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Liberty Energy Inc. LBRT

ENERGY · OIL & GAS EQUIPMENT & SERVICES
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Market dataready · fetched 2026-10-16T00:14:18.758Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:16:10.243057429Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:17.942928+00:00

Share price$16.75
1D-4.5%
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.$0.20$1.64$3.07$4.50$5.94$11.51$14.58$17.66$20.74$23.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LBRT spot · $16.75LBRT PRICE$0.36$0.47$0.62$0.77$0.91$1.07$1.23$1.42$1.61$1.82$2.08$2.34$2.67$0.49$0.67$0.86$1.06$1.28$1.52$1.83$2.22$2.65$3.11$3.72$4.67$5.52
PutsFair1.01×
CallsCheap0.91×
SkewBearish+11.63 pp
Implied moveBearish±$3.06
TiltBearish26.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.5667.2%24.9%14.2073.7%18.1%
25Δ19.7565.7%20.8%14.7574.5%15.9%
30Δ19.2668.3%18.7%15.2774.8%13.9%
35Δ18.7469.1%16.4%15.7974.6%12.1%
40Δ18.1767.9%13.9%16.2874.0%10.5%
45Δ17.6767.1%11.8%16.7773.1%8.9%
50Δ17.1966.3%10.0%17.2974.0%7.7%
55Δ16.7465.4%8.4%17.8576.4%6.7%
60Δ16.3164.5%7.0%18.4577.7%5.7%
65Δ15.8863.7%5.7%19.0878.8%4.7%
70Δ15.4463.2%4.6%19.8380.4%3.8%
75Δ15.0162.8%3.6%20.9185.6%3.0%
80Δ14.5561.3%2.8%21.9186.2%2.2%

20Δ

Calls
Pseudo strike
20.56
IV
67.2%
B/E move
24.9%
Puts
Pseudo strike
14.20
IV
73.7%
B/E move
18.1%

25Δ

Calls
Pseudo strike
19.75
IV
65.7%
B/E move
20.8%
Puts
Pseudo strike
14.75
IV
74.5%
B/E move
15.9%

30Δ

Calls
Pseudo strike
19.26
IV
68.3%
B/E move
18.7%
Puts
Pseudo strike
15.27
IV
74.8%
B/E move
13.9%

35Δ

Calls
Pseudo strike
18.74
IV
69.1%
B/E move
16.4%
Puts
Pseudo strike
15.79
IV
74.6%
B/E move
12.1%

40Δ

Calls
Pseudo strike
18.17
IV
67.9%
B/E move
13.9%
Puts
Pseudo strike
16.28
IV
74.0%
B/E move
10.5%

45Δ

Calls
Pseudo strike
17.67
IV
67.1%
B/E move
11.8%
Puts
Pseudo strike
16.77
IV
73.1%
B/E move
8.9%

50Δ

Calls
Pseudo strike
17.19
IV
66.3%
B/E move
10.0%
Puts
Pseudo strike
17.29
IV
74.0%
B/E move
7.7%

55Δ

Calls
Pseudo strike
16.74
IV
65.4%
B/E move
8.4%
Puts
Pseudo strike
17.85
IV
76.4%
B/E move
6.7%

60Δ

Calls
Pseudo strike
16.31
IV
64.5%
B/E move
7.0%
Puts
Pseudo strike
18.45
IV
77.7%
B/E move
5.7%

65Δ

Calls
Pseudo strike
15.88
IV
63.7%
B/E move
5.7%
Puts
Pseudo strike
19.08
IV
78.8%
B/E move
4.7%

70Δ

Calls
Pseudo strike
15.44
IV
63.2%
B/E move
4.6%
Puts
Pseudo strike
19.83
IV
80.4%
B/E move
3.8%

75Δ

Calls
Pseudo strike
15.01
IV
62.8%
B/E move
3.6%
Puts
Pseudo strike
20.91
IV
85.6%
B/E move
3.0%

80Δ

Calls
Pseudo strike
14.55
IV
61.3%
B/E move
2.8%
Puts
Pseudo strike
21.91
IV
86.2%
B/E move
2.2%