IntraAlpha
Create free account Start free

HighPeak Energy, Inc HPK

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-22T14:58:49.229Z

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 · 2026-10-22T14:55:57.365426146Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:58:47.445714+00:00

Share price$10.73
1D-3.0%
$10.68$10.85$11.02$11.19$11.365:30 AM6:30 AM9:00 AM1:00 PMHPK
Sold putSold call

HighPeak Energy, Inc options

Live interpolated HPK call and put midpoint premiums by absolute delta.HighPeak Energy, Inc$0.68$1.49$2.30$3.11$3.92$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEHPK PRICE$0.77$0.92$1.07$1.23$1.38$1.53$2.19$2.94$3.68
Puts——
CallsExpensive1.61×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ12.10100.6%20.0%
45Δ11.69100.0%17.6%
50Δ11.2999.3%15.2%
55Δ10.8898.7%12.8%
60Δ10.4798.1%10.4%
65Δ10.0697.4%8.0%
70Δ9.36123.2%7.6%
75Δ8.60153.6%7.5%
80Δ7.84184.0%7.4%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
12.10
IV
100.6%
B/E move
20.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
11.69
IV
100.0%
B/E move
17.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.29
IV
99.3%
B/E move
15.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
10.88
IV
98.7%
B/E move
12.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.47
IV
98.1%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.06
IV
97.4%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
9.36
IV
123.2%
B/E move
7.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
8.60
IV
153.6%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
7.84
IV
184.0%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations