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Gulfport Energy Corporation GPOR

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-11T13:54:33.607Z

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 · 2026-11-11T13:49:40.203085733Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:54:32.871509+00:00

Share price$163.00
1D+0.5%
$162.07$162.32$162.58$162.83$163.085:30 AM6:30 AM9:00 AM1:00 PMGPOR
Sold putSold call

Gulfport Energy Corporation options

Live interpolated GPOR call and put midpoint premiums by absolute delta.Gulfport Energy Corporation$2.08$4.92$7.77$10.61$13.46$146.25$154.64$163.03$171.42$179.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive GPOR spot · $163.00GPOR PRICE$2.45$2.45$2.50$2.53$2.54$2.71$3.02$3.33$3.64$3.95$4.26$2.39$2.73$3.12$3.63$4.35$5.08$5.83$7.10$8.36$9.98$12.64
Puts——
Calls——
Skew——
Implied moveBearish±$8.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ186.2490.4%15.8%
25Δ176.7767.4%9.9%153.6260.2%7.2%
30Δ171.4054.0%6.7%156.4254.0%5.7%
35Δ168.4244.9%4.9%158.6050.0%4.6%
40Δ166.1236.9%3.5%160.5447.3%3.7%
45Δ164.5532.2%2.6%162.0647.0%3.2%
50Δ163.6630.5%2.3%163.5846.7%2.8%
55Δ162.7728.9%1.9%165.1146.6%2.3%
60Δ161.8827.2%1.5%166.9047.7%2.0%
65Δ161.0025.6%1.2%168.6848.8%1.6%
70Δ160.1124.0%0.8%170.7850.8%1.4%
75Δ173.7955.2%1.1%
80Δ

20Δ

Calls
Pseudo strike
186.24
IV
90.4%
B/E move
15.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
176.77
IV
67.4%
B/E move
9.9%
Puts
Pseudo strike
153.62
IV
60.2%
B/E move
7.2%

30Δ

Calls
Pseudo strike
171.40
IV
54.0%
B/E move
6.7%
Puts
Pseudo strike
156.42
IV
54.0%
B/E move
5.7%

35Δ

Calls
Pseudo strike
168.42
IV
44.9%
B/E move
4.9%
Puts
Pseudo strike
158.60
IV
50.0%
B/E move
4.6%

40Δ

Calls
Pseudo strike
166.12
IV
36.9%
B/E move
3.5%
Puts
Pseudo strike
160.54
IV
47.3%
B/E move
3.7%

45Δ

Calls
Pseudo strike
164.55
IV
32.2%
B/E move
2.6%
Puts
Pseudo strike
162.06
IV
47.0%
B/E move
3.2%

50Δ

Calls
Pseudo strike
163.66
IV
30.5%
B/E move
2.3%
Puts
Pseudo strike
163.58
IV
46.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
162.77
IV
28.9%
B/E move
1.9%
Puts
Pseudo strike
165.11
IV
46.6%
B/E move
2.3%

60Δ

Calls
Pseudo strike
161.88
IV
27.2%
B/E move
1.5%
Puts
Pseudo strike
166.90
IV
47.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
161.00
IV
25.6%
B/E move
1.2%
Puts
Pseudo strike
168.68
IV
48.8%
B/E move
1.6%

70Δ

Calls
Pseudo strike
160.11
IV
24.0%
B/E move
0.8%
Puts
Pseudo strike
170.78
IV
50.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
173.79
IV
55.2%
B/E move
1.1%

80Δ

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

Options history

IV · four-Friday blend34.63%
Daily close
GPOR29.3%35.3%41.3%2026-08-13: 31.65%2026-08-14: 31.25%2026-08-17: 33.57%2026-08-18: 33.75%2026-08-19: 33.67%2026-08-21: 31.37%2026-08-24: 32.17%2026-08-25: 30.15%2026-08-26: 32.27%2026-08-27: 32.13%2026-08-28: 30.52%2026-08-31: 32.26%2026-09-01: 32.24%2026-09-02: 32.01%2026-09-03: 31.26%2026-09-04: 30.17%2026-09-08: 32.85%2026-09-09: 32.17%2026-09-10: 32.58%2026-09-11: 32.16%2026-09-14: 32.20%2026-09-16: 40.47%2026-09-18: 31.78%2026-09-21: 31.98%2026-09-22: 32.06%2026-09-23: 31.51%2026-09-24: 31.60%2026-09-25: 32.16%2026-09-28: 32.90%2026-09-29: 32.76%2026-09-30: 31.91%2026-10-01: 32.06%2026-10-02: 31.41%2026-10-05: 31.47%2026-10-06: 32.00%2026-10-07: 32.59%2026-10-08: 31.37%2026-10-09: 30.98%2026-10-12: 33.53%2026-10-13: 32.26%2026-10-16: 31.74%2026-10-19: 31.38%2026-10-20: 31.89%2026-10-21: 32.38%2026-10-22: 33.27%2026-10-23: 32.66%2026-10-26: 34.18%2026-10-27: 33.33%2026-10-28: 32.78%2026-10-29: 34.03%2026-10-30: 34.63%Aug 13Sep 23Oct 30
51 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
31.65%
31.25%
33.57%
33.75%
33.67%
31.37%
32.17%
30.15%
32.27%
32.13%
30.52%
32.26%
32.24%
32.01%
31.26%
30.17%
32.85%
32.17%
32.58%
32.16%
32.20%
40.47%
31.78%
31.98%
32.06%
31.51%
31.60%
32.16%
32.90%
32.76%
31.91%
32.06%
31.41%
31.47%
32.00%
32.59%
31.37%
30.98%
33.53%
32.26%
31.74%
31.38%
31.89%
32.38%
33.27%
32.66%
34.18%
33.33%
32.78%
34.03%
34.63%