Share price$197.59
1D-3.8%
Sold putSold callAH
Diamondback Energy, Inc. Common Stock FANG
i
Market datapartial · fetched 2026-10-22T23:32:44.046Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T22:32:00.490281932Z
FundamentalsAlpha Vantage · unavailable
Diamondback Energy, Inc. Common Stock options
PutsExpensive1.17×
CallsCheap0.94×
SkewBearish+7.48 pp
Implied moveBearish±$17.68
TiltBearish20.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 217.48 | 36.2% | 11.2% | 181.28 | 40.1% | 9.6% |
| 25Δ | 213.92 | 36.3% | 9.7% | 184.96 | 39.7% | 8.2% |
| 30Δ | 210.35 | 36.5% | 8.3% | 187.79 | 41.1% | 7.3% |
| 35Δ | 207.50 | 36.5% | 7.4% | 190.67 | 42.0% | 6.5% |
| 40Δ | 204.73 | 36.4% | 6.4% | 193.70 | 41.6% | 5.6% |
| 45Δ | 201.96 | 36.4% | 5.5% | 196.68 | 41.6% | 4.8% |
| 50Δ | 199.26 | 36.3% | 4.7% | 199.61 | 42.0% | 4.1% |
| 55Δ | 196.73 | 35.9% | 4.0% | 202.70 | 42.0% | 3.5% |
| 60Δ | 194.30 | 35.1% | 3.3% | 205.81 | 41.9% | 2.9% |
| 65Δ | 192.07 | 33.5% | 2.7% | 208.92 | 41.8% | 2.3% |
| 70Δ | 189.78 | 32.1% | 2.1% | 213.46 | 43.7% | 1.9% |
| 75Δ | 186.73 | 33.3% | 1.8% | 218.76 | 46.8% | 1.5% |
| 80Δ | 183.81 | 33.5% | 1.4% | 226.36 | 51.0% | 1.1% |
20Δ
- Pseudo strike
- 217.48
- IV
- 36.2%
- B/E move
- 11.2%
- Pseudo strike
- 181.28
- IV
- 40.1%
- B/E move
- 9.6%
25Δ
- Pseudo strike
- 213.92
- IV
- 36.3%
- B/E move
- 9.7%
- Pseudo strike
- 184.96
- IV
- 39.7%
- B/E move
- 8.2%
30Δ
- Pseudo strike
- 210.35
- IV
- 36.5%
- B/E move
- 8.3%
- Pseudo strike
- 187.79
- IV
- 41.1%
- B/E move
- 7.3%
35Δ
- Pseudo strike
- 207.50
- IV
- 36.5%
- B/E move
- 7.4%
- Pseudo strike
- 190.67
- IV
- 42.0%
- B/E move
- 6.5%
40Δ
- Pseudo strike
- 204.73
- IV
- 36.4%
- B/E move
- 6.4%
- Pseudo strike
- 193.70
- IV
- 41.6%
- B/E move
- 5.6%
45Δ
- Pseudo strike
- 201.96
- IV
- 36.4%
- B/E move
- 5.5%
- Pseudo strike
- 196.68
- IV
- 41.6%
- B/E move
- 4.8%
50Δ
- Pseudo strike
- 199.26
- IV
- 36.3%
- B/E move
- 4.7%
- Pseudo strike
- 199.61
- IV
- 42.0%
- B/E move
- 4.1%
55Δ
- Pseudo strike
- 196.73
- IV
- 35.9%
- B/E move
- 4.0%
- Pseudo strike
- 202.70
- IV
- 42.0%
- B/E move
- 3.5%
60Δ
- Pseudo strike
- 194.30
- IV
- 35.1%
- B/E move
- 3.3%
- Pseudo strike
- 205.81
- IV
- 41.9%
- B/E move
- 2.9%
65Δ
- Pseudo strike
- 192.07
- IV
- 33.5%
- B/E move
- 2.7%
- Pseudo strike
- 208.92
- IV
- 41.8%
- B/E move
- 2.3%
70Δ
- Pseudo strike
- 189.78
- IV
- 32.1%
- B/E move
- 2.1%
- Pseudo strike
- 213.46
- IV
- 43.7%
- B/E move
- 1.9%
75Δ
- Pseudo strike
- 186.73
- IV
- 33.3%
- B/E move
- 1.8%
- Pseudo strike
- 218.76
- IV
- 46.8%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 183.81
- IV
- 33.5%
- B/E move
- 1.4%
- Pseudo strike
- 226.36
- IV
- 51.0%
- B/E move
- 1.1%
Options history
Table
| Date | IV |
|---|---|
| 35.94% | |
| 35.82% |