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National Energy Services Reunited Corp Ordinary Shares NESR

i

Market dataready · fetched 2026-11-12T15:29:33.995Z

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 · 2026-11-12T15:29:15.013495706Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:29:33.203187+00:00

Share price$21.35
1D-2.6%
$21.28$21.50$21.72$21.94$22.165:30 AM6:30 AM9:00 AM1:00 PMNESR
Sold putSold call

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$0.23$1.13$2.04$2.95$3.85$15.64$18.47$21.31$24.14$26.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NESR spot · $21.34NESR PRICE$0.33$0.42$0.52$0.61$0.80$1.03$1.26$1.49$1.72$1.95$2.29$2.94$3.59$0.40$0.42$0.52$0.65$0.79$0.92$1.06$1.19$1.33$1.46
Puts——
CallsCheap0.72×
Skew——
Implied moveBullish±$2.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.5397.3%16.4%18.62112.6%14.6%
25Δ23.9294.3%14.1%19.6786.5%9.8%
30Δ23.3291.3%11.7%20.2177.4%7.8%
35Δ22.7288.3%9.3%20.5176.1%7.0%
40Δ22.2589.5%8.0%20.8174.7%6.2%
45Δ21.8693.0%7.2%21.1173.3%5.4%
50Δ21.4796.4%6.5%21.4172.0%4.7%
55Δ21.0899.9%5.7%21.7170.6%3.9%
60Δ20.68103.4%5.0%22.0169.2%3.1%
65Δ20.29106.9%4.2%22.3167.9%2.3%
70Δ19.80112.3%3.5%
75Δ19.04123.0%3.0%
80Δ18.27133.7%2.4%

20Δ

Calls
Pseudo strike
24.53
IV
97.3%
B/E move
16.4%
Puts
Pseudo strike
18.62
IV
112.6%
B/E move
14.6%

25Δ

Calls
Pseudo strike
23.92
IV
94.3%
B/E move
14.1%
Puts
Pseudo strike
19.67
IV
86.5%
B/E move
9.8%

30Δ

Calls
Pseudo strike
23.32
IV
91.3%
B/E move
11.7%
Puts
Pseudo strike
20.21
IV
77.4%
B/E move
7.8%

35Δ

Calls
Pseudo strike
22.72
IV
88.3%
B/E move
9.3%
Puts
Pseudo strike
20.51
IV
76.1%
B/E move
7.0%

40Δ

Calls
Pseudo strike
22.25
IV
89.5%
B/E move
8.0%
Puts
Pseudo strike
20.81
IV
74.7%
B/E move
6.2%

45Δ

Calls
Pseudo strike
21.86
IV
93.0%
B/E move
7.2%
Puts
Pseudo strike
21.11
IV
73.3%
B/E move
5.4%

50Δ

Calls
Pseudo strike
21.47
IV
96.4%
B/E move
6.5%
Puts
Pseudo strike
21.41
IV
72.0%
B/E move
4.7%

55Δ

Calls
Pseudo strike
21.08
IV
99.9%
B/E move
5.7%
Puts
Pseudo strike
21.71
IV
70.6%
B/E move
3.9%

60Δ

Calls
Pseudo strike
20.68
IV
103.4%
B/E move
5.0%
Puts
Pseudo strike
22.01
IV
69.2%
B/E move
3.1%

65Δ

Calls
Pseudo strike
20.29
IV
106.9%
B/E move
4.2%
Puts
Pseudo strike
22.31
IV
67.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
19.80
IV
112.3%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
19.04
IV
123.0%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.27
IV
133.7%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend73.43%
Daily EOD
NESR64.9%70.4%75.9%2026-10-19: 66.23%2026-10-20: 68.57%2026-10-21: 65.66%2026-10-22: 68.28%2026-10-23: 73.14%2026-10-26: 75.14%2026-10-27: 73.10%2026-10-28: 69.52%2026-10-29: 74.25%2026-10-30: 73.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
66.23%
68.57%
65.66%
68.28%
73.14%
75.14%
73.10%
69.52%
74.25%
73.43%