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Precision Drilling Corporation PDS

i

Market datapartial · fetched 2026-11-12T01:58:00.901Z

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 · 2026-11-12T00:01:11.482695498Z

FundamentalsAlpha Vantage · unavailable

Share price$94.98
1D+2.1%
AH$92$93$94$95$965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPDS
Sold putSold callAH

Precision Drilling Corporation options

Live interpolated PDS call and put midpoint premiums by absolute delta.Precision Drilling Corporation$0.70$2.74$4.79$6.83$8.88$84.80$89.70$94.61$99.51$104.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PDS spot · $94.98PDS PRICE$0.92$1.20$1.49$1.82$2.15$2.47$2.80$3.34$4.02$4.69$5.37$6.04$6.95$1.17$1.52$1.89$2.29$2.68$3.07$3.52$4.04$4.56$5.08$5.59$6.41$8.29
PutsFair1.03×
CallsFair1.01×
SkewBearish+5.08 pp
Implied moveBearish±$6.32
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ102.1850.0%8.5%87.4165.2%9.2%
25Δ101.0252.6%7.6%89.1364.3%7.8%
30Δ99.8654.8%6.7%90.6162.9%6.6%
35Δ98.7553.4%5.9%91.8461.0%5.7%
40Δ97.6451.9%5.1%93.0659.1%4.8%
45Δ96.5350.5%4.2%94.2957.2%4.0%
50Δ95.4349.1%3.4%95.4055.4%3.3%
55Δ94.3649.0%2.9%96.3753.8%2.8%
60Δ93.3349.7%2.5%97.3352.1%2.3%
65Δ92.3050.4%2.1%98.2950.4%1.9%
70Δ91.2751.2%1.7%99.2548.8%1.4%
75Δ90.2451.9%1.4%100.4648.3%1.0%
80Δ89.0549.8%1.1%102.5452.0%0.8%

20Δ

Calls
Pseudo strike
102.18
IV
50.0%
B/E move
8.5%
Puts
Pseudo strike
87.41
IV
65.2%
B/E move
9.2%

25Δ

Calls
Pseudo strike
101.02
IV
52.6%
B/E move
7.6%
Puts
Pseudo strike
89.13
IV
64.3%
B/E move
7.8%

30Δ

Calls
Pseudo strike
99.86
IV
54.8%
B/E move
6.7%
Puts
Pseudo strike
90.61
IV
62.9%
B/E move
6.6%

35Δ

Calls
Pseudo strike
98.75
IV
53.4%
B/E move
5.9%
Puts
Pseudo strike
91.84
IV
61.0%
B/E move
5.7%

40Δ

Calls
Pseudo strike
97.64
IV
51.9%
B/E move
5.1%
Puts
Pseudo strike
93.06
IV
59.1%
B/E move
4.8%

45Δ

Calls
Pseudo strike
96.53
IV
50.5%
B/E move
4.2%
Puts
Pseudo strike
94.29
IV
57.2%
B/E move
4.0%

50Δ

Calls
Pseudo strike
95.43
IV
49.1%
B/E move
3.4%
Puts
Pseudo strike
95.40
IV
55.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
94.36
IV
49.0%
B/E move
2.9%
Puts
Pseudo strike
96.37
IV
53.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
93.33
IV
49.7%
B/E move
2.5%
Puts
Pseudo strike
97.33
IV
52.1%
B/E move
2.3%

65Δ

Calls
Pseudo strike
92.30
IV
50.4%
B/E move
2.1%
Puts
Pseudo strike
98.29
IV
50.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
91.27
IV
51.2%
B/E move
1.7%
Puts
Pseudo strike
99.25
IV
48.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
90.24
IV
51.9%
B/E move
1.4%
Puts
Pseudo strike
100.46
IV
48.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
89.05
IV
49.8%
B/E move
1.1%
Puts
Pseudo strike
102.54
IV
52.0%
B/E move
0.8%

Options history

IV · four-Friday blend39.52%
Daily EOD
PDS38.0%39.7%41.4%2026-10-19: 39.81%2026-10-20: 38.26%2026-10-21: 39.33%2026-10-22: 39.33%2026-10-23: 39.32%2026-10-26: 39.91%2026-10-27: 41.14%2026-10-28: 38.85%2026-10-29: 38.65%2026-10-30: 39.52%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.81%
38.26%
39.33%
39.33%
39.32%
39.91%
41.14%
38.85%
38.65%
39.52%