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Permian Basin Royalty Trust PBT

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-10-22T20:44:39.824Z

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 · 2026-10-22T20:10:00.001216266Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:44:36.477452+00:00

Share price$33.27
1D-0.8%
AH$32.65$32.91$33.18$33.45$33.725:30 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$0.70$1.96$3.22$4.48$5.74$26.16$29.52$32.88$36.23$39.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PBT spot · $33.27PBT PRICE$1.18$1.10$0.97$0.83$1.10$1.38$1.67$1.96$2.25$2.54$2.83$3.12$3.41$1.22$1.28$1.43$1.64$1.85$2.06$2.27$2.48$2.70$3.27$3.97$4.67$5.37
PutsExpensive1.16×
CallsExpensive1.05×
SkewBearish+8.43 pp
Implied moveBearish±$3.95
TiltBearish16.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.09135.3%54.1%26.82107.1%23.1%
25Δ42.8397.8%32.1%29.0984.2%16.4%
30Δ39.0469.4%20.3%30.4472.5%12.8%
35Δ35.2541.0%8.5%31.1768.6%11.2%
40Δ34.5339.1%7.1%31.8964.6%9.7%
45Δ34.0239.1%6.4%32.6260.6%8.1%
50Δ33.5139.2%5.8%33.3556.7%6.6%
55Δ33.0039.2%5.1%34.0852.7%5.0%
60Δ32.4939.2%4.4%34.8148.7%3.5%
65Δ31.9939.2%3.8%35.6447.6%2.7%
70Δ31.4839.2%3.1%36.5147.6%2.2%
75Δ30.9739.2%2.5%37.3747.5%1.7%
80Δ30.4639.2%1.8%38.2447.4%1.2%

20Δ

Calls
Pseudo strike
50.09
IV
135.3%
B/E move
54.1%
Puts
Pseudo strike
26.82
IV
107.1%
B/E move
23.1%

25Δ

Calls
Pseudo strike
42.83
IV
97.8%
B/E move
32.1%
Puts
Pseudo strike
29.09
IV
84.2%
B/E move
16.4%

30Δ

Calls
Pseudo strike
39.04
IV
69.4%
B/E move
20.3%
Puts
Pseudo strike
30.44
IV
72.5%
B/E move
12.8%

35Δ

Calls
Pseudo strike
35.25
IV
41.0%
B/E move
8.5%
Puts
Pseudo strike
31.17
IV
68.6%
B/E move
11.2%

40Δ

Calls
Pseudo strike
34.53
IV
39.1%
B/E move
7.1%
Puts
Pseudo strike
31.89
IV
64.6%
B/E move
9.7%

45Δ

Calls
Pseudo strike
34.02
IV
39.1%
B/E move
6.4%
Puts
Pseudo strike
32.62
IV
60.6%
B/E move
8.1%

50Δ

Calls
Pseudo strike
33.51
IV
39.2%
B/E move
5.8%
Puts
Pseudo strike
33.35
IV
56.7%
B/E move
6.6%

55Δ

Calls
Pseudo strike
33.00
IV
39.2%
B/E move
5.1%
Puts
Pseudo strike
34.08
IV
52.7%
B/E move
5.0%

60Δ

Calls
Pseudo strike
32.49
IV
39.2%
B/E move
4.4%
Puts
Pseudo strike
34.81
IV
48.7%
B/E move
3.5%

65Δ

Calls
Pseudo strike
31.99
IV
39.2%
B/E move
3.8%
Puts
Pseudo strike
35.64
IV
47.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
31.48
IV
39.2%
B/E move
3.1%
Puts
Pseudo strike
36.51
IV
47.6%
B/E move
2.2%

75Δ

Calls
Pseudo strike
30.97
IV
39.2%
B/E move
2.5%
Puts
Pseudo strike
37.37
IV
47.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
30.46
IV
39.2%
B/E move
1.8%
Puts
Pseudo strike
38.24
IV
47.4%
B/E move
1.2%

Options history

No recorded observations