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Helmerich & Payne, Inc. HP

ENERGY · OIL & GAS DRILLING
i

Market dataready · fetched 2026-11-12T01:06:23.739Z

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 · 2026-11-12T00:00:00.003114933Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T01:06:23.221735+00:00

Share price$36.62
1D+1.2%
AH$35.79$36.09$36.39$36.69$36.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHP
Sold putSold callAH

Helmerich & Payne, Inc. options

Live interpolated HP call and put midpoint premiums by absolute delta.Helmerich & Payne, Inc.$0.60$2.11$3.62$5.12$6.63$29.40$32.30$35.21$38.12$41.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HP spot · $36.62HP PRICE$0.89$0.76$0.95$1.14$1.34$1.65$1.96$2.27$2.58$2.90$3.24$3.57$1.21$1.34$1.43$1.52$1.82$2.15$2.48$2.84$3.24$3.65$4.05$5.01$6.20
PutsExpensive1.61×
Calls——
Skew——
Implied moveBearish±$4.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.78148.7%27.4%29.95175.6%21.5%
25Δ32.34141.6%15.3%
30Δ39.0468.0%8.7%33.64121.7%12.0%
35Δ38.5069.7%7.7%34.87102.7%8.9%
40Δ37.9771.4%6.8%35.6499.5%7.6%
45Δ37.4373.0%5.9%36.3598.2%6.6%
50Δ36.8774.1%5.2%37.0796.9%5.5%
55Δ36.3275.3%4.5%37.7795.2%4.6%
60Δ35.7776.5%3.9%38.4592.8%3.9%
65Δ35.2177.7%3.2%39.1290.4%3.1%
70Δ34.6875.7%2.6%39.8088.1%2.4%
75Δ34.1671.8%2.1%40.9491.8%1.9%
80Δ33.6467.9%1.6%42.2798.1%1.5%

20Δ

Calls
Pseudo strike
45.78
IV
148.7%
B/E move
27.4%
Puts
Pseudo strike
29.95
IV
175.6%
B/E move
21.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.34
IV
141.6%
B/E move
15.3%

30Δ

Calls
Pseudo strike
39.04
IV
68.0%
B/E move
8.7%
Puts
Pseudo strike
33.64
IV
121.7%
B/E move
12.0%

35Δ

Calls
Pseudo strike
38.50
IV
69.7%
B/E move
7.7%
Puts
Pseudo strike
34.87
IV
102.7%
B/E move
8.9%

40Δ

Calls
Pseudo strike
37.97
IV
71.4%
B/E move
6.8%
Puts
Pseudo strike
35.64
IV
99.5%
B/E move
7.6%

45Δ

Calls
Pseudo strike
37.43
IV
73.0%
B/E move
5.9%
Puts
Pseudo strike
36.35
IV
98.2%
B/E move
6.6%

50Δ

Calls
Pseudo strike
36.87
IV
74.1%
B/E move
5.2%
Puts
Pseudo strike
37.07
IV
96.9%
B/E move
5.5%

55Δ

Calls
Pseudo strike
36.32
IV
75.3%
B/E move
4.5%
Puts
Pseudo strike
37.77
IV
95.2%
B/E move
4.6%

60Δ

Calls
Pseudo strike
35.77
IV
76.5%
B/E move
3.9%
Puts
Pseudo strike
38.45
IV
92.8%
B/E move
3.9%

65Δ

Calls
Pseudo strike
35.21
IV
77.7%
B/E move
3.2%
Puts
Pseudo strike
39.12
IV
90.4%
B/E move
3.1%

70Δ

Calls
Pseudo strike
34.68
IV
75.7%
B/E move
2.6%
Puts
Pseudo strike
39.80
IV
88.1%
B/E move
2.4%

75Δ

Calls
Pseudo strike
34.16
IV
71.8%
B/E move
2.1%
Puts
Pseudo strike
40.94
IV
91.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
33.64
IV
67.9%
B/E move
1.6%
Puts
Pseudo strike
42.27
IV
98.1%
B/E move
1.5%

Options history

IV · four-Friday blend49.19%
Daily EOD
HP44.3%46.9%49.6%2026-10-19: 44.65%2026-10-20: 45.52%2026-10-21: 47.21%2026-10-22: 47.08%2026-10-23: 48.09%2026-10-26: 48.40%2026-10-27: 47.65%2026-10-28: 46.32%2026-10-29: 47.95%2026-10-30: 49.19%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.65%
45.52%
47.21%
47.08%
48.09%
48.40%
47.65%
46.32%
47.95%
49.19%