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HighPeak Energy, Inc. Common Stock HPK

i

Market dataready · fetched 2026-11-12T03:03:17.070Z

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 · 2026-11-11T22:28:51.256779496Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:54:11.846757+00:00

Share price$7.35
1D+5.4%
AH$6.93$7.11$7.29$7.47$7.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHPK
Sold putSold callAH

HighPeak Energy, Inc. Common Stock options

Live interpolated HPK call and put midpoint premiums by absolute delta.HighPeak Energy, Inc. Common Stock$0.23$0.67$1.11$1.56$2.00$5.28$6.31$7.34$8.38$9.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive HPK spot · $7.35HPK PRICE$0.27$0.34$0.40$0.46$0.52$0.59$0.33$0.37$0.41$0.45$0.49$0.53$0.57$0.75$0.97$1.20$1.42$1.65$1.87
PutsExpensive1.10×
Calls——
Skew——
Implied moveBalanced±$1.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.43254.3%30.6%
25Δ8.91127.1%25.0%5.76230.8%26.6%
30Δ8.64130.4%22.2%6.09207.3%22.7%
35Δ8.37133.6%19.3%6.42183.8%18.7%
40Δ8.10136.9%16.5%6.76160.3%14.7%
45Δ7.83140.2%13.7%7.09136.7%10.7%
50Δ7.56143.5%10.8%7.42113.2%6.7%
55Δ7.71107.0%5.3%
60Δ7.98106.0%4.7%
65Δ8.25105.0%4.0%
70Δ8.52104.0%3.4%
75Δ8.79103.0%2.8%
80Δ9.06102.0%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.43
IV
254.3%
B/E move
30.6%

25Δ

Calls
Pseudo strike
8.91
IV
127.1%
B/E move
25.0%
Puts
Pseudo strike
5.76
IV
230.8%
B/E move
26.6%

30Δ

Calls
Pseudo strike
8.64
IV
130.4%
B/E move
22.2%
Puts
Pseudo strike
6.09
IV
207.3%
B/E move
22.7%

35Δ

Calls
Pseudo strike
8.37
IV
133.6%
B/E move
19.3%
Puts
Pseudo strike
6.42
IV
183.8%
B/E move
18.7%

40Δ

Calls
Pseudo strike
8.10
IV
136.9%
B/E move
16.5%
Puts
Pseudo strike
6.76
IV
160.3%
B/E move
14.7%

45Δ

Calls
Pseudo strike
7.83
IV
140.2%
B/E move
13.7%
Puts
Pseudo strike
7.09
IV
136.7%
B/E move
10.7%

50Δ

Calls
Pseudo strike
7.56
IV
143.5%
B/E move
10.8%
Puts
Pseudo strike
7.42
IV
113.2%
B/E move
6.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.71
IV
107.0%
B/E move
5.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.98
IV
106.0%
B/E move
4.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.25
IV
105.0%
B/E move
4.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.52
IV
104.0%
B/E move
3.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.79
IV
103.0%
B/E move
2.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.06
IV
102.0%
B/E move
2.2%

Options history

IV · four-Friday blend88.37%
Daily close
HPK63.9%82.1%100.4%2026-08-13: 95.33%2026-08-14: 89.43%2026-08-24: 81.20%2026-08-25: 88.01%2026-08-26: 84.69%2026-08-27: 88.22%2026-08-28: 93.08%2026-09-25: 77.56%2026-10-01: 84.52%2026-10-02: 85.52%2026-10-13: 89.61%2026-10-14: 86.52%2026-10-15: 88.06%2026-10-16: 72.94%2026-10-19: 68.62%2026-10-20: 73.97%2026-10-21: 66.38%2026-10-22: 68.56%2026-10-23: 75.91%2026-10-26: 82.18%2026-10-27: 84.55%2026-10-28: 97.88%2026-10-29: 93.82%2026-10-30: 88.37%Aug 13Oct 14Oct 30
24 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
95.33%
89.43%
81.20%
88.01%
84.69%
88.22%
93.08%
77.56%
84.52%
85.52%
89.61%
86.52%
88.06%
72.94%
68.62%
73.97%
66.38%
68.56%
75.91%
82.18%
84.55%
97.88%
93.82%
88.37%