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Liberty Energy Inc. LBRT

i

Market datapartial · fetched 2026-11-06T18:43:59.695Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T18:43:46.7075121Z

FundamentalsAlpha Vantage · unavailable

Share price$12.11
1D+2.2%
$11.52$11.71$11.90$12.09$12.285:30 AM6:30 AM9:00 AM1:00 PMLBRT
Sold putSold call

Liberty Energy Inc. options

Live interpolated LBRT call and put midpoint premiums by absolute delta.Liberty Energy Inc.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELBRT PRICE
Puts——
Calls——
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
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend60.08%
Daily close
LBRT55.7%65.1%74.4%2026-08-10: 61.70%2026-08-11: 61.54%2026-08-12: 57.83%2026-08-13: 57.00%2026-08-14: 58.60%2026-08-17: 59.26%2026-08-18: 61.68%2026-08-19: 58.41%2026-08-20: 67.02%2026-08-21: 58.79%2026-08-24: 57.88%2026-08-25: 59.51%2026-08-26: 58.85%2026-08-27: 58.02%2026-08-28: 59.72%2026-08-31: 59.83%2026-09-01: 58.94%2026-09-02: 57.25%2026-09-03: 58.06%2026-09-04: 58.88%2026-09-08: 60.03%2026-09-09: 59.33%2026-09-10: 60.54%2026-09-11: 61.93%2026-09-14: 63.71%2026-09-15: 66.41%2026-09-16: 66.99%2026-09-17: 64.74%2026-09-18: 59.70%2026-09-21: 61.05%2026-09-22: 59.11%2026-09-23: 58.43%2026-09-24: 58.32%2026-09-25: 59.11%2026-09-28: 61.13%2026-09-29: 60.02%2026-09-30: 60.87%2026-10-01: 61.05%2026-10-02: 61.83%2026-10-05: 61.72%2026-10-06: 63.73%2026-10-07: 60.77%2026-10-08: 59.56%2026-10-09: 61.51%2026-10-12: 63.17%2026-10-13: 63.54%2026-10-14: 64.08%2026-10-15: 73.11%2026-10-16: 64.80%2026-10-19: 66.59%2026-10-20: 66.77%2026-10-21: 68.33%2026-10-22: 61.77%2026-10-23: 62.67%2026-10-26: 63.95%2026-10-27: 61.68%2026-10-28: 62.08%2026-10-29: 61.12%2026-10-30: 60.08%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
61.70%
61.54%
57.83%
57.00%
58.60%
59.26%
61.68%
58.41%
67.02%
58.79%
57.88%
59.51%
58.85%
58.02%
59.72%
59.83%
58.94%
57.25%
58.06%
58.88%
60.03%
59.33%
60.54%
61.93%
63.71%
66.41%
66.99%
64.74%
59.70%
61.05%
59.11%
58.43%
58.32%
59.11%
61.13%
60.02%
60.87%
61.05%
61.83%
61.72%
63.73%
60.77%
59.56%
61.51%
63.17%
63.54%
64.08%
73.11%
64.80%
66.59%
66.77%
68.33%
61.77%
62.67%
63.95%
61.68%
62.08%
61.12%
60.08%