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Presidio Production Company FTW

ENERGY · OIL & GAS E&P
i

Market datapartial · fetched 2026-11-12T02:54:12.500Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T00:00:00.003114417Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:54:11.561886+00:00

Share price$10.18
1D+1.3%
AH$10.04$10.09$10.14$10.19$10.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTW
Sold putSold callAH

Presidio Production Company options

Live interpolated FTW call and put midpoint premiums by absolute delta.Presidio Production Company$3.09$4.41$5.73$7.06$8.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFTW PRICE$3.23$3.71$4.18$4.66$5.14$5.62$6.09$6.57$7.05$7.52$8.00
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.18651.9%71.1%
25Δ7.29607.2%64.9%
30Δ8.39562.5%58.6%
35Δ9.50517.8%52.4%
40Δ10.61473.1%46.2%
45Δ11.72428.5%40.0%
50Δ12.83383.8%33.8%
55Δ13.94339.1%27.6%
60Δ15.05294.4%21.4%
65Δ16.16249.7%15.2%
70Δ17.27205.1%9.0%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.18
IV
651.9%
B/E move
71.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.29
IV
607.2%
B/E move
64.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.39
IV
562.5%
B/E move
58.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.50
IV
517.8%
B/E move
52.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.61
IV
473.1%
B/E move
46.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.72
IV
428.5%
B/E move
40.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.83
IV
383.8%
B/E move
33.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.94
IV
339.1%
B/E move
27.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.05
IV
294.4%
B/E move
21.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.16
IV
249.7%
B/E move
15.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.27
IV
205.1%
B/E move
9.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend81.30%
Daily close
FTW31.2%138.3%245.5%2026-08-13: 122.12%2026-08-18: 160.47%2026-08-20: 230.71%2026-08-24: 88.21%2026-08-25: 95.68%2026-08-28: 88.26%2026-09-01: 104.66%2026-09-09: 107.19%2026-09-10: 103.43%2026-09-11: 111.42%2026-09-14: 133.65%2026-09-15: 146.71%2026-09-16: 155.35%2026-09-17: 214.10%2026-09-18: 67.74%2026-09-21: 73.54%2026-09-23: 78.24%2026-09-28: 76.71%2026-09-29: 72.53%2026-09-30: 61.32%2026-10-01: 45.97%2026-10-12: 67.84%2026-10-15: 113.06%2026-10-16: 65.60%2026-10-19: 56.54%2026-10-20: 63.15%2026-10-21: 75.12%2026-10-22: 86.09%2026-10-23: 83.43%2026-10-26: 78.90%2026-10-27: 73.36%2026-10-28: 77.76%2026-10-29: 79.88%2026-10-30: 81.30%Aug 13Sep 23Oct 30
34 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
122.12%
160.47%
230.71%
88.21%
95.68%
88.26%
104.66%
107.19%
103.43%
111.42%
133.65%
146.71%
155.35%
214.10%
67.74%
73.54%
78.24%
76.71%
72.53%
61.32%
45.97%
67.84%
113.06%
65.60%
56.54%
63.15%
75.12%
86.09%
83.43%
78.90%
73.36%
77.76%
79.88%
81.30%