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Permian Resources Corporation PR

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-23T16:47:57.184Z

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 · 2026-10-23T16:47:56.933354673Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T16:44:04.072262+00:00

Share price$25.58
1D+3.8%
$24.57$24.86$25.15$25.45$25.745:30 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$0.23$1.32$2.41$3.49$4.58$20.07$22.47$24.88$27.28$29.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PR spot · $25.57PR PRICE$0.35$0.45$0.57$0.68$0.83$0.98$1.15$1.35$1.55$1.83$2.13$2.48$2.87$0.39$0.50$0.65$0.82$1.00$1.20$1.40$1.65$1.92$2.22$2.61$3.45$4.27
PutsExpensive1.19×
CallsFair1.03×
SkewBearish+1.93 pp
Implied moveBearish±$2.56
TiltBearish12.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.8546.6%14.2%23.2046.2%10.8%
25Δ28.1645.4%11.9%23.7644.6%9.1%
30Δ27.6044.4%10.1%24.2344.3%7.8%
35Δ27.0843.6%8.5%24.6445.0%6.9%
40Δ26.6543.5%7.5%25.0445.7%6.0%
45Δ26.2443.6%6.5%25.4545.6%5.2%
50Δ25.8443.7%5.6%25.8645.5%4.4%
55Δ25.4543.8%4.8%26.2845.5%3.7%
60Δ25.0643.8%4.0%26.7145.6%3.1%
65Δ24.6344.7%3.4%27.1745.7%2.5%
70Δ24.1845.7%2.9%27.6846.2%2.0%
75Δ23.6946.4%2.3%28.6052.2%1.7%
80Δ23.1746.9%1.8%29.5254.9%1.3%

20Δ

Calls
Pseudo strike
28.85
IV
46.6%
B/E move
14.2%
Puts
Pseudo strike
23.20
IV
46.2%
B/E move
10.8%

25Δ

Calls
Pseudo strike
28.16
IV
45.4%
B/E move
11.9%
Puts
Pseudo strike
23.76
IV
44.6%
B/E move
9.1%

30Δ

Calls
Pseudo strike
27.60
IV
44.4%
B/E move
10.1%
Puts
Pseudo strike
24.23
IV
44.3%
B/E move
7.8%

35Δ

Calls
Pseudo strike
27.08
IV
43.6%
B/E move
8.5%
Puts
Pseudo strike
24.64
IV
45.0%
B/E move
6.9%

40Δ

Calls
Pseudo strike
26.65
IV
43.5%
B/E move
7.5%
Puts
Pseudo strike
25.04
IV
45.7%
B/E move
6.0%

45Δ

Calls
Pseudo strike
26.24
IV
43.6%
B/E move
6.5%
Puts
Pseudo strike
25.45
IV
45.6%
B/E move
5.2%

50Δ

Calls
Pseudo strike
25.84
IV
43.7%
B/E move
5.6%
Puts
Pseudo strike
25.86
IV
45.5%
B/E move
4.4%

55Δ

Calls
Pseudo strike
25.45
IV
43.8%
B/E move
4.8%
Puts
Pseudo strike
26.28
IV
45.5%
B/E move
3.7%

60Δ

Calls
Pseudo strike
25.06
IV
43.8%
B/E move
4.0%
Puts
Pseudo strike
26.71
IV
45.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
24.63
IV
44.7%
B/E move
3.4%
Puts
Pseudo strike
27.17
IV
45.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
24.18
IV
45.7%
B/E move
2.9%
Puts
Pseudo strike
27.68
IV
46.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
23.69
IV
46.4%
B/E move
2.3%
Puts
Pseudo strike
28.60
IV
52.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
23.17
IV
46.9%
B/E move
1.8%
Puts
Pseudo strike
29.52
IV
54.9%
B/E move
1.3%

Options history

No recorded observations