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Liberty Energy Inc. LBRT

ENERGY · OIL & GAS EQUIPMENT & SERVICES
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Market dataready · fetched 2026-10-15T20:33:49.804Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:25:17.829192469Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:49.230189+00:00

Share price$16.70
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.$0.07$0.62$1.16$1.71$2.26$15.03$15.86$16.68$17.51$18.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $16.70OPTION PRICELive LBRT spot · $16.70LBRT PRICE$0.13$0.14$0.14$0.17$0.26$0.35$0.43$0.52$0.61$0.70$0.79$0.88$0.96$0.14$0.16$0.21$0.27$0.32$0.37$0.43$0.48$0.54$0.78$1.08$1.38$2.10
PutsCheap0.84×
CallsFair1.02×
SkewBearish+20.89 pp
Implied moveBalanced±$0.86
TiltBearish15.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.88143.6%7.8%15.66150.3%7.1%
25Δ17.57120.3%6.0%16.08111.4%4.7%
30Δ17.2597.0%4.1%16.20111.0%4.2%
35Δ16.9780.0%2.7%16.33110.6%3.8%
40Δ16.8586.0%2.5%16.46110.3%3.4%
45Δ16.7392.0%2.3%16.59109.9%2.9%
50Δ16.6198.1%2.0%16.72109.6%2.5%
55Δ16.49104.1%1.8%16.84109.2%2.0%
60Δ16.36110.1%1.6%16.97108.8%1.6%
65Δ16.24116.2%1.4%17.24126.4%1.4%
70Δ16.12122.2%1.2%17.56149.2%1.3%
75Δ16.00128.2%1.0%17.87172.0%1.2%
80Δ15.88134.3%0.8%18.60224.9%1.2%

20Δ

Calls
Pseudo strike
17.88
IV
143.6%
B/E move
7.8%
Puts
Pseudo strike
15.66
IV
150.3%
B/E move
7.1%

25Δ

Calls
Pseudo strike
17.57
IV
120.3%
B/E move
6.0%
Puts
Pseudo strike
16.08
IV
111.4%
B/E move
4.7%

30Δ

Calls
Pseudo strike
17.25
IV
97.0%
B/E move
4.1%
Puts
Pseudo strike
16.20
IV
111.0%
B/E move
4.2%

35Δ

Calls
Pseudo strike
16.97
IV
80.0%
B/E move
2.7%
Puts
Pseudo strike
16.33
IV
110.6%
B/E move
3.8%

40Δ

Calls
Pseudo strike
16.85
IV
86.0%
B/E move
2.5%
Puts
Pseudo strike
16.46
IV
110.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
16.73
IV
92.0%
B/E move
2.3%
Puts
Pseudo strike
16.59
IV
109.9%
B/E move
2.9%

50Δ

Calls
Pseudo strike
16.61
IV
98.1%
B/E move
2.0%
Puts
Pseudo strike
16.72
IV
109.6%
B/E move
2.5%

55Δ

Calls
Pseudo strike
16.49
IV
104.1%
B/E move
1.8%
Puts
Pseudo strike
16.84
IV
109.2%
B/E move
2.0%

60Δ

Calls
Pseudo strike
16.36
IV
110.1%
B/E move
1.6%
Puts
Pseudo strike
16.97
IV
108.8%
B/E move
1.6%

65Δ

Calls
Pseudo strike
16.24
IV
116.2%
B/E move
1.4%
Puts
Pseudo strike
17.24
IV
126.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
16.12
IV
122.2%
B/E move
1.2%
Puts
Pseudo strike
17.56
IV
149.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
16.00
IV
128.2%
B/E move
1.0%
Puts
Pseudo strike
17.87
IV
172.0%
B/E move
1.2%

80Δ

Calls
Pseudo strike
15.88
IV
134.3%
B/E move
0.8%
Puts
Pseudo strike
18.60
IV
224.9%
B/E move
1.2%