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Permian Resources Corporation PR

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-12T00:44:40.885Z

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 · 2026-11-12T00:00:00.003486127Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:44:40.523614+00:00

Share price$22.32
1D+1.7%
AH$21.85$21.98$22.10$22.23$22.355:30 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$0.11$0.52$0.93$1.34$1.74$19.23$20.74$22.26$23.77$25.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PR spot · $22.32PR PRICE$0.15$0.19$0.24$0.30$0.38$0.45$0.53$0.60$0.68$0.76$0.84$0.93$1.02$0.18$0.24$0.31$0.37$0.44$0.55$0.66$0.77$0.88$0.99$1.31$1.63
Puts——
CallsCheap0.56×
Skew——
Implied moveBearish±$1.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.6639.4%6.7%21.1143.6%6.2%
25Δ23.3738.0%5.6%21.3443.2%5.5%
30Δ23.0836.6%4.5%21.5742.7%4.7%
35Δ22.8836.3%3.9%21.8042.2%4.0%
40Δ22.7236.4%3.5%22.0241.8%3.3%
45Δ22.5536.5%3.1%22.2242.1%2.9%
50Δ22.3836.6%2.7%22.4142.5%2.6%
55Δ22.2236.7%2.2%22.6042.8%2.2%
60Δ22.0536.8%1.8%22.8043.1%1.8%
65Δ21.9135.2%1.5%22.9943.4%1.5%
70Δ21.7732.8%1.3%23.3547.1%1.2%
75Δ21.6330.4%1.1%23.7251.0%1.0%
80Δ21.4928.0%0.9%

20Δ

Calls
Pseudo strike
23.66
IV
39.4%
B/E move
6.7%
Puts
Pseudo strike
21.11
IV
43.6%
B/E move
6.2%

25Δ

Calls
Pseudo strike
23.37
IV
38.0%
B/E move
5.6%
Puts
Pseudo strike
21.34
IV
43.2%
B/E move
5.5%

30Δ

Calls
Pseudo strike
23.08
IV
36.6%
B/E move
4.5%
Puts
Pseudo strike
21.57
IV
42.7%
B/E move
4.7%

35Δ

Calls
Pseudo strike
22.88
IV
36.3%
B/E move
3.9%
Puts
Pseudo strike
21.80
IV
42.2%
B/E move
4.0%

40Δ

Calls
Pseudo strike
22.72
IV
36.4%
B/E move
3.5%
Puts
Pseudo strike
22.02
IV
41.8%
B/E move
3.3%

45Δ

Calls
Pseudo strike
22.55
IV
36.5%
B/E move
3.1%
Puts
Pseudo strike
22.22
IV
42.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
22.38
IV
36.6%
B/E move
2.7%
Puts
Pseudo strike
22.41
IV
42.5%
B/E move
2.6%

55Δ

Calls
Pseudo strike
22.22
IV
36.7%
B/E move
2.2%
Puts
Pseudo strike
22.60
IV
42.8%
B/E move
2.2%

60Δ

Calls
Pseudo strike
22.05
IV
36.8%
B/E move
1.8%
Puts
Pseudo strike
22.80
IV
43.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
21.91
IV
35.2%
B/E move
1.5%
Puts
Pseudo strike
22.99
IV
43.4%
B/E move
1.5%

70Δ

Calls
Pseudo strike
21.77
IV
32.8%
B/E move
1.3%
Puts
Pseudo strike
23.35
IV
47.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
21.63
IV
30.4%
B/E move
1.1%
Puts
Pseudo strike
23.72
IV
51.0%
B/E move
1.0%

80Δ

Calls
Pseudo strike
21.49
IV
28.0%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend41.02%
Daily EOD
PR39.9%41.0%42.1%2026-10-19: 40.21%2026-10-20: 40.59%2026-10-21: 40.02%2026-10-22: 41.53%2026-10-23: 41.73%2026-10-26: 41.93%2026-10-27: 40.93%2026-10-28: 41.40%2026-10-29: 41.44%2026-10-30: 41.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
40.21%
40.59%
40.02%
41.53%
41.73%
41.93%
40.93%
41.40%
41.44%
41.02%