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Liberty Energy Inc. LBRT

ENERGY · OIL & GAS EQUIPMENT & SERVICES
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Market dataready · fetched 2026-10-15T20:02:53.502Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:35.501344183Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:53:24.409175+00:00

Share price$16.65
1D-5.4%
AH$16.15$16.56$16.96$17.36$17.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLBRT
Sold putSold callAH

Liberty Energy Inc. options

Live interpolated LBRT call and put midpoint premiums by absolute delta.Liberty Energy Inc.$0.09$0.46$0.84$1.21$1.59$14.98$15.82$16.66$17.50$18.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $16.65OPTION PRICELive LBRT spot · $16.65LBRT PRICE$0.13$0.14$0.15$0.20$0.29$0.38$0.47$0.56$0.66$0.75$0.84$0.93$1.03$0.15$0.15$0.20$0.25$0.30$0.35$0.40$0.45$0.50$0.58$0.88$1.18$1.48
PutsCheap0.75×
CallsExpensive1.11×
SkewBullish-3.70 pp
Implied moveBullish±$0.88
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.85143.9%8.0%15.56155.1%7.4%
25Δ17.51119.6%6.0%16.05105.7%4.5%
30Δ17.1795.2%4.0%16.17104.9%4.1%
35Δ16.9486.8%2.9%16.29104.1%3.6%
40Δ16.8194.1%2.7%16.41103.3%3.2%
45Δ16.68101.5%2.5%16.53102.4%2.8%
50Δ16.55108.9%2.3%16.65101.6%2.4%
55Δ16.43116.2%2.1%16.77100.8%2.0%
60Δ16.30123.6%1.8%16.89100.0%1.6%
65Δ16.17130.9%1.6%17.03101.3%1.2%
70Δ16.05138.3%1.4%17.35122.4%1.1%
75Δ15.92145.7%1.2%17.66143.5%1.0%
80Δ15.79153.0%1.0%17.98164.6%0.9%

20Δ

Calls
Pseudo strike
17.85
IV
143.9%
B/E move
8.0%
Puts
Pseudo strike
15.56
IV
155.1%
B/E move
7.4%

25Δ

Calls
Pseudo strike
17.51
IV
119.6%
B/E move
6.0%
Puts
Pseudo strike
16.05
IV
105.7%
B/E move
4.5%

30Δ

Calls
Pseudo strike
17.17
IV
95.2%
B/E move
4.0%
Puts
Pseudo strike
16.17
IV
104.9%
B/E move
4.1%

35Δ

Calls
Pseudo strike
16.94
IV
86.8%
B/E move
2.9%
Puts
Pseudo strike
16.29
IV
104.1%
B/E move
3.6%

40Δ

Calls
Pseudo strike
16.81
IV
94.1%
B/E move
2.7%
Puts
Pseudo strike
16.41
IV
103.3%
B/E move
3.2%

45Δ

Calls
Pseudo strike
16.68
IV
101.5%
B/E move
2.5%
Puts
Pseudo strike
16.53
IV
102.4%
B/E move
2.8%

50Δ

Calls
Pseudo strike
16.55
IV
108.9%
B/E move
2.3%
Puts
Pseudo strike
16.65
IV
101.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
16.43
IV
116.2%
B/E move
2.1%
Puts
Pseudo strike
16.77
IV
100.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
16.30
IV
123.6%
B/E move
1.8%
Puts
Pseudo strike
16.89
IV
100.0%
B/E move
1.6%

65Δ

Calls
Pseudo strike
16.17
IV
130.9%
B/E move
1.6%
Puts
Pseudo strike
17.03
IV
101.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
16.05
IV
138.3%
B/E move
1.4%
Puts
Pseudo strike
17.35
IV
122.4%
B/E move
1.1%

75Δ

Calls
Pseudo strike
15.92
IV
145.7%
B/E move
1.2%
Puts
Pseudo strike
17.66
IV
143.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
15.79
IV
153.0%
B/E move
1.0%
Puts
Pseudo strike
17.98
IV
164.6%
B/E move
0.9%