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Liberty Energy Inc. LBRT

ENERGY · OIL & GAS EQUIPMENT & SERVICES
i

Market dataready · fetched 2026-11-07T06:12:55.191Z

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 · 2026-11-07T00:00:00.002913578Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T06:12:53.665428+00:00

Share price$11.96
1D+0.4%
AH$11.52$11.71$11.90$12.09$12.285:30 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.$0.13$0.67$1.20$1.73$2.26$8.64$11.23$13.83$16.43$19.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LBRT spot · $11.96LBRT PRICE$0.19$0.26$0.32$0.40$0.48$0.56$0.64$0.76$0.92$1.08$1.23$1.42$1.65$0.22$0.29$0.39$0.49$0.59$0.70$0.83$0.98$1.14$1.29$1.51$1.81$2.11
PutsCheap0.81×
CallsFair0.98×
SkewBearish+0.70 pp
Implied moveBearish±$1.47
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.7979.8%16.9%10.6179.8%13.1%
25Δ13.4680.0%14.7%10.9478.9%10.9%
30Δ13.1480.3%12.5%11.1979.4%9.7%
35Δ12.8679.8%10.8%11.4280.1%8.6%
40Δ12.6178.7%9.4%11.6680.9%7.5%
45Δ12.3677.7%8.0%11.8981.6%6.5%
50Δ12.1276.7%6.6%12.1381.8%5.5%
55Δ11.8777.5%5.6%12.3781.5%4.8%
60Δ11.6379.7%4.9%12.6281.2%4.0%
65Δ11.3882.0%4.2%12.8680.9%3.2%
70Δ11.1484.2%3.5%13.1681.3%2.6%
75Δ10.8785.0%2.8%13.5282.8%2.0%
80Δ10.5783.9%2.1%13.8984.2%1.5%

20Δ

Calls
Pseudo strike
13.79
IV
79.8%
B/E move
16.9%
Puts
Pseudo strike
10.61
IV
79.8%
B/E move
13.1%

25Δ

Calls
Pseudo strike
13.46
IV
80.0%
B/E move
14.7%
Puts
Pseudo strike
10.94
IV
78.9%
B/E move
10.9%

30Δ

Calls
Pseudo strike
13.14
IV
80.3%
B/E move
12.5%
Puts
Pseudo strike
11.19
IV
79.4%
B/E move
9.7%

35Δ

Calls
Pseudo strike
12.86
IV
79.8%
B/E move
10.8%
Puts
Pseudo strike
11.42
IV
80.1%
B/E move
8.6%

40Δ

Calls
Pseudo strike
12.61
IV
78.7%
B/E move
9.4%
Puts
Pseudo strike
11.66
IV
80.9%
B/E move
7.5%

45Δ

Calls
Pseudo strike
12.36
IV
77.7%
B/E move
8.0%
Puts
Pseudo strike
11.89
IV
81.6%
B/E move
6.5%

50Δ

Calls
Pseudo strike
12.12
IV
76.7%
B/E move
6.6%
Puts
Pseudo strike
12.13
IV
81.8%
B/E move
5.5%

55Δ

Calls
Pseudo strike
11.87
IV
77.5%
B/E move
5.6%
Puts
Pseudo strike
12.37
IV
81.5%
B/E move
4.8%

60Δ

Calls
Pseudo strike
11.63
IV
79.7%
B/E move
4.9%
Puts
Pseudo strike
12.62
IV
81.2%
B/E move
4.0%

65Δ

Calls
Pseudo strike
11.38
IV
82.0%
B/E move
4.2%
Puts
Pseudo strike
12.86
IV
80.9%
B/E move
3.2%

70Δ

Calls
Pseudo strike
11.14
IV
84.2%
B/E move
3.5%
Puts
Pseudo strike
13.16
IV
81.3%
B/E move
2.6%

75Δ

Calls
Pseudo strike
10.87
IV
85.0%
B/E move
2.8%
Puts
Pseudo strike
13.52
IV
82.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
10.57
IV
83.9%
B/E move
2.1%
Puts
Pseudo strike
13.89
IV
84.2%
B/E move
1.5%

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%