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Permian Resources Corporation PR

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-22T16:34:48.296Z

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 · 2026-10-22T16:34:41.036769976Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:26:30.335254+00:00

Share price$24.47
1D-2.1%
$24.02$24.31$24.61$24.90$25.195:30 AM6:30 AM9:00 AM1:00 PMPR
Sold putSold call

Permian Resources Corporation options

Live interpolated PR call and put midpoint premiums by absolute delta.Permian Resources Corporation$0.21$1.24$2.27$3.30$4.32$20.22$22.24$24.26$26.28$28.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PR spot · $24.46PR PRICE$0.32$0.43$0.55$0.67$0.80$0.94$1.11$1.30$1.50$1.75$2.00$2.28$2.58$0.39$0.51$0.65$0.80$0.96$1.16$1.37$1.61$1.90$2.21$2.56$2.94$4.03
PutsExpensive1.07×
CallsFair0.99×
SkewBearish+2.85 pp
Implied moveBearish±$2.48
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.5144.3%13.8%22.1446.7%11.1%
25Δ26.8943.9%11.7%22.6546.1%9.5%
30Δ26.4143.9%10.2%23.1245.6%8.1%
35Δ25.9443.9%8.8%23.5445.4%7.1%
40Δ25.5343.4%7.6%23.9545.1%6.0%
45Δ25.1143.0%6.5%24.3545.2%5.2%
50Δ24.7243.1%5.6%24.7545.3%4.4%
55Δ24.3543.4%4.8%25.1645.6%3.7%
60Δ23.9743.6%4.1%25.6046.2%3.1%
65Δ23.5743.8%3.5%26.0546.7%2.6%
70Δ23.1644.1%2.8%26.5346.4%2.0%
75Δ22.7443.6%2.3%27.0446.4%1.5%
80Δ22.3142.8%1.8%28.2053.2%1.2%

20Δ

Calls
Pseudo strike
27.51
IV
44.3%
B/E move
13.8%
Puts
Pseudo strike
22.14
IV
46.7%
B/E move
11.1%

25Δ

Calls
Pseudo strike
26.89
IV
43.9%
B/E move
11.7%
Puts
Pseudo strike
22.65
IV
46.1%
B/E move
9.5%

30Δ

Calls
Pseudo strike
26.41
IV
43.9%
B/E move
10.2%
Puts
Pseudo strike
23.12
IV
45.6%
B/E move
8.1%

35Δ

Calls
Pseudo strike
25.94
IV
43.9%
B/E move
8.8%
Puts
Pseudo strike
23.54
IV
45.4%
B/E move
7.1%

40Δ

Calls
Pseudo strike
25.53
IV
43.4%
B/E move
7.6%
Puts
Pseudo strike
23.95
IV
45.1%
B/E move
6.0%

45Δ

Calls
Pseudo strike
25.11
IV
43.0%
B/E move
6.5%
Puts
Pseudo strike
24.35
IV
45.2%
B/E move
5.2%

50Δ

Calls
Pseudo strike
24.72
IV
43.1%
B/E move
5.6%
Puts
Pseudo strike
24.75
IV
45.3%
B/E move
4.4%

55Δ

Calls
Pseudo strike
24.35
IV
43.4%
B/E move
4.8%
Puts
Pseudo strike
25.16
IV
45.6%
B/E move
3.7%

60Δ

Calls
Pseudo strike
23.97
IV
43.6%
B/E move
4.1%
Puts
Pseudo strike
25.60
IV
46.2%
B/E move
3.1%

65Δ

Calls
Pseudo strike
23.57
IV
43.8%
B/E move
3.5%
Puts
Pseudo strike
26.05
IV
46.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
23.16
IV
44.1%
B/E move
2.8%
Puts
Pseudo strike
26.53
IV
46.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
22.74
IV
43.6%
B/E move
2.3%
Puts
Pseudo strike
27.04
IV
46.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
22.31
IV
42.8%
B/E move
1.8%
Puts
Pseudo strike
28.20
IV
53.2%
B/E move
1.2%

Options history

No recorded observations