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Diamondback Energy, Inc. Common Stock FANG

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Market datapartial · fetched 2026-10-22T13:29:28.951Z

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 · 2026-10-22T13:27:40.014991283Z

FundamentalsAlpha Vantage · unavailable

Share price$202.23
1D-1.3%
$202.01$202.81$203.61$204.41$205.215:30 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$1.20$10.19$19.18$28.17$37.15$171.26$185.80$200.34$214.89$229.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FANG spot · $202.23FANG PRICE$2.17$2.85$3.62$4.39$5.26$6.26$7.26$8.26$9.30$10.39$11.62$13.91$16.02$2.76$3.75$4.82$5.97$7.38$8.95$10.76$12.57$14.70$17.90$21.10$26.60$34.56
PutsExpensive1.23×
CallsCheap0.87×
SkewBearish+11.31 pp
Implied moveBearish±$18.02
TiltBearish25.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ222.4336.0%11.1%185.3040.9%9.7%
25Δ218.0234.7%9.2%188.7741.3%8.5%
30Δ214.8634.4%8.0%192.0641.4%7.4%
35Δ211.7034.1%6.9%195.2541.5%6.4%
40Δ208.8633.8%5.9%198.2542.1%5.6%
45Δ206.3933.4%5.2%201.3142.5%4.9%
50Δ203.9333.1%4.4%204.4542.7%4.2%
55Δ201.4632.7%3.7%207.5943.0%3.6%
60Δ199.1132.1%3.1%210.9743.6%2.9%
65Δ196.9331.0%2.5%215.1345.0%2.5%
70Δ194.6630.3%2.0%219.2946.5%2.0%
75Δ191.7131.4%1.7%225.5949.8%1.6%
80Δ188.9431.5%1.3%234.2855.1%1.2%

20Δ

Calls
Pseudo strike
222.43
IV
36.0%
B/E move
11.1%
Puts
Pseudo strike
185.30
IV
40.9%
B/E move
9.7%

25Δ

Calls
Pseudo strike
218.02
IV
34.7%
B/E move
9.2%
Puts
Pseudo strike
188.77
IV
41.3%
B/E move
8.5%

30Δ

Calls
Pseudo strike
214.86
IV
34.4%
B/E move
8.0%
Puts
Pseudo strike
192.06
IV
41.4%
B/E move
7.4%

35Δ

Calls
Pseudo strike
211.70
IV
34.1%
B/E move
6.9%
Puts
Pseudo strike
195.25
IV
41.5%
B/E move
6.4%

40Δ

Calls
Pseudo strike
208.86
IV
33.8%
B/E move
5.9%
Puts
Pseudo strike
198.25
IV
42.1%
B/E move
5.6%

45Δ

Calls
Pseudo strike
206.39
IV
33.4%
B/E move
5.2%
Puts
Pseudo strike
201.31
IV
42.5%
B/E move
4.9%

50Δ

Calls
Pseudo strike
203.93
IV
33.1%
B/E move
4.4%
Puts
Pseudo strike
204.45
IV
42.7%
B/E move
4.2%

55Δ

Calls
Pseudo strike
201.46
IV
32.7%
B/E move
3.7%
Puts
Pseudo strike
207.59
IV
43.0%
B/E move
3.6%

60Δ

Calls
Pseudo strike
199.11
IV
32.1%
B/E move
3.1%
Puts
Pseudo strike
210.97
IV
43.6%
B/E move
2.9%

65Δ

Calls
Pseudo strike
196.93
IV
31.0%
B/E move
2.5%
Puts
Pseudo strike
215.13
IV
45.0%
B/E move
2.5%

70Δ

Calls
Pseudo strike
194.66
IV
30.3%
B/E move
2.0%
Puts
Pseudo strike
219.29
IV
46.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
191.71
IV
31.4%
B/E move
1.7%
Puts
Pseudo strike
225.59
IV
49.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
188.94
IV
31.5%
B/E move
1.3%
Puts
Pseudo strike
234.28
IV
55.1%
B/E move
1.2%

Options history

No recorded observations