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Patterson-UTI Energy, Inc. Common Stock PTEN

ENERGY · OIL & GAS DRILLING
i

Market dataready · fetched 2026-11-11T15:56:40.187Z

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 · 2026-11-11T15:56:31.250960801Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:56:39.738830+00:00

Share price$10.42
1D+1.5%
$10.17$10.24$10.32$10.39$10.475:30 AM6:30 AM9:00 AM1:00 PMPTEN
Sold putSold call

Patterson-UTI Energy, Inc. Common Stock options

Live interpolated PTEN call and put midpoint premiums by absolute delta.Patterson-UTI Energy, Inc. Common Stock$0.09$0.46$0.83$1.20$1.57$8.52$9.78$11.03$12.29$13.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PTEN spot · $10.42PTEN PRICE$0.13$0.17$0.20$0.25$0.32$0.38$0.45$0.51$0.58$0.64$0.16$0.20$0.25$0.30$0.38$0.46$0.53$0.61$0.69$0.77$0.95$1.21$1.46
PutsCheap0.86×
Calls——
Skew——
Implied moveBearish±$0.98
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.5666.9%12.2%9.3582.2%11.8%
25Δ11.3467.2%10.4%9.5978.2%9.9%
30Δ11.1267.6%8.7%9.8474.3%8.0%
35Δ10.9467.7%7.4%10.0571.6%6.4%
40Δ10.7967.5%6.6%10.2071.1%5.8%
45Δ10.6567.4%5.9%10.3570.7%5.1%
50Δ10.5067.2%5.1%10.5070.2%4.4%
55Δ10.3667.1%4.3%10.6469.8%3.7%
60Δ10.2266.9%3.6%10.7969.3%3.1%
65Δ10.0766.8%2.8%10.9468.9%2.4%
70Δ11.1771.3%1.9%
75Δ11.4675.6%1.6%
80Δ11.7579.8%1.2%

20Δ

Calls
Pseudo strike
11.56
IV
66.9%
B/E move
12.2%
Puts
Pseudo strike
9.35
IV
82.2%
B/E move
11.8%

25Δ

Calls
Pseudo strike
11.34
IV
67.2%
B/E move
10.4%
Puts
Pseudo strike
9.59
IV
78.2%
B/E move
9.9%

30Δ

Calls
Pseudo strike
11.12
IV
67.6%
B/E move
8.7%
Puts
Pseudo strike
9.84
IV
74.3%
B/E move
8.0%

35Δ

Calls
Pseudo strike
10.94
IV
67.7%
B/E move
7.4%
Puts
Pseudo strike
10.05
IV
71.6%
B/E move
6.4%

40Δ

Calls
Pseudo strike
10.79
IV
67.5%
B/E move
6.6%
Puts
Pseudo strike
10.20
IV
71.1%
B/E move
5.8%

45Δ

Calls
Pseudo strike
10.65
IV
67.4%
B/E move
5.9%
Puts
Pseudo strike
10.35
IV
70.7%
B/E move
5.1%

50Δ

Calls
Pseudo strike
10.50
IV
67.2%
B/E move
5.1%
Puts
Pseudo strike
10.50
IV
70.2%
B/E move
4.4%

55Δ

Calls
Pseudo strike
10.36
IV
67.1%
B/E move
4.3%
Puts
Pseudo strike
10.64
IV
69.8%
B/E move
3.7%

60Δ

Calls
Pseudo strike
10.22
IV
66.9%
B/E move
3.6%
Puts
Pseudo strike
10.79
IV
69.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
10.07
IV
66.8%
B/E move
2.8%
Puts
Pseudo strike
10.94
IV
68.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.17
IV
71.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.46
IV
75.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.75
IV
79.8%
B/E move
1.2%

Options history

IV · four-Friday blend53.27%
Daily EOD
PTEN52.9%55.5%58.2%2026-10-19: 54.75%2026-10-20: 55.31%2026-10-21: 54.50%2026-10-22: 56.68%2026-10-23: 57.20%2026-10-26: 57.82%2026-10-27: 56.16%2026-10-28: 55.91%2026-10-29: 54.48%2026-10-30: 53.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
54.75%
55.31%
54.50%
56.68%
57.20%
57.82%
56.16%
55.91%
54.48%
53.27%