.1%
B/E move
0.8%
Puts
Pseudo strike
189.57
IV
47.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
172.51
IV
30.5%
B/E move
0.7%
Puts
Pseudo strike
192.59
IV
49.3%
B/E move
0.7%

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%