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Permian Resources Corporation PR

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Market datapartial · fetched 2026-10-22T21:39:29.877Z

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 · 2026-10-22T20:20:06.494262301Z

FundamentalsAlpha Vantage · unavailable

Share price$24.42
1D-2.2%
AH$24.02$24.31$24.61$24.90$25.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPR
Sold putSold callAH

Permian Resources Corporation options

Live interpolated PR call and put midpoint premiums by absolute delta.Permian Resources Corporation$0.20$1.11$2.02$2.92$3.83$20.22$22.23$24.23$26.24$28.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PR spot · $24.42PR PRICE$0.30$0.42$0.55$0.68$0.82$0.97$1.14$1.31$1.51$1.79$2.08$2.40$2.72$0.38$0.51$0.62$0.72$0.82$1.04$1.28$1.51$1.74$1.97$2.38$2.96$3.57
PutsFair1.01×
CallsFair1.01×
SkewBullish-0.76 pp
Implied moveBearish±$2.42
TiltBearish7.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.2441.4%12.8%22.1246.3%11.0%
25Δ26.7241.8%11.1%22.6245.6%9.4%
30Δ26.3243.3%10.0%23.1044.5%7.9%
35Δ25.9244.6%8.9%23.5341.8%6.6%
40Δ25.5044.6%7.8%23.9639.0%5.2%
45Δ25.0944.5%6.7%24.3340.4%4.6%
50Δ24.6944.3%5.8%24.7042.1%4.1%
55Δ24.3143.9%4.9%25.0643.4%3.6%
60Δ23.9243.9%4.1%25.4442.7%2.9%
65Δ23.4945.2%3.5%25.8242.0%2.3%
70Δ23.0646.4%3.0%26.3543.5%1.8%
75Δ22.6146.2%2.4%27.0246.9%1.5%
80Δ22.1445.8%1.8%27.7348.0%1.1%

20Δ

Calls
Pseudo strike
27.24
IV
41.4%
B/E move
12.8%
Puts
Pseudo strike
22.12
IV
46.3%
B/E move
11.0%

25Δ

Calls
Pseudo strike
26.72
IV
41.8%
B/E move
11.1%
Puts
Pseudo strike
22.62
IV
45.6%
B/E move
9.4%

30Δ

Calls
Pseudo strike
26.32
IV
43.3%
B/E move
10.0%
Puts
Pseudo strike
23.10
IV
44.5%
B/E move
7.9%

35Δ

Calls
Pseudo strike
25.92
IV
44.6%
B/E move
8.9%
Puts
Pseudo strike
23.53
IV
41.8%
B/E move
6.6%

40Δ

Calls
Pseudo strike
25.50
IV
44.6%
B/E move
7.8%
Puts
Pseudo strike
23.96
IV
39.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
25.09
IV
44.5%
B/E move
6.7%
Puts
Pseudo strike
24.33
IV
40.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
24.69
IV
44.3%
B/E move
5.8%
Puts
Pseudo strike
24.70
IV
42.1%
B/E move
4.1%

55Δ

Calls
Pseudo strike
24.31
IV
43.9%
B/E move
4.9%
Puts
Pseudo strike
25.06
IV
43.4%
B/E move
3.6%

60Δ

Calls
Pseudo strike
23.92
IV
43.9%
B/E move
4.1%
Puts
Pseudo strike
25.44
IV
42.7%
B/E move
2.9%

65Δ

Calls
Pseudo strike
23.49
IV
45.2%
B/E move
3.5%
Puts
Pseudo strike
25.82
IV
42.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
23.06
IV
46.4%
B/E move
3.0%
Puts
Pseudo strike
26.35
IV
43.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
22.61
IV
46.2%
B/E move
2.4%
Puts
Pseudo strike
27.02
IV
46.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
22.14
IV
45.8%
B/E move
1.8%
Puts
Pseudo strike
27.73
IV
48.0%
B/E move
1.1%

Options history

No recorded observations