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National Energy Services Reunited Corp Ordinary Shares NESR

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Market datapartial · fetched 2026-10-22T23:45:29.375Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:06:00.019494277Z

FundamentalsAlpha Vantage · unavailable

Share price$19.67
1D-6.9%
AH$19.08$19.66$20.24$20.82$21.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNESR
Sold putSold callAH

National Energy Services Reunited Corp Ordinary Shares options

Live interpolated NESR call and put midpoint premiums by absolute delta.National Energy Services Reunited Corp Ordinary Shares$0.41$1.50$2.60$3.69$4.78$12.55$18.32$24.10$29.87$35.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NESR spot · $19.67NESR PRICE$0.65$0.53$0.67$0.88$1.09$1.29$1.50$1.93$2.48$3.03$3.58$4.03$4.46$1.04$0.81$0.95$1.17$1.38$1.60$1.82$2.08$2.34$2.59$2.85$3.11$4.03
PutsCheap0.86×
CallsExpensive1.20×
SkewBullish-13.18 pp
Implied moveBearish±$3.32
TiltBalanced0.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.38128.3%52.7%15.28140.1%27.6%
25Δ23.2172.2%20.7%17.1788.5%16.8%
30Δ22.1566.3%16.0%17.9678.3%13.6%
35Δ21.6568.7%14.6%18.5176.7%11.9%
40Δ21.1671.1%13.1%19.0675.2%10.1%
45Δ20.6773.5%11.7%19.6173.6%8.4%
50Δ20.1875.9%10.2%20.1371.8%6.9%
55Δ19.5783.0%9.3%20.5869.2%6.0%
60Δ18.9092.7%8.7%21.0366.7%5.0%
65Δ18.23102.5%8.1%21.4864.1%4.0%
70Δ17.55112.3%7.4%21.9361.5%3.0%
75Δ16.82108.6%6.0%22.3859.0%2.0%
80Δ16.08103.8%4.4%23.4262.7%1.4%

20Δ

Calls
Pseudo strike
29.38
IV
128.3%
B/E move
52.7%
Puts
Pseudo strike
15.28
IV
140.1%
B/E move
27.6%

25Δ

Calls
Pseudo strike
23.21
IV
72.2%
B/E move
20.7%
Puts
Pseudo strike
17.17
IV
88.5%
B/E move
16.8%

30Δ

Calls
Pseudo strike
22.15
IV
66.3%
B/E move
16.0%
Puts
Pseudo strike
17.96
IV
78.3%
B/E move
13.6%

35Δ

Calls
Pseudo strike
21.65
IV
68.7%
B/E move
14.6%
Puts
Pseudo strike
18.51
IV
76.7%
B/E move
11.9%

40Δ

Calls
Pseudo strike
21.16
IV
71.1%
B/E move
13.1%
Puts
Pseudo strike
19.06
IV
75.2%
B/E move
10.1%

45Δ

Calls
Pseudo strike
20.67
IV
73.5%
B/E move
11.7%
Puts
Pseudo strike
19.61
IV
73.6%
B/E move
8.4%

50Δ

Calls
Pseudo strike
20.18
IV
75.9%
B/E move
10.2%
Puts
Pseudo strike
20.13
IV
71.8%
B/E move
6.9%

55Δ

Calls
Pseudo strike
19.57
IV
83.0%
B/E move
9.3%
Puts
Pseudo strike
20.58
IV
69.2%
B/E move
6.0%

60Δ

Calls
Pseudo strike
18.90
IV
92.7%
B/E move
8.7%
Puts
Pseudo strike
21.03
IV
66.7%
B/E move
5.0%

65Δ

Calls
Pseudo strike
18.23
IV
102.5%
B/E move
8.1%
Puts
Pseudo strike
21.48
IV
64.1%
B/E move
4.0%

70Δ

Calls
Pseudo strike
17.55
IV
112.3%
B/E move
7.4%
Puts
Pseudo strike
21.93
IV
61.5%
B/E move
3.0%

75Δ

Calls
Pseudo strike
16.82
IV
108.6%
B/E move
6.0%
Puts
Pseudo strike
22.38
IV
59.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
16.08
IV
103.8%
B/E move
4.4%
Puts
Pseudo strike
23.42
IV
62.7%
B/E move
1.4%

Options history

No recorded observations