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Precision Drilling Corporation PDS

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Market datapartial · fetched 2026-10-22T23:28:11.699Z

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 · 2026-10-22T23:00:00.001642546Z

FundamentalsAlpha Vantage · unavailable

Share price$90.43
1D-1.1%
AH$86$88$89$91$925:30 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$1.08$3.72$6.35$8.99$11.62$75.71$82.92$90.13$97.34$104.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PDS spot · $90.43PDS PRICE$1.37$1.60$2.04$2.47$2.93$3.42$3.91$4.40$5.51$6.62$7.73$9.24$10.86$1.54$2.05$2.56$2.96$3.35$3.75$4.52$5.30$6.07$6.91$7.99$9.06$10.14
PutsFair0.98×
CallsFair1.02×
SkewBullish-1.94 pp
Implied moveBearish±$8.43
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.8351.8%16.3%81.3449.3%11.8%
25Δ99.5844.5%11.9%83.2649.3%10.2%
30Δ97.7644.1%10.4%85.1549.0%8.7%
35Δ95.9543.7%8.8%86.7746.2%7.3%
40Δ94.3143.0%7.5%88.3943.3%6.0%
45Δ92.8841.9%6.5%90.0140.4%4.6%
50Δ91.4440.9%5.4%91.3440.4%4.0%
55Δ90.0139.9%4.4%92.6740.3%3.4%
60Δ88.4642.0%3.9%94.0040.2%2.8%
65Δ86.9244.1%3.4%95.3739.9%2.2%
70Δ85.3746.3%3.0%96.8639.3%1.7%
75Δ83.4147.8%2.5%98.3538.6%1.3%
80Δ81.3349.2%1.9%99.8437.9%0.8%

20Δ

Calls
Pseudo strike
103.83
IV
51.8%
B/E move
16.3%
Puts
Pseudo strike
81.34
IV
49.3%
B/E move
11.8%

25Δ

Calls
Pseudo strike
99.58
IV
44.5%
B/E move
11.9%
Puts
Pseudo strike
83.26
IV
49.3%
B/E move
10.2%

30Δ

Calls
Pseudo strike
97.76
IV
44.1%
B/E move
10.4%
Puts
Pseudo strike
85.15
IV
49.0%
B/E move
8.7%

35Δ

Calls
Pseudo strike
95.95
IV
43.7%
B/E move
8.8%
Puts
Pseudo strike
86.77
IV
46.2%
B/E move
7.3%

40Δ

Calls
Pseudo strike
94.31
IV
43.0%
B/E move
7.5%
Puts
Pseudo strike
88.39
IV
43.3%
B/E move
6.0%

45Δ

Calls
Pseudo strike
92.88
IV
41.9%
B/E move
6.5%
Puts
Pseudo strike
90.01
IV
40.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
91.44
IV
40.9%
B/E move
5.4%
Puts
Pseudo strike
91.34
IV
40.4%
B/E move
4.0%

55Δ

Calls
Pseudo strike
90.01
IV
39.9%
B/E move
4.4%
Puts
Pseudo strike
92.67
IV
40.3%
B/E move
3.4%

60Δ

Calls
Pseudo strike
88.46
IV
42.0%
B/E move
3.9%
Puts
Pseudo strike
94.00
IV
40.2%
B/E move
2.8%

65Δ

Calls
Pseudo strike
86.92
IV
44.1%
B/E move
3.4%
Puts
Pseudo strike
95.37
IV
39.9%
B/E move
2.2%

70Δ

Calls
Pseudo strike
85.37
IV
46.3%
B/E move
3.0%
Puts
Pseudo strike
96.86
IV
39.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
83.41
IV
47.8%
B/E move
2.5%
Puts
Pseudo strike
98.35
IV
38.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
81.33
IV
49.2%
B/E move
1.9%
Puts
Pseudo strike
99.84
IV
37.9%
B/E move
0.8%

Options history

No recorded observations