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Permian Basin Royalty Trust PBT

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-11-12T02:45:24.050Z

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 · 2026-11-12T00:00:00.001610553Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:45:23.623854+00:00

Share price$30.87
1D-0.4%
AH$30.19$30.41$30.63$30.84$31.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPBT
Sold putSold callAH

Permian Basin Royalty Trust options

Live interpolated PBT call and put midpoint premiums by absolute delta.Permian Basin Royalty Trust$0.52$1.44$2.37$3.29$4.22$24.76$27.31$29.87$32.42$34.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PBT spot · $30.87PBT PRICE$1.07$0.62$0.77$0.91$1.06$1.21$1.36$1.50$1.65$1.18$1.24$1.31$1.37$1.47$1.78$2.09$2.40$2.71$3.02$3.33$3.64$3.95
PutsExpensive1.79×
Calls——
Skew——
Implied moveBearish±$3.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.05237.2%49.4%25.10192.2%22.5%
25Δ34.6192.1%14.1%26.37167.8%18.6%
30Δ34.0188.8%12.7%27.64143.4%14.7%
35Δ33.4185.4%11.2%28.91119.0%10.8%
40Δ32.8182.1%9.7%30.0797.6%7.3%
45Δ32.2178.7%8.2%30.6194.6%6.6%
50Δ31.6075.3%6.8%31.1491.6%5.9%
55Δ31.0072.0%5.3%31.6888.5%5.2%
60Δ30.4068.6%3.8%32.2185.5%4.4%
65Δ32.7582.5%3.7%
70Δ33.2879.5%3.0%
75Δ33.8276.4%2.2%
80Δ34.3573.4%1.5%

20Δ

Calls
Pseudo strike
45.05
IV
237.2%
B/E move
49.4%
Puts
Pseudo strike
25.10
IV
192.2%
B/E move
22.5%

25Δ

Calls
Pseudo strike
34.61
IV
92.1%
B/E move
14.1%
Puts
Pseudo strike
26.37
IV
167.8%
B/E move
18.6%

30Δ

Calls
Pseudo strike
34.01
IV
88.8%
B/E move
12.7%
Puts
Pseudo strike
27.64
IV
143.4%
B/E move
14.7%

35Δ

Calls
Pseudo strike
33.41
IV
85.4%
B/E move
11.2%
Puts
Pseudo strike
28.91
IV
119.0%
B/E move
10.8%

40Δ

Calls
Pseudo strike
32.81
IV
82.1%
B/E move
9.7%
Puts
Pseudo strike
30.07
IV
97.6%
B/E move
7.3%

45Δ

Calls
Pseudo strike
32.21
IV
78.7%
B/E move
8.2%
Puts
Pseudo strike
30.61
IV
94.6%
B/E move
6.6%

50Δ

Calls
Pseudo strike
31.60
IV
75.3%
B/E move
6.8%
Puts
Pseudo strike
31.14
IV
91.6%
B/E move
5.9%

55Δ

Calls
Pseudo strike
31.00
IV
72.0%
B/E move
5.3%
Puts
Pseudo strike
31.68
IV
88.5%
B/E move
5.2%

60Δ

Calls
Pseudo strike
30.40
IV
68.6%
B/E move
3.8%
Puts
Pseudo strike
32.21
IV
85.5%
B/E move
4.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.75
IV
82.5%
B/E move
3.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.28
IV
79.5%
B/E move
3.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.82
IV
76.4%
B/E move
2.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.35
IV
73.4%
B/E move
1.5%

Options history

IV · four-Friday blend54.52%
Daily EOD
PBT45.8%50.5%55.2%2026-10-19: 49.17%2026-10-20: 46.46%2026-10-21: 49.48%2026-10-22: 53.66%2026-10-23: 47.54%2026-10-26: 50.52%2026-10-27: 49.94%2026-10-29: 51.69%2026-10-30: 54.52%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
49.17%
46.46%
49.48%
53.66%
47.54%
50.52%
49.94%
51.69%
54.52%