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Helmerich and Payne Inc HP

ENERGY · OIL & GAS DRILLING
i

Market dataready · fetched 2026-10-22T22:00:40.660Z

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 · 2026-10-22T20:10:00.00259786Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:00:39.503511+00:00

Share price$37.13
1D-2.6%
AH$35.86$36.47$37.09$37.70$38.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHP
Sold putSold callAH

Helmerich and Payne Inc options

Live interpolated HP call and put midpoint premiums by absolute delta.Helmerich and Payne Inc$0.65$2.70$4.74$6.78$8.82$29.30$32.85$36.40$39.95$43.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HP spot · $37.13HP PRICE$0.88$0.88$0.88$1.07$1.30$1.54$1.78$1.99$2.20$2.41$2.62$2.84$3.85$1.21$1.25$1.05$1.47$1.89$2.32$2.75$3.20$3.65$4.17$5.20$6.30$8.23
PutsExpensive1.22×
CallsExpensive1.09×
SkewBearish+13.92 pp
Implied moveBearish±$4.53
TiltBearish27.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.0985.0%29.2%30.5795.5%20.9%
25Δ43.8666.8%20.5%33.0473.3%14.4%
30Δ40.6348.5%11.8%34.9649.2%8.7%
35Δ39.4845.2%9.2%35.6751.5%7.9%
40Δ38.8445.4%8.1%36.3654.3%7.2%
45Δ38.2045.7%7.0%37.0557.2%6.5%
50Δ37.5645.9%6.0%37.7658.8%5.7%
55Δ37.0444.0%5.1%38.5457.9%4.8%
60Δ36.5341.9%4.3%39.3157.1%4.0%
65Δ36.0139.7%3.5%40.1456.7%3.1%
70Δ35.5037.6%2.7%41.3759.6%2.6%
75Δ34.9835.6%1.9%42.6662.9%2.1%
80Δ33.8740.8%1.6%44.7669.2%1.6%

20Δ

Calls
Pseudo strike
47.09
IV
85.0%
B/E move
29.2%
Puts
Pseudo strike
30.57
IV
95.5%
B/E move
20.9%

25Δ

Calls
Pseudo strike
43.86
IV
66.8%
B/E move
20.5%
Puts
Pseudo strike
33.04
IV
73.3%
B/E move
14.4%

30Δ

Calls
Pseudo strike
40.63
IV
48.5%
B/E move
11.8%
Puts
Pseudo strike
34.96
IV
49.2%
B/E move
8.7%

35Δ

Calls
Pseudo strike
39.48
IV
45.2%
B/E move
9.2%
Puts
Pseudo strike
35.67
IV
51.5%
B/E move
7.9%

40Δ

Calls
Pseudo strike
38.84
IV
45.4%
B/E move
8.1%
Puts
Pseudo strike
36.36
IV
54.3%
B/E move
7.2%

45Δ

Calls
Pseudo strike
38.20
IV
45.7%
B/E move
7.0%
Puts
Pseudo strike
37.05
IV
57.2%
B/E move
6.5%

50Δ

Calls
Pseudo strike
37.56
IV
45.9%
B/E move
6.0%
Puts
Pseudo strike
37.76
IV
58.8%
B/E move
5.7%

55Δ

Calls
Pseudo strike
37.04
IV
44.0%
B/E move
5.1%
Puts
Pseudo strike
38.54
IV
57.9%
B/E move
4.8%

60Δ

Calls
Pseudo strike
36.53
IV
41.9%
B/E move
4.3%
Puts
Pseudo strike
39.31
IV
57.1%
B/E move
4.0%

65Δ

Calls
Pseudo strike
36.01
IV
39.7%
B/E move
3.5%
Puts
Pseudo strike
40.14
IV
56.7%
B/E move
3.1%

70Δ

Calls
Pseudo strike
35.50
IV
37.6%
B/E move
2.7%
Puts
Pseudo strike
41.37
IV
59.6%
B/E move
2.6%

75Δ

Calls
Pseudo strike
34.98
IV
35.6%
B/E move
1.9%
Puts
Pseudo strike
42.66
IV
62.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
33.87
IV
40.8%
B/E move
1.6%
Puts
Pseudo strike
44.76
IV
69.2%
B/E move
1.6%

Options history

No recorded observations