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Patterson-UTI Energy, Inc. Common Stock PTEN

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Market datapartial · fetched 2026-10-22T15:43:15.364Z

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 · 2026-10-22T15:43:11.286950699Z

FundamentalsAlpha Vantage · unavailable

Share price$11.03
1D-6.1%
$10.92$11.15$11.38$11.61$11.845:30 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$0.18$0.65$1.12$1.60$2.07$8.54$9.79$11.04$12.29$13.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PTEN spot · $11.03PTEN PRICE$0.23$0.27$0.32$0.39$0.50$0.61$0.72$0.83$1.00$1.18$1.35$1.58$1.90$0.24$0.30$0.39$0.47$0.56$0.64$0.80$0.97$1.13$1.30$1.51$1.72$1.93
PutsCheap0.90×
CallsExpensive1.14×
SkewBullish-7.37 pp
Implied moveBearish±$1.52
TiltBearish4.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.5873.9%25.3%9.6462.1%14.7%
25Δ12.7764.9%18.3%10.0159.9%12.0%
30Δ12.2959.5%14.4%10.2558.7%10.5%
35Δ11.9156.9%11.6%10.4957.5%9.1%
40Δ11.6858.8%10.5%10.7356.3%7.7%
45Δ11.4560.7%9.4%10.9755.1%6.3%
50Δ11.2262.6%8.3%11.2256.0%5.5%
55Δ10.9964.4%7.2%11.4757.1%4.7%
60Δ10.7165.8%6.3%11.7258.2%4.0%
65Δ10.4467.1%5.4%11.9759.3%3.3%
70Δ10.1768.4%4.4%12.2458.3%2.6%
75Δ9.8470.5%3.6%12.5357.0%2.0%
80Δ9.4473.6%2.8%12.8155.7%1.3%

20Δ

Calls
Pseudo strike
13.58
IV
73.9%
B/E move
25.3%
Puts
Pseudo strike
9.64
IV
62.1%
B/E move
14.7%

25Δ

Calls
Pseudo strike
12.77
IV
64.9%
B/E move
18.3%
Puts
Pseudo strike
10.01
IV
59.9%
B/E move
12.0%

30Δ

Calls
Pseudo strike
12.29
IV
59.5%
B/E move
14.4%
Puts
Pseudo strike
10.25
IV
58.7%
B/E move
10.5%

35Δ

Calls
Pseudo strike
11.91
IV
56.9%
B/E move
11.6%
Puts
Pseudo strike
10.49
IV
57.5%
B/E move
9.1%

40Δ

Calls
Pseudo strike
11.68
IV
58.8%
B/E move
10.5%
Puts
Pseudo strike
10.73
IV
56.3%
B/E move
7.7%

45Δ

Calls
Pseudo strike
11.45
IV
60.7%
B/E move
9.4%
Puts
Pseudo strike
10.97
IV
55.1%
B/E move
6.3%

50Δ

Calls
Pseudo strike
11.22
IV
62.6%
B/E move
8.3%
Puts
Pseudo strike
11.22
IV
56.0%
B/E move
5.5%

55Δ

Calls
Pseudo strike
10.99
IV
64.4%
B/E move
7.2%
Puts
Pseudo strike
11.47
IV
57.1%
B/E move
4.7%

60Δ

Calls
Pseudo strike
10.71
IV
65.8%
B/E move
6.3%
Puts
Pseudo strike
11.72
IV
58.2%
B/E move
4.0%

65Δ

Calls
Pseudo strike
10.44
IV
67.1%
B/E move
5.4%
Puts
Pseudo strike
11.97
IV
59.3%
B/E move
3.3%

70Δ

Calls
Pseudo strike
10.17
IV
68.4%
B/E move
4.4%
Puts
Pseudo strike
12.24
IV
58.3%
B/E move
2.6%

75Δ

Calls
Pseudo strike
9.84
IV
70.5%
B/E move
3.6%
Puts
Pseudo strike
12.53
IV
57.0%
B/E move
2.0%

80Δ

Calls
Pseudo strike
9.44
IV
73.6%
B/E move
2.8%
Puts
Pseudo strike
12.81
IV
55.7%
B/E move
1.3%

Options history

No recorded observations